Majid Mirzaee Ghazani
PhD, Faculty of Economics, University of Tehran, Iran
[ 1 ] - Abrupt Changes in Volatility: Evidence from TEPIX Index in Tehran Stock Exchange
In this paper, we have examined abrupt changes in volatility of TEPIX index in Tehran stock exchange during August 23, 2010 to June 12, 2014. Applying the iterated cumulative sum of squares (ICSS) algorithm proposed by Inclan and Tiao (1994) and the modified version of this algorithm consisting Kappa 1 and Kappa 2 test statistics developed by Sansó et al. (2004), we have specified that the dete...
[ 2 ] - روشهای مدلسازی تطوری در اقتصاد (با تاکید بر عناصر مشترک سازنده آنها)
In this paper we have tried mention to some sort of thewell-known evolutionary modeling approaches in economic territory such as Multi Agent simulations, Evolutionary Computation and Evolutionary Game Theory. As it has been mentioned in the paper, in recent years, the number of Evolutionary contributions applied to Multi-Agent models increased remarkably. However until now there is no consensus...
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