Tehran Stock Exchange Return Forecasting: Comparison of Bayesian, Exponential Smoothing and Box Jenkins Approaches

Stock returns forecasting is very crucial for investors, share-holders and arbiters. Different methods have been developed for this purpose. In general, there are four methods of forecasting in stock markets, which are; Technical Analysis, Fundamental Analysis, Traditional Time Series and Machine Le...

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Autors principals: Mojtaba Rostami, Seyed Nezamuddin Makiyan
Format: Article
Idioma:fas
Publicat: Allameh Tabataba'i University Press 2022-06-01
Col·lecció:فصلنامه پژوهش‌های اقتصادی ایران
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Accés en línia:https://ijer.atu.ac.ir/article_14057_84b3f1a77b4338e326c4d328e9a64b41.pdf