Informational efficiency generally indicates the prevailing market price of assets by focusing
on the connection between market participants in reacting to the arrival of new information …

In this paper, we employ multifractal detrended cross-correlation analysis (MF-DCCA) to
study the cross-correlation between closing price and trading volume and the multifractal …

In this research, we intended to employ the Pearson correlation and a multiscale
generalized Shannon-based entropy to trace the transition and type of inherent mutual …

In order to extract hidden joint information from two possibly uncorrelated time-series, we
explored the measures of network science. Alongside common methods in time-series …

Multi-scale behaviors emerge in financial markets as complex systems. In this study, we
intended to employ multi-scale Shannon entropy to trace the information transition of these …

In this study, we intend to analyze the risk of investing in financial markets such as the
Tehran Stock Exchange and the S&P500, as well as investing in precious metals such as …

In this study, we propose a deep learning related framework to analyze S&P500 stocks
using bi-dimensional histogram and autoencoder. The bi-dimensional histogram consisting …

Interdependent networks structurally influence each other so that the source network
imposes hidden community structures into the target network. We propose a mathematical …

This thesis consists of three essays tied together with the common thread of technical
analysis in asset pricing. They extend the technical analysis literature on data snooping …

Examining the importance and influence of financial market companies is one of the main
issues in the field of financial management because sometimes the collapse of a stock …