Volume & Issue: Articles in Press

Bank’s Credit Portfolio Optimization Using Actuarial Approach and Artificial Neural Networks

Articles in Press, Accepted Manuscript, Available Online from 26 October 2022

10.22059/frj.2021.311064.1007074

Sara Raeesi; Saeed Bajalan; saeid Fallahpour


Application of Kalman Filter to Estimate Dynamic Hedge Ratio in Pairs Trading Strategy: A Case Study of the Automobile Industry

Articles in Press, Accepted Manuscript, Available Online from 26 October 2022

10.22059/frj.2021.325988.1007206

Mohammad Javad Nourahmadi; marziyeh nourahmadi


Evaluating the effect of bank characteristics on bank lending channel with FAVAR approach.

Articles in Press, Accepted Manuscript, Available Online from 26 October 2022

10.22059/frj.2021.327426.1007220

Javad Serkanian; Reza Raei; Saeid Shirkavand; Ezatollah Abbasian


An algorithm for detecting suspicious trades in Tehran Stock Exchange Based on spoof Trading model

Articles in Press, Accepted Manuscript, Available Online from 26 October 2022

10.22059/frj.2020.295905.1006979

hamid nour alidokht; Reza Tehrani; saeed falalpor