The use of the regression tree and the support vector machine in the classification of the Iraqi Stock Exchange for the period 2019-2020
Other Title(s)
استعمال شجرة القرار و الة الموجه الداعم في تصنيف سوق العراق للأوراق المالية للفترة 2019-2020
Joint Authors
Jabir, Asma Ghalib
Ibrahim, Muhammad Hisham
Source
Journal of Economics and Administrative Science
Issue
Vol. 28, Issue 132 (30 Apr. 2022), pp.74-87, 14 p.
Publisher
University of Baghdad College of Administration and Economics
Publication Date
2022-04-30
Country of Publication
Iraq
No. of Pages
14
Main Subjects
Economics & Business Administration
Topics
Abstract AR
ان الاسواق المالية تعد من القطاعات التي تمتاز بياناتها بانها ذات حركه مستمرة في اغلب الاوقات وانها تكون متغيره بصوره مستمرة لذلك يكون من الصعب التنبؤ بأتجهاتها وذلك ادى الى وجود الحاجه الى طرائق ووسائل وتقنيات لاتخاذ القرارت مما يؤدي الى دفع المستثمرين والمحللين في الاسواق المالية لاستخدام الطرائق والأساليب المتنوعة والمختلفة وذلك للوصل الى التنبؤ بحركة اتجاه الاسواق المالية واوصل لغايه اتخاذ القرارات في الاستثمارات المختلفة حيث تم استخدام خوارزميه اله المتجه الداعم وخوارزميه شجره الانحدار وذلك لتصنيف بيانات الاسهم المالية لتحديد اتجاه الاسهم فيما اذا كانت اسهم صاعده او اسهم هابطه ان الهدف من البحث هو تصنيف بيانات الاسهم المالية وذلك باستخدام خمسه متغيرات اذ تم استخدام بيانات مصرف العراقي الاسلامي للاستثمار والتنمية حيث اظهرت النتائج دقه خورازميه اله المتجه الداعم وخورازميه الانحدار الشجري وكان ادائهم جيد وكذلك اظهرت النتائج ان الخوارزميه الة المتجه الداعم كانت الافضل عند مقارنتها مع خوارزمية الانحدار الشجري وذلك باستخدام المعايير MSE و Classification Error
Abstract EN
The financial markets are one of the sectors whose data is characterized by continuous movement in most of the times and it is constantly changing, so it is difficult to predict its trends , and this leads to the need of methods , means and techniques for making decisions, and that pushes investors and analysts in the financial markets to use various and different methods in order to reach at predicting the movement of the direction of the financial markets.
In order to reach the goal of making decisions in different investments, where the algorithm of the support vector machine and the CART regression tree algorithm are used to classify the stock data in order to determine the trend of the stock if it is a rising stock or a descending stock .The aim of the research is to classify the financial stock data using five variables where the data of the Iraqi Islamic Bank for investment and development was used where the results showed the accuracy of the algorithm, the support vector machine and the CART algorithm, and their performance was good.
Also, the results showed that the Support Vector Machines algorithm is the best when compared with the CART algorithm, using the Classification Error and MSE criteria.
American Psychological Association (APA)
Ibrahim, Muhammad Hisham& Jabir, Asma Ghalib. 2022. The use of the regression tree and the support vector machine in the classification of the Iraqi Stock Exchange for the period 2019-2020. Journal of Economics and Administrative Science،Vol. 28, no. 132, pp.74-87.
https://search.emarefa.net/detail/BIM-1401142
Modern Language Association (MLA)
Ibrahim, Muhammad Hisham& Jabir, Asma Ghalib. The use of the regression tree and the support vector machine in the classification of the Iraqi Stock Exchange for the period 2019-2020. Journal of Economics and Administrative Science Vol. 28, no. 132 (2022), pp.74-87.
https://search.emarefa.net/detail/BIM-1401142
American Medical Association (AMA)
Ibrahim, Muhammad Hisham& Jabir, Asma Ghalib. The use of the regression tree and the support vector machine in the classification of the Iraqi Stock Exchange for the period 2019-2020. Journal of Economics and Administrative Science. 2022. Vol. 28, no. 132, pp.74-87.
https://search.emarefa.net/detail/BIM-1401142
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references : p. 85-86
Record ID
BIM-1401142