DESIGNING A MODEL FOR THE PREDICTION OF THE STOCK PRICE OF INVESTMENT COMPANIES BY USING ARTIFICIAL NEURAL NETWORKS (A CASE STUDY: ALBORZ INVESTMENT COMPANY)

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MAHDAVI GH.H.; BEHMANESH M.R.

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Journal: ECONOMIC RESEARCH REVIEW Year:2006 | Volume:5 | Issue:4 Page(s): 211-233

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Title

DESIGNING A MODEL FOR THE PREDICTION OF THE STOCK PRICE OF INVESTMENT COMPANIES BY USING ARTIFICIAL NEURAL NETWORKS (A CASE STUDY: ALBORZ INVESTMENT COMPANY)

Author(s)

MAHDAVI GH.H. | BEHMANESH M.R. | Issue Writer Certificate

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Abstract

In this paper, a model is designed for the prediction of the stock price of the investment companies by using Artificial Neural Networks (ANN). For the construction of the model, ANN were used with three layers, sigmoid transfer function, learning rate (η)0.2 and momentum (α) 0.7. The input variables were the net assets, income gained from selling the stocks, income from investment, market value of portfolio, earning per share, P/E ratio of Alborz Investment Company and the output layer were the stock prices of the Alborz Investment Company. The results showed that ANN can be successfully used to predict stock price of the investment companies, although there are complex or nonlinear relationships between the inputs and outputs. The RMSE error of prediction in this study was 0.044.

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APA: Copy

MAHDAVI, GH.H., & BEHMANESH, M.R.. (2006). DESIGNING A MODEL FOR THE PREDICTION OF THE STOCK PRICE OF INVESTMENT COMPANIES BY USING ARTIFICIAL NEURAL NETWORKS (A CASE STUDY: ALBORZ INVESTMENT COMPANY). ECONOMIC RESEARCH REVIEW, 5(4), 211-233. SID. https://sid.ir/paper/66953/en

Vancouver: Copy

MAHDAVI GH.H., BEHMANESH M.R.. DESIGNING A MODEL FOR THE PREDICTION OF THE STOCK PRICE OF INVESTMENT COMPANIES BY USING ARTIFICIAL NEURAL NETWORKS (A CASE STUDY: ALBORZ INVESTMENT COMPANY). ECONOMIC RESEARCH REVIEW[Internet]. 2006;5(4):211-233. Available from: https://sid.ir/paper/66953/en

IEEE: Copy

GH.H. MAHDAVI, and M.R. BEHMANESH, “DESIGNING A MODEL FOR THE PREDICTION OF THE STOCK PRICE OF INVESTMENT COMPANIES BY USING ARTIFICIAL NEURAL NETWORKS (A CASE STUDY: ALBORZ INVESTMENT COMPANY),” ECONOMIC RESEARCH REVIEW, vol. 5, no. 4, pp. 211–233, 2006, [Online]. Available: https://sid.ir/paper/66953/en

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