Ehsan Hajizadeh
Ehsan Hajizadeh
Assistant Professor of Industrial Engineering, Amirkabir University of Technology
Verified email at - Homepage
Cited by
Cited by
A hybrid modeling approach for forecasting the volatility of S&P 500 index return
E Hajizadeh, A Seifi, MHF Zarandi, IB Turksen
Expert Systems with Applications 39 (1), 431-436, 2012
Application of data mining techniques in stock markets: A survey
E Hajizadeh, HD Ardakani, J Shahrabi
Journal of Economics and International Finance 2 (7), 109, 2010
PSO-based planning of distribution systems with distributed generations
A Hajizadeh, E Hajizadeh
International Journal of Electrical and Electronics Engineering 2 (1), 33-38, 2008
A new NN-PSO hybrid model for forecasting Euro/Dollar exchange rate volatility
E Hajizadeh, M Mahootchi, A Esfahanipour, MM Kh
Neural Computing and Applications 31 (7), 2063–2071, 2019
A novel DEA model for solving performance measurement problems with flexible measures: an application to Tehran Stock Exchange
B Ebrahimi, E Hajizadeh
Measurement, 2021
Optimized radial basis function neural network for improving approximate dynamic programming in pricing high dimensional options
E Hajizadeh, M Mahootchi
Neural Computing and Applications 30, 1783-1794, 2018
Developing an optimized artificial intelligence model for S&P 500 option pricing: A hybrid GARCH model
E Hajizadeh
International Journal of Financial Engineering 7 (03), 2050025, 2020
Deep Learning-Based Methods for Forecasting Brent Crude Oil Return Considering COVID-19 Pandemic Effect
SM Asaad Sajadi, P Khodaee, E Hajizadeh, S Farhadi, S Dastgoshade, ...
energies 15 (21), 2022
A new transformer-based hybrid model for forecasting crude oil returns
MM Abdollah Pour, E Hajizadeh, P Farineya
AUT Journal of Modeling and Simulation 54 (1), 19-30, 2022
A hybrid modeling approach for option pricing
E Hajizadeh, A Seifi
AIP Conference Proceedings 1368 (1), 217-220, 2011
Novel ideas for conventional AIS space saving to compare with other compact solutions in Tehran Regional Electric Company
M Vadiati, M Ashouri, E Hajizadeh, K Khoshnasib, M Kalbasi, M Hashemi
IET Digital Library, 2011
A Simulation Based Optimization Model for Pricing Basket Options
E Hajizadeh, M Mahootchi
Quarterly Journal of Financial Engineering and Portfolio Management 10 (38 …, 2019
Developing a Risk-Based Approach for American Basket Option Pricing
E Hajizadeh, M Mahootchi
Computational Economics 53 (4), 1593-1612, 2019
Safe haven opportunities for cryptocurrencies in geopolitically risky environments
A Fereydooni, E Hajizadeh
Applied Economics, 1-16, 2023
A Risk-Based Trading System Using Algorithmic Trading and Deep Learning Models
A Maleki, E Hajizadeh, A Fereydooni
Data Analytics for Management, Banking and Finance: Theories and Application …, 2023
Multi-Asset Portfolio Management Including Fixed Income Securities by Value at Risk based Models in Iran Market
M Kazemi-Rashnani, S Mousavi, E Hajizadeh
Financial Management Strategy 10 (3), 43-76, 2022
Proposing a New Hedging Strategy Based on Considering the Efficiency of Energy Markets in Crises
A Fereydooni, E Hajizadeh
Handbook of Smart Energy Systems, 1-22, 2022
Multi-step Ahead Power Demand Forecasting in Smart Grid
E Hajizadeh, A Hajizadeh
Handbook of Smart Energy Systems, 1-9, 2022
Investigating the impact of sentiments on stock returns: evidence from reactions to social media content
RM Zavieh, E Hajizadeh
Journal of Financial Management Perspective, 57-89, 2022
A Hurst exponent analysis approach for investigation of market efficiency during COVID 19 pandemic: A case study from top affected economies
M Kamali Alamdari, E Hajizadeh, A Fereydooni
8th International Conference on Industrial and Systems Engineering, Mashhad …, 2022
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