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...

Due to uncertainty and large number of companies in financial market, it has become difficult choose the right stock investments. Identifying classifying stocks using fundamental criteria help investors better understand risks involved selecting manage their own capital, thereby rapidly accurately preferred make more secure profit. The main concern that capital market are facing difficulty choo...

in this paper we examine the effect of the oil volatility, consumer price index (cpi) and industrial production on the stock market return in tehran stock exchange (tse). we used seasonal data in period 1378-1390 and auto regressive distributed method (ardl) for the short-term and long-term relationship between the variables. as results of research indicate, we find that there is positive short...

Investors and other contributors to stock exchange need a variety of tools, measures, and information in order to make decisions. One of the most common tools and criteria of decision makers is price-to earnings per share ratio. As a result, investors are in pursuit of ways to have a better assessment and forecast of price and dividends and get the highest returns on their investment. Previous ...

One of the best ways to make money on capital market is buy shares stock exchange. The has a nonlinear and chaotic system that influenced by political, economic, psychological conditions, systems such as regression can be used predict prices. In this research, different models are used, each which measures information in way tests ability behaviour index prices with information. This paper exam...