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Saeed Bajalan
Academic Rank : Assistant Professor
Faculty of Management
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6
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as of :
2025-03-10
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Scholarly Works
2012
2024
21
Article
4
Conference
1
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1 - 25 from 26 Result
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2024
1. Cross-Sectional Alpha Dispersion of Investment Funds and Performance Evaluation: Is There a Connection? (Evidence from an Emerging Market)
Eyvazloo Reza
,
Bajalan Saeed
, Mohammadi Mohadeseh (2024)., Iranian Journal of Finance, 8(2), 23-46.
2022
1. Performance Evaluation of Factor Investing (Smart Beta) in Tehran Stock Exchange
Bajalan Saeed
, علی اکبری بیدختی امین (2022)., Financial Research Journal, 24(3), 374-355.
2. The Time-Scale Effect of Assets Market Fluctuations on the Efficiency of the Country's Banking Network with Emphasis on Regime Change
Raei Reza
,
Bajalan Saeed
, Saedi Zahra (2022)., Journal of Decisions and Operational Research, 7(1).
3. Analyzing the volatility behavior of Bitcoin and examining its safe haven and hedge capability for Iranian investors
مظفری محمد علی,
Bajalan Saeed
,
Eyvazloo Reza
(2022)., Journal of Financial Management Perspectives, 12(37), 9-34.
4. Analysis of Stock Market Manipulation using Generative Adversarial Nets and Denoising Auto-Encode Models
Hamedinia Hamed,
Raei Reza
,
Bajalan Saeed
,
Rouhani Saeed
(2022)., Advances in Mathematical Finance & Applications, 7(1).
2021
1. Corporate Policies under Transitory and Permanent Shocks of Cash Flows: An Empirical Study of Cash Management
Bajalan Saeed
, متقیان پور رضا (2021)., Financial Research Journal, 23(3).
2. A study on the characteristics of TSE index return data and introducing a regime switching prediction method based on neural networks
امینی مهر امین,
Bajalan Saeed
, حکمت هانیه (2021)., Journal of Financial Management Perspectives, 11(34).
3. Novel ANN Method for Solving Ordinary and Time-Fractional Black–Scholes Equation
Bajalan Saeed
, Bajalan Nastaran (2021)., COMPLEXITY, 2021(1), 1-15.
4. Investigating the Efficiency of the 1/N Model in Portfolio Selection
Raei Reza
,
Bajalan Saeed
, Ajam Alireza (2021)., Financial Research Journal, 23(1).
2020
1. Nonlinear Dynamic Modeling of Factors Affecting the Stock Market: Baysian Quantile Threshold Regression
Tehrani Reza
, Osoolian Mohammad,
Bajalan Saeed
, [] [] (2020)., Journal of Financial and Management Engineering Exchange, 11(45).
2. Portfolio Models in Credit Risk
Bajalan Saeed
,
Fallahpour Saeid
, Raeisy Sara (2020)., 6th International Conference on Management and Humanistic Research in Iran, 17 September, Tehran, Iran.
3. Credit Portfolio Optimization based on Neural Network and Acturial Methods
Bajalan Saeed
,
Fallahpour Saeid
, Raeisy Sara (2020)., 6th International Conference on Management and Humanistic Research in Iran, 17 September, Tehran, Iran.
2019
1. Pair Trading in Tehran Stock Exchange based on Smooth Transition GARCH Model
Bajalan Saeed
,
Eyvazloo Reza
, Akbari Guilda (2019)., Iranian Journal of Finance, 2(2).
2. Examining the Efficiency of Portfolio Optimization using Model of Minimum-Variance and N/1 in Portfolio Selection
Raei Reza
,
Bajalan Saeed
, Ajam Alireza (2019)., Journal of Asset Management and Financing, ششم(چهارم), 155-166.
2018
1. Dynamic survey of the relationship between gold and crude oil’s price uncertainty with banks stock index -method of state space
Eyvazloo Reza
,
Bajalan Saeed
, چهاراهی مصطفی (2018)., Journal of Financial and Management Engineering Exchange, 9(36), 31-49.
2017
1. The Role of Foreign Direct Investment (FDI) in Advancing the Goals of the Endogenous and Extraversion Economy
Ajam Alireza,
Eyvazloo Reza
,
Bajalan Saeed
(2017)., The First International Conference on Resistive Economy, 13 December, Tehran, Iran.
2. Principles of Actuary
Bajalan Saeed
,
Raei Reza
(2017).
3. The Stock Trend Prediction Using Modified Support Vector Machine with a Hybrid Feature Selection Method
Bajalan Saeed
,
Fallahpour Saeid
, Dana Nahid (2017)., Journal of Financial Management Perspectives, 7(1), 69-86.
4. Modeling Insurance Claim Distribution via Mixture Distribution and Copula
Bajalan Saeed
,
Raei Reza
,
Mohammadi Shapour
(2017)., Financial Research Journal, 19(1), 23-40.
2016
1. 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
Bajalan Saeed
,
Fallahpour Saeid
, Dana Nahid (2016)., Financial Management Strategy, 4(3), 121-146.
2. The Effec of liquidity on Default Risk of listed Companies in TSE
Vizvari Maryam,
Bajalan Saeed
,
Fallahpour Saeid
(2016)., International conference on Accounting, Management and Innovation in Business, 21 September, Rasht, Iran.
3. Ruin Probability Estimation using Tijms Approximation
Bajalan Saeed
, Namdari Mostafa (2016)., Insurance Journal, 31(2), 41-56.
4. Modeling Insurance Claims Distribution through Combining Generalized Hyperbolic Skew-t Distribution with Extreme Value Theory
Bajalan Saeed
,
Raei Reza
,
Mohammadi Shapour
(2016)., Financial Research Journal, 18(1), 39-58.
5. Choose and improve the performance of growth stocks using a combination of models and VIKOR DANP in Tehran Stock Exchange
Tehrani Reza
,
Bajalan Saeed
, Safari Moghadam Hossein (2016)., Journal of Financial Management Perspectives, سال ششم(13), 131.
2015
1. The Use of Feature Selection Method (HARC) in Predicting Financial Distress in Tehran Stock Exchange
Maedeh Taj,
Fallahpour Saeid
,
Bajalan Saeed
(2015)., Financial Management Strategy, سوم(9), 77 تا 106.
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