Seyed Babak Ebrahimi

Journal Paper

1. "Measuring the Volatility Connectedness of Industries in Tehran Stock Exchange - The Novel Approach of Spectral Variance Decomposition"
   Ehsan Bagheri, Seyed Babak Ebrahimi, Abbas Ebrahimi
   Vol. 18, pp.1-26, 2025
2. "A Novel Approach for Fuzzy Online Portfolio Selection Model Using Dual Beta and Trading Volume"
   Matin Abdi, Seyed Babak Ebrahimi, Amir Abbas Najafi
   International Journal of Applied Mathematics & Statistics, Vol. 64, pp.83-109, 2025
3. "Designing a dual-channel production-distribution network for reducing greenhouse gas emissions based on customer segmentation"
   Maryam Sabaghieh Yazd, Reza Ramezanian, Mohsen Varmazyar, Seyed Babak Ebrahimi, Ehsan Esmaeeli
   Journal of Industrial and Production Engineering, pp.1-25, 2025
4. "An optimisation model to design a maritime search and rescue system under uncertainty"
   Donya Rahmani, Seyed Babak Ebrahimi, Hadi Kian
   International Journal of Applied Decision Sciences, Vol. 17, pp.120-135, 2024
5. "An online portfolio selection algorithm using beta risk measure and fuzzy clustering"
   Matin Abdi, Seyed Babak Ebrahimi, Amir Abbas Najafi
   Journal of Mathematics and Modeling in Finance, Vol. 3, pp.63-76, 2023
6. "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
7. "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
8. "Forecasting Financial Time Series Using Deep Learning Networks: Evidence from Long-Short Term Memory and Gated Recurrent Unit"
   Mohammad Reza Ghadimpour, Seyed Babak Ebrahimi
   Iranian Journal of Finance, Vol. 6, pp.81-94, 2022
9. "A multi-objective formulation for the closed-loop plastic supply chain under uncertainty"
   Seyed Babak Ebrahimi, Ehsan Bagheri
   Operational Research, Vol. 22, pp.4725-4768, 2022
10. "Optimizing profit and reliability using a bi-objective mathematical model for oil and gas supply chain under disruption risks"
    Seyed Babak Ebrahimi, Ehsan Bagheri
    COMPUTERS and INDUSTRIAL ENGINEERING, Vol. 163, pp.200-230, 2022
11. "The Quantitative Diversity Index in Multi-Objective Portfolio Model"
    Seyed Babak Ebrahimi, Mostafa Abdolahi Moghadam Salkoye, Nasser Safaie
    Iranian Journal of Finance, Vol. 5, pp.122-146, 2021
12. ""
    mohammad saeid heydari, Javad Validi, Seyed Babak Ebrahimi
    Vol. 47, pp.564-586, 2021
13. "The Dynamic Volatility Connectedness Structure of Energy Futures and Global Financial Markets: Evidence From a Novel Time-Frequency Domain Approach"
    Ehsan Bagheri, Seyed Babak Ebrahimi, Arman Mohammadi, Mahsa Miri, Stelios Bekiros
    Computational Economics, Vol. 59, pp.1-25, 2021
14. "Using Decision Lattice Analysis to Model IOT-based Companies' profit"
    Nazanin Talebolfakhr, Seyed Babak Ebrahimi, Donya Rahmani
    Journal of Information Systems and Telecommunication, Vol. 8, pp.207-216, 2020
15. "A constrained multi-period robust portfolio model with behavioral factors and an interval semi-absolute deviation"
    Mostafa Abdolahimoghadamsalkoye, Seyed Babak Ebrahimi, Donya Rahmani
    JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, Vol. 374, pp.1-20, 2020
16. "A new hybrid model for forecasting Brent crude oil price"
    Hooman Abdollahi, Seyed Babak Ebrahimi
    ENERGY, Vol. 117520, pp.1-13, 2020
