The artificial neural networks for investigation of correlation between economic variables and stock market indices
سال انتشار: 1402
نوع سند: مقاله ژورنالی
زبان: انگلیسی
مشاهده: 43
فایل این مقاله در 17 صفحه با فرمت PDF قابل دریافت می باشد
- صدور گواهی نمایه سازی
- من نویسنده این مقاله هستم
استخراج به نرم افزارهای پژوهشی:
شناسه ملی سند علمی:
JR_JMMF-3-2_002
تاریخ نمایه سازی: 19 اسفند 1402
چکیده مقاله:
In this research, we investigated the interactive effects between the macroeconomic variables of currency, gold, and oil on two indicators of total and equal weighted indices considering the importance of correlation between economic variables and stock market indices. In this regard, the analysis of Pearson correlation and regression coefficients have been used to investigate the existence of an interactive effect among them, and a Multi-Layer Perceptron Neural Network (MLP NN) model has been used to simulate this effect. The models have been fitted as a time series based on the daily data related to the economic variables and the mentioned indicators during march ۲۰۱۶ to that of ۲۰۲۱. Investigating the interactive effects between variables has been done using SPSS statistical software, and Artificial Neural Network (ANN) simulation developed in MATLAB programming environment. The extracted results indicate the existence of an interactive effect among these economic variables. The simulation results show the high ability of ANN in modeling and predicting the total price and equal-weighted indices, and this model has been able to make more accurate predictions by considering these interactive effects as well.
کلیدواژه ها:
نویسندگان
Mehdi Rezaei
Department of Industrial Engineering, Engineering Faculty, Meybod University, Yazd, Iran
Najmeh Neshat
Department of Industrial Engineering, Engineering Faculty, Meybod University, Yazd, Iran
Abbasali Jafari Nodoushan
Department of Industrial Engineering, Engineering Faculty, Meybod University, Yazd, Iran
Amir Mohammad Ahmadzade semeskande
Department of Industrial Engineering, Engineering Faculty, Meybod University, Yazd, Iran
مراجع و منابع این مقاله:
لیست زیر مراجع و منابع استفاده شده در این مقاله را نمایش می دهد. این مراجع به صورت کاملا ماشینی و بر اساس هوش مصنوعی استخراج شده اند و لذا ممکن است دارای اشکالاتی باشند که به مرور زمان دقت استخراج این محتوا افزایش می یابد. مراجعی که مقالات مربوط به آنها در سیویلیکا نمایه شده و پیدا شده اند، به خود مقاله لینک شده اند :