| The electricity consumption forecast: Adopting a hybrid approach by deep learning and ARIMAX-GARCH models A Saranj, M Zolfaghari Energy Reports 8, 7657-7679, 2022 | 30 | 2022 |
| Identification of the most critical factors in bankruptcy prediction and credit classification of companies G Jandaghi, A Saranj, R Rajaei, A Ghasemi, R Tehrani Interdisciplinary Journal of Management Studies (Formerly known as Iranian …, 2021 | 19 | 2021 |
| Identifying the Trading Behaviors and Risk of Noise Traders in Iran Stock Market١ A Saranj, R Tehrani, KA Museloo, M Nadiri Journal of Financial Management Strategy 6 (22), 2018 | 10 | 2018 |
| Tehran Stock Exchange dynamics in a Markov regime switching EGARCH-in-mean model R Raee, S Mohmadi, A Saranj Financial Research Journal 16 (1), 77-98, 2014 | 10 | 2014 |
| انتخاب پرتفوي با استفاده از سه معيار ميانگين بازدهي، انحراف معيار بازدهي و نقدشوندگي در بورس اوراق بهادار تهران اسلامي بيدگلي غلامرضا, سارنج عليرضا بررسيهاي حسابداري و حسابرسي 15 (53), 3-16, 2008 | 10* | 2008 |
| تبیین کاربرد تئوری اختیار واقعی با تاکید بر میزان نوسانات بازدهی سهام شرکت‌های پذیرفته‌شده در بورس اوراق بهادار تهران رهنمای رود پشتی, نیکو مرام, هاشم, ترابی, جولا چشم انداز مدیریت مالی 6 (13), 53-69, 2016 | 9 | 2016 |
| The Agent-based modeling of stockholders’ behavior in Iranian capital market A Azar, A Saranj, AA Sadeghi Moghadam, A Rajabzadeh, H Moazzez Financial Research Journal 20 (2), 130-150, 2018 | 8 | 2018 |
| Estimating of value at risk and expected shortfall by using conditional extreme value approach in Tehran Securities Exchange A Saranj, M Nourahmadii Financial Research Journal 18 (3), 437-460, 2016 | 8 | 2016 |
| Portfolio Selection Using Return Mean, Return Standard Deviation and Liquidity in Tehran Stock Exchange BGHR ESLAMI, AR SARANJ THE IRANIAN ACCOUNTING AND AUDITING REVIEW 15 (53), 3-16, 2008 | 8 | 2008 |
| بررسي وجود پديده بازگشت به ميانگين در بورس اوراق بهادار تهران با استفاده از آزمون نسبت واريانس تهراني رضا, انصاري حجت اله, سارنج عليرضا بررسيهاي حسابداري و حسابرسي 15 (54), 17-32, 2009 | 6* | 2009 |
| The Study of Mean Reversion in Tehran Security Exchange Using Variance Ratio Test R Tehrani, H Allah Ansari, A Saranj Accounting and Auditing Review 16 (1), 2009 | 4 | 2009 |
| The dynamic impact of oil price on investor sentiment in Tehran Stock Exchange: An industry-level analysis SH Masoudi Alavi, M Nadiri, AR Saranj Iranian Journal of Finance 5 (3), 38-57, 2021 | 3 | 2021 |
| Model design for stock statistical arbitrage using deep neural networks, random forests and gradient-boosted trees F Kamari, A Saranj, R Tehrani, M Shahbazi Modern Research in Decision Making 4 (3), 23-45, 2019 | 3 | 2019 |
| Identifying Bull and Bear Periods in Iran’s Stock Market Using a Non-parametric Approach A Saranj, M Ramshini, SM Alavi Nasab, M Nadiri Financial Research Journal 19 (4), 535-556, 2017 | 2 | 2017 |
| Rating parametric and nonparametric methods for estimating the expected shortfall and value at risk M Rostami, A Saranj, Z Savari Journal of Investment knowledge 6 (22), 113-130, 2017 | 2 | 2017 |
| Statistical ranking of different VaR and ES models by using Model Confidence Set approach for the banking industry: With an emphasis on Conditional Extreme Value Theory A Saranj, M Nourahmadi FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT) 8 (30 …, 2017 | 2 | 2017 |
| Life Settlements Pricing in Iran’s Secondary Market Using Deterministic, Probabilistic, and Stochastic Approaches M Aalaei, E Safarzadeh, K Ebrahimnejad Financial Research Journal 25 (2), 255-274, 2023 | 1 | 2023 |
| Investigating the effect of herd behavior in the Iranian economy on the efficiency criteria of the asset pricing model HR Farhadi, M Nadiri, AR Saranj Islamic Economics and Banking 11 (38), 113-136, 2022 | 1 | 2022 |
| Developing a Stock Technical Trading System Integrating MLP Neural Network with Evolutionary Algorithms A Saranj, A Ghasemi, A Eram, R Tehrani FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES) 13 (45001622 …, 2020 | 1 | 2020 |
| The Application of Rough Set Theory in Stock Price Forecasting (Case Study: Iran Saderat Bank) A Saranj, T Karimi, MS Babakan Journal of Financial Management Strategy 5 (18), 2017 | 1 | 2017 |
