Feature Selection for the Prediction Model of the Tehran Stock Exchange Index by Dimensionality Reduction Techniques

Objective: The main purpose of this study is to select an appropriate model for daily prediction of the total index of the Tehran Stock Exchange (TEDPIX). In this regard, dimension reduction techniques have been used to select effective and representative features to increase the accuracy of the sel...

Full description

Bibliographic Details
Main Authors: Somayeh Mohebi, Mohamad Esmail Fadaeinejad, Mohamad Osoolian, Mohamad Reza Hamidizadeh
Format: Article
Language:fas
Published: University of Tehran 2022-12-01
Series:تحقیقات مالی
Subjects:
Online Access:https://jfr.ut.ac.ir/article_90701_06d36e4ea4b41d8a03f569e315c7d26f.pdf