COMPARISON BETWEEN THE HYBRID MODEL OF GENETIC FUZZY AND SELF - ORGANIZING SYSTEMS AND LINEAR MODEL TO PREDICT THE PRICE OF GOLD COIN FUTURES CONTRACTS

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.

SHAMS SHAHABEDDIN; NAJI ZAVAREH MARZIEH

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

Journal Paper

Paper Information

Journal: FINANCIAL RESEARCH Year:2016 | Volume:17 | Issue:2 Page(s): 239-258

Download Full-Text

Persian Verion

View:

911

Download:

Cites:

Information Journal Paper

Title

COMPARISON BETWEEN THE HYBRID MODEL OF GENETIC FUZZY AND SELF - ORGANIZING SYSTEMS AND LINEAR MODEL TO PREDICT THE PRICE OF GOLD COIN FUTURES CONTRACTS

Author(s)

SHAMS SHAHABEDDIN | NAJI ZAVAREH MARZIEH | Issue Writer Certificate

Keywords

SELF-ORGANIZING MAP (SOM)Q2

GENETIC FUZZY SYSTEM (GFS)Q2

ARIMA MODELQ2

GOLD COIN FUTURES CONTRACTSQ2

Abstract

This paper investigates the forecasting gold coin futures contract price in Iran Mercantile Exchange. this research has presented a hybrid model based on genetic fuzzy systems (GFS) and artificial neural network (ANN) to forecast the gold futures contract, At first, we use stepwise regression analysis (SRA) to determine factors which have most influence on stock prices. At the next stage we divide our raw data into k clusters by means of self-organizing map (SOM) neural networks. Finally, all clusters will be fed into independent GFS models. Finally, the results from the proposed hybrid model was compared with the results from forecasting ARIMA MODEL using mean absolute percentage error (MAPE). Results show that the proposed approach outperforms of ARIMA MODEL, so it can be considered as a suitable tool for forecasting price GOLD COIN FUTURES CONTRACTS problems.

Cites

No record.

References

No record.

Cite

APA: Copy

SHAMS, SHAHABEDDIN, & NAJI ZAVAREH, MARZIEH. (2016). COMPARISON BETWEEN THE HYBRID MODEL OF GENETIC FUZZY AND SELF - ORGANIZING SYSTEMS AND LINEAR MODEL TO PREDICT THE PRICE OF GOLD COIN FUTURES CONTRACTS. FINANCIAL RESEARCH, 17(2 ), 239-258. SID. https://sid.ir/paper/91162/en

Vancouver: Copy

SHAMS SHAHABEDDIN, NAJI ZAVAREH MARZIEH. COMPARISON BETWEEN THE HYBRID MODEL OF GENETIC FUZZY AND SELF - ORGANIZING SYSTEMS AND LINEAR MODEL TO PREDICT THE PRICE OF GOLD COIN FUTURES CONTRACTS. FINANCIAL RESEARCH[Internet]. 2016;17(2 ):239-258. Available from: https://sid.ir/paper/91162/en

IEEE: Copy

SHAHABEDDIN SHAMS, and MARZIEH NAJI ZAVAREH, “COMPARISON BETWEEN THE HYBRID MODEL OF GENETIC FUZZY AND SELF - ORGANIZING SYSTEMS AND LINEAR MODEL TO PREDICT THE PRICE OF GOLD COIN FUTURES CONTRACTS,” FINANCIAL RESEARCH, vol. 17, no. 2 , pp. 239–258, 2016, [Online]. Available: https://sid.ir/paper/91162/en

Related Journal Papers