استفاده از مدل ترکیبی کانسی- نگاشت خود سازمانده در مدیریت ریسک و ارزیابی سهام

نوع مقاله : مقاله پژوهشی

نویسندگان

1 دانشیار دانشکده اقتصاد،مدیریت وحسابداری، دانشگاه یزد، ایران

2 دانشجوی کارشناسی ارشدمهندسی صنایع دانشگاه علم و هنر یزد، ایران

چکیده

در این مقاله از تحلیل کانسی که به وسیله الگوریتم یادگیری نگاشت خود سازمانده بهبود داده شده، برای تصمیم‌گیری در زمینه انتخاب سهام استفاده شده است.در این پژوهش با استفاده از آمار ماهانه سهام شرکت‌های فعال در بورس اوراق بهادار تهران از فروردین ماه 1392 تا خرداد ماه 1392 و نظرهای شش کارگزاری خبره در انتخاب سهام، به انتخاب سهام برتر در این دوره پرداخته شد. طبق نتایج به‌دست آمده شرکت­های پالایش­نفت بندرعباس، سیمان فارس و خوزستان و سرگروه توسعه­ملی به عنوان سهام برتر انتخاب شدند، تحلیل نمودار قیمت این شرکت­ها در بازه زمانی مذکور، نشان­دهنده، بازدهی قابل­قبول این شرکت‌ها در این دوره است.

کلیدواژه‌ها

موضوعات

عنوان مقاله [English]

The use of hybrid model Kansei-SOM in risk management and stock assessment

نویسندگان [English]

  • zahra nasrollahi 1
  • saeed Farhadi 2
1 Associate Professor, Faculty of Economics, Management and Accounting University of Yazd, Iran
2 Master of Industrial Engineering Student at the University of Arts and Sciences, Yazd, Iran
چکیده [English]

Risk management and stock assessment methods, age the key factors in decisions making and stock selection in the stock market. Various methods for selecting superior stocks in the stock market is introduced. In this paper we use Kansy analysis that has been improved by SOM learning algorithm to select stock. This method is used to integrate multi- professional idea to maximize investment returns and minimize the loss that originates from the complexity of stock market changes. This paper uses monthly statistics Tehran Stock Exchange firms from April 1392 to June 1392, and six brokerage expert opinions on selected stock, preferred stock selection in the course have been discussed. The results of Bandar Abbas Oil Refining Company , Fars and Khuzestan Cement and National Development Team Leader was selected as the preferred stock , price chart of these companies in the interval represents a reasonable return on the company’s workshop in.

کلیدواژه‌ها [English]

  • Keys: Stock assessment
  • Risk Management
  • preferred stock
  • Kansy analysis
  • som

مراجع

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