List of Articles حسین دیده خانی

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  1 - Intelligent System Design to Discovering the Pivot Price Using Candlestick Patterns and Gann Square Technique’s (Insurance Industry and Pension Fund)
  ebrahim abbasi hosein didekhani parviz saeidi mostafa bagheri
  The purpose of this study is design of Intelligent System with using of artificial intelligence techniques to discover and classified the pivot price. The pivot price is a point of price that changes the stock price trend. Use of gann-square and candlestick patterns In More

  The purpose of this study is design of Intelligent System with using of artificial intelligence techniques to discover and classified the pivot price. The pivot price is a point of price that changes the stock price trend. Use of gann-square and candlestick patterns In this research with other variables. The number of data firm used in this study is related to Insurance Industry and Pension Fund during five years from September 2012 to September 2017. Pivot price is recognized with ZigZag indicator and coded in SQLServer. The result of the research indicates the high ability of the system designed to discover and classify pivot price with a focus on the gann-square and candlestick patterns. the significance of the variables gann-square and candlestick patterns in correct classify pivot price was grater than of other variabls. Finally, the future researchers can use new approaches to analysis, including the concept of canslim and commodity markets for discovery of price pivot. Manuscript profile
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  2 - Designing a hybrid intelligent model for predicting the Financial Richness
  fatemeh shahbazadeh ebrahim abbasi Hosein Didehkhani Ali Khozean
  This study aims to present an intelligent model for predicting financial opulence in the security companies as a system that supports the decisions. For this reason, by investigating background of the seventeen numbers of variables as a predictor variable for predicting More

  This study aims to present an intelligent model for predicting financial opulence in the security companies as a system that supports the decisions. For this reason, by investigating background of the seventeen numbers of variables as a predictor variable for predicting the class of financial opulence from valid sources of central security Site G.A.A during the years 1390- 1395 had been extracted. For conducting this investigation, there had been used of the data of Security Industry, during the years 1390 to 1395. In this investigation, first, we compare the results of applying different models of prediction based on Data Mining and in the second stage, we investigate the ranking of predicting algorithms. The finding results of this investigation showed that the financial opulence with acceptable precision is predictable and the extracted model by using the decision tree has very high precision and capability. Manuscript profile
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  3 - The Development of Forecasting Model for Coherent Risk in Exchange Companies: Accounting data Approach
  Hosein Aryaeinezhad Arash Naderian Hosein Didekhani Ali Khozain
  Iran Stock Exchange has developed a lot in recent years. Today, the importance of forecasting and its benefits for decision-making and policy-making from various dimensions, especially in the field of investment, is not hidden from anyone. Risk is one of the first conce More

  Iran Stock Exchange has developed a lot in recent years. Today, the importance of forecasting and its benefits for decision-making and policy-making from various dimensions, especially in the field of investment, is not hidden from anyone. Risk is one of the first concerns of investors and is an important criterion in decision making. Value at risk as a risk measure has given way to measuring a variety of risks, but despite the high efficiency of this model due to some shortcomings, including the lack of aggregation feature of a coherent risk measure. Conditional Risk Value (CvaR) is considered as a coherent risk measure that has recently been welcomed and has been proposed as a useful tool for measuring risk.To predict the risk, various models have been presented so far, each of which has its strengths and weaknesses. Some of them are weak in terms of lack of appropriate theoretical foundations and others have not shown proper efficiency in practice despite using appropriate theoretical foundations. Provide adequate empirical risk assessment that helps both investors and anticipate unexpected risks that may threaten companies. In recent years, much attention has been paid to the application of neural network models and hybrid models. In the present study, a combined model of coherent risk prediction is presented and developed using fuzzy neural network inference system (ANFIS) based on Markov switching models and Garch family models. Manuscript profile
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  4 - Investigating the relationship between personality phases of mutual fund managers and fund risk measures: considering the moderating effect of personality types
  Hosein Didehkhani Amir reza Mehralizadeh
  Present research was accomplished to survey the relationship between Severity of personality phases of mutual fund managers and the risk measure of mutual funds. The research hypothesizes are that the intensity of individual phases of managers and their portfolio risk a More

  Present research was accomplished to survey the relationship between Severity of personality phases of mutual fund managers and the risk measure of mutual funds. The research hypothesizes are that the intensity of individual phases of managers and their portfolio risk are related. And also the personality types (A & B) can have a moderating effect on the relationship. The sample size in this study consisted of 98 Person of investment fund managers. The methodology of this study was to evaluate the correlation between structural modeling with using the smart PLS software. The results indicated that there are significant relations between 5 personality Phases (Depression, Hypomania, Psychopathic Deviate, Psychasthenia, Paranoia) and fund risk measures including Value at Risk & Semi Variance. Also it was shown that personality type of investment fund managers is moderating effect on these relations.     Manuscript profile
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  5 - Designing a Hybrid Intelligent Model for Prediction of Stock Price Golden Points
  Mohammad Moshari Hosein Didehkhani Kaveh Khalili Dameghani Ebrahim Abbasi
  The purpose of this research is to provide an intelligent model for prediction of golden points on stock price chart as a decision support system. For conduction of this research, the data of the automotive and parts manufacturing industry during 2001 through to 2016 we More

  The purpose of this research is to provide an intelligent model for prediction of golden points on stock price chart as a decision support system. For conduction of this research, the data of the automotive and parts manufacturing industry during 2001 through to 2016 were used. First, the obtained results from application of different forecasting models based on data mining were compared with each other. Next, the research variables were optimized by genetic algorithm and remodeling took place. The results indicated that the golden points could be predicted with reasonable accuracy and optimization did not enhanced accuracy in all these models, yet it significantly reduced gross error.     Manuscript profile