17. "Estimating Network Connectedness of Financial Markets and Commodities"
    Ehsan Bagheri, Seyed Babak Ebrahimi
    Journal of Systems Science and Systems Engineering, Vol. 29, pp.1-18, 2020
18. "An integrated framework of genetic network programming and multi-layer perceptron neural network for prediction of daily stock return: An application in Tehran stock exchange market"
    Reza Ramezanian, Arsalan Peymanfar, Seyed Babak Ebrahimi
    APPLIED SOFT COMPUTING, Vol. 82, pp.1-16, 2019
19. "Estimating Conditional Value at Risk (CVaR) with consideration the robust of the measure based on robust Cipra method"
    Ehsan Mohammadian Amiri, Mona Alikarami, Seyed Babak Ebrahimi
    Vol. 8, pp.173-189, 2019
20. "A Hybrid Solution Method for Hub-and-Spoke Network Design under Uncertainty A Case Study to Design Optical Fiber Network in Iran"
    Seyed Babak Ebrahimi, Abdollah Sharifi, maryam nezhad-afrasiabi, Seyed Mohammad Mirkhani
    AUT Journal of Modeling and Simulation, Vol. 51, pp.179-190, 2019
21. "Automatic Portfolio Rebalancing System Design Using Volatility Prediction Models and Technical Analysis Combination"
    Seyed Hojat Allah Vakili Shahrebabaki, Seyed Morteza Emadi Sangnishti, Seyed Babak Ebrahimi
    Vol. 7, pp.146-167, 2019
22. ""
    Seyyed morteza Lal sajjadi, Seyed Hojat Allah Vakili Shahrebabaki, Seyed Babak Ebrahimi
    Vol. 1, pp.45-56, 2019
23. ""
    Reza Khosravi, ehsan Mohammadian Amiri, Pooria Rezaei, Seyed Babak Ebrahimi
    Vol. 10, pp.235-254, 2019
24. ""
    Ehsan Mohammadian Amiri, Seyed Babak Ebrahimi
    Vol. 35, pp.103-111, 2019
25. ""
    Seyed Hojat Allah Vakili Shahrebabaki, Amir Abbas Najafi, Seyed Babak Ebrahimi
    Vol. 8, pp.31-44, 2019
26. "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
27. "Presentation of a new approach for robust estimation of VaR: A comparative approach"
    Ehsan Mohammadian Amiri, Seyed Babak Ebrahimi, Maryam Nezhad Afrasiabi
    Vol. 34, pp.3-11, 2019
28. "Presenting of nonlinear hybrid model based on Extreme Value Theory for forecasting the Conditional Value at Risk (CVaR)"
    Ehsan Mohammadian Amiri, Ehsan Atefi, Seyed Babak Ebrahimi
    Vol. 12, pp.169-181, 2019
29. "Evaluating the Application of Financial Early Warning System in the Iranian Banking System"
    Seyed Babak Ebrahimi, Pooria Rezaei, pejman azin
    Money and Economy, Vol. 14, pp.177-204, 2019
30. "A two-stage robust model for portfolio selection by using goal programming"
    Mostafa Abdolahimoghadamsalkoye, Seyed Babak Ebrahimi, Donya Rahmani
    Journal of Industrial and Systems Engineering, Vol. 12, pp.1-17, 2019
31. "Portfolio optimization using MCDM methods with the use of Canslim criteria and measures of performance evaluation"
    Mohammadamin Rahimzadeh, Seyed Babak Ebrahimi, Reza Ramezanian
    Vol. 8, pp.339-354, 2019
32. "Fuzzy Mean-CVaR Portfolio Selection Based on Credibility Theory"
    Seyed Babak Ebrahimi, Amirsina Jirofti, Matin Abdi
    Vol. 11, pp.17-27, 2018
33. "Multiple-step-ahead forecasting of Value at Risk based on Holt-Winters Exponential Smoothing Multiplicative Method"
    Ehsan Mohammadian Amiri, Seyed Babak Ebrahimi
    Vol. 6, pp.93-114, 2018
34. "Presenting a Model for Multiple-Step-Ahead-Forecasting of Volatility and Conditional Value at Risk in Fossil Energy Markets"
