Author = Sayyed Mohammad Reza Davoodi
Number of Articles: 2

Stock portfolio with maximum predictability of Sharpe ratio based on hidden Markov model

Volume 16, Issue 8, August 2025, Pages 95-102

10.22075/ijnaa.2024.33369.4967

Ali Nabiyan, Forozan Baktash, Sayyed Mohammad Reza Davoodi

Portfolio design and optimization within the framework of the Markov chain

Volume 15, Issue 4, April 2024, Pages 265-273

10.22075/ijnaa.2023.30951.4523

Ali Nabiyan, Forozan Baktash, Sayyed Mohammad Reza Davoodi

International Journal of Nonlinear Analysis and Applications