The Index Prediction of Tehran Stock Exchange by Combining the Principal Components Analysis, Support Vector Regression and Particle Swarm Optimization

The prediction of future fluctuations in stock index can provide information about the future trend in the capital market. In order to increase the accuracy of the prediction of stock exchange index, this study used a combination of statistical methods and artificial intelligence. In this study, a h...

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Bibliographic Details
Main Authors: Reza Raee, Ali Nikahd, Mostafa Habibi
Format: Article
Language:fas
Published: Alzahra University 2017-02-01
Series:راهبرد مدیریت مالی
Subjects:
Online Access:http://jfm.alzahra.ac.ir/article_2663_3227289f99f8e79d0461623e5a01ec18.pdf