Forecasting Stock Trend by Data Mining Algorithm
- سال انتشار: 1397
- محل انتشار: فصلنامه پیشرفتهایی در ریاضیات مالی و کاربردها، دوره: 3، شماره: 1
- کد COI اختصاصی: JR_AMFA-3-1_008
- زبان مقاله: انگلیسی
- تعداد مشاهده: 309
نویسندگان
Department of Accounting, Kish International Branch, Islamic Azad University-South Tehran, Tehran, Iran
Department of Accounting and Economic, South Tehran Branch, Islamic Azad University, Tehran, Iran
Young Researcher and Elite club, East Tehran Branch, Islamic Azad University, Tehran, Iran
Department of Accounting and Economic, South Tehran Branch, Islamic Azad University, Tehran, Iran
چکیده
Stock trend forecasting is a one of the main factors in choosing the best investment, hence prediction and comparison of different firms’ stock trend is one method for improving investment process. Stockholders need information for forecasting firm’s stock trend in order to make decision about firms’ stock trading. In this study stock trend, forecasting performs by data mining algorithm. It should mention that this research has two hypotheses. It aimed at being practical and it is correlation methodology. The research performed in deductive reasoning. Hypotheses analyzed based on collected data from ۱۸۰ firms listed in Tehran stock exchange during ۲۰۰۹-۲۰۱۵. Results indicated that algorithms are able to forecast negative stock return. However, random forest algorithm is more powerful than decision tree algorithm. In addition, stock return from last three years and selling growth are the main variables of negative stock return forecasting.کلیدواژه ها
Stock trend forecasting, Random forest algorithm, Decision tree algorithmاطلاعات بیشتر در مورد COI
COI مخفف عبارت CIVILICA Object Identifier به معنی شناسه سیویلیکا برای اسناد است. COI کدی است که مطابق محل انتشار، به مقالات کنفرانسها و ژورنالهای داخل کشور به هنگام نمایه سازی بر روی پایگاه استنادی سیویلیکا اختصاص می یابد.
کد COI به مفهوم کد ملی اسناد نمایه شده در سیویلیکا است و کدی یکتا و ثابت است و به همین دلیل همواره قابلیت استناد و پیگیری دارد.