Volume 28 (2024)
Volume 27 (2023)
Volume 26 (2022)
Volume 25 (2021)
Volume 24 (2020)
Volume 23 (2019)
Volume 22 (2018)
Volume 21 (2017)
Volume 20 (2016)
Volume 19 (2015)
Volume 18 (2014)
Volume 17 (2014)
Volume 16 (2012)
Volume 15 (2011)
Volume 14 (2010)
Volume 13 (2010)
Volume 12 (2009)
Volume 11 (2007)
Volume 10 (2006)
Volume 9 (2005)
Volume 8 (2004)
Volume 7 (2003)
Volume 6 (2002)
Volume 5 (2001)
Author = -, -
Number of Articles: 4
Prediction of Tehran Stock Exchange using Ant Colony Optimization
Volume 18, Issue 1 , May 2014, , Pages 83-100
Abstract
Appropriate methods for prediction of future trends in capital markets lead to a better decision making for market participants. Classic methods don not perform well in prediction of financial markets due to the nonlinear and chaotic nature of these markets. Moreover, information extracted from ... Read MoreSurvey on Information Risk using Microstructure Models
Volume 17, Issue 3 , September 2013, , Pages 71-85
Abstract
Classic asset pricing models assume that distribution of information is symmetric and suppose similar trade-off between risk and return among investors. In terms of information asymmetry that some traders have private information, investors will be faced with information risk; this is the risk of trading ... Read MoreMean-Semivariance Portfolio Optimization Using Harmony Search Method
Volume 15, Issue 3 , November 2011, , Pages 105-128
Abstract
Mean-Semivariance Portfolio Optimization Using Harmony Search Method Reza Raei1, Shapoor Mohammadi2, Hedayat Alibeiki3 1- Associate Professor, Department of Management, Faculty of Management, University of Tehran, Tehran, Iran 2- Assistant Professor, Department of Management, Faculty of Management, ... Read More-
Volume 5, Issue 2 , August 2001