fa پیش بینی روزانه نرخ جفت ارز پوند/دلار در بازار فارکس با استفاده از شبکه عصبی سایر موضوعاتی که به مرزهای دانش در مهندسی صنایع و تولید کمک می کند Other related Industrial and production reserach subjects in which has direct relation to the state-of-the art of the IE پژوهشي Research <span lang="FA" style="FONT-FAMILY: Nazanin FONT-SIZE: 11pt mso-bidi-language: FA mso-fareast-font-family: Calibri mso-ansi-font-size: 10.0pt mso-ascii-font-family: 'Times New Roman' mso-hansi-font-family: 'Times New Roman' mso-ansi-language: EN-US mso-fareast-language: EN-US mso-fareast-theme-font: minor-latin" dir="rtl">در این مقاله به پیش بینی نرخ جفت ارز </span><span style="POSITION: relative FONT-FAMILY: "Times New Roman","serif" FONT-SIZE: 10pt TOP: 10.5pt mso-bidi-language: AR-SA mso-fareast-font-family: Calibri mso-bidi-font-size: 11.0pt mso-bidi-font-family: Nazanin mso-ansi-language: EN-US mso-fareast-language: EN-US mso-text-raise: -10.5pt mso-fareast-theme-font: minor-latin"><shapetype id="_x0000_t75" stroked="f" filled="f" path="m@4@5l@4@11@9@11@9@5xe" o:preferrelative="t" o:spt="75" coordsize="21600,21600"><stroke joinstyle="miter" ><formulas><f eqn="if lineDrawn pixelLineWidth 0" ><f eqn="sum @0 1 0" ><f eqn="sum 0 0 @1" ><f eqn="prod @2 1 2" ><f eqn="prod @3 21600 pixelWidth" ><f eqn="prod @3 21600 pixelHeight" ><f eqn="sum @0 0 1" ><f eqn="prod @6 1 2" ><f eqn="prod @7 21600 pixelWidth" ><f eqn="sum @8 21600 0" ><f eqn="prod @7 21600 pixelHeight" ><f eqn="sum @10 21600 0" ></formulas><path o:connecttype="rect" gradientshapeok="t" o:extrusionok="f" ><lock aspectratio="t" v:ext="edit" ></shapetype><shape id="_x0000_i1025" style="WIDTH: 9.75pt HEIGHT: 27pt" type="#_x0000_t75"><imagedata src="file:///C:UsersuserAppDataLocalTempmsohtmlclip11clip_image001.png" chromakey="white" ></shape></span><span dir="rtl"></span><span dir="rtl"></span><span style="FONT-FAMILY: Nazanin FONT-SIZE: 11pt mso-bidi-language: FA mso-fareast-font-family: Calibri mso-ansi-font-size: 10.0pt mso-ascii-font-family: 'Times New Roman' mso-hansi-font-family: 'Times New Roman' mso-ansi-language: EN-US mso-fareast-language: EN-US mso-fareast-theme-font: minor-latin" dir="rtl"><span dir="rtl"></span><span dir="rtl"></span><font size="3"><font face="Nazanin"><span style="mso-spacerun: yes"> </span><span lang="FA">در بازار فارکس با استفاده از شبکه عصبی و مدل </span></font></font></span><span style="POSITION: relative FONT-FAMILY: "Times New Roman","serif" FONT-SIZE: 10pt TOP: 2.5pt mso-bidi-language: AR-SA mso-fareast-font-family: Calibri mso-bidi-font-size: 11.0pt mso-bidi-font-family: Nazanin mso-ansi-language: EN-US mso-fareast-language: EN-US mso-text-raise: -2.5pt mso-fareast-theme-font: minor-latin"><shape id="_x0000_i1025" style="WIDTH: 30pt HEIGHT: 12pt" type="#_x0000_t75"><imagedata src="file:///C:UsersuserAppDataLocalTempmsohtmlclip11clip_image002.png" chromakey="white"><font face="Nazanin" size="3"></font></imagedata></shape></span><span dir="rtl"></span><span dir="rtl"></span><span lang="FA" style="FONT-FAMILY: Nazanin FONT-SIZE: 11pt mso-bidi-language: FA mso-fareast-font-family: Calibri mso-ansi-font-size: 10.0pt mso-ascii-font-family: 'Times New Roman' mso-hansi-font-family: 'Times New Roman' mso-ansi-language: EN-US mso-fareast-language: EN-US mso-fareast-theme-font: minor-latin" dir="rtl"><span dir="rtl"></span><span dir="rtl"></span><font face="Nazanin"><span style="mso-spacerun: yes"><font size="3"> </font></span>می پردازیم. برای این منظور ابتدا یک مدل </font></span><span