Predicting Daily Stock Returns of Companies listed in Tehran Stock Exchange Using Artificial Neural Networks

This study has been conducted to investigate the predictability of stock returns behavior of the companies listed on "Tehran Stock Exchange" and also to predict the stock returns by using "Artificial Neural Networks". In order to predict the returns, in the first stage, the histo...

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Bibliographic Details
Main Authors: محمد نمازی, محمد مهدی کیامهر
Format: Article
Language:fas
Published: University of Tehran 2007-12-01
Series:تحقیقات مالی
Subjects:
Online Access:https://jfr.ut.ac.ir/article_27222_9f6cf7baed101a445ba4da0439fa545e.pdf