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Prcdicting the Stock Total Index and Case Study of Stock Price of "Teractor Sazi" Company with Neural Networks

Abdili, Shiva | 2009

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  1. Type of Document: M.Sc. Thesis
  2. Language: Farsi
  3. Document No: 40225 (01)
  4. University: Sharif University of Technology
  5. Department: Industrial Engineering
  6. Advisor(s): Eshraghniaye Jahromi, Abdolhamid
  7. Abstract:
  8. In this era, competition in economic fields is undeniable. According to huge amount of foreign trades between countries, economic prosperity of each country causes persuasion of foreign investors to come into that country for investment. Stock Exchanges is one sign of economic prosperity in each country, So prediction of the stock exchanges situation is very important. It is noteworthy that according to the importance of prediction in partial level, the necessity of predicting companies stock price is realized. According to the complicated term in this field, linear methods do not have appropriate efficiency for predicting, so nonlinear methods and especially Artificial Neural Networks are recommended. There are important factors in predicting process using neural networks. If all dimensions in solving problem process considering using neural networks is selected properly, Then,the network efficiency will be very appropriate. Thereby in this research it is being tried to compare and assess all dimension of this problem such as effective factors in predicting, the kind of neural network, and the architecture of neural network, to discover and develop the best model for solving this problem. According to the increasing improvements in neural networks, it is supposed to solve this kind of problems with higher efficiency in near future
  9. Keywords:
  10. Tehran Stock Exchange ; Index ; Shares ; Network Architecture ; Artificial Neural Network ; Linear Method ; Nonlinear Method

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