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Author = Goodarzi, Kazem

Number of Articles: 1
Predicting Systematic Risk Using Artificial Neural Networks (A Case Study: Saipa Company)

Gholamhossein Mahdavi; Kazem Goodarzi

Volume 11, Issue 43 , January 2012, , Pages 219-237

Abstract
  The purpose of this study is to introduce an artificial neural model for predicting systematic risk of Saipa Company by using macro economic variables. The net used in the study is a neural feedforward network with backpropagation algorithms. Price Index in Tehran Stock Exchange, Exchange Rate, Oil ...  Read More