Abstract
The object of this research is to present a prediction model of price
index in Tehran stock exchange using artificial neural networks. For
this reason, the industry index, financial index and the annual TEDIX
index were introduced as (independent) input variables. The MLP
plan accompanied with post-processing algorithm and multi-factor
model have been used to evaluate neural network model. The results
suggest that the proposed neural networks model is potent of
predicting price index in Tehran stock exchange. In the closing part,
conclusion has been drawn and applicable suggestions and also
directions have been given concerning pursuing and following up
similar researches.
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