Mostafa Jafarzadeh Atrabi

Ms. Student in Financial Engineering, Department of Industrial Engineering and Management Systems, Amirkabir University, Tehran, Iran

[ 1 ] - Forecasting Stock Price using Hybrid Model based on Wavelet Transform in Tehran and New York Stock Market

Forecasting financial markets is an important issue in finance area and research studies. On one hand, the importance of prediction, and on the other hand, its complexity, have led to huge number of researches which have proposed many forecasting methods in this area. In this study, we propose a hybrid model including Wavelet Transform, ARMA-GARCH and Artificial Neural Network (ANN) for single-...