| 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 | 12 | 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 Iranian Journal of Management Studies 14 (4), 2021 | 11 | 2021 |
| 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 | 11 | 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 |
| Identifying the trading behaviors and risk of noise traders in Iran stock market A Saranj, R Tehrani, K Abbasi Museloo, M Nadiri Financial Management Strategy 6 (3), 31-58, 2018 | 8 | 2018 |
| 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 |
| 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 |
| Investigation of Relationship Between Noise Trading and Share Returns In Iran Stock market KA Museloo, A Saranj, R Tehrani, M Nadiri Journal of Financial Management Perspective, 77-99, 2019 | 6 | 2019 |
| 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 | 6 | 2016 |
| 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 |
| 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 |
| 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 | 2 | 2021 |
| 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 Portfolio Management 8 (30), 131-146, 2017 | 2 | 2017 |
| 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 |
| Explaining the Nonlinear Response of Tehran Stock Exchange Price Index to Oil Price Shocks Using Markov Switching Regime علیرضا سارنج, میلاد رفیعی راهبرد مدیریت مالی 11 (4), 2023 | | 2023 |
| Explaining the Nonlinear Response of Tehran Stock Exchange Price Index to Oil Price Shocks Using Markov Switching Regime A Saranj, M Rafiee Financial Management Strategy 11 (4), 1-24, 2023 | | 2023 |
