Improving return forecasting is very important for both investors and researchers in financial markets. In this study we try to aim this object by two new methods. First, instead of using traditional variable, gold prices have been used as predictor and compare the results with Goyal's variables. Second, unlike previous researches new machine learning algorithm called Deep learning (DP) has bee...

This work is devoted to the study of solutions around an α-singular point x0 ∈ [a, b] for linear fractional differential equations of the form [Lnα(y)](x) = g(x, α), where [Lnα(y)](x) = y(nα)(x)+ n−1 ∑ k=0 ak(x)y (kα)(x) with α ∈ (0, 1]. Here n ∈ N , the real functions g(x) and ak(x) (k = 0, 1, . . . , n−1) are defined on the interval [a, b], and y(nα)(x) represents sequential fractional deriva...

If {qn} is a lacunary sequence of integers, and if for each n, cn(x) and c-n(x) are trigonometric polynomials of degree n, then {Cn(X)} must tend to zero for almost every x whenever {cn(x)ei?nX + c-n(-x)e-i?'nX} does. We conjecture that a similar result ought to hold even when the sequence {f On} has much slower growth. However, there is a sequence of integers {nj } and trigonometric polynomial...

In this research, the demand function of drinkable  water in Qazvin Province was estimated using dynamic and static methods. The required data were collected from the data of the provinces of Qazvin in the time period (1996-2016) and collected by referring to the statistical system of Statistics Center of Iran and the provincial planning and budget organization of Qazvin Province. The explanato...

Objective: Market anomalieschange with economic conditions, stock markets, selected samples, time periods and differences between industries. Revision of past forecasts leads to forecast error. The revisions result from new information. On the other hand, some managers slowly revise their forecasts in responding to new information. Therefore, the purpose of this research is to investigate the r...

One of the most important duties of financial economy is modeling and forecasting the volatilities of price of risky assets. From analysts and policy makers’ view, price volatility is a key variable contributing to perception of market volatilities. Therefore, analysts need to have an appropriate of forecast of price volatility as a necessary input to perform duties such as risk management, por...