    Ehsan Mohammadian Amiri, Seyed Babak Ebrahimi
    AUT Journal of Modeling and Simulation, Vol. 50, pp.83-94, 2018
35. "A stochastic multi-objective location-allocation-routing problem for tire supply chain considering sustainability aspects and quantity discounts"
    Seyed Babak Ebrahimi
    JOURNAL OF CLEANER PRODUCTION, Vol. 198, pp.704-720, 2018
36. "Designing a supplier assessment and selection network considering green location-vehicle routing problem under uncertainty"
    Hadi Kian, Seyed Babak Ebrahimi, Seyed Javad Hosseininezhad
    Vol. 28, pp.304-316, 2017
37. ""
    Seyed Babak Ebrahimi
    Journal of Industrial Engineering International, Vol. 50, pp.165-176, 2017
38. ""
    Mohammad Saeed Haidary, Seyed Babak Ebrahimi, Negin Mohebbi
    Vol. 10, pp.55-71, 2017
39. ""
    Seyed Babak Ebrahimi, Mojgan Aghaei sheykh razi, Negin Mohebbi
    Vol. 19, pp.193-216, 2017
40. "Modified-Decoupled Net Present Value The Intersection of Valuation and Time scaling of Risk in Energy Sector"
    Ali Shimbar, Seyed Babak Ebrahimi
    Environmental Energy and Economic Research, Vol. 1, pp.347-362, 2017
41. "A bi-objective model for a multi-echelon supply chain design considering efficiency and customer satisfaction a case study in plastic parts industry"
    Seyed Babak Ebrahimi
    INTERNATIONAL JOURNAL OF ADVANCED MANUFACTURING TECHNOLOGY, Vol. 95, pp.3631-3649, 2017
42. "The application of DNPV to unlock foreign direct investment in waste-to-energy in developing countries"
    Ali Shimbar, Seyed Babak Ebrahimi
    ENERGY, Vol. 132, pp.186-193, 2017
43. "Portfolio Optimization for Retail Investors with the Approach of Multivariate GARCH Models"
    Seyed Babak Ebrahimi, Seyed Morteza Emadi Sangnishti
    Vol. 28, pp.150-160, 2017
44. "Determining the Optimal Hedge Ratio of Gold Coin Futures A Comparative Approach"
    Seyed Babak Ebrahimi, Ali Tasbihi
    Vol. 3, pp.177-196, 2017
45. "The Effect of Investor Sentiment on Betting Against Beta A Structural Equations Modeling Approach Towards Beta Anomaly"
    Hooman Abdollahi, Seyed Babak Ebrahimi, Hamed Tayebi
    International Journal of Economics and Financial Issues, Vol. 7, pp.201-206, 2017
46. ""
    Ehsan Mohammadian Amiri, Seyed Babak Ebrahimi, Maryam Nezhad Afrasiabi
    pp.207-220, 2017
47. ""
    Diako Dorouei, Seyed Babak Ebrahimi
    Vol. 18, pp.613-632, 2017
48. "Risk evaluation under fuzzy credibility theory"
    Seyed Babak Ebrahimi, Amirsina Jirofti
    Vol. 13, pp.1-24, 2016
49. "Developing Non-linear dynamic model to estimate Value at Risk considering the effects of asymmetric News Evidence from Tehran Stock Exchange"
    Seyed Babak Ebrahimi, Seyed Morteza Emadi Sangnishti
    International Journal of Industrial Engineering and Production Research, Vol. 27, pp.415-424, 2016
50. "Forecasting value-at-risk and expected shortfall using high frequency data modeling"
    Seyed Babak Ebrahimi, Negin Mohebbi
    Vol. 9, pp.35-50, 2016
51. "Development of International facility location model applying the combination of MCDM and location covering techniques under uncertainty"
    , Seyed Babak Ebrahimi, Hamid Ketabian
    Industrial Management Journal (IMJ), Vol. 7, pp.743-766, 2016
