Ranking stocks of listed companies on Tehran stock exchange using a hybrid model of decision tree and logistic regression
Authors
Abstract:
Much research has introduced linear or nonlinear models using statistical models and machine learning tools in artificial intelligence to estimate Iran's rate of return. The primary purpose of these methods is simultaneously use different independent variables to improve stock return rates' modeling. However, in predicting the rate of return, in addition to the modeling method, the degree of correlation of the independent variables with each other and, consequently, the biased increase of the model estimators is of particular importance. Hence, in this paper, we perform a concurrent model of decision tree and logistic regression with affective variables simultaneously and then make a nonlinear model of return rate. To evaluate the proposed model, information of 100 companies admitted to the stock exchange during the period 2011 to 2018 is considered. The results of our study show that the proposed hybrid algorithm performs better than competing models.
similar resources
Impact of Speculative Bubble on Stock Returns in Companies Listed on Tehran Stock Exchange
Recent studies show that individual investors tend to speculate on stock markets and hold shares with a lottery-like return. For this speculation of people have a significant impact on stock returns, individual investors must trade the same shares with the same time. The purpose of this study was to investigate the effect of the speculative bubble on the stock returns of companies in Iran. Foll...
full textThe Effect of Financial Distress on the Investment Behavior of Companies Listed on Tehran Stock Exchange
The purpose of this study was to determine the effect of financial distress on investment behavior for the years of 2011 to 2016. The statistical population of the research is Tehran Stock Exchange. According to the systematic elimination method, 104 companies have been selected as the statistical sample. In this research, financial distress is independent variable and corporate investmen...
full textEffect of Profitability Indices on the Capital Structure of Listed Companies in Tehran Stock Exchange
The main objective of this research is the index of profitability on the capital structure of listed companies on the Stock Exchange of Tehran. Statistical population consisted of all above companies that 138 companies were selected in time zone of 2011-2014 after screening method (systematic elimination). The research method is descriptive and correlation and study variable is profitability in...
full textMy Resources
Journal title
volume 13 issue
pages 435- 460
publication date 2021-06
By following a journal you will be notified via email when a new issue of this journal is published.
No Keywords
Hosted on Doprax cloud platform doprax.com
copyright © 2015-2023