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Price Forecasting for Short-Term Trading in the Coin Future Market

Forghani Saeedabadi, Mojtaba | 2013

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  1. Type of Document: M.Sc. Thesis
  2. Language: Farsi
  3. Document No: 44515 (01)
  4. University: Sharif University of Technology
  5. Department: Industrial Engineering
  6. Advisor(s): Kianfar, Farhad
  7. Abstract:
  8. Gold Coin Futures Market by contract delivery month of Dey, in 1387 as part of the capital market in Iran Mercantile Exchange started its activities. Each transaction in this market includes ten coins all gold (tamam bahar). Nowadays We have three symbols on each of the next three months are traded in an active market. In this market, any natural or legal person giving the guarantee fund with any of the agencies approved by the Stock Organization and in the terms of seller or buyer begin their trading. For transactions in order to succeed, we need to predict the rise or fall of prices to be a buyer in the rises and be seller in the falls. With considering the performance of Neural Networks in short-term forecasting, in the study this powerful tool will be used to predict short-term Daily Settlement Price in the Coin Futures Market of Iran Mercantile Exchange. Also in the margin of the research, we use the neural networks to predict the next steps, and compare the results of neural networks with multiple outputs and networks with single output.
    The main objective of this thesis is to present an appropriate short-term prediction of future contract prices to trade in the correct order by an activist investor in the Coin Futures Market. Each trader with considering of the current trading prices of a symbol and the short-term prediction of neural network and using technical analysis, know better that the market is bullish or bearish and be able to take decisions with Higher success rate. Briefly, the trader can be use the result of neural network output besides the other analysis to do transactions with greater performance
  9. Keywords:
  10. Neural Networks ; Short-Term Trading ; Price Forecasting ; Gold Coin Futures Market ; Daily Settelment Price

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