Forecasting Financial Time Series Using Deep Learning Networks: Evidence from Long-Short Term Memory and Gated Recurrent Unit

Mohammadreza Ghadimpour; Seyed babak Ebrahimi

Articles in Press, Accepted Manuscript, Available Online from 21 May 2022

https://doi.org/10.30699/ijf.2022.313164.1286

Abstract
  The ability to predict the stock market and analyze market trends is invaluable to researchers and anyone interested in investing. However, this task is a challenging problem due to a large number of parameters and unpredictable noise that may affect the stock price. To overcome this issue, researchers ...  Read More

The Quantitative Diversity Index in Multi-Objective Portfolio Model

Seyed Babak Ebrahimi; Mostafa Abdollahi Moghadam; Nasser Safaie

Volume 5, Issue 1 , January 2021, , Pages 122-146

https://doi.org/10.30699/ijf.2021.125101

Abstract
  The primary purpose of investors is maximizing the utility that is characterized by two essential criteria include risk and return. Regarding investors' uncertainty about the future, one of the main ways to reduce risk is to diversify the investment portfolio. In this research, we proposed an index conducted ...  Read More