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Application of artificial neural network models and principal component analysis method in predicting stock prices on Tehran Stock Exchange

Citations

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Cited by:

  1. Hemmat Esfe, Mohammad & Rostamian, Hossein & Esfandeh, Saeed & Afrand, Masoud, 2018. "Modeling and prediction of rheological behavior of Al2O3-MWCNT/5W50 hybrid nano-lubricant by artificial neural network using experimental data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 510(C), pages 625-634.
  2. Guo, Qingran & Ahmed, Khalid & Ding, Cuicui & Khan, Bareerah, 2024. "How the pandemic-led volatility in the natural resource commodity indices affect U.S and China markets," Resources Policy, Elsevier, vol. 90(C).
  3. Rashmi Chaudhary & Priti Bakhshi & Hemendra Gupta, 2020. "Volatility in International Stock Markets: An Empirical Study during COVID-19," JRFM, MDPI, vol. 13(9), pages 1-17, September.
  4. Rounaghi, Mohammad Mahdi & Nassir Zadeh, Farzaneh, 2016. "Investigation of market efficiency and Financial Stability between S&P 500 and London Stock Exchange: Monthly and yearly Forecasting of Time Series Stock Returns using ARMA model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 456(C), pages 10-21.
  5. Nahida Akter & Ashadun Nobi, 2018. "Investigation of the Financial Stability of S&P 500 Using Realized Volatility and Stock Returns Distribution," JRFM, MDPI, vol. 11(2), pages 1-10, April.
  6. J. Gavin & M. Crane, 2021. "Community Detection in Cryptocurrencies with Potential Applications to Portfolio Diversification," Papers 2108.09763, arXiv.org.
  7. Mahdi Moradi & Mehdi Jabbari Nooghabi & Mohammad Mahdi Rounaghi, 2021. "Investigation of fractal market hypothesis and forecasting time series stock returns for Tehran Stock Exchange and London Stock Exchange," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 662-678, January.
  8. Rostamian, Hossein & Lotfollahi, Mohammad Nader, 2020. "Statistical modeling of aspirin solubility in organic solvents by Response Surface Methodology and Artificial Neural Networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 540(C).
  9. U, JuHyok & Lu, PengYu & Kim, ChungSong & Ryu, UnSok & Pak, KyongSok, 2020. "A new LSTM based reversal point prediction method using upward/downward reversal point feature sets," Chaos, Solitons & Fractals, Elsevier, vol. 132(C).
  10. Ghaemi Asl, Mahdi & Adekoya, Oluwasegun Babatunde & Rashidi, Muhammad Mahdi & Oliyide, Johnson Ayobami & Rajab, Sahel, 2024. "A new approach to forecasting Islamic and conventional oil and gas stock prices," International Review of Economics & Finance, Elsevier, vol. 96(PA).
  11. Mohammad Arashi & Mohammad Mahdi Rounaghi, 2022. "Analysis of market efficiency and fractal feature of NASDAQ stock exchange: Time series modeling and forecasting of stock index using ARMA-GARCH model," Future Business Journal, Springer, vol. 8(1), pages 1-12, December.
  12. Abel Díaz Berenguer & Yifei Da & Matías Nicolás Bossa & Meshia Cédric Oveneke & Hichem Sahli, 2024. "Causality-driven multivariate stock movement forecasting," PLOS ONE, Public Library of Science, vol. 19(4), pages 1-41, April.
  13. Jian Huang & Huazhang Liu, 2019. "Examination and Modification of Multi-Factor Model in Explaining Stock Excess Return with Hybrid Approach in Empirical Study of Chinese Stock Market," JRFM, MDPI, vol. 12(2), pages 1-30, May.
  14. Ehsan Hoseinzade & Saman Haratizadeh & Arash Khoeini, 2019. "U-CNNpred: A Universal CNN-based Predictor for Stock Markets," Papers 1911.12540, arXiv.org.
  15. Elfadil A. Mohamed & Ibrahim Elsiddig Ahmed & Riyadh Mehdi & Hanan Hussain, 2021. "Impact of corporate performance on stock price predictions in the UAE markets: Neuro‐fuzzy model," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 28(1), pages 52-71, January.
  16. Manel Hamdi & Walid Chkili, 2019. "An artificial neural network augmented GARCH model for Islamic stock market volatility: Do asymmetry and long memory matter?," Working Papers 13, Economic Research Forum, revised 21 Aug 2019.
  17. Juan Tenorio & Heidi Alpiste & Jakelin Rem'on & Arian Segil, 2025. "An Artificial Trend Index for Private Consumption Using Google Trends," Papers 2503.21981, arXiv.org.
  18. Sujin Pyo & Jaewook Lee & Mincheol Cha & Huisu Jang, 2017. "Predictability of machine learning techniques to forecast the trends of market index prices: Hypothesis testing for the Korean stock markets," PLOS ONE, Public Library of Science, vol. 12(11), pages 1-17, November.
  19. Zhang, Yongjie & Chu, Gang & Shen, Dehua, 2021. "The role of investor attention in predicting stock prices: The long short-term memory networks perspective," Finance Research Letters, Elsevier, vol. 38(C).
  20. Arezoo Hatefi Ghahfarrokhi & Mehrnoush Shamsfard, 2019. "Tehran Stock Exchange Prediction Using Sentiment Analysis of Online Textual Opinions," Papers 1909.03792, arXiv.org, revised Sep 2019.
  21. Aida Nabilah Sadon & Shuhaida Ismail & Azme Khamis & Muhammad Usman Tariq, 2024. "Heteroscedasticity effects as component to future stock market predictions using RNN-based models," PLOS ONE, Public Library of Science, vol. 19(5), pages 1-18, May.
  22. Arezoo Hatefi Ghahfarrokhi & Mehrnoush Shamsfard, 2020. "Tehran stock exchange prediction using sentiment analysis of online textual opinions," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 27(1), pages 22-37, January.
  23. Samitas, Aristeidis & Kampouris, Elias & Kenourgios, Dimitris, 2020. "Machine learning as an early warning system to predict financial crisis," International Review of Financial Analysis, Elsevier, vol. 71(C).
  24. Sharif, Taimur & Ghouli, Jihene & Bouteska, Ahmed & Abedin, Mohammad Zoynul, 2024. "The impact of COVID-19 uncertainties on energy market volatility: Evidence from the US markets," Economic Analysis and Policy, Elsevier, vol. 84(C), pages 25-41.
  25. Niu, Zibo & Demirer, Riza & Suleman, Muhammad Tahir & Zhang, Hongwei & Zhu, Xuehong, 2024. "Do industries predict stock market volatility? Evidence from machine learning models," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 90(C).
  26. Liu, Keyan & Zhou, Jianan & Dong, Dayong, 2021. "Improving stock price prediction using the long short-term memory model combined with online social networks," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
  27. Lucas A. Souza, 2025. "Forward-Oriented Causal Observables for Non-Stationary Financial Markets," Papers 2512.24621, arXiv.org.
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