مرور Volume 3, Issue 12 بر اساس تاریخ انتشار
در حال نمایش موارد 1 - 6 از 6
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An Efficiency Measurement and Benchmarking Model Based on Tobit Regression, GANN-DEA and PSOGA
(Iranian Financial Engineering Association(IFEA), 2019-01-01)The purpose of this study is designing a model based on Tobit regression, DEA, Artificial Neural Network, Genetic Algorithm and Particle Swarm Optimization to evaluate the efficiency and also benchmarking the efficient and ...
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A New Efficient Metaheuristic Model for Stock Portfolio Management and its Performance Evaluation by Risk-adjusted Methods
(Iranian Financial Engineering Association(IFEA), 2019-01-01)In this research, we proposed a new metaheuristic technique for stock portfolio multi-objective optimization employing the combination of Strength Pareto Evolutionary Algorithm (SPEA), Adaptive Neuro-Fuzzy Inference System ...
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Nonlinear Model Improves Stock Return Out of Sample Forecasting (Case Study: United State Stock Market)
(Iranian Financial Engineering Association(IFEA), 2019-01-01)Improving out-of-sample forecasting is one of the main issues in financial research. Previous studies have achieved this objective by increasing the number of input variables or changing the kind of input variables. Changing ...
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Fuzzy Multi-Objective Two-Stage DEA Model for Evaluating the Performance of Companies Listed on Tehran Stock Exchange
(Iranian Financial Engineering Association(IFEA), 2019-01-01)The aim of this study is to provide a new two-stage DEA model with fuzzy multi-objective programming approach for evaluating the performance of companies listed in the Tehran Stock Exchange. In this study, a two-stage DEA ...
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Designing a Valuation Model for Petroleum Startups
(Iranian Financial Engineering Association(IFEA), 2019-01-01)Development of downstream operations in the Iran's petroleum industry has always been considered as a necessity in to create more value-added. One of ways to accomplish the misson, especially in the current situation, is ...
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Studying Volatility Risk Transmission in Automatable Supply Chain Companies in the Tehran Stock Exchange
(Iranian Financial Engineering Association(IFEA), 2019-01-01)Supply chain companies are one of the most important elements of the economy of each country. These companies play an important role in the expansion and activities of other companies through the provision of capital, ...



