Shapour Mohammadi

1. Modeling the Stock Selection and Stock Weighting Skills of Mutual Fund Managers in Iran's Capital Market

Pashaei Nasrin, Mohammadi Shapour, Raei Reza, Fallahpour Saeid (2024)., oragh, 17(66).

1. ForecaForecast accuracy of the linear and nonlinear autoregressive models in macroeconomic modeling

Taiebnia Ali, Mohammadi Shapour (2023)., JOURNAL OF FORECASTING, ---(---).

2. Evaluating the Impact of Economic Components of IPC and PSC Contracts on Cumulative Production of Oil Fields: A Case Study of Foroozan Oil Field

طالبیان مقدم هادی, Shirkound Saeid, دهقان رضا, Mohammadi Shapour (2023)., energy, 19(76).

3. The Effect of New Inside and Outside Information on Liquidity in Iran’s Stock Market

Akbari Mahdie, Mohammadi Shapour, Ebadi Jafar (2023)., ECONOMIC RESEARCH, 22(Online First).

4. Development of the Model of Factors Affecting Stock Returns

Raei Reza, Mohammadi Shapour, Ajam Alireza (2023)., Journal of Asset Management and Financing, 10(3).

5. Application of Copula-based Correlation Coefficients and Dynamic Programming-based Approaches to determining Similarity between Time Series for Clustering and Index Tracking

Mohammadi Shapour, Farid Tondnevis, محمودی الناز (2023)., oragh, 15(60).

1. Evaluation of Residential Project With Option to Delay

Fenda Hazanle, Mohammadi Shapour, فروش باستانی علی, Raei Reza (2022)., Journal of Financial and Management Engineering Exchange, 12(49).

2. Investigation of the Financial Factors Affecting the Growth of Listed Companies on the Tehran Stock Exchange

Hosseini S. Fatemeh, Raei Reza, Mohammadi Shapour (2022)., Financial Management Strategy, 9(35), 1-20.

3. Application of Copula Based Correlations and Mutual Information in Time Series Clustering and Enhanced Indexing by Adopting the Robust Optimization Approach

Mohammadi Shapour, Raei Reza, Tondnevis Farid (2022)., Financial Research Journal, 23(4).

1. An Analysis of Risk as Perceived by the Investor in Iranian Oil Service Contracts and its Impact on Feasibility of Investing in Upstream Activities

Mostafavi Mohammad, Mohammadi Shapour, Shiravi Khozani Abdolhossein, Fallahpour Saeid (2021)., energy, 17(68).

1. A test of harmful multicollinearity: A generalized ridge regression approach

Mohammadi Shapour (2020)., COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 47(24).

1. Effects of an efficient tax system on improving the business environment within the framework of general economic and resistance policies.

Alizadeh Mahmood, Mohammadi Shapour (2019)., scientific-research quarterly journal, 3(12), 307-348.

2. Neural network for univariate and multivariate nonlinearity tests

Mohammadi Shapour (2019)., Statistical Analysis and Data Mining, 13(1), 50-70.

3. Idiosyncratic Volatility Pricing by Explaining Arbitrage Risk

Mohammadi Shapour, Asima Mehdi (2019)., Financial Management Strategy, 5(12).

1. Analysis of Conditional Capital Asset Pricing Model with Time Variant Beta using Standard Capital Asset Pricing Model

Fallahpour Saeid, Mohammadi Shapour, Sabunchi Mohamad (2018)., Financial Research Journal, دوره 20(شماره 1).

2. Interval Forcasting for Gold Price with hybrib model of ARIMA and Artificial Neural Network

Mohammadi Shapour, Raei Reza, Rahimi Mohammadreza (2018)., Journal of Financial and Management Engineering Exchange, 9(34), 335-357.

3. A new test for the significance of neural network inputs

Mohammadi Shapour (2018)., NEUROCOMPUTING, 273(0), 304-322.

1. Smart Buying and Selling System Design Based on a Model Consisting of a Support Vector Machine Algorithm and Theory of Trend Channel

Mohammadi Shapour, موسوی سرحدی سیدعلی, نوری بخش محمد (2017)., Journal of Financial and Management Engineering Exchange, 8(32), 111-127.

2. Incorporating climate change risk management into mitigation and adaptation strategies in urban areas

آزاده نوازی, Karbasi Abdolreza, Mohammadi Shapour, سید مسعود منوری, Motesadi Saeid (2017)., Indian Journal of Geo-Marine Sciences, 46(6), 1183-1192.

3. Modeling Insurance Claim Distribution via Mixture Distribution and Copula

Bajalan Saeed, Raei Reza, Mohammadi Shapour (2017)., Financial Research Journal, 19(1), 23-40.

4. Detecting corporate tax evasion using a hybrid intelligent system: A case study of Iran

Rahimikia Eghbal, Mohammadi Shapour, Rahmani Teymur, غضنفری مهدی (2017)., International Journal of Accounting Information Systems, 25(2), 1-17.

5. Design and explanation of fractional multiresoloution capital asset pricing model with higher co-moments on Tehran stock exchange

Mohammadi Shapour, Nabizade Ahmad, Raei Reza, Ghalibaf Asl Hasan (2017)., Investment Knowledge, 6(21), 215-224.

6. Dynamics of the Relation between Macroeconomic Variables and Stock Market Index

Abbasinejad Hossein, Mohammadi Shapour, Ebrahimi Sajad (2017)., Journal of Asset Management and Financing, 5(1), 61-82.

7. Determinants of International Sukuk Issuance and Capacity Estimation for Iranian Financial Market

Mohammadi Shapour, Tehrani Reza, Khansari Rasool (2017)., Money and Economy, 10(3).

1. 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.