TEHRAN STOCK EXCHANGE INDEX RETURN FORECASTING BY RADIAL BASIS FUNCTION NEURAL NETWORKS

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TEHRANI R.; MORADPOOR S.

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:2012 | Volume:3 | Issue:10 Page(s): 75-92

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Title

TEHRAN STOCK EXCHANGE INDEX RETURN FORECASTING BY RADIAL BASIS FUNCTION NEURAL NETWORKS

Author(s)

TEHRANI R. | MORADPOOR S. | Issue Writer Certificate

Keywords

RBFQ2

PERCEPTIONQ1

FORECASTINGQ2

Abstract

Until now some methods have been used for stock return FORECASTING and index return FORECASTING, and artificial intelligence and neural networks are one of them. We sought to evaluate the performance of redial basis neural networks to predict the index return. To this purpose, Tehran Stock Exchange index has been used and the performance of radial basis function neural network and perceptron neural networks are compared. Performance testing of neural networks based on least square error approach in both the in sample FORECASTING and out sample FORECASTING. Result of this study showed that for in sample approach radial basis function neural network has better performance and for out sample FORECASTING perceptron. Each one of these methods has strength and weakness of them but in the way we want to use them we can chose each one base on our usage. Base on this research choosing between NNS can be clear for investors and users.

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APA: Copy

TEHRANI, R., & MORADPOOR, S.. (2012). TEHRAN STOCK EXCHANGE INDEX RETURN FORECASTING BY RADIAL BASIS FUNCTION NEURAL NETWORKS. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), 3(10), 75-92. SID. https://sid.ir/paper/197836/en

Vancouver: Copy

TEHRANI R., MORADPOOR S.. TEHRAN STOCK EXCHANGE INDEX RETURN FORECASTING BY RADIAL BASIS FUNCTION NEURAL NETWORKS. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT)[Internet]. 2012;3(10):75-92. Available from: https://sid.ir/paper/197836/en

IEEE: Copy

R. TEHRANI, and S. MORADPOOR, “TEHRAN STOCK EXCHANGE INDEX RETURN FORECASTING BY RADIAL BASIS FUNCTION NEURAL NETWORKS,” FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), vol. 3, no. 10, pp. 75–92, 2012, [Online]. Available: https://sid.ir/paper/197836/en

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