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Ehsan Hajizadeh
Ehsan Hajizadeh
Assistant Professor of Industrial Engineering, Amirkabir University of Technology
Verified email at aut.ac.ir - Homepage
Title
Cited by
Cited by
Year
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
1452012
Application of data mining techniques in stock markets: A survey
H Ehsan, DA Hamed, S Jamal
Journal of Economics and International Finance 2 (7), 109-118, 2010
1242010
PSO-based planning of distribution systems with distributed generations
A Hajizadeh, E Hajizadeh
International Journal of Electrical and Computer Engineering 2 (9), 1886-1891, 2008
582008
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
212019
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 (6), 1783-1794, 2018
72018
A novel DEA model for solving performance measurement problems with flexible measures: an application to Tehran Stock Exchange
B Ebrahimi, E Hajizadeh
Measurement, 2021
32021
A hybrid modeling approach for option pricing
E Hajizadeh, A Seifi
AIP Conference Proceedings 1368 (1), 217-220, 2011
32011
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
12020
Developing a Risk-Based Approach for American Basket Option Pricing
E Hajizadeh, M Mahootchi
Computational Economics 53 (4), 1593-1612, 2019
12019
A new transformer-based hybrid model for forecasting crude oil returns
E Hajizadeh, P Farineya, MMA Pour.
AUT Journal of Modeling and Simulation, 2022
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
2022
Deep learning-based methods for forecasting Brent Crude Oil return considering COVID-19 pandemic effect
P Khodaee, SMA Sajadi, E Hajizadeh, S Farhadi
2022
Multi-step Ahead Power Demand Forecasting in Smart Grid
E Hajizadeh, A Hajizadeh
Handbook of Smart Energy Systems, 1-9, 2022
2022
Investigating the impact of sentiments on stock returns: evidence from reactions to social media content
R Majidi Zavieh, E Hajizadeh
Journal of Financial Management Perspective 11 (36), 57-89, 2021
2021
Development of stock portfolio trading system using support vector machine network: A case study in Tehran Stock Exchange
A Farahani, E Hajizadeh
The 18th Iranian International Industrial Engineering Conference (IIIEC2021 …, 2021
2021
Volatility modeling of cryptocurrencies using GARCH models
M Rasouli, E Hajizadeh, M Rasouli
The 18th Iranian International Industrial Engineering Conference (IIIEC2021 …, 2021
2021
Investigating the relationship between stock returns and liquidity risk in Tehran Stock Exchange
A Maleki, E Hajizadeh
17th International Conference on Industrial Engineering, 2021
2021
Estimation and prediction of portfolio risk criteria (CVaR) in different industries of Iran Stock Exchange
A Abdollahnejad, E Hajizadeh
The 13th International Conference of Iranian Operations Research Society, 2020
2020
A deep learning neural network model for predicting Brent crude oil prices
M Maleki, E Hajizadeh, N Doostmohammadi
The 13th International Conference of Iranian Operations Research Society, 2020
2020
A new model based on principal component analysis and recurrent neural network for forecasting stock index
N Doostmohammadi, E Hajizadeh, M Maleki
The 13th International Conference of Iranian Operations Research Society, 2020
2020
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