Sharif Digital Repository

With the expansion of the use of information technology and public access to financial markets, the number of players in this field has increased and as a result, the nonlinear behavior of the market has become more complex than before. Due to this issue, investors need specific strategies to identify suitable assets for investment and also to determine the time of entry and exit to the stock market in order to make a profitable investment. Therefore, the purpose of this study is to form a stock portfolio as an asset and based on an integrated approach of fundamental and technical analysis using machine learning techniques. In this research, the stock data of Tehran Stock Exchange and OTC... 

Throughout history, forming an optimal asset portfolio has been the primary goal of capital owners and managers of investment funds in any economic activity. Achieving this goal is equivalent to trying to minimize the risk caused by the inevitable fluctuations in the capital market and maximizing the overall investment return during the expected period. Investors can operate in various financial markets where there are different stocks and asset classes in each of these markets. The main goal of investors is to identify profitable stocks and form an optimal asset portfolio based on them.Based on this, during the past decades, many studies have been conducted to form and optimize the stock...