The Compare of Power Fire Flies Algorithm Prediction, Decision Making Tree Algorithm and the Support Vector Machine Regression Algorithm for Systematic Risk Predicti

Q: How can I download an article?

To download an article from SID, first log in to the site, search for the article title, and click on the 'Download Article' option.

Q: How can I download an ISI article?

To download an ISI article on SID, enter the keyword or article title in the search bar, view the relevant results, click on the desired article, and select the 'Download Article' option.

Q: How can I access the SID database?

To access the SID database, visit SID.ir, create an account, and log in to access scientific resources.

Q: Is downloading articles from SID free?

Some articles on SID are available for free, while others require payment. Details are specified on the article's page.

ESLAMPOUR ALIREZA; DARABI ROYA

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

Journal Paper

Paper Information

Journal: FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT) Year:2020 | Volume:11 | Issue:43 Page(s): 1-29

Download Full-Text

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

Persian Verion

View:

587

Download:

Cites:

Information Journal Paper

Title

The Compare of Power Fire Flies Algorithm Prediction, Decision Making Tree Algorithm and the Support Vector Machine Regression Algorithm for Systematic Risk Predicti

Author(s)

ESLAMPOUR ALIREZA | DARABI ROYA | Issue Writer Certificate

Keywords

Systematic RiskQ2

Fireflies AlgorithmQ1

Decision tree algorithmQ1

Backgammon Vector Regression AlgorithmQ1

Abstract

Financial and economic decisions are always at risk due to future uncertainties. Therefore, one of the ways to help investors is to provide investment risk forecasting patterns. The more predictions are closer to reality, the decisions made on the basis of such predictions will be correct. In this research, the goal of predicting the Systematic Risk of companies admitted to Tehran Stock Exchange using artificial neural network software and three night-worm algorithms, Decision tree algorithm and backup vector machine regression algorithm. For this research, a sample of 92 companies from listed companies in Tehran Stock Exchange during the period 2013 to 2018 has been used. The results obtained from the research hypothesis test showed that the predictive power of Systematic Risk in the night cream algorithm is more than the Decision tree algorithm and the support vector machine regression algorithm, as well as the predictive power of the Decision tree algorithm in relation to the backup vector machine regression algorithm It is higher for Systematic Risk prediction

Cites

No record.

References

No record.

Cite

APA: Copy

ESLAMPOUR, ALIREZA, & DARABI, ROYA. (2020). The Compare of Power Fire Flies Algorithm Prediction, Decision Making Tree Algorithm and the Support Vector Machine Regression Algorithm for Systematic Risk Predicti. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), 11(43 ), 1-29. SID. https://sid.ir/paper/371056/en

Vancouver: Copy

ESLAMPOUR ALIREZA, DARABI ROYA. The Compare of Power Fire Flies Algorithm Prediction, Decision Making Tree Algorithm and the Support Vector Machine Regression Algorithm for Systematic Risk Predicti. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT)[Internet]. 2020;11(43 ):1-29. Available from: https://sid.ir/paper/371056/en

IEEE: Copy

ALIREZA ESLAMPOUR, and ROYA DARABI, “The Compare of Power Fire Flies Algorithm Prediction, Decision Making Tree Algorithm and the Support Vector Machine Regression Algorithm for Systematic Risk Predicti,” FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), vol. 11, no. 43 , pp. 1–29, 2020, [Online]. Available: https://sid.ir/paper/371056/en

Related Journal Papers