نتایج جستجو برای: 1 using the daily returns of tehran stock exchange companies

تعداد نتایج: 23315227  

A. Khaki Sedigh and C. Lucas, H. Khaloozadeh,

This paper employs a general non-linear analysis tool to analyse the nature of time series associated with the price (returns) of a particular company in Tehran Stock Exchange. It is shown that the behavior of the process associated with the price (returns) time-series of this company is weakly chaotic, and due to the non-random behavior of the process, short term prediction of stock price is p...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه تبریز - دانشکده شیمی 1392

in the present work, a simple and sensitive method was developed for determination of morphine and heroin using gold nanoparticles as resonance rayleigh scattering (rrs) and colorimetric technique’s probe. synthesized gold nanoparticles by sodium citrate reduction method have a negative charge layer on their surfaces because of self-assembled citrate anions on their surface. binding of morphin...

Journal: :تحقیقات مالی 0
سعید فلاح پور استادیار، مدیریت مالی، دانشگاه تهران، ایران غلامحسین گل ارضی استادیار، مدیریت مالی، دانشگاه سمنان، سمنان، ایران ناصر فتوره چیان کارشناس ارشد، mba گرایش مدیریت مالی، دانشگاه سمنان، سمنان، ایران

according to recent developments of predicting methodsin financial markets, and since the stock price is one of the mostimportant factors for investment decision-making, and its predictioncan play an important role in this field, the aim of this study is toprovide a model to predict the stock price movement with highaccuracy. accordingly, a hybrid model for predicting the stock pricemovement us...

2013
Fatemeh Khodaparast Mahdi Moradi Mahdi Salehi

Classical statistical models can solve the problem of portfolio optimization and can determine the efficient frontier of investment when there are few investable assets and constraints. But these models cannot easily solve optimization problems when we consider real-world constraints. Therefore, data mining techniques such as evolutionary algorithms are important in portfolio optimization. The ...

انصاری, حجت اله, راعی, رضا , سارنج, علیرضا,

Mean reversion in stock prices is one of the stock market anomalies that contradicts efficiency of markets. This means that price movement in stock market has a tendency to be cancelled/naturalized in the long monthly and yearly periods. Therefore, this study aims at investigating mean reversion in Tehran Security Exchange. For the purpose of this study, unit root test and autocorrelation test ...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه الزهراء - دانشکده ادبیات، زبانهای خارجی و تاریخ 1389

recent years have witnessed an increased attention to form focused instruction and consciousness raising activities (ellis, 2002; doughty & williams, 1998) on the one hand and extensive and meaningful exposure to the target language (klapper & rees, 2003; day & bamford, 1998) on the other. due to significance attributed to above mentioned issues by scholars, this study attempted to bridge them ...

Efficiency is an issue of importance and interest to both managers of different organizations and customers who use the products and services of these organizations. The aim of this research is to study the efficiency of pharmaceutical companies accepted in the Stock Exchange Organization by using Window Data Envelopment Analysis (WDEA) and then, to provide some rules based on the decision tree...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه علامه طباطبایی 1390

insurers have in the past few decades faced longevity risks - the risk that annuitants survive more than expected - and therefore need a new approach to manage this new risk. in this dissertation we survey methods that hedge longevity risks. these methods use securitization to manage risk, so using modern financial and insurance pricing models, especially wang transform and actuarial concepts, ...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه علامه طباطبایی 1388

a major concern in the last few years has been the fact that the cultural centers are keeping distance with what they have been established for and instead of reproducing the hegemony, they have turned into a place for resistance and reproduction of resistance against hegemony. because the cultural centers, as urban public spaces in the last two decades, have been the subject of ideological dis...

Journal: :تحقیقات اقتصادی 0
شاپور محمدی دانشیار دانشکده مدیریت دانشگاه تهران هستی چیت سازان مدرس دانشکده‎ی کارآفرینی دانشگاه تهران

in this paper, we have estimated the memory of thetehran stock exchange indices. the estimation of fractional differencing parameter is carried out by various methods such as mle, nls, hurst exponent, gph, lo, whittle and wavelet. the estimation results of whittle, wavelet, hurst, and lo methods allow us to conclude that the returns on stock indices (tepix, tedpix, tedix, financial index and in...

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