Money and Economy, Volume (9), No (4), Year (2014-12) , Pages (107-126)

Title : ( Stock Price Forecasting )

Authors: Mahdi Salehi ,

Citation: BibTeX | EndNote

Abstract

The especial importance of capital market in countries is undeniable in economic development via effective capital conduct and optimum resources assignment. Investment in capital market requires decision making in new stock exchanges, and so needs the information accessing in the case of future status of capital market. Undoubtedly, nowadays most part of capital is changed via stock exchange all around the world. National economies are extremely affected by the performance of stock market, high talent and unknown factors affecting stock market, and this caused unreliability in investment. It is clear that unreliability properties is inappropriate order and in other side, for those investors who selected stock market as a place to invest this property is inevitable thus, naturally all struggles of investor, is reducing unreliability. The present study compares four different models of predicting stock price, namely, perceptron network, fuzzy neural network, CART, decision tree, and support vector regression in Iranian stock market during 2008 - 2012. Research sample includes 81 firms listed on the Tehran Stock Exchange (TSE). The findings compared in the case of five indicates and showed that for predicting stock price, using CART decision tree, has lower error than other ones.

Keywords

, Perceptron network, Fuzzy neural network, CART decision tree, Support vector regression
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@article{paperid:1056092,
author = {Salehi, Mahdi},
title = {Stock Price Forecasting},
journal = {Money and Economy},
year = {2014},
volume = {9},
number = {4},
month = {December},
issn = {1735-1057},
pages = {107--126},
numpages = {19},
keywords = {Perceptron network; Fuzzy neural network; CART decision tree; Support vector regression},
}

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%0 Journal Article
%T Stock Price Forecasting
%A Salehi, Mahdi
%J Money and Economy
%@ 1735-1057
%D 2014

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