STUDY OF MOVING AVERAGES INDICATORS EFFICIENCY IN TECHNICAL ANALYSIS FOR FORECASTING STOCK PRICE IN SELECTED TOP COMPANIES TEHRAN STOCK EXCHANGE

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NABAVI CHASHAMI S.A.; HASSANZADEH AYATOLAH

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

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Paper Information

Journal: FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES) Year:2011 | Volume:4 | Issue:10 Page(s): 83-106

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Information Journal Paper

Title

STUDY OF MOVING AVERAGES INDICATORS EFFICIENCY IN TECHNICAL ANALYSIS FOR FORECASTING STOCK PRICE IN SELECTED TOP COMPANIES TEHRAN STOCK EXCHANGE

Author(s)

NABAVI CHASHAMI S.A. | HASSANZADEH AYATOLAH | Issue Writer Certificate

Keywords

TECHNICAL ANALYSISQ4

MOVING AVERAGE INDEXQ4

PREDICT STOCK PRICEQ3

STOCK EXCHANGEQ3

Abstract

The aim of the study is to answer the following question: which of the predictive indicators used in this study is the best way for predicting stock price, and is considered as the higher credibility for predicting stock price in the Tehran STOCK EXCHANGE? For this reason it is used the methods of a simple moving average and Weighted moving average and exponential moving average for symbol periods of 30 days, 60 days and 90 days. And then predicted results are compared with the actual price, and finally, various methods have been evaluated by two different indexes consist of Mean Absolute Deviation (MAD) and Tracer Symbol (TS).The results show that the exponential moving average methods for thirty-days period is entitled the highest credibility for predicting stock price.

Cites

PREDICT THE TREND OF STOCK PRICES USING XCS BASED ON GENETIC ALGORITHMS AND REINFORCEMENT LEARNING

References

AN APPROPRIATE MODEL FOR FORECASTING COPPER PRICE

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APA: Copy

NABAVI CHASHAMI, S.A., & HASSANZADEH, AYATOLAH. (2011). STUDY OF MOVING AVERAGES INDICATORS EFFICIENCY IN TECHNICAL ANALYSIS FOR FORECASTING STOCK PRICE IN SELECTED TOP COMPANIES TEHRAN STOCK EXCHANGE. FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES), 4(10), 83-106. SID. https://sid.ir/paper/200106/en

Vancouver: Copy

NABAVI CHASHAMI S.A., HASSANZADEH AYATOLAH. STUDY OF MOVING AVERAGES INDICATORS EFFICIENCY IN TECHNICAL ANALYSIS FOR FORECASTING STOCK PRICE IN SELECTED TOP COMPANIES TEHRAN STOCK EXCHANGE. FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES)[Internet]. 2011;4(10):83-106. Available from: https://sid.ir/paper/200106/en

IEEE: Copy

S.A. NABAVI CHASHAMI, and AYATOLAH HASSANZADEH, “STUDY OF MOVING AVERAGES INDICATORS EFFICIENCY IN TECHNICAL ANALYSIS FOR FORECASTING STOCK PRICE IN SELECTED TOP COMPANIES TEHRAN STOCK EXCHANGE,” FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES), vol. 4, no. 10, pp. 83–106, 2011, [Online]. Available: https://sid.ir/paper/200106/en

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