Predicting the Price Rates for Mobarakeh Steel Company at Iranian Stock Market by Using Neural Network

  • سال انتشار: 1397
  • محل انتشار: دومین کنفرانس نوآوری در علوم کامپیوتر و مهندسی برق
  • کد COI اختصاصی: ICSEE02_046
  • زبان مقاله: انگلیسی
  • تعداد مشاهده: 610
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نویسندگان

Shadan Shameli Derakhshan

Master of Computer Engineering. Department of Computer Engineering, Azad University.

Pouya Asadi

Assistant Professor, Department of Computer Engineering, Azad University.

چکیده

It is vital for investors to make the correct decision about buying the best stock. For this reason, predicting prices in stock market has been under debate for decades. As a result, a lot of research has been undertaken to forecast the stock market indicators. In finance, it is possible to forecast the price rate by using technical and fundamental analysis. But, the prediction is, also, possible by using data mining methods. This paper aims to predict the price rates of Mobarakeh steel company by utilizing neural network. This investigation consists of neural network perceptron model in which some indicators of stock market have been used. For this purpose, prediction model is carried out by using SPSS modeler software. The proposed model has two stages. In the first stage, the stagnant data and data that is not stagnant are recognized. In the second stage, then, the increasing or decreasing trend or no change will be recognized by the proposed model.

کلیدواژه ها

Data Mining, Stock Market, Artificial Neural Network

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