INTRODUCING A PREDICTION MODEL IN TOTAL STOCK PRICE INDEX USING NEURAL NETWORKS APPROACH (CASE STUDY: TEHRAN STOCK EXCHANGE)

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PAKDIN AMIRI ALIREZA; PAKDIN AMIRI MOJTABA; PAKDIN AMIRI MORTEZA

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Journal: Journal of Iran's Economic Essays; an Islamic approach Year:2009 | Volume:6 | Issue:11 Page(s): 83-108

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Information Journal Paper

Title

INTRODUCING A PREDICTION MODEL IN TOTAL STOCK PRICE INDEX USING NEURAL NETWORKS APPROACH (CASE STUDY: TEHRAN STOCK EXCHANGE)

Author(s)

PAKDIN AMIRI ALIREZA | PAKDIN AMIRI MOJTABA | PAKDIN AMIRI MORTEZA | Issue Writer Certificate

Keywords

PREDICTIONQ2

TEHRAN PRICE INDEXQ3

NEURAL NETWORKSQ2

MULTI-FACTOR MODELQ3

Abstract

The object of this research is to present a PREDICTION model of price index in Tehran stock exchange using artificial NEURAL NETWORKS. For this reason, the industry index, financial index and the annual TEDIX index were introduced as (independent) input variables. The MLP plan accompanied with post-processing algorithm and MULTI-FACTOR MODEL have been used to evaluate neural network model. The results suggest that the proposed NEURAL NETWORKS model is potent of predicting price index in Tehran stock exchange. In the closing part, conclusion has been drawn and applicable suggestions and also directions have been given concerning pursuing and following up similar researches.

Cites

DESIGNING A STRUCTURAL EQUATION MODEL FOR INVESTIGATION EFFECTIVE FINANCIAL FACTORS ON STOCK PRICE INDEX IN TEHRAN STOCK EXCHANGE

References

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APA: Copy

PAKDIN AMIRI, ALIREZA, PAKDIN AMIRI, MOJTABA, & PAKDIN AMIRI, MORTEZA. (2009). INTRODUCING A PREDICTION MODEL IN TOTAL STOCK PRICE INDEX USING NEURAL NETWORKS APPROACH (CASE STUDY: TEHRAN STOCK EXCHANGE). JOURNAL OF ECONOMIC ESSAYS, 6(11), 83-108. SID. https://sid.ir/paper/108985/en

Vancouver: Copy

PAKDIN AMIRI ALIREZA, PAKDIN AMIRI MOJTABA, PAKDIN AMIRI MORTEZA. INTRODUCING A PREDICTION MODEL IN TOTAL STOCK PRICE INDEX USING NEURAL NETWORKS APPROACH (CASE STUDY: TEHRAN STOCK EXCHANGE). JOURNAL OF ECONOMIC ESSAYS[Internet]. 2009;6(11):83-108. Available from: https://sid.ir/paper/108985/en

IEEE: Copy

ALIREZA PAKDIN AMIRI, MOJTABA PAKDIN AMIRI, and MORTEZA PAKDIN AMIRI, “INTRODUCING A PREDICTION MODEL IN TOTAL STOCK PRICE INDEX USING NEURAL NETWORKS APPROACH (CASE STUDY: TEHRAN STOCK EXCHANGE),” JOURNAL OF ECONOMIC ESSAYS, vol. 6, no. 11, pp. 83–108, 2009, [Online]. Available: https://sid.ir/paper/108985/en

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