طراحی مدل هوشمند قیمت‌گذاری دارایی‌های مالی با ترکیب شبکه‌های عصبی، داده‌های رفتاری و شاخص‌های اقتصاد کلان

Baker, M., & Wurgler, J. (2006). Investor sentiment and the cross-section of stock returns. The Journal of Finance, 61(4), 1645–1680. https://doi.org/10.1111/j.1540-6261.2006.00885.x

Bali, T. G., Engle, R. F., & Murray, S. (2016). Empirical asset pricing: The cross section of stock returns. Wiley.

Barberis, N., Shleifer, A., & Vishny, R. (1998). A model of investor sentiment. Journal of Financial Economics, 49(3), 307–343. https://doi.org/10.1016/S0304-405X(98)00027-0

Braun, V., & Clarke, V. (2006). Using thematic analysis in psychology. Qualitative Research in Psychology, 3(2), 77–101. https://doi.org/10.1191/1478088706qp063oa

Chen, L., Pelger, M., & Zhu, J. (2024). Deep learning in asset pricing. Management Science, 70(2), 714–750. https://doi.org/10.1287/mnsc.2023.4695

Chen, N. F., Roll, R., & Ross, S. A. (1986). Economic forces and the stock market. The Journal of Business, 59(3), 383–403.

Cochrane, J. H. (2005). Asset pricing (Rev. ed.). Princeton University Press.

Creswell, J. W., & Poth, C. N. (2018). Qualitative inquiry and research design: Choosing among five approaches (4th ed.). SAGE Publications.

Fama, E. F. (1970). Efficient capital markets: A review of theory and empirical work. The Journal of Finance, 25(2), 383–417. https://doi.org/10.2307/2325486

Fama, E. F., & French, K. R. (1993). Common risk factors in the returns on stocks and bonds. Journal of Financial Economics, 33(1), 3–56. https://doi.org/10.1016/0304-405X(93)90023-5

Gu, S., Kelly, B., & Xiu, D. (2020). Empirical asset pricing via machine learning. The Review of Financial Studies, 33(5), 2223–2273. https://doi.org/10.1093/rfs/hhaa009

Guest, G., Bunce, A., & Johnson, L. (2006). How many interviews are enough? An experiment with data saturation and variability. Field Methods, 18(1), 59–82. https://doi.org/10.1177/1525822X05279903

Kahneman, D., & Tversky, A. (1979). Prospect theory: An analysis of decision under risk. Econometrica, 47(2), 263–291. https://doi.org/10.2307/1914185

Kelly, B. T., Pruitt, S., & Su, Y. (2019). Characteristics are covariances: A unified model of risk and return. Journal of Financial Economics, 134(3), 501–524. https://doi.org/10.1016/j.jfineco.2019.05.001

Lincoln, Y. S., & Guba, E. G. (1985). Naturalistic inquiry. SAGE Publications.

Lintner, J. (1965). The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets. The Review of Economics and Statistics, 47(1), 13–37. https://doi.org/10.2307/1924119

Lundberg, S. M., & Lee, S. I. (2017). A unified approach to interpreting model predictions. In Advances in Neural Information Processing Systems 30.

Markowitz, H. (1952). Portfolio selection. The Journal of Finance, 7(1), 77–91. https://doi.org/10.2307/2975974

Merton, R. C. (1973). An intertemporal capital asset pricing model. Econometrica, 41(5), 867–887. https://doi.org/10.2307/1913811

Ribeiro, M. T., Singh, S., & Guestrin, C. (2016). “Why should I trust you?” Explaining the predictions of any classifier. In Proceedings of the 22nd ACM SIGKDD International Conference on Knowledge Discovery and Data Mining (pp. 1135–1144). https://doi.org/10.1145/2939672.2939778

Ross, S. A. (1976). The arbitrage theory of capital asset pricing. Journal of Economic Theory, 13(3), 341–360. https://doi.org/10.1016/0022-0531(76)90046-6

Sharpe, W. F. (1964). Capital asset prices: A theory of market equilibrium under conditions of risk. The Journal of Finance, 19(3), 425–442. https://doi.org/10.1111/j.1540-6261.1964.tb02865.x

Tetlock, P. C. (2007). Giving content to investor sentiment: The role of media in the stock market. The Journal of Finance, 62(3), 1139–1168. https://doi.org/10.1111/j.1540-6261.2007.01232.x