THE APPLICATION OF GMDH NEURAL NETWORK APPROACH IN FORECASTING THE PRICE OF SOYBEAN MEAL IN MERCHENDIS STOCK EXCHANGE

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BAGHESTANI ALI AKBAR; YAZDANI SAEED; AHMADIAN MAJID

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Paper Information

Journal: Financial Economics Year:2016 | Volume:9 | Issue:33 Page(s): 1-13

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Title

THE APPLICATION OF GMDH NEURAL NETWORK APPROACH IN FORECASTING THE PRICE OF SOYBEAN MEAL IN MERCHENDIS STOCK EXCHANGE

Author(s)

BAGHESTANI ALI AKBAR | YAZDANI SAEED | AHMADIAN MAJID | Issue Writer Certificate

Keywords

SOYBEANQ2

GMDH METHODQ2

ARIMAQ2

PRICE FORECASTQ2

COMMODITY EXCHANGEQ2

Abstract

Livestock and poultry industry has depended much on SOYBEAN meal. This dependence has led to fluctuations in the price of this product and therefore, forces market participants to follow the sensitivity and accuracy. These fluctuations created serious concerns about the supply and price of SOYBEAN meal. So, this study, using monthly and weekly data of SOYBEAN prices in the exchange market, tried to forecast SOYBEAN price. So SOYBEAN Meal price has predicted with neural network GMDH algorithm and ARIMA. The results based on the root mean square error (RMSE), mean absolute error (MAE) and mean absolute percentage error (MPAE) showed that the GMDH algorithm, has a better ability to predict the price accurately.

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APA: Copy

BAGHESTANI, ALI AKBAR, YAZDANI, SAEED, & AHMADIAN, MAJID. (2016). THE APPLICATION OF GMDH NEURAL NETWORK APPROACH IN FORECASTING THE PRICE OF SOYBEAN MEAL IN MERCHENDIS STOCK EXCHANGE. JOURNAL OF FINANCIAL ECONOMICS (FINANCIAL ECONOMICS AND DEVELOPMENT), 9(33), 1-13. SID. https://sid.ir/paper/229315/en

Vancouver: Copy

BAGHESTANI ALI AKBAR, YAZDANI SAEED, AHMADIAN MAJID. THE APPLICATION OF GMDH NEURAL NETWORK APPROACH IN FORECASTING THE PRICE OF SOYBEAN MEAL IN MERCHENDIS STOCK EXCHANGE. JOURNAL OF FINANCIAL ECONOMICS (FINANCIAL ECONOMICS AND DEVELOPMENT)[Internet]. 2016;9(33):1-13. Available from: https://sid.ir/paper/229315/en

IEEE: Copy

ALI AKBAR BAGHESTANI, SAEED YAZDANI, and MAJID AHMADIAN, “THE APPLICATION OF GMDH NEURAL NETWORK APPROACH IN FORECASTING THE PRICE OF SOYBEAN MEAL IN MERCHENDIS STOCK EXCHANGE,” JOURNAL OF FINANCIAL ECONOMICS (FINANCIAL ECONOMICS AND DEVELOPMENT), vol. 9, no. 33, pp. 1–13, 2016, [Online]. Available: https://sid.ir/paper/229315/en

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