forecasting of polyethylene terephthalate' chain price ,using system based on neural networks

نویسندگان

الناز ایقانی اردبیلی

دانشگاه آزاد اسلامی تهران شمال محمد منصور ریاحی کاشانی

رئیس گروه کارشناسی ارشد مهندسی کامپیوتر دانشگاه آزاد اسلامی تهران شمال احمد آقامحمدی

استاد دانشگاه جامع علمی کاربردی بیمه ایران کارمند واحد عملیات ارزی بانک پارسیان

چکیده

the lack of a structured anticipating about high usage product of the national petrochemical company, has forced this company to buy forecasted price from foreign countries. prevent the outflow of foreign exchange and tolerance of political factors such as sanctions in this field requires a forecast of prices in our country. due to the chain-like nature of the petrochemical products, and the absence of precise knowledge of the effects of many factors affecting the price, researchers are forced to solve problems with high complexity and high grade equations. selecting the number and the type of input variables of neural network is a significant impact on the performance of system, so, fundamental analysis, relying on the theory of supply and demand and macroeconomic perspective, and delphi statistical method are used to select the most influential factor is the price of petroleum products. first, the overall topology of the neural network is designed, using the controlled variables, then, considering the independent variables, the optimal network selected. after creating the user interface, communication of system with optimal neural network was established. to evaluating, the actual price of the considered product in reference year, compared with the prices predicted by the proposed system and purchased predicted prices from cmai; and the results proved the acceptable effectiveness of the proposed system with less than 3% error in predicting of considered chain. providing this system can make petrochemical companies independent from buying forecasted prices from foreign companies and can force from exiting the currency from country.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Forecasting Stock Market Using Wavelet Transforms and Neural Networks: An integrated system based on Fuzzy Genetic algorithm (Case study of price index of Tehran Stock Exchange)

The jamor purpose of the present research is to predict the total stock market index of Tehran Stock Exchange, using a combined method of Wavelet transforms, Fuzzy genetics, and neural network in order to predict the active participations of finance market as well as macro decision makers.To do so, first the prediction was made by neural network, then a series of price index was decomposed by w...

متن کامل

A Review of Epidemic Forecasting Using Artificial Neural Networks

Background and aims: Since accurate forecasts help inform decisions for preventive health-careintervention and epidemic control, this goal can only be achieved by making use of appropriatetechniques and methodologies. As much as forecast precision is important, methods and modelselection procedures are critical to forecast precision. This study aimed at providing an overview o...

متن کامل

A New Iterative Neural Based Method to Spot Price Forecasting

Electricity price predictions have become a major discussion on competitive market under deregulated power system. But, the exclusive characteristics of electricity price such as non-linearity, non-stationary and time-varying volatility structure present several challenges for this task. In this paper, a new forecast strategy based on the iterative neural network is proposed for Day-ahead price...

متن کامل

forecasting stock market using wavelet transforms and neural networks: an integrated system based on fuzzy genetic algorithm (case study of price index of tehran stock exchange)

the jamor purpose of the present research is to predict the total stock market index of tehran stock exchange, using a combined method of wavelet transforms, fuzzy genetics, and neural network in order to predict the active participations of finance market as well as macro decision makers.to do so, first the prediction was made by neural network, then a series of price index was decomposed by w...

متن کامل

Forecasting Stock Market Using Wavelet Transforms and Neural Networks and ARIMA (Case study of price index of Tehran Stock Exchange)

The goal of this research is to predict total stock market index of Tehran Stock Exchange, using the compound method of ARIMA and neural network in order for the active participations of finance market as well as macro decision makers to be able to predict trend of the market. First, the series of price index was decomposed by wavelet transform, then the smooth's series  predicted by using...

متن کامل

Artificial Neural Networks for Forecasting Stock Price ]

Statistical arbitrage strategies have always been popular since the advent of algorithmic trading. In particular, Exchange traded fund (E.T.F.) arbitrage has attracted much attention. Trading houses have tried to replicate ETF arbitrage to other stocks. Thus, the objective is to be able to develop a long term pricing relationship between stocks and profit from their divergence from this relatio...

متن کامل

منابع من

با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید


عنوان ژورنال:
پژوهش های مدیریت منابع سازمانی

جلد ۵، شماره ۲، صفحات ۱-۲۰

کلمات کلیدی
the lack of a structured anticipating about high usage product of the national petrochemical company has forced this company to buy forecasted price from foreign countries. prevent the outflow of foreign exchange and tolerance of political factors such as sanctions in this field requires a forecast of prices in our country. due to the chain like nature of the petrochemical products and the absence of precise knowledge of the effects of many factors affecting the price researchers are forced to solve problems with high complexity and high grade equations. selecting the number and the type of input variables of neural network is a significant impact on the performance of system so fundamental analysis relying on the theory of supply and demand and macroeconomic perspective and delphi statistical method are used to select the most influential factor is the price of petroleum products. first the overall topology of the neural network is designed using the controlled variables then considering the independent variables the optimal network selected. after creating the user interface communication of system with optimal neural network was established. to evaluating the actual price of the considered product in reference year compared with the prices predicted by the proposed system and purchased predicted prices from cmai; and the results proved the acceptable effectiveness of the proposed system with less than 3% error in predicting of considered chain. providing this system can make petrochemical companies independent from buying forecasted prices from foreign companies and can force from exiting the currency from country.

میزبانی شده توسط پلتفرم ابری doprax.com

copyright © 2015-2023