ARDLImpact of Exchange Rate Fluctuations on the Financial Soundness of Iranian Banks: The Role of Bank Size and Soundness Levels [Volume 10, Issue 1, 2026, Pages 63-118]
Asset-Liability ManagementDesigning a Prediction Model for Corporate Banking Client Fund Inflows and Outflows Using Neural Potential Field Networks for Modeling Liquidity Attraction and Repulsion Forces Among Firms [Volume 10, Issue 2, 2026, Pages 128-157]
Attraction-repulsion dynamicsDesigning a Prediction Model for Corporate Banking Client Fund Inflows and Outflows Using Neural Potential Field Networks for Modeling Liquidity Attraction and Repulsion Forces Among Firms [Volume 10, Issue 2, 2026, Pages 128-157]
B
Bank PerformanceInvestigating the Relationship between Liquidity Creation and Capital Adequacy in Banks [Volume 10, Issue 1, 2026, Pages 43-62]
Capital AdequacyInvestigating the Relationship between Liquidity Creation and Capital Adequacy in Banks [Volume 10, Issue 1, 2026, Pages 43-62]
Capital MarketA Neurofinance-Based Model for Developing Public Investor Trust [Volume 10, Issue 1, 2026, Pages 145-172]
Causal AlphaCausal Alpha: Identifying Structural Drivers of Excess Returns in the US Equity Market Using Causal Machine Learning [Volume 10, Issue 2, 2026, Pages 158-185]
Causal ForestCausal Alpha: Identifying Structural Drivers of Excess Returns in the US Equity Market Using Causal Machine Learning [Volume 10, Issue 2, 2026, Pages 158-185]
Corporate banking liquidityDesigning a Prediction Model for Corporate Banking Client Fund Inflows and Outflows Using Neural Potential Field Networks for Modeling Liquidity Attraction and Repulsion Forces Among Firms [Volume 10, Issue 2, 2026, Pages 128-157]
D
Deep learning financeDesigning a Prediction Model for Corporate Banking Client Fund Inflows and Outflows Using Neural Potential Field Networks for Modeling Liquidity Attraction and Repulsion Forces Among Firms [Volume 10, Issue 2, 2026, Pages 128-157]
Disclosure QualityThe Role of Stock Market Development in Enhancing Financial Concepts [Volume 10, Issue 2, 2026, Pages 32-61]
Double Machine LearningCausal Alpha: Identifying Structural Drivers of Excess Returns in the US Equity Market Using Causal Machine Learning [Volume 10, Issue 2, 2026, Pages 158-185]
E
Economic DevelopmentThe Role of Stock Market Development in Enhancing Financial Concepts [Volume 10, Issue 2, 2026, Pages 32-61]
ESG Rating DivergenceNon-Linear Dynamics of Sustainable Communication and Financial Performance: U- and S-Shaped Effects in High-Risk Industries Moderated by Financial Development, ESG Divergence, and Reporting Mandates [Volume 10, Issue 1, 2026, Pages 119-144]
Exchange rateImpact of Exchange Rate Fluctuations on the Financial Soundness of Iranian Banks: The Role of Bank Size and Soundness Levels [Volume 10, Issue 1, 2026, Pages 63-118]
Expected ShortfallForecasting Value at Risk (VaR) and Expected Shortfall (ES) in the Tehran Stock Exchange Index Using Stateful Recurrent Neural Network (Stateful-RNN) Models [Volume 10, Issue 2, 2026, Pages 85-127]
Extreme Value Theory (EVT)EVT-Based Value-at-Risk Estimation in Iranian financial markets Using the GUB Threshold Identification Method [Volume 10, Issue 2, 2026, Pages 1-31]
F
Fama-French FactorsCausal Alpha: Identifying Structural Drivers of Excess Returns in the US Equity Market Using Causal Machine Learning [Volume 10, Issue 2, 2026, Pages 158-185]
Financial PredictionPredicting Corporate Loan Defaults Using Deep Learning Algorithms and a Comparative Analysis with Linear Models: A Case Study of a Major Commercial Bank [Volume 10, Issue 1, 2026, Pages 1-42]
Financial SoundnessImpact of Exchange Rate Fluctuations on the Financial Soundness of Iranian Banks: The Role of Bank Size and Soundness Levels [Volume 10, Issue 1, 2026, Pages 63-118]
Fund flow predictionDesigning a Prediction Model for Corporate Banking Client Fund Inflows and Outflows Using Neural Potential Field Networks for Modeling Liquidity Attraction and Repulsion Forces Among Firms [Volume 10, Issue 2, 2026, Pages 128-157]
G
Gradient Boosting EnsembleForecasting Market Closing Direction: A Novel Data Fusion of Deep News Embeddings and Technical Indicators with Gradient Boosting [Volume 10, Issue 2, 2026, Pages 62-84]
Grounded theoryA Neurofinance-Based Model for Developing Public Investor Trust [Volume 10, Issue 1, 2026, Pages 145-172]
GUB methodEVT-Based Value-at-Risk Estimation in Iranian financial markets Using the GUB Threshold Identification Method [Volume 10, Issue 2, 2026, Pages 1-31]
H
High-Risk IndustriesNon-Linear Dynamics of Sustainable Communication and Financial Performance: U- and S-Shaped Effects in High-Risk Industries Moderated by Financial Development, ESG Divergence, and Reporting Mandates [Volume 10, Issue 1, 2026, Pages 119-144]
Hill estimatorEVT-Based Value-at-Risk Estimation in Iranian financial markets Using the GUB Threshold Identification Method [Volume 10, Issue 2, 2026, Pages 1-31]
I
InvestorsA Neurofinance-Based Model for Developing Public Investor Trust [Volume 10, Issue 1, 2026, Pages 145-172]
