بهمن اشرفی جو

بهمن اشرفی جو

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Designing an Optimal Model Using Artificial Neural Networks to Predict Non-Linear Time Series (case study: Tehran Stock Exchange Index)(مقاله علمی وزارت علوم)

کلید واژه ها: Total stock index Forecast Artificial Neural Networks Tehran Stock Exchange

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Investing in stocks is fraught with long risks that make it tough to manage and predict the choices out there to the investor. Artificial Neural Network (ANN) is a popular method which also incorporates technical analysis for making predictions in financial markets. The purpose of this work is an applied study which is conducted using description based on testing as method. The discussion is established on analytical-computational methods. In this research, the documents and statistics of the Tehran Stock Exchange are used to obtain the desired variables. Descriptive statistics and inferential statistics, as well as Perceptron multi-layer neural networks are utilized to analyze the data of this research. The results of this research show the confirmation of the high prediction accuracy of the Tehran Stock Exchange index compared to other estimation methods by the presented model, which has the ability to predict the total index with less than 1.7% error.

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