Investigating the Predictability of Starting Point and Ending Short-Term Trend of Stock Price Using the Bayesian Likelihood Network

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Moshari Mohammad; Didehkhani Hosein; Khalili Dameghani Kaveh; ABBASI EBRAHIM

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Journal: JOURNAL OF FINANCIAL MANAGEMENT STRATEGY Year:2020 | Volume:8 | Issue:28 Page(s): 39-64

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Title

Investigating the Predictability of Starting Point and Ending Short-Term Trend of Stock Price Using the Bayesian Likelihood Network

Author(s)

Moshari Mohammad | Didehkhani Hosein | Khalili Dameghani Kaveh | ABBASI EBRAHIM | Issue Writer Certificate

Keywords

Decision Support SystemQ1

Bayesian Likelihood NetworkmQ1

Points (floor) and the end (roof)Q2

Predictability ModelsQ2

Abstract

The main objective of this research is to investigate the predictability of the starting points (floor) and the end (roof) of the short-term stock price trend using the Naibouz model for providing a Decision Support System. In this research, two variables including calendar and technical variables for modeling were used. The results of this study showed that the model used to identify and predict the end points (roof) in the stock price chart has a better performance than the other, and also the accuracy of the model used in the thirty of the industry survey has discrepancy differences. This is a generalization of the results of this research and the use of the Naibouz model to predict the points in the various industries. We can confidently comment on the turbulence behavior of the starting and ending points in the stock price chart, but we need to pay careful attention to probable behavior.

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APA: Copy

Moshari, Mohammad, Didehkhani, Hosein, Khalili Dameghani, Kaveh, & ABBASI, EBRAHIM. (2020). Investigating the Predictability of Starting Point and Ending Short-Term Trend of Stock Price Using the Bayesian Likelihood Network. JOURNAL OF FINANCIAL MANAGEMENT STRATEGY, 8(28 ), 39-64. SID. https://sid.ir/paper/402480/en

Vancouver: Copy

Moshari Mohammad, Didehkhani Hosein, Khalili Dameghani Kaveh, ABBASI EBRAHIM. Investigating the Predictability of Starting Point and Ending Short-Term Trend of Stock Price Using the Bayesian Likelihood Network. JOURNAL OF FINANCIAL MANAGEMENT STRATEGY[Internet]. 2020;8(28 ):39-64. Available from: https://sid.ir/paper/402480/en

IEEE: Copy

Mohammad Moshari, Hosein Didehkhani, Kaveh Khalili Dameghani, and EBRAHIM ABBASI, “Investigating the Predictability of Starting Point and Ending Short-Term Trend of Stock Price Using the Bayesian Likelihood Network,” JOURNAL OF FINANCIAL MANAGEMENT STRATEGY, vol. 8, no. 28 , pp. 39–64, 2020, [Online]. Available: https://sid.ir/paper/402480/en

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