style="FONT-FAMILY: "Times New Roman","serif" FONT-SIZE: 10pt mso-bidi-language: AR-SA mso-fareast-font-family: Calibri mso-bidi-font-size: 11.0pt mso-bidi-font-family: Nazanin mso-ansi-language: EN-US mso-fareast-language: EN-US mso-ascii-theme-font: major-bidi mso-hansi-theme-font: major-bidi mso-fareast-theme-font: minor-latin">ARIMA</span><span dir="rtl"></span><span dir="rtl"></span><span style="FONT-FAMILY: Nazanin FONT-SIZE: 11pt mso-bidi-language: AR-SA mso-fareast-font-family: Calibri mso-ansi-font-size: 10.0pt mso-ascii-font-family: 'Times New Roman' mso-hansi-font-family: 'Times New Roman' mso-ansi-language: EN-US mso-fareast-language: EN-US mso-ascii-theme-font: major-bidi mso-hansi-theme-font: major-bidi mso-fareast-theme-font: minor-latin" dir="rtl"><span dir="rtl"></span><span dir="rtl"></span> </span><span lang="FA" style="FONT-FAMILY: Nazanin FONT-SIZE: 11pt mso-bidi-language: FA mso-fareast-font-family: Calibri mso-ansi-font-size: 10.0pt mso-ascii-font-family: 'Times New Roman' mso-hansi-font-family: 'Times New Roman' mso-ansi-language: EN-US mso-fareast-language: EN-US mso-fareast-theme-font: minor-latin" dir="rtl">برای نرخ جفت ارز </span><span style="POSITION: relative FONT-FAMILY: "Times New Roman","serif" FONT-SIZE: 10pt TOP: 10.5pt mso-bidi-language: AR-SA mso-fareast-font-family: Calibri mso-bidi-font-size: 11.0pt mso-bidi-font-family: Nazanin mso-ansi-language: EN-US mso-fareast-language: EN-US mso-text-raise: -10.5pt mso-fareast-theme-font: minor-latin"><shape id="_x0000_i1025" style="WIDTH: 9.75pt HEIGHT: 27pt" type="#_x0000_t75"><imagedata src="file:///C:UsersuserAppDataLocalTempmsohtmlclip11clip_image001.png" chromakey="white" ></shape></span><span dir="rtl"></span><span dir="rtl"></span><span style="FONT-FAMILY: Nazanin FONT-SIZE: 11pt mso-bidi-language: FA mso-fareast-font-family: Calibri mso-ansi-font-size: 10.0pt mso-ascii-font-family: 'Times New Roman' mso-hansi-font-family: 'Times New Roman' mso-ansi-language: EN-US mso-fareast-language: EN-US mso-fareast-theme-font: minor-latin" dir="rtl"><span dir="rtl"></span><span dir="rtl"></span><font size="3"><font face="Nazanin"><span style="mso-spacerun: yes"> </span><span lang="FA">که از بانک</span></font></font></span><span dir="ltr"></span><span dir="ltr"></span><span lang="FA" style="FONT-FAMILY: "Times New Roman","serif" FONT-SIZE: 10pt mso-bidi-language: AR-SA mso-fareast-font-family: Calibri mso-bidi-font-size: 11.0pt mso-bidi-font-family: Nazanin mso-ansi-language: EN-US mso-fareast-language: EN-US mso-fareast-theme-font: minor-latin"><span dir="ltr"></span><span dir="ltr"></span> </span><span lang="FA" style="FONT-FAMILY: Nazanin FONT-SIZE: 11pt mso-bidi-language: FA mso-fareast-font-family: Calibri mso-ansi-font-size: 10.0pt mso-ascii-font-family: 'Times New Roman' mso-hansi-font-family: 'Times New Roman' mso-ansi-language: EN-US mso-fareast-language: EN-US mso-fareast-theme-font: minor-latin" dir="rtl">مرکزی تهیه شده ارائه میدهیم و</span><span dir="ltr"></span><span dir="ltr"></span><span lang="FA" style="FONT-FAMILY: "Times New Roman","serif" FONT-SIZE: 10pt mso-bidi-language: AR-SA mso-fareast-font-family: Calibri mso-bidi-font-size: 11.0pt mso-bidi-font-family: Nazanin mso-ansi-language: EN-US mso-fareast-language: EN-US mso-fareast-theme-font: minor-latin"><span dir="ltr"></span><span dir="ltr"></span> </span><span lang="FA" style="FONT-FAMILY: Nazanin FONT-SIZE: 11pt mso-bidi-language: FA mso-fareast-font-family: Calibri mso-ansi-font-size: 10.0pt mso-ascii-font-family: 