The Comparison of Methods Artificial Neural Network with Linear Regression Using Specific Variables for Prediction Stock Price in Tehran Stock Exchange

Computer Science – Neural and Evolutionary Computing

Scientific paper

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Pages IEEE format, International Journal of Computer Science and Information Security, IJCSIS February 2010, ISSN 1947 5500,

Scientific paper

In this paper, researchers estimated the stock price of activated companies in Tehran (Iran) stock exchange. It is used Linear Regression and Artificial Neural Network methods and compared these two methods. In Artificial Neural Network, of General Regression Neural Network method (GRNN) for architecture is used. In this paper, first, researchers considered 10 macro economic variables and 30 financial variables and then they obtained seven final variables including 3 macro economic variables and 4 financial variables to estimate the stock price using Independent components Analysis (ICA). So, we presented an equation for two methods and compared their results which shown that artificial neural network method is more efficient than linear regression method.

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