Majid Mirzaee Ghazani

Journal Paper

1. "A Sector-Based Analysis of Strategy Performance and Predictive Accuracy: ML-Enhanced vs. Traditional Trading"
   Maryam Bastani, Hossein Mohseni, Majid Mirzaee Ghazani
   international journal of research in industrial engineering, Vol. 15, pp.253-278, 2026
2. "A data-driven hybrid approach for examining the factors influencing the price of EUA during Phase IV of the EUETS"
   Nasser Safaie, Yasin Heidari, Majid Mirzaee Ghazani
   Vol. 5, pp.93-110, 2025
3. "Effective factors on the Fintech business models in the electronic payment: A DEMATEL-ISM-ANP approach"
   Nasser Safaie, Aida Eslami, Majid Mirzaee Ghazani
   Decision Science Letters, Vol. 14, pp.515-530, 2025
4. "Challenges of Blockchain Implementation in Supply Chain: A Multi-Criteria Decision-Making Approach"
   Parnian Hendi Azad, Nasser Safaie, Majid Mirzaee Ghazani
   Vol. 17, pp.19-42, 2025
5. ""
   Ali Tohidy, محمد موسي‌زاده, Majid Mirzaee Ghazani, Nasser Safaie
   2025
6. "A convolutional deep reinforcement learning architecture for an emerging stock market analysis"
   Anita Hadizadeh, Mohammad Jafar Tarokh, Majid Mirzaee Ghazani
   Decision Science Letters, Vol. 14, pp.313-326, 2025
7. "A novel transformer-based dual attention architecture for the prediction of financial time series"
   Anita Hadizadeh, Mohammad Jafar Tarokh, Majid Mirzaee Ghazani
   Journal of King Saud University-Computer and Information Sciences, Vol. 37, 2025
8. "Analyzing the interrelations among investors' behavioral biases using an integrated DANP method"
   Nasser Safaie, Amir Sadighi, Majid Mirzaee Ghazani
   Decision Science Letters, Vol. 13, pp.119-134, 2024
9. "Identifying barriers in the field of electronic payments based on blockchain technology A multi-criteria decision-making approach"
   Amir Mohammad Yektaei Roodsari, Majid Mirzaee Ghazani, Nasser Safaie
   Vol. 10, pp.123-142, 2024
10. "Analyzing time-frequency connectedness between cryptocurrencies, stock indices, and benchmark crude oils during the COVID-19 pandemic"
    Majid Mirzaee Ghazani, Ali akbar Momeni malekshah, Reza Khosravi
    Financial Innovation, Vol. 10, pp.1-28, 2024
11. "Forecasting Stock market behavior through implementing technical indicators , based on deep reinforcement learning and convolutional network approaches Case study: Iran Stock Market"
    Anita Hadizadeh, Mohammad Jafar Tarokh, Majid Mirzaee Ghazani
    Vol. 7, pp.51-80, 2023
12. "Analyzing spillover effects of selected cryptocurrencies on gold and brent crude oil under COVID-19 pandemic: Evidence from GJR-GARCH and EVT copula methods"
    Parinaz Karimi, Majid Mirzaee Ghazani, Seyed Babak Ebrahimi
    RESOURCES POLICY, Vol. 85, pp.1-14, 2023
13. "Novel insights into the modeling financial time-series through machine learning methods: Evidence from the cryptocurrency market"
    Morteza Khosravi, Majid Mirzaee Ghazani
    EXPERT SYSTEMS WITH APPLICATIONS, pp.1-53, 2023
14. "Analyzing the Performance of DEA Models for Bankruptcy Prediction in the Energy Sector: with Emphasis on Dynamic DEA Approach"
    Mohammad Ali Khorami, Seyed Babak Ebrahimi, Majid Mirzaee Ghazani
    Advances in Mathematical Finance and Applications, Vol. 8, pp.1353-1370, 2023
15. "Analyzing the drivers of CO2 allowance prices in EU ETS under the COVID-19 pandemic: Considering MEMD approach with a novel filtering procedure"
    Amir hesam Moradian daghigh, Majid Mirzaee Ghazani
    JOURNAL OF CLEANER PRODUCTION, 2023
16. ""
