Applying hybrid algorithm of fuzzy time series for stock price forecasting and comparing them with calculating stock price achieved by golden ratio technique for Tehran Stock Exchange companies

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Aghaeefar Negar; Mohammad Pourzranadi Mohammad Ebrahim

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Paper Information

Journal: FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT) Year:2019 | Volume:10 | Issue:38 Page(s): 42-64

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Title

Applying hybrid algorithm of fuzzy time series for stock price forecasting and comparing them with calculating stock price achieved by golden ratio technique for Tehran Stock Exchange companies

Author(s)

Aghaeefar Negar | Mohammad Pourzranadi Mohammad Ebrahim | Issue Writer Certificate

Keywords

Fuzzy time-series modelsQ1

Golden ratio algorithmQ1

Forecasting priceQ1

WeightingQ1

Abstract

The especial importance of capital market in countries is undeniable in economic development via effective capital conduct and optimum resources allocation. Investment in capital market requires decision making in new stock exchanges, and accessing information in the case of future status of capital market. Forecasting stock market price has always been a challenging task, since it is affected by many economic and non-economic factors and variables; therefore, selecting the best and the most efficient forecasting model is tough and essential. For this forecasting, we need a computing model with systematic method that can be estimated in this research. The attribution of this test considering one of the stock exchange industries is Forecasting prices and contrasting them with calculated price achieved by Golden ratio algorithm. Banking industry is selected and all of listed in bourse and farabourse banks are reviewd that the results of one of them is presented in this article. Time-series and Fuzzy logic models are used for rationalization. Fuzzy time-series models have been utilized to make reasonably accurate prediction in the area of stock price movements. The mentioned combined method are run on the average of weekly prices of Tehran Stock Exchange. In this research stock trade for investors with calculated relations are displayed.

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APA: Copy

Aghaeefar, Negar, & Mohammad Pourzranadi, Mohammad Ebrahim. (2019). Applying hybrid algorithm of fuzzy time series for stock price forecasting and comparing them with calculating stock price achieved by golden ratio technique for Tehran Stock Exchange companies. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), 10(38 ), 42-64. SID. https://sid.ir/paper/197764/en

Vancouver: Copy

Aghaeefar Negar, Mohammad Pourzranadi Mohammad Ebrahim. Applying hybrid algorithm of fuzzy time series for stock price forecasting and comparing them with calculating stock price achieved by golden ratio technique for Tehran Stock Exchange companies. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT)[Internet]. 2019;10(38 ):42-64. Available from: https://sid.ir/paper/197764/en

IEEE: Copy

Negar Aghaeefar, and Mohammad Ebrahim Mohammad Pourzranadi, “Applying hybrid algorithm of fuzzy time series for stock price forecasting and comparing them with calculating stock price achieved by golden ratio technique for Tehran Stock Exchange companies,” FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), vol. 10, no. 38 , pp. 42–64, 2019, [Online]. Available: https://sid.ir/paper/197764/en

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