financial markets are one of the most crucial markets in every country. stock exchange market and exchange market are the most sensitive sectors of financial market. these markets are affected by fluctuations and business cycles in the economy and they reflect economic changes to the economy. on the other hand, disturbance in one or both markets cause concerns among policy makers. dynamic inter...

in this paper, we investigate variations of gold coin price and also probe to model the fluctuations and conditional variance of coin market returns. the data consist of daily market prices of gold coin over the 1380 – 1386 period. since volatility clustering is viewed in time series of returns, we employ arch (autoregressive conditional heteroskedasticity) methodology in order to model the var...

In this study we used a new agent-based approach, an arti cial market approach, to support decision-making of exchange rate policies. We rst interviewed a dealer and found that the features of dealer interaction in learning were similar to features of genetic operations in biology. Next we constructed an arti cial market model using a Genetic Algorithm by regarding the market as a multi-agent s...

there are several researches that deal with the behavior of ses and their relationships with different economical factors. these range from papers dealing with this subject through econometrical procedures to statistical methods known as copula. this article considers the impact of oil and gold price on tehran stock exchange market (tse). oil and gold are two factors that are essential for the ...

Stock market prediction is the act of trying to determine the future value of a company stock or other financial instrument traded on a financial exchange. The successful prediction of a stock's future price will maximize investor’s gains. This paper proposes a machine learning model to predict stock market price. The proposed algorithm integrates Particle swarm optimization (PSO) and least squ...

In a universe with a single currency, there would be no foreign exchange market, no foreign exchange rates, and no foreign exchange. Over the past twenty-five years, the way the market has performed those tasks has changed enormously. The need for intelligent monitoring systems has become a necessity to keep track of the complex forex market. The vast currency market is a foreign concept to the...

In this study we used a new agent-based approach, an artificial market approach, to support decision-making of exchange rate policies. We first interviewed a dealer and found that the features of dealer interaction in learning were similar to features of genetic operations in biology. Next we constructed an artificial market model using a Genetic Algorithm by regarding the market as a multi-age...