Journal Paper

1. "Analysis of Stock Market Manipulation using Generative Adversarial Nets and Denoising Auto-Encode Models"
   Hamed Hamedinia, Reza Raei, Saeed Bajalan, Saeed Rouhani
   Advances in Mathematical Finance & Applications, Vol. 7, No 1, 2022
2. "Novel ANN Method for Solving Ordinary and Time-Fractional Black–Scholes Equation"
   Saeed Bajalan, Nastaran Bajalan
   COMPLEXITY, Vol. 2021, No 1, pp.1-15, 2021
3. "Development of an index for measuring transparency of central banks"
   Saeed Bajalan, Reza Raei, Reza Tehrani
   Argumenta Oeconomica, Vol. 1, No 28, pp.13-40, 2012
4. "Bank’s Credit Portfolio Optimization Using Actuarial Approach and Artificial Neural Networks"
   Sara Raeisy, Saeed Bajalan, Saeid Fallahpour
   Financial Research Journal, Vol. 25, No 4, 2022
5. "Performance Evaluation of Factor Investing (Smart Beta) in Tehran Stock Exchange"
   Saeed Bajalan, امین علی اکبری بیدختی
   Financial Research Journal, Vol. 24, No 3, pp.374-355, 2022
6. "Analyzing the volatility behavior of Bitcoin and examining its safe haven and hedge capability for Iranian investors"
   محمد علی مظفری, Saeed Bajalan, Reza Eyvazloo
   Journal of Financial Management Perspectives, Vol. 12, No 37, pp.9-34, 2022
7. "Corporate Policies under Transitory and Permanent Shocks of Cash Flows: An Empirical Study of Cash Management"
   Saeed Bajalan, رضا متقیان پور
   Financial Research Journal, Vol. 23, No 3, 2021
8. "A study on the characteristics of TSE index return data and introducing a regime switching prediction method based on neural networks"
   امین امینی مهر, Saeed Bajalan, هانیه حکمت
   Journal of Financial Management Perspectives, Vol. 11, No 34, 2021
9. "Investigating the Efficiency of the 1/N Model in Portfolio Selection"
   Reza Raei, Saeed Bajalan, Alireza Ajam
   Financial Research Journal, Vol. 23, No 1, 2021
10. "Nonlinear Dynamic Modeling of Factors Affecting the Stock Market: Baysian Quantile Threshold Regression"
    Reza Tehrani, Mohammad Osoolian, Saeed Bajalan, [] []
    Journal of Financial and Management Engineering Exchange, Vol. 11, No 45, 2020
11. "Examining the Efficiency of Portfolio Optimization using Model of Minimum-Variance and N/1 in Portfolio Selection"
    Reza Raei, Saeed Bajalan, Alireza Ajam
    Journal of Asset Management and Financing, Vol. ششم, pp.155-166, 2019
12. "Optimization of Multi-Objective Portfolios Based on Mean, Variance, Entropy and Particle Swarm Algorithm"
    Reza Raei, Saeed Bajalan, Mostafa Habibi, Ali Nikahd
    Journal of risk modeling and financial engineering, Vol. 2, No 3, pp.362-379, 2018
13. "The Stock Trend Prediction Using Modified Support Vector Machine with a Hybrid Feature Selection Method"
    Saeed Bajalan, Saeid Fallahpour, Nahid Dana
    Journal of Financial Management Perspectives, Vol. 7, No 1, pp.69-86, 2017
14. "Modeling Insurance Claim Distribution via Mixture Distribution and Copula"
    Saeed Bajalan, Reza Raei, Shapour Mohammadi
    Financial Research Journal, Vol. 19, No 1, pp.23-40, 2017
15. "The Stock Trend Prediction Using Volume Weighted Support Vector Machine with a Hybrid Feature Selection Method to Predict the Stock Price Trend in Tehran Stock Exchange"
    Saeed Bajalan, Saeid Fallahpour, Nahid Dana
    Financial Management Strategy, Vol. 4, No 3, pp.121-146, 2016
16. "Ruin Probability Estimation using Tijms Approximation"
    Saeed Bajalan, Mostafa Namdari
    Insurance Journal, Vol. 31, No 2, pp.41-56, 2016
17. "Modeling Insurance Claims Distribution through Combining Generalized Hyperbolic Skew-t Distribution with Extreme Value Theory"
    Saeed Bajalan, Reza Raei, Shapour Mohammadi
    Financial Research Journal, Vol. 18, No 1, pp.39-58, 2016
18. "Selection and Improvement of growth stock by using mixture of VIKOR and DNP Models in TSE"
    Reza Tehrani, Saeed Bajalan, Hossein Safari Moghadam
    Journal of Financial Management and Accounting Perspective, Vol. 6, No 13, pp.131-159, 2016
19. "Choose and improve the performance of growth stocks using a combination of models and VIKOR DANP in Tehran Stock Exchange"
    Reza Tehrani, Saeed Bajalan, Hossein Safari Moghadam
    Journal of Financial Management Perspectives, Vol. سال ششم, No 13, 2016
20. "The Use of Feature Selection Method (HARC) in Predicting Financial Distress in Tehran Stock Exchange"
    Taj Maedeh, Saeid Fallahpour, Saeed Bajalan
    Financial Management Strategy, Vol. سوم, No 9, 2015

Conference Paper

1. "Credit Portfolio Optimization based on Neural Network and Acturial Methods"
   Saeed Bajalan, Saeid Fallahpour, Sara Raeisy
   6th International Conference on Management and Humanistic Research in Iran, 2020
2. "Portfolio Models in Credit Risk"
   Saeed Bajalan, Saeid Fallahpour, Sara Raeisy
   6th International Conference on Management and Humanistic Research in Iran, 2020
3. "The Role of Foreign Direct Investment (FDI) in Advancing the Goals of the Endogenous and Extraversion Economy"
   Alireza Ajam, Reza Eyvazloo, Saeed Bajalan
   The First International Conference on Resistive Economy, 2017
4. "The Effec of liquidity on Default Risk of listed Companies in TSE"
   Maryam Vizvari, Saeed Bajalan, Saeid Fallahpour
   International conference on Accounting, Management and Innovation in Business, 2016