'Times New Roman' mso-hansi-font-family: 'Times New Roman' mso-ansi-language: EN-US mso-fareast-language: EN-US mso-fareast-theme-font: minor-latin" dir="rtl">با دو روش تجزیه و تحلیل باقیمادها</span><span dir="ltr"></span><span dir="ltr"></span><span lang="FA" style="FONT-FAMILY: "Times New Roman","serif" FONT-SIZE: 10pt mso-bidi-language: AR-SA mso-fareast-font-family: Calibri mso-bidi-font-size: 11.0pt mso-bidi-font-family: Nazanin mso-ansi-language: EN-US mso-fareast-language: EN-US mso-fareast-theme-font: minor-latin"><span dir="ltr"></span><span dir="ltr"></span> </span><span lang="FA" style="FONT-FAMILY: Nazanin FONT-SIZE: 11pt mso-bidi-language: FA mso-fareast-font-family: Calibri mso-ansi-font-size: 10.0pt mso-ascii-font-family: 'Times New Roman' mso-hansi-font-family: 'Times New Roman' mso-ansi-language: EN-US mso-fareast-language: EN-US mso-fareast-theme-font: minor-latin" dir="rtl">و روش </span><span style="POSITION: relative FONT-FAMILY: "Times New Roman","serif" FONT-SIZE: 10pt TOP: 2.5pt mso-bidi-language: AR-SA mso-fareast-font-family: Calibri mso-bidi-font-size: 11.0pt mso-bidi-font-family: Nazanin mso-ansi-language: EN-US mso-fareast-language: EN-US mso-text-raise: -2.5pt mso-fareast-theme-font: minor-latin"><shape id="_x0000_i1025" style="WIDTH: 33pt HEIGHT: 12pt" type="#_x0000_t75"><imagedata src="file:///C:UsersuserAppDataLocalTempmsohtmlclip11clip_image003.png" chromakey="white" ></shape></span><span dir="rtl"></span><span dir="rtl"></span><span style="FONT-FAMILY: Nazanin FONT-SIZE: 11pt mso-bidi-language: FA mso-fareast-font-family: Calibri mso-ansi-font-size: 10.0pt mso-ascii-font-family: 'Times New Roman' mso-hansi-font-family: 'Times New Roman' mso-ansi-language: EN-US mso-fareast-language: EN-US mso-fareast-theme-font: minor-latin" dir="rtl"><span dir="rtl"></span><span dir="rtl"></span><font size="3"><font face="Nazanin"><span style="mso-spacerun: yes"> </span><span lang="FA">به بررسی مناسبت مدل می پردازیم، سپس با استفاده از ازمون بعد همبستگی وجود اشوب را در سری زمانی جفت ارز تایید کرده و یک مدل شبکه عصبی برای پیش</span></font></font></span><span dir="ltr"></span><span dir="ltr"></span><span lang="FA" style="FONT-FAMILY: "Times New Roman","serif" FONT-SIZE: 10pt mso-bidi-language: AR-SA mso-fareast-font-family: Calibri mso-bidi-font-size: 11.0pt mso-bidi-font-family: Nazanin mso-ansi-language: EN-US mso-fareast-language: EN-US mso-fareast-theme-font: minor-latin"><span dir="ltr"></span><span dir="ltr"></span> </span><span lang="FA" style="FONT-FAMILY: Nazanin FONT-SIZE: 11pt mso-bidi-language: FA mso-fareast-font-family: Calibri mso-ansi-font-size: 10.0pt mso-ascii-font-family: 'Times New Roman' mso-hansi-font-family: 'Times New Roman' mso-ansi-language: EN-US mso-fareast-language: EN-US mso-fareast-theme-font: minor-latin" dir="rtl">بینی نرخ جفت ارز ارائه می دهیم و نتایج حاصل از دو مدل را مقایسه می کنیم</span><span lang="AR-SA" style="FONT-FAMILY: Nazanin FONT-SIZE: 11pt mso-bidi-language: AR-SA mso-fareast-font-family: Calibri mso-ansi-font-size: 10.0pt mso-ascii-font-family: 'Times New Roman' mso-hansi-font-family: 'Times New Roman' mso-ansi-language: EN-US mso-fareast-language: EN-US mso-fareast-theme-font: minor-latin" dir="rtl">.</span> آشوب,شبکه‌های عصبی مصنوعی,نرخ جفت ارز دلار/پوند,مدل ARIMA,مدل‌های غیر خطی 377 388 http://ijiepm.iust.ac.ir/browse.php?a_code=A-10-1-170&slc_lang=fa&sid=1 پیمان بهرام پور 180031947532846007226 180031947532846007226 Yes نیکبخش جوادیان 180031947532846007227 180031947532846007227 No