This paper presents a better prediction model by the integration of neural network technique and grey theory for the stock index. In this paper, the grey theory applied include grey forecast model and grey relationship analysis. A GM(l, l) grey forecast model was applied to predict the next day’s stock index. Grey relationship analysis was used to filter the most important quantitative technica...

rapid technological and economic growth over the last several decades has changed human lives and made modern society face complex decision making problems. these kinds of problems are characterized by incommensurate and conflicting criteria or objectives such as cost, reliability, performance, safety and productivity. multi criteria decision making is an approach that can be used to deal compl...

The purpose of resent research is to analysis and compares performance evaluation models of selected investment companies in Tehran Stock Exchange Market in the field of their portfolio management. The duration of research was between years 2009-2014. Statistical society the research is consisting of all active investment companies in in Tehran Stock Exchange Market which were 30 companies. Vol...

due to the importance of “service quality and customerssatisfaction” subject, this study seeks to investigate and prioritize thefactors which are effective on service quality and customers satisfactionusing grey relational analysis (gra) method. in the case of statisticalpopulations with large sizes, none of the other methods can competewith gra from the viewpoint of calculation accuracy. the s...

Considering the concept of clustering, the main idea of the present study is based on the fact that all stocks for choosing and ranking will not be necessarily in one cluster. Taking the mentioned point into account, this study aims at offering a new methodology for making decisions concerning the formation of a portfolio of stocks in the stock market. To meet this end, Multiple-Criteria Decisi...

in recent years, the problem of selecting and evaluating the suppliers in supply chain management has aroused considerable interest in business firms. owing to the development of information systems, reaching an appropriate decision for adopting discrete methods is a need. the researchers intend to present a new model in this paper as a contributing factor in the grey environment in which the r...

Wire electric discharge machining (WEDM) is one of the advanced machining processes. Response surface methodology coupled with Grey relation analysis method has been proposed and used to optimise the machining parameters of WEDM. A face centred cubic design is used for conducting experiments on high speed steel (HSS) M2 grade workpiece material. The regression model of significant factors such ...

in the paper an attempt was made to study the performance of indian banks with the help of camel(c-capital adequacy, a- asset quality, m- management quality, e-earnings, l-liquidity i.e. camel) rating system, over the period of five years from (2011 to 2015) and then evaluated out the efficiency of banks with the help of gra (grey relation analysis) technique there by gaining confidence from in...