عنوان مقاله :
انتخاب مولفه هاي تاثيرگذار بر پيش بيني سود آتي سهام شركت هاي پذيرفته شده در بورس اوراق بهادار تهران با استفاده از مدل تركيبي شبكه ي عصبي و الگوريتم ژنتيك
عنوان به زبان ديگر :
Designing a Model to for Selection of Effective
Variables of Forecasting Future Dividend of the
Firms Member Tehran Stock Exchange
پديد آورندگان :
مكوندي، پيام نويسنده دانشگاه آزاد اسلامي واحد كرج Makvandi, P , جعفرعلي جاسبي، جواد نويسنده دانشگاه آزاد اسلامي واحد علوم و تحقيقات تهران Jafarali Jasbi, J , علوي، حسن نويسنده دانشكده پزشكي مشهد Alavi, H
اطلاعات موجودي :
دوفصلنامه سال 1387 شماره 10
كليدواژه :
پيش بيني , نسبت هاي مالي , شبكه هاي عصبي , بورس , genetic algorithm , NEURAL NETWORKS , effective variables , سود آتي سهام , future dividend , Stock Exchange , سود آتي , انتخاب مولفه , الگوريتم ژنتيك , مولفه هاي موثر
چكيده لاتين :
Decision making is on the most important roles of a manager. Meanwhile, selection of
effective input variables on decision making or forecasting problems, is one of the most
important dilemmas in forecasting and decision making field. Due to research and
problem constraints, we can not use all of known variables for forecasting or decision
making in real world applications. Thus, in decision making problems or system
simulations, we are trying to select important and effective variables as good data.
In this paper we proposed a hybrid model of Genetic Algorithm (GA) and Artificial Neural
Network (ANN) to determine and select effective variables on forecasting and decision
making process. In this model, genetic algorithm has been used to code the combination of
effective variables and neural network as a fitness function of genetic algorithm. The
introduced model is applied in a case study to determine effective variables on forecasting
future dividendof the firms thatare members of Tehranstockexchange
عنوان نشريه :
جستارهاي اقتصادي ايران
عنوان نشريه :
جستارهاي اقتصادي ايران
اطلاعات موجودي :
دوفصلنامه با شماره پیاپی 10 سال 1387
كلمات كليدي :
#تست#آزمون###امتحان