پیش‌بینی شاخص بورس اوراق بهادار تهران با استفاده از انفیس

This paper investigates the predictability of stock market index using an adaptive network-based fuzzy inference system (anfis). the goal is to determine whether an anfis algorithm is capable to predict stock market return and trying to find the best architecture. we attempt to model and predict the return on stock price index of the tehran stock exchange (tedpix) with anfis. we use six macroeconomic variables as input variables. the experimental results reveal that the model successfully forecasts the daily return on tedpix index. anfis can be a useful tool for economists and practitioners dealing with the forecasting of the stock price index return.