Volume 55 (2023)
Volume 54 (2022)
Volume 53 (2021)
Volume 52 (2020)
Volume 51 (2019)
Volume 50 (2018)
Volume 49 (2017)
Volume 48 (2016)
Volume 47 (2016)
Volume 46 (2015)
Volume 45 (2014)
Volume 44 (2013)
Volume 43 (2009)
Volume 42 (2008)
Volume 41 (2007)
A Note on Change Point Analysis Using Filtering

Reza Habibi

Volume 55, Issue 1 , June 2023, , Pages 123-129


  The Kalman-Bucy filter is studied under different scenarios for observation and state equations, however, an important question is, how this filter may be applied to detect the change points. In this paper, using the Bayesian approach, a modified version of this filter is studied which has good and justifiable ...  Read More

A Note on : The Effect of Lying in a Negotiation Game

Reza Habibi

Volume 54, Issue 2 , December 2022, , Pages 137-142


  threaten system self-worth by preventing them from seeing themselves as a good system, and it can generally erode trust in society. Lying may be considered a game. This paper is concerned with the effect of lying in a system containing two agents using the game theory. From a repeated measurement model, ...  Read More

Crypto- Currency Price Prediction with Decision Tree Based Regressions Approach

ali naghib moayed; Reza Habibi

Volume 52, Issue 2 , December 2020, , Pages 29-40


  Generally, no one can reject the fact that crypto currency market is expanded rapidly during last few years as, nowadays, crypto currency market is attractive for both traders and business who are not willing to pay for FATF services for transferring money. With this in mind, crypto currency price prediction ...  Read More

A Note on Early Warning Systems for Monitoring the Inflation of Iran

Elham Daadmehr; Reza Habibi

Volume 52, Issue 1 , June 2020, , Pages 183-195


  To check the financial stability, it is important to alarm the possibility of future potential financial crisis. In the literature, the early warning system (EWS) is designed to warn the occurrence of a financial crisis before it happens. This tool gives strengthens to managers to make efficient policy ...  Read More