Explaining the Optimal Model of Appraisal and Pricing of the Initial Pablic Offering using Fuzzy Multi-Criteria Decision Making Techniques, Multivariate Regression, Neural Network and Genetic Algorithm

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fathalian samaneh; NABAVI CHASHMI SEYED ALI; CHIRANI EBRAHIM

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Journal: FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT) Year:2020 | Volume:11 | Issue:42 Page(s): 195-214

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Title

Explaining the Optimal Model of Appraisal and Pricing of the Initial Pablic Offering using Fuzzy Multi-Criteria Decision Making Techniques, Multivariate Regression, Neural Network and Genetic Algorithm

Author(s)

fathalian samaneh | NABAVI CHASHMI SEYED ALI | CHIRANI EBRAHIM | Issue Writer Certificate

Keywords

PricingQ1

IPOQ1

stepwise regressionQ1

Neural networkQ2

Genetic AlgorithmQ2

Abstract

Valuation and Pricing of securities the process of estimating the value of securities is one of the initial shares of companies. Because, on the one hand, investors need to know in a conscious investment that knows the true value of the stock they are interested in investing in and on the other hand, the owners of companies that are going to sell their securities have to evaluate and value their assets in a proper manner. Therefore, the purpose of this study is to explain the optimal model of evaluation and Pricing of the initial public supply of shares of companies accepted in Tehran Stock Exchange using fuzzy multi-criteria decision-making techniques, stepwise regression, Neural network and Genetic Algorithm. To this end, data on 421 companies were collected that during the years 2006 to 2018 launched a public offering of shares on the Tehran Stock Exchange. Fuzzy AHP method, forward regression, Neural network and Genetic Algorithm are also used to analyze the data. The results of the research showed that the Genetic Algorithm model is the optimal Pricing model and initial stock valuation.

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APA: Copy

fathalian, samaneh, NABAVI CHASHMI, SEYED ALI, & CHIRANI, EBRAHIM. (2020). Explaining the Optimal Model of Appraisal and Pricing of the Initial Pablic Offering using Fuzzy Multi-Criteria Decision Making Techniques, Multivariate Regression, Neural Network and Genetic Algorithm. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), 11(42 ), 195-214. SID. https://sid.ir/paper/365476/en

Vancouver: Copy

fathalian samaneh, NABAVI CHASHMI SEYED ALI, CHIRANI EBRAHIM. Explaining the Optimal Model of Appraisal and Pricing of the Initial Pablic Offering using Fuzzy Multi-Criteria Decision Making Techniques, Multivariate Regression, Neural Network and Genetic Algorithm. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT)[Internet]. 2020;11(42 ):195-214. Available from: https://sid.ir/paper/365476/en

IEEE: Copy

samaneh fathalian, SEYED ALI NABAVI CHASHMI, and EBRAHIM CHIRANI, “Explaining the Optimal Model of Appraisal and Pricing of the Initial Pablic Offering using Fuzzy Multi-Criteria Decision Making Techniques, Multivariate Regression, Neural Network and Genetic Algorithm,” FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), vol. 11, no. 42 , pp. 195–214, 2020, [Online]. Available: https://sid.ir/paper/365476/en

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