    Reza Foroutan, Reza Ramezanian, Majid Mirzaee Ghazani
    Vol. 10, pp.53-80, 2022
17. ""
    Anita Hadizadeh, Mohammad Jafar Tarokh, Majid Mirzaee Ghazani
    Vol. 7, pp.51-80, 2022
18. "Analyzing interconnection among selected commodities in the 2008 global financial crisis and the COVID-19 pandemic"
    Majid Mirzaee Ghazani, Reza Khosravi, Massimiliano Caporin
    RESOURCES POLICY, Vol. 80, pp.1-16, 2022
19. "Nexus of COVID-19 and carbon prices in the EU emission trading system: evidence from multifractal and the wavelet coherence approaches"
    Majid Mirzaee Ghazani, Reza Khosravi, Sasan Barak
    ENVIRONMENTAL SCIENCE AND POLLUTION RESEARCH, pp.1-16, 2022
20. ""
    Nasser Safaie, Sajjad Hedayati, Seyed amir Nasri, Majid Mirzaee Ghazani
    Vol. 6, pp.127-149, 2021
21. "The efficiency of CO2 market in the phase III EU ETS: analyzing in the context of a dynamic approach"
    Majid Mirzaee Ghazani, Mohammadali Jafari
    ENVIRONMENTAL SCIENCE AND POLLUTION RESEARCH, Vol. 28, 2021
22. "Cryptocurrencies, gold, and WTI crude oil market efficiency: a dynamic analysis based on the adaptive market hypothesis"
    Majid Mirzaee Ghazani, Mohammadali Jafari
    Financial Innovation, Vol. 7, pp.1-26, 2021
23. "Multifractal detrended cross-correlation analysis on benchmark cryptocurrencies and crude oil prices"
    Majid Mirzaee Ghazani, Reza Khosravi
    PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, Vol. 560, pp.1-14, 2020
24. "A Dynamic Analysis of Market Efficiency on Benchmark Crude oil markets Based on the Adaptive Market Hypothesis"
    Majid Mirzaee Ghazani, Nasser Safaie
    Vol. 16, pp.151-182, 2020
25. "Testing the adaptive market hypothesis as an evolutionary perspective on market efficiency: Evidence from the crude oil prices"
    Majid Mirzaee Ghazani, Seyed Babak Ebrahimi
    Finance Research Letters, Vol. 30, pp.60-68, 2019
26. "Analysis of Realized Volatility in Tehran Stock Exchange using Heterogeneous Autoregressive Models Approach"
    Majid Mirzaee Ghazani
    Vol. 20, pp.365-388, 2018
27. "Abrupt Changes in Volatility: Evidence from TEPIX Index in Tehran Stock Exchange"
    Mansour Khalili araghi, Majid Mirzaee Ghazani
    Iranian Economic Review, Vol. 19, pp.377-393, 2015
28. "Evaluation of the adaptive market hypothesis as an evolutionary perspective on market efficiency: Evidence from the Tehran stock exchange"
    Majid Mirzaee Ghazani, Mansour Khalili Araghi
    Research in International Business and Finance, Vol. 32, pp.50-59, 2014
29. ""
    mansour khalili araghi, Majid Mirzaee Ghazani
    Vol. 19, pp.47-72, 2014

Conference Paper

1. ""
   Ali Mohseni, Amir Abbas Najafi, Majid Mirzaee Ghazani
   توسعه مدل ردياب شاخص و بكارگيري رويكرد يادگيري عميق در حل آن, 2022
2. "12st International Conference of Modern Research In Management, Economics and Development"
   Amir Sadighi, Nasser Safaie, Majid Mirzaee Ghazani
   The Impact of Behavioral Biases in Financial Markets and the Role of Personal, 2022
3. "1st International Conference on Challenges and New Solutions in Industrial Engineering and Management and Accounting"
   Mohammadali Jafari, Majid Mirzaee Ghazani
   اولويت بندي روش هاي تأمين مالي كسب وكارهاي كوچك و متوسط در چرخه عمر بنگاه با استفاده از روش تصميم گيري چند معياره با منطق خاكستري, 2020
4. "business adminestration and economics"
   Reza Khosravi, Saeideh Gholami, Majid Mirzaee Ghazani
   ارائه مدل تركيب توليد برق مبتني بر تئوري پرتفو، ارائه مطالعه موردي توليد برق در ايران, 2020