List of Articles initial public offering stock

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  1 - Optimal short-term prediction of initial supply yields using bat and random forest algorithms
  hosein rostamkhani behroz khodarahmi Azita Jahanshad
  The purpose of this study is to predict short-term stock returns in initial public offerings using random bat and forest algorithms. In this study, companies that were listed on the OTC market of Iran for the first time during the period 1394 to 1399 were selected as a More

  The purpose of this study is to predict short-term stock returns in initial public offerings using random bat and forest algorithms. In this study, companies that were listed on the OTC market of Iran for the first time during the period 1394 to 1399 were selected as a statistical sample. MATLAB software was used to analyze the data. Two scenarios were proposed to test the hypotheses. The first scenario was considered as annual and the second scenario as 6 years. Financial data with 11 factors: short-term market return, short-term return on new stock, market trends, company age, company size, annual sales, return on assets, return on equity, initial public offering price, operating profit, Cash flow from operations as influential factors and excess return of the offered share relative to the influential operating market entered the algorithms as input assumptions to predict the optimal amount. The results obtained from the bat algorithm indicate that the bat algorithm was able to provide better performance in predicting short-term stock returns in initial public offering in both scenarios and is not much different. While the results of accuracy in predicting the random forest algorithm in the second scenario compared to the first scenario has increased by about 12%. It can be concluded that the use of emerging bat and jungle algorithms in predicting short-term returns can help investors in predicting maximum returns and selecting the best stocks based on a precise and accurate pattern. Manuscript profile