List of Articles بازگشت به میانگین

• Open Access Article
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  1 - Estimating the half-life of stock price mean reverting: an application of Stochastic Differential Equations
  hadi rahmani fazli ahmad molabahrami
• Open Access Article
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  2 - Market neutral statistical arbitrage strategy by factor models in Tehran stock exchange
  Farimah Mokhatab Rafiei Kamyar Nourbakhsh
• Open Access Article
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  3 - The Study of Mean reversion in Tehran Stock Exchange with unit root test
  Hossein Karbasi Yazdi Yadollah Noorifard Hassan Chenari Bouket
• Open Access Article
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  4 - A Performance Evaluation of Black Swan Strategy
  Seyed Jalal Sadeqi Sharif Mohammad Osolian Mandana Abolfathi
• Open Access Article
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  5 - Evaluating the Performance of a Pairs Trading System in Tehran Stock Exchange: the Cointegration Approach and Sortino Ratio Analysis
  Saeid Fallahpour hasan hakimian
• Open Access Article
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  6 - Optimal Pairs Trading strategy under Statistical Variability of the Spread Process
  Fatemeh Azizzadeh Nasrin Ebadi
• Open Access Article
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  7 - Travel Time derivative with Monte Carlo Method
  hadi ganji zahraei
• Open Access Article
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  8 - Investigating the Performance of Stochastic Processes in Modeling the Savings Deposits
  saeid fallahpour Mohammad Jelodary Mamaqani mohammadreza Dehghani Amadabad