A Comparative Approach to Financial Clustering Models: (A Study of the Companies Listed on Tehran Stock Exchange)

Marziyeh Nourahmadi; Fatemeh Rasti; Hojjatollah Sadeqi

Volume 6, Issue 4 , 2022, , Pages 31-55


  Data mining is known as one of the powerful tools in generating information and knowledge from raw data, and Clustering as one of the standard methods in data mining is a suitable method for grouping data in different clusters that helps to understand and analyze relationships. It is one of the essential ...  Read More

Pair Trading in Tehran Stock Exchange based on Smooth Transition GARCH Model

Saeed Bajalan; Reza Eyvazlu; Guilda Akbari

Volume 2, Issue 2 , April 2018, , Pages 7-28


  In this research, we use a pair trading strategy to make a profit in an emerging market. This is a statistical arbitrage strategy used for similar assets with dissimilar valuations. In the present study, smooth transition heteroskedastic models are used with the second-order logistic function for producing ...  Read More