درخت حوزه‌های تخصصی

The present study aims to model systematic risk using financial and accounting variables. Accordingly, the data for 174 companies in Tehran Stock Exchange are extracted for the period of 2006 to 2016. First, the systematic risk index is estimated using the ARFIMA-FIGARCH model. Then, based on the research background, 35 affective financial and accounting variables are simultaneously used with the help of the backward elimination and forward selection method for modeling. After analyzing and evaluating the variables in Eviews software, the four variables of debt ratio (CL. E), size (SIZE), net profit to sales ratio (NETP. S), and interest rate coverage ratio (ICR) are selected in the backward elimination method. In the forward selection method, in addition to the above variables, operating profit margin (OPM) is also chosen. The estimated model of these variables in both methods shows a low ratio of R2 coefficient that is approximately 7%. In the test case, the model of forward selection method has less error in all four criteria of root mean squared error (RMSE), mean absolute error (MAE), mean absolute percentage error (MAPE) and Tile coefficient (TIC) compared to the backward elimination method.

Purpose: The aim of this study is to model a citizenship education curriculum for students with special needs for digital citizenship education.Method: The qualitative methodology of the grounded theory approach has been used. The statistical population is experts and specialists in special curriculum planning and experts of exceptional organizations. Sampling was performed using the non-probabilistic judgmental (targeted) method. Interviews were conducted with research samples. To sample, the snowball method was used and the interview was conducted in a semi-structured manner with open and general questions for up to 15 people to saturate the data, but for more assurance, up to 24 people were interviewed. Finally, the factors were identified using the foundation data technique using Atlas ti software. An in-depth interview was used as the main data collection tool at this stage.Findings: Based on the obtained results, a total of 106 concepts and 21 categories or open-source codes were identified and extracted. The 21 identified categories were divided into 6 main datasets of the foundation.Among the identified factors, the axial coding paradigm was performed and based on that, the linear relationship was determined between research categories including causal conditions, axial categories, contextual conditions, intervening conditions, strategies, and consequences.Conclusion: The results show the importance of the content of citizenship education and training methods. Regarding teaching and learning methods, the formation of informal groups and monitoring of the activities of groups, learning in practice, and student-centered and participatory teaching methods are emphasized.

The purpose of this study was to investigate the relationship between stock futures fall risk with non-transparent financial reporting at three levels of size, efficiency and return on equity, in the period 2010 to 2014 was in Tehran Stock Exchange. The population of the study are all companies listed in Tehran Stock Exchange. Data collected and calculated by using Excel software Eviews 7 been analysed and the conclusion was That the risk of future falls in the stock of non-transparent financial reporting for companies with low return on equity With high efficiency, equity, and efficiency in the large companies, there is a significant relationship

Financial Mathematics is the application of mathematical methods to financial problems. It is shown that p-valent functions play important roles in Financial Mathematics. In this paper, we define a new subclass of meromorphically p-valent functions by using q-derivative operator and fractional q-calculus operator. We obtain some geometric properties of coefficient estimates, extreme points, convex linear combination, radii of starlikeness and convexity. Finally, ε-neighborhood property will be investigated. Financial Mathematics is the application of mathematical methods to financial problems. It is shown that p-valent functions play important roles in Financial Mathematics. In this paper, we define a new subclass of meromorphically p-valent functions by using q-derivative operator and fractional q-calculus operator. We obtain some geometric properties of coefficient estimates, extreme points, convex linear combination, radii of starlikeness and convexity. Finally, ε-neighborhood property will be investigated.