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    List of Articles علی اصغر داودی کسبی


  • Article

    1 - Stock price analysis using machine learning method(Non-sensory-parametric backup regression algorithm in linear and nonlinear mode)
    Advances in Mathematical Finance and Applications , Issue 2 , Year , Spring 2021
    The most common starting point for investors when buying a stock is to look at the trend of price changes. In recent years, different models have been used to predict stock prices by researchers, and since artificial intelligence techniques, including neural networks, g More
    The most common starting point for investors when buying a stock is to look at the trend of price changes. In recent years, different models have been used to predict stock prices by researchers, and since artificial intelligence techniques, including neural networks, genetic algorithms and fuzzy logic, have achieved successful re-sults in solving complex problems; in this regard, more exploitation Are. In this research, the prediction of stock prices of companies accepted in the Tehran Stock Exchange using artificial intelligence algorithm (non-sensory-parametric support vector regression algorithm in linear and nonlinear mode) has been investigated. The results of the research show that the PINSVR algorithm in nonlinear mode has been able to predict the stock price over the years, rather than linear mode. Manuscript profile

  • Article

    2 - Stock price prediction using the Chaid rule-based algorithm and particle swarm optimization (pso)
    Advances in Mathematical Finance and Applications , Issue 2 , Year , Spring 2020
    Stock prices in each industry are one of the major issues in the stock market. Given the increasing number of shareholders in the stock market and their attention to the price of different stocks in transactions, the prediction of the stock price trend has become signif More
    Stock prices in each industry are one of the major issues in the stock market. Given the increasing number of shareholders in the stock market and their attention to the price of different stocks in transactions, the prediction of the stock price trend has become significant. Many people use the share price movement process when com-paring different stocks while investing, and also want to predict this trend to see if the trend continues to increase or decrease over time. In this research, stock price prediction for 1170 years -company during 2011-2016 (a six-year period) of listed companies in stock exchange has been studied using the machine learning method (Chaid rule-based algorithm and Particle Swarm Optimization Algorithm). The results of the research show that there is a significant relationship between earnings per share, e / p ratio, company size, inventory turnover ratio, and stock returns with stock prices. Also, particle swarm optimization (pso) algorithm has a good ability to predict stock prices. Manuscript profile