Prediction of Stock Price of Iranian Petrochemical Industry Using GMDH-Type Neural Network and Genetic algorithm

@inproceedings{Shaverdi2011PredictionOS,
  title={Prediction of Stock Price of Iranian Petrochemical Industry Using GMDH-Type Neural Network and Genetic algorithm},
  author={Meysam Shaverdi and Saeed Fallahi and Vahhab Bashiri},
  year={2011}
}
The prediction of stock price is an important task in investment and financial decision-making since stock prices/indices are inherently noisy and non-stationary. In this paper a GMDH type-neural network based on Genetic algorithm is used to predict stock price index of petrochemical industry in Iran. For designing the model, data of seven petrochemical companies is taken from Tehran Stock Exchange (TSE) in decennial range (1999-2008). We instructed GMDH type neural network by 80% of the… CONTINUE READING
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