52. "Utilizing Decision Making Methods and Optimization Techniques to Develop a Model for International Facility Location Problem under Uncertainty"
    fahime Rouhiolyaee, Seyed Babak Ebrahimi, Maryam Nezhad Afrasiabi
    International Journal of Engineering, Vol. 29, pp.9-16, 2016
53. "THE INTER-RELATIONSHIP BETWEEN PROFITABILITY AND GROWTH IN IRANIAN MARKET"
    Seyed Babak Ebrahimi, Hooman Abdollahi, ali farmani
    International Journal of Industrial Engineering and Production Research, Vol. 27, pp.209-217, 2016
54. "Recognition of effective parameters on financial fraud"
    Seyed Babak Ebrahimi, , Hamid Ketabian
    Vol. 23, pp.149-174, 2016
55. "Recognition the effective criteria on choosing of imitation brand about consumables"
    Seyed Babak Ebrahimi, Hamid Ketabian,
    Vol. 7, pp.273-294, 2015
56. "A new approach for forecasting enrollments using harmony search algorithm"
    alireza shahraki, Seyed Babak Ebrahimi
    JOURNAL OF INTELLIGENT and FUZZY SYSTEMS, Vol. 28, pp.279-290, 2015
57. "A NEW MULTIVARIATE NONLINEAR MODEL TO HANDLE THE VOLATILITY TRANSMISSION"
    Seyed Babak Ebrahimi, Fahimeh R.Olyaee
    South African Journal of Industrial Engineering, Vol. 25, pp.140-153, 2014

Conference Paper

1. ""
   Matin Abdi, Seyed Babak Ebrahimi, Amir Abbas Najafi
   انتخاب برخط سبد سرمايه گذاري با استفاده از خوشه بندي فازي, 2023
2. "17th Iranian International Industrial Engineering Conference"
   Nazanin Talebolfakhr, Seyed Babak Ebrahimi, Donya Rahmani
   Choosing Appropriate Pricing Strategies For Technology-based Products: A Real Option Approach, 2021
3. "1st International Conference on Challenges and New Solutions in Industrial Engineering and Management and Accounting"
   Mohammad Reza Ghadimpour, Ehsan Bagheri, Seyed Babak Ebrahimi
   Improving Stock Price Prediction Models Using Sentiment Analysis, 2020
4. "16th Iranian International Industrial Engineering Conference"
   Amirkian Granmayeh, pegah kamani, Ehsan Bagheri, Seyed Babak Ebrahimi
   ارائه روشي جديد براي مديريت ريسك سبد سهام؛ رويكرد تركيبيGARCH-Copula, 2020
5. "16th Iranian International Industrial Engineering Conference"
   Hamid Reza Golpayegani, Ehsan Bagheri, Seyed Babak Ebrahimi
   رتبه بندي اعتباري شركت ها با استفاده از مدل هاي قيمت گذاري اختيارمعامله, 2020
6. "16th Iranian International Industrial Engineering Conference"
   Sinaz Sajedi, Seyed Babak Ebrahimi
   تاثير انتخابات رياست جمهوري آمريكا بر بازار سرمايه ايران, 2020
7. "7th international conference on logistic and supply chain management"
   Ehsan Bagheri, Seyed Babak Ebrahimi
   Measuring Volatility Spillover of International markets, 2019
8. "7th international conference on logistic and supply chain management"
   Seyed Babak Ebrahimi, bazyar ali, nazanin shadpourtaleghani
   How Does Social Media Marketing Affect Customer Response Through Brand Equity as a Mediator in Commercial Heavy Vehicles Industry?, 2019
9. "7th international conference on logistic and supply chain management"
   Asma Nourian, Ehsan Bagheri, Seyed Babak Ebrahimi
   اندازه گيري ريسك نقدينگي بانك ها با استفاده از رويكرد بيزين, 2019
10. "12th international conference of iranian operation research society"
    Seyed Babak Ebrahimi, Matin Tootooni, Ehsan Mohammadian Amiri
