Presenting the Evolutionary Model of Short Selling Using Collective Intelligence and Ant Colony Algorithm

Subject Areas : Computational economics

Sadegh Hojjati ¹ , Arash Naderian ² , Majid Ashrafi ³ , Jamadverdi Gorganli Doji ⁴

1 - Ph.D. Candidate, Department of Accounting, Aliabad Katoul Branch, Islamic Azad University, Aliabad Katoul, Iran.
2 - Assistance Professor, Department of Accounting, Aliabad Katoul Branch, Islamic Azad University, Aliabad Katoul, Iran.
3 - Assistance Professor, Department of Accounting, Aliabad Katoul Branch, Islamic Azad University, Aliabad Katoul, Iran.
4 - Assistance Professor, Department of Accounting, Aliabad Katoul Branch, Islamic Azad University, Aliabad Katoul, Iran.

Received: 2023-10-11 Accepted : 2023-12-26 Published : 2023-11-22

Keywords: Meta-Heuristic Algorithms, , , , Ant colony algorithm, , Short Selling, , Evolutionary model, , Collective intelligence,

Abstract :

The purpose of this research is to present the evolutionary model of short selling using collective intelligence and an ant colony algorithm. In terms of method, this research is in the category of quantitative research, and the purpose of the study is practical. The statistical population includes all active companies admitted to the Tehran Stock Exchange. This research has been investigated between 2011 and 2019 for active companies admitted to the Tehran Stock Exchange. The method of data collection is library-type and uses foreign and domestic articles and financial data of companies admitted to the stock exchange, which has been compiled by referring to financial statements and explanatory notes using the new Rahvard Novin software. In the following, we have presented the short-selling model by using EViews 9 software and MATLAB, and then using MATLAB software and the ant colony algorithm, we have presented the evolutionary model of short selling. In the end, by comparing the step-by-step regression model and the borrowed sales model (ant colony algorithm), he presented a model that is more efficient than other models. The result of the research indicates that the short-selling model with the help of the ant colony algorithm has a higher efficiency.