Alireza Saranj

1. Advanced Option Pricing (Applications in MATLAB)

Saranj Alireza (2024).

2. Explaining the Nonlinear Response of Tehran Stock Exchange Price Index to Oil Price Shocks Using Markov Switching Regime

Saranj Alireza, رفیعی میلاد (2024)., Financial Management Strategy, 11(43).

1. Designing a Financial Condition Index to Predict Macroeconomic Variables Using Dynamic Time-varying Models

[] [], Saranj Alireza, Mehrabanpour Mohammadreza (2023)., Financial Research Journal, 25(2).

2. Comparison of factors affecting the credit risk of different groups in the banking system of Iran

Shahrami Babakan Majid, Saranj Alireza, Noorbakhsh Asgar (2023)., Journal of econometric modelling, 8(2).

3. Identify specific business strategies in the Iranian real estate industry and explain the relationship between these strategies and the required core competencies

[] [], Zare Hamid, Ghaffari Mohammad, Saranj Alireza, Momeni Mostafa (2023)., Iranian Political Sociology, 12(5), صص1653-1638.

4. Portfolio optimization based on modeling of dependence structure and extreme value theory

Safaei Mohammad, Saranj Alireza, Zolfaghari Mahdi (2023)., Investment Knowledge, 11(4).

1. The electricity consumption forecast: Adopting a hybrid approach by deep learning and ARIMAX-GARCH models

Saranj Alireza, Zolfaghari Mahdi (2022)., Energy Reports, 8(In progress (November 2022)), 7657-7679.

2. Investigating the effect of herd behavior in the Iranian economy on the efficiency criteria of the asset pricing model.

Farhadi Hamidreza, Saranj Alireza, Tehrani Reza (2022)., Islamic Economics and Banking, 11(38).

1. Identification of the Most Critical Factors in Bankruptcy Prediction and Credit Classification of Companies

Jandaghi Gholamreza, Saranj Alireza, Rajaei Rea, Tehrani Reza (2021)., Interdisciplinary Journal of Management Studies, 14(4), 817-834.

2. The Dynamic Impact of Oil Price on Investor Sentiment in Tehran Stock Exchange: An Industry-Level Analysis

masodi alavi seid hasan, Saranj Alireza (2021)., Iranian Journal of Finance, 5(3), 38-57.

1. Developing a Stock Technical Trading System Integrating MLP Neural Network with Evolutionary Algorithms

Saranj Alireza, Ghasemi Ahmadreza, Eram Asghar, Tehrani Reza (2020)., mali, 1(1), 100.

2. Evaluating Credit Risk Based on Combined Model of Neural Network of Pattern Recognition and Ants’ Colony Algorithm

Jandaghi Gholamreza, Saranj Alireza, Rajaei Rea, Ghasemi Ahmadreza, Tehrani Reza (2020)., Management and development process, 33(1 - پیاپی 111).

1. Stochastic Calculus and Applications to Finance

Saranj Alireza (2019).

2. Model design for stock statistical arbitrage using deep neural networks, random forests and gradient-boosted trees

کمری فروزان, Saranj Alireza, Tehrani Reza, Shahbazi Meysam (2019)., journal management system, 4(3).

3. Investigation of Relationship Between Noise Trading and Share Returns In Iran Stock market

عباسی موصلو خلیل, Saranj Alireza, Tehrani Reza (2019)., Journal of Financial Management Perspectives, 9(25).

4. Portfolio risk management using different stress tests in Tehran Stock Exchange

Saranj Alireza, Nourahmadi Marziyeh (2019)., International Seminar on New Topics in Business Management, 6 June, Bulgaria.

5. Synthetic Collateralized Debt Obligations and Kth to Default Swaps Valuation Using Copula Model

Saranj Alireza (2019)., Journal of Financial and Management Engineering Exchange, 1(38), 25.

1. Stress Testing as a Key Tool for Financial Assets Risk Management with Emphasis on Extreme Value Theory and Copula Functions

Saranj Alireza, نوراحمدی مرضیه (2018)., Journal of Asset Management and Financing, 6(3), 67-86.

2. Identifying the Trading Behaviors and Risk of Noise Traders in Iran Stock Market

Saranj Alireza, Tehrani Reza, عباسی موصلو خلیل (2018)., Financial Management Strategy, 6(3).

3. The Agent-based modeling of stockholders’ behavior in Iranian capital market

Azar Adel, Saranj Alireza, Sadeghi Moghadam Ali Asghar, Rajabzadeh Ali (2018)., Financial Research Journal, 20(2), 130-149.

4. Tehran Stock Exchange Overal Index Prediction using Combined Approach of Metaheuristic Algorithms, Artificial Intelligence and Parametric Mother Wavelet

Saranj Alireza, قدس مجید, Tehrani Reza (2018)., Journal of Financial and Management Engineering Exchange, 9(35), 365-391.

5. Identifying Bull and Bear Periods in Iran’s Stock Market Using a Non-parametric Approach

Saranj Alireza, Ramshini Mahmud, Alavi Nasab Seyed Mohammad (2018)., Financial Research Journal, 19(4).

1. The Application of Rough Set Theory in Stock Price Forecasting (Case Study: Iran Saderat Bank)

Saranj Alireza, Shahrami Babakan Majid (2017)., Financial Management Strategy, 5(3), 119-144.

2. Market Risk Analysis from Theory to Practice (With its applications in MATLAB and Excel)

Saranj Alireza (2017).

3. Rating parametric and nonparametric methods for estimating the expected shortfall and value at risk

Rostami Mohamadreza, Saranj Alireza, Savari Zoha (2017)., Investment Knowledge, 6(22), 113-130.