درخت حوزه‌های تخصصی

Designing trading systems with good returns is critical for capital market investors. Trading systems are often based on a combination of several tools to use their combined information. For the first time in Iran, the present study aimed to propose a pattern detection algorithm for a flag pattern based on Japanese candlestick charts and their arrangement. By recognizing the pattern and if the 4- and 10-day moving average is confirmed, a shopping position is developed, and the selling time is determined based on an optimized and dynamic process commensurate with price changes and the data scale. Our objective was to address the question of whether the returns resulting from this strategy have a more significant positive return compared to the purchase and maintenance strategy. The research sample included the daily information of 16 active companies of basic metals in Tehran Stock Exchange during 2007-2019, extracted from the database of Novin Rahavard software. Data analysis was performed in MATLAB software, and the obtained experimental evidence was described using t-test. According to the results, the research strategy had a higher performance in terms of returns and risks compared to the market.

The purpose of the article is to perform stress-testing technologies of the financial stability of an insurance company based on the constructed mathematical model of the insurance company's activity, which would meet the established requirements (adequate reproduction of the main parameters of the insurance company's functioning; taking into account the stochastic nature of insurance processes; flexible management of model parameters describing company's behaviour; the ability to influence the intensity of flows; suitability for algorithmization and construction of computational simulation model. The relevance of this study is due to the need to address the problem of changes and complications, the growing variety of strategies and products implemented by insurance companies. There is a need for innovative methods to assess and monitor the vulnerability of these institutions to various types of risks. One of these methods, which is gaining widespread recognition both among regulators and financial corporations, is stress testing. It has been established that stress testing as a risk management tool is used both to assess the insurance company's readiness for a crisis situation, and to develop a plan of adequate measures to counteract and eliminate its negative impact. The development and application of the proposed mathematical and simulation model of stress testing of the financial stability of the insurance company allows to solve issues of ensuring sufficiency of capital level, control of financial stability and solvency, reliability of efficiency of activities, taking into account the probabilistic nature of insurance activities, various typical insurance risks and time horizons.

Small and medium enterprises (SMEs) have become a vital factor for national competitiveness and firms and companies, and the world is increasingly moving towards a knowledge-based economy. Innovation and technological changes are strongly influenced by the country/place where they occur. The main purpose of this study is to present the framework of SME innovation strategy with the approach of the fourth generation industry in Iran, which has been done using the GT method i.e a blend of qualitative and quantitative methods. The research population includes small and medium businesses and industrial townships in Tehran. The method of data collection in the qualitative part is the interview and in the quantitative part a questionnaire. The findings show that the innovation strategy framework in SME in the fourth industrial revolution is one of the causal factors with 5 components including small and medium businesses, organization maturity model, digitization, rules and regulations and innovation strategy. The results consist of 8 sub-components, which can be enumerated as market development, increasing exports, increasing productivity, creating added value, improving financial credits, training work managers, entrepreneurship and finally creating employment. The results show that the program factors have an effect on the facilitating factors; the causal factors on the innovation framework; the informational factors on the obstacles; supervisory and control factors on facilitating factors; barriers on the innovation framework; ; Financial resources have an effect on obstacles, consequences on innovation framework and structural factors on obstacles in small and medium enterprises. In our country, despite the fact that more than 59% of all production units are included in the EMS small and medium industries group,  these companies have not gained a significant share in the national gross product and creating added value and are suffering from severe shortages. While small and medium-sized companies can move away from the traditional focus on the product and take steps in the development of product innovation by using the fourth generation industry and new technology, creating a strategy and coming up with new products and services  will create more added value; The formulation of the strategy for any organization calls for an innovative point of view .