AN OPTIMIZATION OF MOVING AVERAGE STOCK PRICE IN TEHRAN STOCK EXCHANGE: META-HEURISTIC APPROACH ADAPTIVE IMPROVED GENETIC ALGORITHM

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ASGHARTABAR LEDARI MAHBOOBEH; JAFARI SAMIMI AHMAD

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Journal: INVESTMENT KNOWLEDGE Year:2018 | Volume:7 | Issue:25 Page(s): 127-148

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Title

AN OPTIMIZATION OF MOVING AVERAGE STOCK PRICE IN TEHRAN STOCK EXCHANGE: META-HEURISTIC APPROACH ADAPTIVE IMPROVED GENETIC ALGORITHM

Author(s)

ASGHARTABAR LEDARI MAHBOOBEH | JAFARI SAMIMI AHMAD | Issue Writer Certificate

Keywords

PREDICTION OF STOCK PRICEQ2

OPTIMAL LENGTH OF TIME PERIODSQ1

MOVING AVERAGE – TEHRAN STOCK EXCHANGEQ1

ADAPTIVE IMPROVED GENETIC ALGORITHMQ1

Abstract

Predict the stock price is an important topic in financial markets. Is commonly use of technical tools in this area and one of them most functional, are moving averages. The use of two moving averages, the most common method to predict trends, which is in need of two periods. The optimal lengths for both short-term and long-term period for each stock, according to a recent trend, they are different. Find the optimal lengths with traditional methods of costly and often do not reach the global optimal answer. The perfect solution are using of smart tools such as genetic algorithms. Genetic algorithm have been used in this study, is ADAPTIVE IMPROVED GENETIC ALGORITHM that much faster finds a global optimal answer. In this study, data's of the selected companies in diverse industries in Tehran Stock Exchange from April 2011 to March 2016 have been evaluated. The results show, when the algorithm reaches the optimal time period, which its parameters are correctly set.

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APA: Copy

ASGHARTABAR LEDARI, MAHBOOBEH, & JAFARI SAMIMI, AHMAD. (2018). AN OPTIMIZATION OF MOVING AVERAGE STOCK PRICE IN TEHRAN STOCK EXCHANGE: META-HEURISTIC APPROACH ADAPTIVE IMPROVED GENETIC ALGORITHM. INVESTMENT KNOWLEDGE, 7(25 ), 127-148. SID. https://sid.ir/paper/187970/en

Vancouver: Copy

ASGHARTABAR LEDARI MAHBOOBEH, JAFARI SAMIMI AHMAD. AN OPTIMIZATION OF MOVING AVERAGE STOCK PRICE IN TEHRAN STOCK EXCHANGE: META-HEURISTIC APPROACH ADAPTIVE IMPROVED GENETIC ALGORITHM. INVESTMENT KNOWLEDGE[Internet]. 2018;7(25 ):127-148. Available from: https://sid.ir/paper/187970/en

IEEE: Copy

MAHBOOBEH ASGHARTABAR LEDARI, and AHMAD JAFARI SAMIMI, “AN OPTIMIZATION OF MOVING AVERAGE STOCK PRICE IN TEHRAN STOCK EXCHANGE: META-HEURISTIC APPROACH ADAPTIVE IMPROVED GENETIC ALGORITHM,” INVESTMENT KNOWLEDGE, vol. 7, no. 25 , pp. 127–148, 2018, [Online]. Available: https://sid.ir/paper/187970/en

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