A MODEL ON IDENTIFYING AFFECTING FACTORS OF AZADI GOLD COIN’S FUTURES PRICE, BY USING ARTIFICIAL NEURAL NETWORK IN COMPARATIVE OF MULTI-REGRESSION MODEL

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GOODARZI M.; AMIRI B.

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

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Paper Information

Journal: FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT) Year:2013 | Volume:4 | Issue:15 Page(s): 17-33

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Title

A MODEL ON IDENTIFYING AFFECTING FACTORS OF AZADI GOLD COIN’S FUTURES PRICE, BY USING ARTIFICIAL NEURAL NETWORK IN COMPARATIVE OF MULTI-REGRESSION MODEL

Author(s)

GOODARZI M. | AMIRI B. | Issue Writer Certificate

Keywords

FUTURES CONTRACTQ2

GOLDEN COINQ2

ARTIFICIAL NEURAL NETWORKQ2

MULTI REGRESSIONQ2

Abstract

FUTURES CONTRACTs in Iran mercantile exchange (IME) has an increasingly growth in these years. Specially, this year (2010-2011) IME saw many investors has been attracted to this market. In this paper, we investigate the effect of Dollar exchange rate, global gold price and Azadi gold coin price, on Azadi gold coin’s FUTURES CONTRACT price. Then it is presented a neural network model to forecast the FUTURES CONTRACTs on Azadi gold coin price in IME. At last, the performance of the proposed model is compared with multi-regression model.

Cites

References

A STUDY OF FACTORS AFFECTING GOLD PRICE BASED ON A NEURO-FUZZY MODEL OF FORECAST

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APA: Copy

GOODARZI, M., & AMIRI, B.. (2013). A MODEL ON IDENTIFYING AFFECTING FACTORS OF AZADI GOLD COIN’S FUTURES PRICE, BY USING ARTIFICIAL NEURAL NETWORK IN COMPARATIVE OF MULTI-REGRESSION MODEL. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), 4(15), 17-33. SID. https://sid.ir/paper/197656/en

Vancouver: Copy

GOODARZI M., AMIRI B.. A MODEL ON IDENTIFYING AFFECTING FACTORS OF AZADI GOLD COIN’S FUTURES PRICE, BY USING ARTIFICIAL NEURAL NETWORK IN COMPARATIVE OF MULTI-REGRESSION MODEL. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT)[Internet]. 2013;4(15):17-33. Available from: https://sid.ir/paper/197656/en

IEEE: Copy

M. GOODARZI, and B. AMIRI, “A MODEL ON IDENTIFYING AFFECTING FACTORS OF AZADI GOLD COIN’S FUTURES PRICE, BY USING ARTIFICIAL NEURAL NETWORK IN COMPARATIVE OF MULTI-REGRESSION MODEL,” FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), vol. 4, no. 15, pp. 17–33, 2013, [Online]. Available: https://sid.ir/paper/197656/en

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