دورية أكاديمية
The Comparison of Fuzzy Neural Network Methods with Wavelet Fuzzy Neural Network in Predicting Stock Prices of Banks Accepted in Tehran Stock Exchange
| العنوان: | The Comparison of Fuzzy Neural Network Methods with Wavelet Fuzzy Neural Network in Predicting Stock Prices of Banks Accepted in Tehran Stock Exchange |
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| المؤلفون: | ghasem zarei, rana mohamadiyan, hatef hazeri, mohammad bashokouh ajirlou |
| المصدر: | راهبرد مدیریت مالی, Vol 6, Iss 3, Pp 109-138 (2018) |
| بيانات النشر: | Alzahra University, 2018. |
| سنة النشر: | 2018 |
| المجموعة: | LCC:Finance |
| مصطلحات موضوعية: | Neural Network, Fuzzy Logic, Wavelet, Predict Stock Prices, Finance, HG1-9999 |
| الوصف: | The purpose of this study was to compare the predictive power of fuzzy neural network with fuzzy wavelet neural network in predicting stock prices of banks in Tehran Stock Exchange. The period of this research was from 2011 to 2016. In this research, the fuzzy logic system with the use of a multi-layer neural network system with an error-optimized back-propagation optimization structure and a Maximum Overlapping Discrete Wavelet Transform for exchange rate variables, opec oil, each ounce of gold, the total stock index as well as the volume of trades were used in order to predict stock prices.The results of the model were done by using the updated cost function. The results of the research in comparison of fuzzy wavelet network and fuzzy neural network showed that the reliability of banks with fuzzy wavelet neural network is over 90% and with fuzzy neural network above is 80%. As a result, fuzzy wavelet neural network is more reliable than fuzzy neural network |
| نوع الوثيقة: | article |
| وصف الملف: | electronic resource |
| اللغة: | Persian |
| تدمد: | 2345-3214 2538-1962 |
| العلاقة: | http://jfm.alzahra.ac.ir/article_3638_cf1c006f194ccc65bb338b67df9d94b2.pdfTest; https://doaj.org/toc/2345-3214Test; https://doaj.org/toc/2538-1962Test |
| DOI: | 10.22051/jfm.2018.19214.1606 |
| الوصول الحر: | https://doaj.org/article/9abfeff018e7448ba5c6097a5d8ec565Test |
| رقم الانضمام: | edsdoj.9abfeff018e7448ba5c6097a5d8ec565 |
| قاعدة البيانات: | Directory of Open Access Journals |
| تدمد: | 23453214 25381962 |
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| DOI: | 10.22051/jfm.2018.19214.1606 |