Forecasting P/E Ratio Using Neural Networks

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Darvishan, Majid | 2011

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Type of Document: M.Sc. Thesis
Language: Farsi
Document No: 42596 (44)
University: Sharif University of Technology
Department: Management and Economics
Advisor(s): ahramgiri, Mohsen
Abstract:
This thesis firstly studies the parameters affecting P/E ratio. These parameters vary from Macroeconomics level, Economic growth and Inflation, to company level. Then this study deploys Neural Networks to predict magnitude of P/E and change direction of P/E ratio. To increase accuracy, thesis uses three different method of normalizing for Input data. Finally, results are compared to results of regression method
Keywords:
Financial Time Series ; Neural Network ; Tehran Stock Exchange ; Price-to-Earnings Ratio

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