A Profitable Portfolio Allocation Strategy Based on Money Net-Flow adjusted Deep Reinforcement Learning

Samira Khonsha; Mehdi Agha Sarram; Razieh Sheikhpour

Articles in Press, Accepted Manuscript, Available Online from 18 April 2023


  Portfolio allocation with Deep Reinforcement Learning (DRL) has been the focus of many researchers. In investing, a portfolio optimization strategy is selecting assets that maximize return on investment while minimizing the risk. The task of asset optimization involves balancing risk and return, where ...  Read More

Evaluation and comparison net assets value of joint investment funds with using support machine models versus statistical models - A case study from FEAS member countries

Leila Nateghian; saeid Jabbarzadeh Kangarlouei; Jamal Bahri Sales; Parviz Piri

Articles in Press, Accepted Manuscript, Available Online from 21 June 2023


  Today, choosing the right model for determining the portfolio of investment in financial assets is one of the important issues of attention of analysts and capital market activists, and investing in a portfolio consisting of mutual investment funds is the same. With this statement, the purpose of the ...  Read More

Corporate Integrity and Information Asymmetry: Evidence from Iranian Capital Market

Arezoo Ghafari; Meysam Arabzadeh; mehdi safari gerayli; Hossein jabbary; Yasser Rezaei Pitenoei

Articles in Press, Accepted Manuscript, Available Online from 02 October 2023


  Corporate integrity is considered as part of the company's development strategies, which in the long run can lead to the increased firms' financial transparency to stakeholders. The purpose of our study is to present a corporate integrity model and, then to investigate its effect on firms' ...  Read More