Publications

H. Sadeqi, M. Nilchi (2019). Stabilization of Financial Dendrograms as a Method of Systemic Changes Measurement (A Study of TSE's Indices). Financial Perspective, InPress.

F. Kouhbananinejad, D. Farid, H. Sadeqi (2018). Selection of Optimal Portfolio Using Expert System in Mamdani Fuzzy Environment. Industrial Management Studies , (16), pp. 131-151.

H. Sadeqi, Z. Dehghani (2017). Denoising of Financial Time Series Using Wavelet Analysis. Financial Engineering and Portfolio Management , (33), pp. 299-315.

H. Sadeqi, S. Foroughi (2017). Codification of Dendrograms Portfolio Based on Euclidean Distance Measure (A Comparison Between Different Methods of Hierarchical Clustering). Financial Knowledge of Securities Analysis , (10), pp. 89-105.

H. Doroudyan, M. Owlia, A. Amiri, H. Sadeqi (2017). The effect of parameter estimation on phase II control chart performance in monitoring financial GARCH processes with contaminated data. Journal of Industrial and Systems Engineering , (10), pp. 93-108.

H. Doroudyan, M. Owlia, H. Sadeqi, A. Amiri (2017). Monitoring Financial Processes with ARMA-GARCH Model Based on Shewhart Control Chart (Case Study: Tehran Stock Exchange). IJE TRANSACTIONS B: Applications , (30), pp. 270-280.

H. Sadeqi, S. Behboodi (2016). Using Extreme Value Theory to Estimate Value at Risk (Case Study: Foreign Exchange Rate). Asset Management and Financing , (13), pp. 77-94.

H. Sadeqi, S. Dehghan (2016). Deviation from Normal Distribution and Its Impact on the Differential Value-at-Risk. Financial Knowledge of Securities Analysis , (9), pp. 69-83.

T. Kiani, D. Farid, H. Sadeqi (2015). 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). Financial Management Strategy , (3), pp. 149-168.

H. Sadeqi, M. Shams (2014). Value-at-Risk Measurement Using A Cornish-Fisher Approximation of Normal Distribution ( A Study of Iranian Financial Institutions). Asset Management and Financing , (4), pp. 1-20.

H. Sadeqi, S. Nazarizade (2014). Evaluating Value at Risk with Using Wavelet Analysis (Case Study: Tehran Stock Exchange). Financial Management Strategy , (2), pp. 97-124.

A. Morovati, H. Sadeqi, M. Rezaee (2014). Developing a Theoretical Model for Alignment of Production Strategy, Marketing Strategy, and Business Strategy using Grounded Theory (Case study: Pishgamane Kavir Group). Business Administration Researches , (11), pp. 85-104.