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Applying Gmdh-Type Neural Network And Genetic Algorithm For Stock Price Prediction Of Iranian Cement Sector, Saeed Fallahi, Meysam Shaverdi, Vahab Bashiri
Applying Gmdh-Type Neural Network And Genetic Algorithm For Stock Price Prediction Of Iranian Cement Sector, Saeed Fallahi, Meysam Shaverdi, Vahab Bashiri
Applications and Applied Mathematics: An International Journal (AAM)
The cement industry is one of the most important and profitable industries in Iran and great content of financial resources are investing in this sector yearly. In this paper a GMDH-type neural network and genetic algorithm is developed for stock price prediction of cement sector. For stocks price prediction by GMDH type-neural network, we are using earnings per share (EPS), Prediction Earnings Per Share (PEPS), Dividend per share (DPS), Price-earnings ratio (P/E), Earnings-price ratio (E/P) as input data and stock price as output data. For this work, data of ten cement companies is gathering from Tehran stock exchange (TSE) in …