پديد آورنده :
فراهتي، محبوبه
عنوان :
بررسي عوامل موثر و ارائه يك الگوي پيش بيني قيمت سهام با استفاده از مدل تصميم گيري چند شاخصه فازي ﴿TOPSIS فازي﴾ در بورس اوراق بهادار تهران
مقطع تحصيلي :
كارشناسي ارشد
گرايش تحصيلي :
برنامه ريزي سيستم هاي اقتصادي
محل تحصيل :
اصفهان: دانشگاه صنعتي اصفهان، دانشكده صنايع و سيستم ها
صفحه شمار :
چهارده،155 ص.: مصور، جدول،نمودار
يادداشت :
ص.ع.به فارسي و انگليسي
توصيفگر ها :
رتبه بندي , روش ARIMA
تاريخ نمايه سازي :
23/6/89
استاد داور :
فريماه مخاطب رفيعي
دانشكده :
مهندسي صنايع و سيستم ها
چكيده فارسي :
به فارسي و انگليسي: قابل رويت در نسخه ديجيتالي
چكيده انگليسي :
156Identification of Effective Factors and introduce a Model for Stock PricePrediction Using Fuzzy Multi Attribute Decision Making Fuzzy Topsis In Tehran Stock Exchange Mahboobeh Farahati m farahati@ec iut ac ir Date of Submission 2010 04 11 Department of Electrical and Computer Engineering Isfahan University of Technology Isfahan 84156 83111 Iran Degree M Sc Language FarsiSupervisor Hasan Haleh hhaleh@cc iut ac irAbstract Stock price index is regarded as a matter of importance in making investment decisions in stockexchange therefore identification of effective factors on stock price is of paramount importance In Addition given the importance of prediction the stock price for the investors ranking awareness as well as relativeimportance of the effective factors can be used for presentation of a proper model in order to predict the stockprice This thesis attempts to illustrate effective internal external factors on stock price which areintegrally related as 21 important factors After wards ranking of factors was carried out with the use ofFuzzy TOPSIS Method in group decision making The results indicated that the internal factors take priorityover external ones in affecting stock price in a way that earnings per Share EPS is ranked as the highest In the second chapter of the present research an attempt has been made to demonstrate two models bothLinear and Linear Fuzzy Programming Models for prediction of the stock price of Bahman GroupCompany To do so the obtained results from ranking and weighting of factors as well as the ones achievedfrom OLS method for indication of the amount of influence of effective factors on stock price concerning theinternal data on per share earnings investment return growthing the per share earnings and the data on goldprice were used Then the produced results were compared with that of ARIMA prediction method It wasrevealed that the Linear Programming Model was more accurate than ARIMA Keywords Prediction Stock price Fuzzy TOPSIS Ranking Stock Exchange
استاد داور :
فريماه مخاطب رفيعي
