Results 1 to 10 of about 225,506 (323)

The Comparison of Methods Artificial Neural Network with Linear Regression Using Specific Variables for Prediction Stock Price in Tehran Stock Exchange [PDF]

International Journal of Computer Science and Information Security, IJCSIS, Vol. 7, No. 2, pp. 038-046, February 2010, USA, 2010
In this paper, researchers estimated the stock price of activated companies in Tehran (Iran) stock exchange. It is used Linear Regression and Artificial Neural Network methods and compared these two methods. In Artificial Neural Network, of General Regression Neural Network method (GRNN) for architecture is used.
Reza Gharoie Ahangar, Mahmood Yahyazadehfar, Hassan Pournaghshband   +2 more
openalex   +3 more sources

Level Crossing Analysis of the Stock Markets [PDF]

J. Stat. Mech. (2006) P06008, 2006
We investigate the average frequency of positive slope $\nu_{\alpha}^{+}$, crossing for the returns of market prices. The method is based on stochastic processes which no scaling feature is explicitly required.
Bahraminasab A Movahed M S Nassiri S D Masoudi A A, Eke A, G R Jafari, Grosstman S, Hurst H E, Johansen A Simonsen I Jensen M H, Johansen A Simonsen I Jensen M H, M Reza Rahimi Tabar, M S Movahed, Movahed M S, Movahed M S, Ossadnik S M, Ott E, Rice S O, Rice S O, S F Masoudi, S M Fazeli, Shahbazi F, Simonsen I, Sornette D, Theiler J, Theiler J   +21 more
core   +2 more sources

Return Predictability of Stock Price Index in Tehran Stock Exchange [PDF]

International Letters of Social and Humanistic Sciences, 2013
The question of whether asset price changes are predictable has long been the subject of many studies. Many studies, using historical returns based on random walk tests, have shown that stock return is not predictable. We study return predictability of the Tehran Exchange Price Index (TEPIX) based on monthly data from 2000 to 2011.
Mohsen Mehrara
openalex   +4 more sources

Application of Multifractal Measures to Tehran Price Index [PDF]

, 2004
We report an empirical study of Tehran Price Index (TEPIX). To analyze our data we use various methods like as, rescaled range analysis ($R/S$), modified rescaled range analysis (Lo's method), Detrended Fluctuation Analysis (DFA) and generalized Hurst ...
Barabasi, Bouchaud, Challet, Challet, Cont, Costa, Dacorogna, Fama, Feder, Flandrin, Giardina, Grau-Carles, Ivanov, Jefferies, Lo, Lux, Mandelbrot, Mantegna, Mantegna, Openg, Peng, Peters, Skjeltorp, Teverovsky   +23 more
core   +2 more sources

Statistical analysis of the price index of Tehran Stock Exchange [PDF]

arXiv, 2004
This paper presents a statistical analysis of Tehran Price Index (TePIx) for the period of 1992 to 2004. The results present asymmetric property of the return distribution which tends to the right hand of the mean. Also the return distribution can be fitted by a stable Levy distribution and the tails are very fatter than the gaussian distribution.
A. Rasoolizadeh, R. Solgi
openaire   +3 more sources

Ranking of Mutual Funds in Tehran Stock Exchange [PDF]

International Letters of Social and Humanistic Sciences, 2014
Performance evaluation is one the most important point in investment, therefore, in this research we tried to compute and compare the performance of mutual funds by different models and compare them to market. In this research, 14 active mutual funds during the year 2008 to 2012 has been chosen to calculate the risks and returns of these mutual funds ...
Mohammadbagher Mohammadinejad Pashaki, Reza Tehrani, Hamid Zarea, Hossein Khanifar, Gholamreza Jandaghi   +4 more
openalex   +3 more sources

Extreme Temperature Events in Kazakhstan and Their Impacts on Public Health and Energy Demand. [PDF]

Glob Chall
This study examines the effects of extreme temperature events, including heatwaves and cold waves, on public health and energy consumption in Kazakhstan from 1959 to 2021. Findings highlight increased heatwave‐related health risks, particularly in western regions, along with shifts in energy demand.
Broomandi P, Satyanaga A, Bagheri M, Hadei M, Galán-Madruga D, Fard AM, Roshani A, Fathian A, Nourian A, Leuchner M, Reicherter K, Hamidi M, Kumar P, Kim JR.   +13 more
europepmc   +2 more sources

A Study to Examine Time-Varying Effectiveness of Stock Returns on Tehran Stock Exchange

International Journal of Financial Research, 2013
The present study aims to examine the presence of various anomalies or 'calendar effects' in stock index returns by using the Tehran Stock Exchange (TSE) index during the period 2004-2010. The findings show that the weekend effect, the weekend effect within the monthly effect, the monthly effect, and seasonal effect are present in the return equations ...
Rahele SiamiNamini, Fereydoun RahnamaRoudposhti, Mohammad Hasan Janani   +2 more
openalex   +5 more sources

Comparison of stock valuation models with their intrinsic value in Tehran Stock Exchange [PDF]

Marketing and Branding Research, 2016
Stock evaluation is one of the most important and most complex operational processes in the stock exchange. In financial markets, the pricing of tradable assets plays a basic role in resource allocation. After initial stock valuation of listed companies in Tehran Stock Exchange, some changes were observed in prices with the value set by the Stock ...
Ali Amiri, Hamid Ravanpaknodezh, Akbar Jelodari   +2 more
openalex   +3 more sources

Surveying relationship between biorhythm and making error in buying stock in Tehran stock exchange [PDF]

International Letters of Social and Humanistic Sciences, 2015
Biorhythm is defined as any repeated pattern of physical, emotional, and intellectual activities which some believe to affect human's behavior. This article studies relationship between Biorhythm, 3 dimensions of Biorhythm (Emotional, Physical and ...
Aminvaziri, Soma, Irandoost, Mansour
core   +4 more sources