H. Sadeqi

Latest

• Stabilization of Financial Dendrograms as a Method of Systemic Changes Measurement (A Study of TSE's Indices)
• Selection of Optimal Portfolio Using Expert System in Mamdani Fuzzy Environment
• Denoising of Financial Time Series Using Wavelet Analysis
• Codification of Dendrograms Portfolio Based on Euclidean Distance Measure (A Comparison Between Different Methods of Hierarchical Clustering)
• Monitoring Financial Processes with ARMA-GARCH Model Based on Shewhart Control Chart (Case Study: Tehran Stock Exchange)
• The effect of parameter estimation on phase II control chart performance in monitoring financial GARCH processes with contaminated data
• Deviation from Normal Distribution and Its Impact on the Differential Value-at-Risk
• Using Extreme Value Theory to Estimate Value at Risk (Case Study: Foreign Exchange Rate)
• The Measurement of Risk based on the Criterion of Value at Risk via Model of GARCH (A Study of Stock of Listeَd Companies in Tehran Stock Exchange (TSE) in the Cement Industry)
• Developing a Theoretical Model for Alignment of Production Strategy, Marketing Strategy, and Business Strategy using Grounded Theory (Case study: Pishgamane Kavir Group)
• Evaluating Value at Risk with Using Wavelet Analysis (Case Study: Tehran Stock Exchange)
• Value-at-Risk Measurement Using A Cornish-Fisher Approximation of Normal Distribution ( A Study of Iranian Financial Institutions)