    A comparative of Approaches Decision Tree and Support Vector Machine algorithms performance analysis of Initial Public offering in Tehran Stock Exchange, 2019
11. "3rd International Conference on Management Accounting and Knowledge-based Economy With Emphasis on Resistance Economy"
    Ehsan Atefi, Mojtaba Salehi, Seyed Babak Ebrahimi
    برآورد ارزش در معرض خطر شرطي بورس اوراق بهادار تهران با استفاده از رويكرد ارزش مقدار فرين و GJR-GARCH, 2017
12. "2nd International Conference on Coherence of Management and Economics in Development"
    Behzad Abadian, Rasoul Shafaei, Seyed Babak Ebrahimi
    The Effect Of Brand Image On Willingness To Pay A Price Premium And Customers Loyalty; Case Study: Kalleh Company, 2017
13. "2nd International Conference on Coherence of Management and Economics in Development"
    Hooman Abdollahi, Seyed Babak Ebrahimi
    A System Dynamics Approach towards Cultural Economy Modelling and Analyzing Iran Public Theater Based on Production Structure, 2017
14. "2nd International Conference on Coherence of Management and Economics in Development"
    Behzad Abadian, Rasoul Shafaei, Seyed Babak Ebrahimi
    تاثير عناصر تصوير برند بر تمايل به پرداخت قيمت افزوده و وفاداري مشتريان مطالعه موردي شركت كاله, 2017
15. "Annual Conference on Management Patterns in the Progressive Era"
    Afshin Khaleghi, Amir Yazdi, Seyed Babak Ebrahimi
    پيش بيني محبوبيت پست بر اساس شاخص هاي غيرمحتوايي در شبكه هاي اجتماعي با استفاده از شبكه عصبي مصنوعي و درخت تصميم, 2017
16. "Annual Conference on Management Patterns in the Progressive Era"
    Saeed Mostafavi Layegh, Seyed Babak Ebrahimi
    بررسي تاثير دو عامل تبليغات و ترفيع محصولي بر ايجاد وفاداري مشتريان به نام تجاري, 2017
17. "13 International Conference on Industrial Engineering"
    Seyed Babak Ebrahimi, Banafsheh Radman, Maryam Nezhad Afrasiabi
    Development of Conditional Volatility Correlations of the Stock Market Using a Hybrid Model Based on FIGARCH, 2017
18. "13 International Conference on Industrial Engineering"
    Mohammadamin Rahimzadeh, Hosein Abde Tabrizi, Seyed Babak Ebrahimi
    Testing developed CAPM model for noncompetitive capital markets Case Study Iran s stock market, 2017
19. "13 International Conference on Industrial Engineering"
    Seyed Babak Ebrahimi, Seyyed morteza Lal sajjadi
    A review on credit risk measuring models, 2017
20. "1st National Conference on Managment and Global Economy"
    Hooman Abdollahi, Seyed Babak Ebrahimi, Hamed Tayebi
    Behavioral Roots in Studying Betting Against Beta A Review, 2017
21. "3rd International Conference on Industrial Engineering and Sustainable Managment"
    Abdollahi Hooman, Seyed Babak Ebrahimi, Tayebi hamed
    Beta anomaly in the stock market is betting against beta a robust fact, 2016
22. "3rd International Conference on Industrial Engineering and Sustainable Managment"
    abdolahi hooman, Seyed Babak Ebrahimi, Masoud Taheri vesiesari
    رويكرد معادلات ساختاري در مطالعه تجربي عوامل اثرگذار بر سود تقسيمي شواهدي از بازار بورس اوراق بهادار, 2016
23. "3rd international conference on management and economic with resistive economics approach"
    Maryam Nezhad Afrasiabi, Seyed Babak Ebrahimi, Mohammad Mahdi Fakoor
