Estimation of Expected Shortfall Based on Conditional Extreme Value Theory Using Multifractal Model and Intraday Data in Tehran Stock Exchange

by Saeed Fallahpour, Hamed Tabasi
Published 2020-05-01

An Analysis of Centrality’s Features as a New Measure for Network Analysis, Risk Measurement & Portfolio Selection

by Saeed Fallahpour, Ali Ghahramani
Published 2021-08-01

Estimating Value at Risk of Portfolio of Oil and Gold by Copula-GARCH Method

by Saeed Fallahpour, Ehsan Ahmadi
Published 2014-09-01

Prediction of Stock Index Using Wavelet Neural Networks in Tehran Stock Exchange

by Saeed Fallahpour, Javad Alipour Reikandeh
Published 2014-12-01

The Stock Trend Prediction Using Volume Weighted Support Vector Machine with a Hybrid Feature Selection Method to Predict the Stock Price Trend in Tehran Stock Exchange

by Saeed Bajalan, Saeed Fallahpour, Nahid Dana
Published 2016-11-01

Analysis of Conditional Capital Asset Pricing Model with Time Variant Beta using Standard Capital Asset Pricing Model

by Saeed Fallahpour, Shapour Mohammadi, Mohamad Sabunchi
Published 2018-03-01

Developing an Algorithm for Detecting Suspicious Trades in Tehran Stock Exchange Based on Spoof Trading Model

by Reza Tehrani, Saeed Fallahpour, Hamid Nouralidokht
Published 2023-03-01

Index tracking using Two-tail Mixed Conditional Value-at-risk in Tehran Stock Exchange

by Reza Eyvazloo, Saeed Fallahpour, Mahdi Dehghani Ashkezari
Published 2022-02-01

Portfolio selection by means of Meta-goal programming and extended lexicograph goal programming approaches

by Mohammad Reza Taghizadeh Yazdi, Saeed Fallahpour, Mohammad Ahmadi Moghaddam
Published 2017-02-01

Evaluation of the Effect of the Banking Sector Systemic Risk on the Macroeconomic Performance of Iran

by Reza Tehrani, Mostafa Seraj, Ali Foroush Bastani, Saeed Fallahpour
Published 2020-10-01