Comparing Logistic Growth Model and Competing Models for Predicting the Overall Index in the Tehran Stock Exchange

Objective: The main objective of this study is to compare the Harvey Logistic Growth Models, Harvey, and the Nonlinear Autoregressive Neural Network, and to design and find a model with better predictive accuracy for the Tehran Stock Exchange data. This model is nevertheless highly dependent on past...

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Bibliographic Details
Main Authors: Hamed Mansoori Gargari, Hassan Khodavaisi
Format: Article
Language:fas
Published: University of Tehran 2019-08-01
Series:تحقیقات مالی
Subjects:
Online Access:https://jfr.ut.ac.ir/article_72751_47e1374739d594e1b90e62cf838dd82a.pdf