مدل‌سازی انواع شاخص بورس اوراق بهادار ایران با الگوریتم تقریب تابع ژنتیک

1-Alimran, R., & Alimran, S. (2015). Stock Market effectiveness as a result of irregular growth in liquidity. The Stock Exchange Quarterly, 22:5-24. (In Persian)

2-Alimran, S. & Alimran, R. (2013). Studying the process of fluctuationsTehran stock exchange. Financial Knowledge of Securities Analysis, (14), 119-132. (In Persian)

3-Alrub, A. A., Tursoy, T., & Rjoub, H. (2016). Exploring the long-run and short-run Relationship between macroeconomic variables and stock prices during the restructuring period: does it matter in Turkish market?. Journal of Financial Studies & Research. g1-11.(In Persian)

4-Baharmoghadam, M., & Quavaraeie, T. (2012). Relationship between the days and months of the year, macroeconomic variables and stock returns in Tehran stock exchange. Journal of Accounting Progress of Shiraz University, 4 (2), 1-26.(In Persian)

5-Das, A. (2017). An Association of Macroeconomic Variables and Stock Index, India: an empirical evidence. MERC Global’s International Journal of Management, 5(1), 1-7.

6-Heidari, H. & Bashiri, S. (2012). Investigating the relationship between the uncertainty of the real exchange rate and the stock price index in Tehran Stock Exchange: Observations based on the VAR-GARCH model. Journal of Economic Modeling Research. 3 (9): 71-93. (In Persian)

7-Emenike Kalu, O., & Okwuchukwu, O. (2014). Stock market return volatility and macroeconomic variables in Nigeria. International journal of empirical finance, 2(2), 75-82.

8-Farazmand., S. Kordaich, A. & Moshbaki, A. (2013). Prediction of Tehran stock exchange index using ANFIS. Asset Management and Financing, 1(1),27-44.(In Persian)

9-Fu, G., luo, Ch., & Wang, J. (2013), Accounting Information and Stock Price Reaction on Listed Companies- Empirical Evidence from 60 Listed Companies in Shanghai Stock Exchange, Journal of Business of Management, 2(2), pp. 11-21.

10-Golestani., S. Daldar, M. Seyyed, S. & Jafari, S. H. (2014). The relation between effective tax rate and dividend profit and stock returns in companies listed in Tehran stock exchange. Economic Research and Policy,22 (70), 181 – 204. (In Persian)

11-Kamroupher, M. & Hashemi, S. Z. (2012). Investigating and recognizing the main variables affecting Tehran stock exchange index and its modeling using artificial neural networks and comparing the results with technical analysis and Elliott waves. Financial Engineering and Portfolio Management (Portfolio Management). 8(30):169-184 .(In Persian)

12-Kayyei, R. (2011). An analytical view at Stock Indicators, Stock Exchange and Securities Brokers. (In Persian)

13-Khajeh, A., & Modarress, H. (2010). QSPR prediction of flash point of esters by means of GFA and ANFIS. Journal of hazardous materials, 179(1), 715-720.

14-Khaled, K. F. (2011). Modeling corrosion inhibition of iron in acid medium by genetic function approximation method: A QSAR model. Corrosion Science, 53(11), 3457-3465.

15-Li, L., Narayan, P. K., & Zheng, X. (2010). An analysis of inflation and stock returns for the UK. Journal of international financial markets, institutions and money, 20(5), 519-532.

16-Moradi, A. (2006). Relationship between Financial Ratios and Stock Returns in Tehran Stock Exchange. Master's Degree in Accounting, Tarbiat Modarres University. (In Persian)

17-Niece, A., & Paymani, M. (2014). Modeling of Tehran Stock Exchange index using randomized differential equation. Economic Research, 14 (53), 143-166.(In Persian)..

18-Prosenjit B, J. Thomas, L. & Kunal, R. (2005). Exploring QSAR of thiazole and thiadiazole derivatives as potent and selective human adenosine A3 receptor antagonists using FA and GFA techniques Chemistry, Journal of molecular modeling, 11 (6), 516-24.

19-Rogers, D., & Hopfinger, A. J. (1994). Application of genetic function approximation to quantitative structure-activity relationships and quantitative structure-property relationships. Journal of Chemical Information and Computer Sciences, 34(4), 854-866.

20-Samuel, H. Uzairu, A. Mamza1, P. & Oluwole Joshua, O. (2015). Quantitative structure-toxicity relationship study of some polychlorinated aromatic compounds using molecular descriptors. Journal of Computational Methods in Molecular Design, 5 (3):106-119.

21-Sandvik, A. A. & Følgesvold, L. R. (2016). Causal relations between stock market returns and macroeconomic variables: cointegration evidence from the Norwegian stock market (Master's thesis).

22-Zare, R., Azali, M., & Habibullah, M. S. (2013). Monetary policy and stock market volatility in the ASEAN5: Asymmetries over Bull and Bear markets. Procedia Economics and Finance, 7, 18-27.