THE PREDICTIVE POWER OF QUARTERLY EARNINGS PER SHARE BASED ON TIME SERIES AND MULTILAYER PERCEPTRON (MLP) MODELS

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ETEMADI HOSSEIN; ANVARI ROSTAMI ALI ASGHAR; AHMADIAN VAHID

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Journal: FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT) Year:2015 | Volume:6 | Issue:23 Page(s): 21-38

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Title

THE PREDICTIVE POWER OF QUARTERLY EARNINGS PER SHARE BASED ON TIME SERIES AND MULTILAYER PERCEPTRON (MLP) MODELS

Author(s)

ETEMADI HOSSEIN | ANVARI ROSTAMI ALI ASGHAR | AHMADIAN VAHID | Issue Writer Certificate

Keywords

QUARTERLY EARNINGS PER SHAREQ2

MULTILAYER PERCEPTRON (MLP)Q2

AUTOREGRESSIVE INTEGRATED MOVING AVERAGE (ARIMAQ2

Abstract

Anticipated earnings per share and evaluate the usefulness of past earnings for forecast, has long been of interest. And for this purpose the different methods and models to predict future corporate profits are used. In this regard, the present study, Autoregressive Integrated Moving Average (ARIMA) and Artificial Neural Network (Multilayer Perceptron MLP) has been used to predict quarterly earnings of companies listed on the stock market and bonds Tehran Stock, based on quarterly data for the years 1386 to 1391 was performed. Results showed that Multilayer Perceptron has a lower error in forecasting the QUARTERLY EARNINGS PER SHARE and also it significantly was more accurate than ARIMA model.

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APA: Copy

ETEMADI, HOSSEIN, ANVARI ROSTAMI, ALI ASGHAR, & AHMADIAN, VAHID. (2015). THE PREDICTIVE POWER OF QUARTERLY EARNINGS PER SHARE BASED ON TIME SERIES AND MULTILAYER PERCEPTRON (MLP) MODELS. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), 6(23), 21-38. SID. https://sid.ir/paper/197616/en

Vancouver: Copy

ETEMADI HOSSEIN, ANVARI ROSTAMI ALI ASGHAR, AHMADIAN VAHID. THE PREDICTIVE POWER OF QUARTERLY EARNINGS PER SHARE BASED ON TIME SERIES AND MULTILAYER PERCEPTRON (MLP) MODELS. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT)[Internet]. 2015;6(23):21-38. Available from: https://sid.ir/paper/197616/en

IEEE: Copy

HOSSEIN ETEMADI, ALI ASGHAR ANVARI ROSTAMI, and VAHID AHMADIAN, “THE PREDICTIVE POWER OF QUARTERLY EARNINGS PER SHARE BASED ON TIME SERIES AND MULTILAYER PERCEPTRON (MLP) MODELS,” FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), vol. 6, no. 23, pp. 21–38, 2015, [Online]. Available: https://sid.ir/paper/197616/en

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