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Paper Information

Journal:   FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT)   winter 2019 , Volume 9 , Number 37 ; Page(s) 234 To 262.
 
Paper: 

The Bankruptcy prediction of Tehran Stock Exchange Using Firefly Algorithm (FA)

 
 
Author(s):  BAYAT ALI, Ahmadi Seyyed Ali Reza, mohamadi majid
 
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Abstract: 
Investor, stockholders, managers, beneficiaries, with broke of company, would lost their assets. Thus, existence of mechanism which could be evaluating and expecting of financial crisis of companies, is essential. A lot of research, implemented about expecting of bankrupt, which using of smart intelligence algorithms and ultra-discovery, were of the models of recent decay. In this study, with using of information of stock exchange center of TEHRAN (1390-1395), 45 successful firms and 25 bankrupt firms, have been researched. Financial ratios were of the variables of this study, which these variables with using of ultra-discovery algorithm of glowworm, identified as one of the models of smart intelligence and effective ratios in bankrupting. It includes of 9 financial ratios and in long with this process, valid and broke firms have been ranked. Two hypothesis have been codified for this study, which the result of them, in order to justified of these hypothesis, indicating of 95/12 correct expecting of first year, 5/36 for second year, and 80/48 for third year.
 
Keyword(s): bankrupting,Financial ratios,glowworm algorithm,smart intelligence,ultra-discovery methods
 
 
References: 
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Citations: 
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+ Click to Cite.
APA: Copy

BAYAT, A., & Ahmadi, S., & mohamadi, m. (2019). The Bankruptcy prediction of Tehran Stock Exchange Using Firefly Algorithm (FA). FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), 9(37 ), 234-262. https://www.sid.ir/en/journal/ViewPaper.aspx?id=667632



Vancouver: Copy

BAYAT ALI, Ahmadi Seyyed Ali Reza, mohamadi majid. The Bankruptcy prediction of Tehran Stock Exchange Using Firefly Algorithm (FA). FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT). 2019 [cited 2021June24];9(37 ):234-262. Available from: https://www.sid.ir/en/journal/ViewPaper.aspx?id=667632



IEEE: Copy

BAYAT, A., Ahmadi, S., mohamadi, m., 2019. The Bankruptcy prediction of Tehran Stock Exchange Using Firefly Algorithm (FA). FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), [online] 9(37 ), pp.234-262. Available: https://www.sid.ir/en/journal/ViewPaper.aspx?id=667632.



 
 
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