Iranian stock marketAnalysis of the characteristics affecting the trading risk of listed companies' stocks: A hybrid spatial artificial intelligence approach [Volume 10, Issue 1, 2026, Pages 173-237]
L
Liquidity CreationInvestigating the Relationship between Liquidity Creation and Capital Adequacy in Banks [Volume 10, Issue 1, 2026, Pages 43-62]
Loan DefaultPredicting Corporate Loan Defaults Using Deep Learning Algorithms and a Comparative Analysis with Linear Models: A Case Study of a Major Commercial Bank [Volume 10, Issue 1, 2026, Pages 1-42]
Long Short-Term MemoryPredicting Corporate Loan Defaults Using Deep Learning Algorithms and a Comparative Analysis with Linear Models: A Case Study of a Major Commercial Bank [Volume 10, Issue 1, 2026, Pages 1-42]
M
Machine LearningPredicting Corporate Loan Defaults Using Deep Learning Algorithms and a Comparative Analysis with Linear Models: A Case Study of a Major Commercial Bank [Volume 10, Issue 1, 2026, Pages 1-42]
Machine LearningAnalysis of the characteristics affecting the trading risk of listed companies' stocks: A hybrid spatial artificial intelligence approach [Volume 10, Issue 1, 2026, Pages 173-237]
Machine LearningForecasting Value at Risk (VaR) and Expected Shortfall (ES) in the Tehran Stock Exchange Index Using Stateful Recurrent Neural Network (Stateful-RNN) Models [Volume 10, Issue 2, 2026, Pages 85-127]
Multi-Modal Data FusionForecasting Market Closing Direction: A Novel Data Fusion of Deep News Embeddings and Technical Indicators with Gradient Boosting [Volume 10, Issue 2, 2026, Pages 62-84]
N
Neural NetworksForecasting Value at Risk (VaR) and Expected Shortfall (ES) in the Tehran Stock Exchange Index Using Stateful Recurrent Neural Network (Stateful-RNN) Models [Volume 10, Issue 2, 2026, Pages 85-127]
Neural potential field networksDesigning a Prediction Model for Corporate Banking Client Fund Inflows and Outflows Using Neural Potential Field Networks for Modeling Liquidity Attraction and Repulsion Forces Among Firms [Volume 10, Issue 2, 2026, Pages 128-157]
Neurofinance ModelA Neurofinance-Based Model for Developing Public Investor Trust [Volume 10, Issue 1, 2026, Pages 145-172]
Non-linear RelationshipNon-Linear Dynamics of Sustainable Communication and Financial Performance: U- and S-Shaped Effects in High-Risk Industries Moderated by Financial Development, ESG Divergence, and Reporting Mandates [Volume 10, Issue 1, 2026, Pages 119-144]
P
Persian Natural Language ProcessingForecasting Market Closing Direction: A Novel Data Fusion of Deep News Embeddings and Technical Indicators with Gradient Boosting [Volume 10, Issue 2, 2026, Pages 62-84]
R
Risk modelsForecasting Value at Risk (VaR) and Expected Shortfall (ES) in the Tehran Stock Exchange Index Using Stateful Recurrent Neural Network (Stateful-RNN) Models [Volume 10, Issue 2, 2026, Pages 85-127]
S
Size of BanksImpact of Exchange Rate Fluctuations on the Financial Soundness of Iranian Banks: The Role of Bank Size and Soundness Levels [Volume 10, Issue 1, 2026, Pages 63-118]
Spatial EconometricsAnalysis of the characteristics affecting the trading risk of listed companies' stocks: A hybrid spatial artificial intelligence approach [Volume 10, Issue 1, 2026, Pages 173-237]
Stock Market DevelopmentThe Role of Stock Market Development in Enhancing Financial Concepts [Volume 10, Issue 2, 2026, Pages 32-61]
Stock Market ForecastingForecasting Market Closing Direction: A Novel Data Fusion of Deep News Embeddings and Technical Indicators with Gradient Boosting [Volume 10, Issue 2, 2026, Pages 62-84]
Supervisory MechanismsThe Role of Stock Market Development in Enhancing Financial Concepts [Volume 10, Issue 2, 2026, Pages 32-61]
Sustainable CommunicationNon-Linear Dynamics of Sustainable Communication and Financial Performance: U- and S-Shaped Effects in High-Risk Industries Moderated by Financial Development, ESG Divergence, and Reporting Mandates [Volume 10, Issue 1, 2026, Pages 119-144]
T
Trading RiskAnalysis of the characteristics affecting the trading risk of listed companies' stocks: A hybrid spatial artificial intelligence approach [Volume 10, Issue 1, 2026, Pages 173-237]
Transparency in Financial ReportingThe Role of Stock Market Development in Enhancing Financial Concepts [Volume 10, Issue 2, 2026, Pages 32-61]
U
Uncertainty ShocksCausal Alpha: Identifying Structural Drivers of Excess Returns in the US Equity Market Using Causal Machine Learning [Volume 10, Issue 2, 2026, Pages 158-185]
V
Value-at-RiskForecasting Value at Risk (VaR) and Expected Shortfall (ES) in the Tehran Stock Exchange Index Using Stateful Recurrent Neural Network (Stateful-RNN) Models [Volume 10, Issue 2, 2026, Pages 85-127]
Value-at-Risk (VaR)EVT-Based Value-at-Risk Estimation in Iranian financial markets Using the GUB Threshold Identification Method [Volume 10, Issue 2, 2026, Pages 1-31]
X
XgboostPredicting Corporate Loan Defaults Using Deep Learning Algorithms and a Comparative Analysis with Linear Models: A Case Study of a Major Commercial Bank [Volume 10, Issue 1, 2026, Pages 1-42]