关注
Marziyeh Nourahmadi (ORCID:0000-0002-3766-5589)
Marziyeh Nourahmadi (ORCID:0000-0002-3766-5589)
Assistant Professor of Financial engineering, Hazrat-e Masoumeh University (HMU)
在 hmu.ac.ir 的电子邮件经过验证
标题
引用次数
引用次数
年份
Estimating of value at risk and expected shortfall by using conditional extreme value approach in Tehran Securities Exchange
A Saranj, M Nourahmadii
Financial Research Journal 18 (3), 437-460, 2016
62016
Hierarchical Risk Parity as an Alternative to Conventional Methods of Portfolio Optimization:(A Study of Tehran Stock Exchange)
HS Marziyeh Nourahmadi
Iranian Journal of Finance, 2021
42021
Ranking Iranian Banks in terms of Corporate Governance whit Emphasizing the Status of the Board of Directors and its Committees
M Noorahmadi, A Mahdavi parsa
Financial Knowledge of Securities Analysis, 2019
42019
Portfolio Diversification Based on Clustering Analysis
M Nourahmadi, H Sadeqi
Iranian Journal of Accounting, Auditing and Finance 7 (3), 1-16, 2023
32023
Ranking Iranian banks according to corporate governance based on banks documents
A Mahdavi Parsa, M Nourahmadi
Journal of investment knowledge 7 (26), 199-220, 2018
32018
A machine learning-based hierarchical risk parity approach: A case study of portfolio consisting of stocks of the top 30 companies on the tehran stock exchange
M Nourahmadi, H Sadeqi
Financial Research Journal 24 (2), 236-256, 2022
22022
A Clustering of Investors' Behavior According to Their Financial, Behavioral, and Demographic Characteristics (an Application of K-means Algorithm)
N Marzieh, Sadeghi, Hojatullah
Innovation management and operational strategies 2 (2), 180-194, 2021
22021
A review of research on financial time series clustering: A bibliometrics approach
M Nourahmadi, F Rasti, H Sadeqi
Advances in Finance and Investment 2 (2), 57-23, 2021
22021
Statistical ranking of different VaR and ES models by using Model Confidence Set approach for the banking industry: With an emphasis on Conditional Extreme Value Theory
A Saranj, M Nourahmadi
Financial Engineering and Portfolio Management 8 (30), 131-146, 2017
22017
The Art of Investment Portfolio Curation through Centrality Metrics (An Enchanting Network Analysis of Tehran Stock Exchange's Top 50 Companies)
M Nourahmadi, F Rasti, H Sadeqi
Journal of Budget and Finance Strategic Research 4 (4), 2023
12023
Application of Threshold-based Filtered Networks in Stock Portfolio Selection and Performance Evaluation
M Noorahmadi, H Sadeghi
Economic Finance, 2023
12023
Application of Kalman Filter to Estimate Dynamic Hedge Ratio in Pairs Trading Strategy: A Case Study of the Automobile Industry
MJ Nourahmadi, M Norahmadi
Financial Research Journal 25 (1), 63-87, 2023
12023
The Application of the Main Components in Investment Basket Management: A Case Study of Fifty Stock Exchange Companies
M Nourahmadi, H Sadeqi
Journal of Research in Budget and Finance 3 (1), 95-71, 2022
12022
Treasury Single Account System in Iran: Achievements and Future Direction
A Rahmani, M Nourahmadi, A Shirzad
Governmental Accounting, 2024
2024
Design of Stock Recommender System based on Collaborative Filtering Algorithm for Tehran Stock Exchange.
M Nourahmadi, ALI RAHIMI, H Sadeqi
Financial Research Journal, 2023
2023
کاربرد سامانه‌های توصیه‌کننده در تکوین ربات‌های هوشمند مالی: رویکرد نگاشت دانش
زارعی, نوراحمدی, صادقی
مدیریت دارایی و تامین مالی 11 (3), 69-94, 2023
2023
کاربرد فیلتر کالمن برای تخمین نسبت پوشش ریسک پویا در استراتژی معاملات زوجی (مطالعه موردی: صنعت خودرو)
نوراحمدی, نوراحمدی
تحقیقات مالی 25 (1), 63-87, 2023
2023
Application of recommendation systems in the development of Robo Advisors: A Bibliometrics Method
F Zarei, M Nourahmadi, H Sadeqi
2023
A Comparative Approach to Financial Clustering Models:(A Study of the Companies Listed on Tehran Stock Exchange)
M Nourahmadi, F Rasti, H Sadeqi
Iranian Journal of Finance 6 (4), 31-55, 2022
2022
یادگیری ماشین مبتنی بر رویکرد سلسله‌مراتبی برابری ریسک (مطالعه موردی: پرتفولیو سهام متشکل از 30 شرکت برتر بورس اوراق بهادار تهران)
نوراحمدی, صادقی
تحقیقات مالی 24 (2), 236-256, 2022
2022
系统目前无法执行此操作,请稍后再试。
文章 1–20