Presenting an Explanatory Model of Stock Price Using Deep Learning Algorithm

Advances in Mathematical Finance and Applications

مقالات آماده انتشار، پذیرفته شده، انتشار آنلاین از تاریخ 08 تیر 1402

نوع مقاله: Research Paper

شناسه دیجیتال (DOI): 10.22034/amfa.2023.1954455.1717

نویسندگان

Mojtaba bavaghar Zaeimi^{* 1}؛ Gholamreza Zomorodian²؛ mehrzad minooee³؛ Amirreza Keyghobadi⁴

¹PhD Student in International Finance Central Tehran Branch , Islamic Azad University, Tehran,Iran

²Assistant Professor, Department of Business Management, Central Tehran Branch , Islamic Azad University, Tehran, Iran.

³Industrial Management School of Management, Central Tehran Branch

⁴Department of Accounting, Economic and Accounting Faculty, Central Tehran Branch, Islamic Azad University, Tehran, Iran.

چکیده

This study aimed to present an explanatory model of stock price using deep learn-ing algorithm for companies listed in the Tehran Stock Exchange. In this study, a deep learning network was used to predict stock prices. The machine learning algorithm should be selected based on the type of classification problem as well as data volume and computational power and other related cases. The study was applied-developmental research in terms of purpose. To test the research ques-tions, accounting data were prepared from 2011 to 2020 and input variables were calculated based on it for the model. The method of systematic elimination sam-pling has been used in this study. The results indicated that the pricision of predic-tion has a high pricision in the deep learning model.

کلیدواژه‌ها

stock price؛ learning algorithm؛ prediction؛ model presentation