    Development of modeling and forcasting non stationary financial time series case study iran khodro company, 2016
24. "First National Conference on Innovation in IS/IT Management with BI Approach"
    Seyed Babak Ebrahimi, Maryam Ahmadirad, Maryam Nezhad Afrasiabi
    توسعه و بررسي عوامل موثر بر بازده صندوق هاي سرمايه گذاري سهام بورس اوراق بهادار تهران, 2016
25. "First National Conference on Innovation in IS/IT Management with BI Approach"
    Seyed Babak Ebrahimi, MAHDOKHT KAZEMI, Maryam Nezhad Afrasiabi
    بررسي و تحليل واكنش سرمايه گذاران نسبت به رويدادهاي ناگهاني در بورس اوراق بهادار تهران, 2016
26. "4th National Conference on Applied Research in Management and Accounting"
    Seyed Babak Ebrahimi, Mohsen Babveihi, Maryam Nezhad Afrasiabi
    تحليل سودمندي راهبرد سرمايه گذاري معكوس در بورس اوراق بهادار تهران, 2016
27. "2nd International Conference on Industrial and Systems Engineering (ICISU)"
    Seyed Babak Ebrahimi
    Study and Assessment of Economic Effectiveness and savings of Teleworking in Iran, 2016
28. "2nd International Conference on Industrial and Systems Engineering (ICISU)"
    Seyed Babak Ebrahimi
    The Effect of Perceived Value on Loyalty and Trust in the Web Service Industry (Case Study Digikala.com), 2016
29. "International conference on research in innovation and technology"
    Seyed Babak Ebrahimi, Mohsen Mohammadhashem, Maryam Nezhad Afrasiabi
    Review of advertising announcement and exhibition attendance in financial indices, 2016
30. "International conference on research in innovation and technology"
    Seyed Babak Ebrahimi, FATEMEH GHOLAMIAN OGHANY, Maryam Nezhad Afrasiabi
    Development and Investigation of the factors influencing on the occurrence of price bubbles in tehran stock exchange, 2016
31. "The International Conference on New Researches in Engineering Sciences"
    Seyed Babak Ebrahimi, Reza Ramezanian, Mohammadamin Rahimzadeh
    سنجش عملكرد روش هاي تصميم گيري چندمعياره در رتبه بندي سهام بر اساس مدل كانسليم رويكرد ويكور و پراميتي, 2016
32. ""
    Seyed Babak Ebrahimi,
    شناسايي و اولويت بندي چالش هاي اقتصاد مقاومتي در شركت هاي دانش بنيان, 2016
33. "3rd International Conference in Modern Researches in Management Economics and Accounting"
    Seyed Babak Ebrahimi, Maryam Nezhad Afrasiabi
    Analyzing Volatility Spillovers with the Multivariate FIGARCH Modeling A case study of Tehran and Dubai stock index, 2016
34. "12th International Conference on Industrial Engineering"
    Seyed Babak Ebrahimi, Seyed Morteza Emadi Sangnishti
    Optimizing your personal stock portfolio using nonlinear model-based dynamic conditional correlation, 2016
35. "12th International Conference on Industrial Engineering"
    Seyed Babak Ebrahimi, Amirsina Jirofti
    presentation of method to measure value at risk with uncertain approach Case Study of an investment company, 2016
36. "International Conference on Management and Industrial Engineering"
    farshad nassiri, khadijeh hassanlo, Seyed Babak Ebrahimi
    Estimating portfolio value-at-risk using GARCH-Copula model An application in currency gold and stock markets, 2015
37. "7th Knowledge Management Conference"
    nima parvin, Seyed Babak Ebrahimi
    identifying and overcoming barriers of knowledge management in supply chain of IT companies, 2015