The Comparison of Fuzzy Neural Network Methods with Wavelet Fuzzy Neural Network in Predicting Stock Prices of Banks Accepted in Tehran Stock Exchange
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-la...
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| Format: | Article |
| Language: | fas |
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Alzahra University
2018-10-01
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| Series: | راهبرد مدیریت مالی |
| Subjects: | |
| Online Access: | http://jfm.alzahra.ac.ir/article_3638_cf1c006f194ccc65bb338b67df9d94b2.pdf |
| _version_ | 1819157417711108096 |
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| author | ghasem zarei rana mohamadiyan hatef hazeri mohammad bashokouh ajirlou |
| author_facet | ghasem zarei rana mohamadiyan hatef hazeri mohammad bashokouh ajirlou |
| author_sort | ghasem zarei |
| collection | DOAJ |
| description | 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 |
| first_indexed | 2024-12-22T16:08:26Z |
| format | Article |
| id | doaj.art-9abfeff018e7448ba5c6097a5d8ec565 |
| institution | Directory Open Access Journal |
| issn | 2345-3214 2538-1962 |
| language | fas |
| last_indexed | 2024-12-22T16:08:26Z |
| publishDate | 2018-10-01 |
| publisher | Alzahra University |
| record_format | Article |
| series | راهبرد مدیریت مالی |
| spelling | doaj.art-9abfeff018e7448ba5c6097a5d8ec5652022-12-21T18:20:33ZfasAlzahra Universityراهبرد مدیریت مالی2345-32142538-19622018-10-016310913810.22051/jfm.2018.19214.16063638The Comparison of Fuzzy Neural Network Methods with Wavelet Fuzzy Neural Network in Predicting Stock Prices of Banks Accepted in Tehran Stock Exchangeghasem zarei0rana mohamadiyan1hatef hazeri2mohammad bashokouh ajirlou3Assistant Professor, Management, University of Mohaghegh Ardabili .MBA student, university of mohaghegh ardabiliassistant professor, management, university of mohaghegh ardabili.Associate Professor, Management, Mohaghegh Ardabili University.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 networkhttp://jfm.alzahra.ac.ir/article_3638_cf1c006f194ccc65bb338b67df9d94b2.pdfNeural NetworkFuzzy LogicWaveletPredict Stock Prices |
| spellingShingle | ghasem zarei rana mohamadiyan hatef hazeri mohammad bashokouh ajirlou The Comparison of Fuzzy Neural Network Methods with Wavelet Fuzzy Neural Network in Predicting Stock Prices of Banks Accepted in Tehran Stock Exchange راهبرد مدیریت مالی Neural Network Fuzzy Logic Wavelet Predict Stock Prices |
| title | The Comparison of Fuzzy Neural Network Methods with Wavelet Fuzzy Neural Network in Predicting Stock Prices of Banks Accepted in Tehran Stock Exchange |
| title_full | The Comparison of Fuzzy Neural Network Methods with Wavelet Fuzzy Neural Network in Predicting Stock Prices of Banks Accepted in Tehran Stock Exchange |
| title_fullStr | The Comparison of Fuzzy Neural Network Methods with Wavelet Fuzzy Neural Network in Predicting Stock Prices of Banks Accepted in Tehran Stock Exchange |
| title_full_unstemmed | The Comparison of Fuzzy Neural Network Methods with Wavelet Fuzzy Neural Network in Predicting Stock Prices of Banks Accepted in Tehran Stock Exchange |
| title_short | The Comparison of Fuzzy Neural Network Methods with Wavelet Fuzzy Neural Network in Predicting Stock Prices of Banks Accepted in Tehran Stock Exchange |
| title_sort | comparison of fuzzy neural network methods with wavelet fuzzy neural network in predicting stock prices of banks accepted in tehran stock exchange |
| topic | Neural Network Fuzzy Logic Wavelet Predict Stock Prices |
| url | http://jfm.alzahra.ac.ir/article_3638_cf1c006f194ccc65bb338b67df9d94b2.pdf |
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