Financial Management Perspective

Prediction of Tehran Stock Exchange Total Index Using Natural Gradient Boosting and SHAP Values

Volume 15, Issue 2, 2025, Pages 34-53

10.48308/jfmp.2025.239954.1498

Madjid Ghods, Meysam Amiry, Moslem Peymani Forooshani, Mohammadali Dehghan Dehnavi

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Predicting Iran's Yield Curve: Combining Factor Model with Machine Learning Approach

Volume 15, Issue 1, 2025, Pages 9-39

10.48308/jfmp.2025.238972.1476

saeed mohammadiaghdam, Moslem Peymany Foroushany, meysam Amiry, mohammad bahrani

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Option Pricing Using Stochastic Interest Rate in Tehran Stock Exchange

Volume 13, Issue 41, 2023, Pages 91-115

10.48308/jfmp.2023.103891

Moslem Peymany, Meysam Amiri, Seyed Mohammad Sokout

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Investigating the Volatility Persistence in Tehran Stock Exchange

Volume 12, Issue 39, Summer 2022, Pages 9-31

10.52547/jfmp.12.39.9

Moslem Nilchi, Daryush Farid, Moslem Peymani, Hamidreza Mirzaei

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Estimation of Conditional Value at Risk under Stochastic Volatility Levy Processes for Tehran Stock Market

Volume 11, Issue 34, Summer 2021, Pages 69-94

10.52547/jfmp.11.34.69

Navideh Modarresi, Moslem Peymani, Moshtagh Darvishi

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Estimate and evaluate non-parametric value at risk and expected shortfall based on principal component analysis in Tehran Stock Exchange

Volume 8, Issue 24, Autumn 2018, Pages 79-102

Mohammad Hashem Botshekan, Moslem Peymani, Mohammad Masoud Sadredin Karami

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