Development of intelligent systems of Lidoma for predicting stock indices of financial markets
The capital market is one of the main indicators for describing the economic situation. The existence of an active and dynamic capital market is considered one of the indicators of the development of countries at the international level; because in most developed countries, the capital market is considered one of the most important economic platforms for investing and financing companies and economic enterprises. For this reason, addressing issues related to it is very important. One of the important goals of people for investing in the capital market is to earn income and increase wealth, which is why it is very important to recognize and provide the most reliable mechanism that can provide investors with more benefits in investment.
Investment means putting money into something with the expectation of profit from it. More precisely, investment is the commitment of money or capital to purchase equipment or other assets for the purpose of obtaining beneficial and useful returns in the form of interest, dividends or appreciation of the value of equipment, capital gains. Which is dependent on savings or reduced consumption. Investment is one of the primary needs for the transition from an underdeveloped to a developed economy. In economic theory or in macroeconomics, investment is the amount of goods purchased per unit of time that are not consumed, but are used for future production. Investment as an important macroeconomic variable is essentially the result of the demand of economic firms for the capital factor as a factor of production. Essentially, what economic firms decide is only the demand for the capital factor, and this demand for the capital factor is determined by the firms according to their microeconomic behavior decision that tries to maximize profit. The adequacy of investment efficiency actually results when the company invests only in projects with a positive net present value. Of course, this scenario is effective if the market is perfect and none of the imperfect market problems, such as adverse selection and agency costs, exist. An increase in investment in fixed assets can reduce the costs of creating or increasing debt, because the added fixed assets are used as collateral in financing debt. In other words, companies with more fixed assets can increase their debt levels more easily because they have the advantage of using excessive investment in fixed assets as collateral.
Financial reports are of great importance in assessing the financial position, profitability, and cash flow, and increasing their quality can increase the return on investments in company stocks and develop their resources. There are two criteria in determining the return on company stocks. The first criterion states that there is a need to collect resources to finance investment opportunities. In an efficient market, all projects with a positive net present value must be financed. However, much research in the field of finance confirms that financial constraints limit the ability of managers to finance; As a result, companies that face financing constraints may refuse to accept and carry out projects with positive net present value due to the high cost of financing, which leads to underinvestment. Secondly, if the company decides to finance, there is no guarantee that the correct investment will be made with it. This happens when managers seek to satisfy their own self-interested needs, so they may invest in projects that lead to inefficient returns on investments. Given the increasing expansion and complexity of financial markets, forecasting methods are one of the important factors in investors' profits and losses. An informational approach to portfolio optimization involving financial datasets has always been a very attractive task, because various factors must be considered. Therefore, many methods based on artificial intelligence algorithms have been developed in recent decades to solve the portfolio optimization problem. The concepts of portfolio optimization and portfolio diversification serve as tools for developing and understanding financial markets and decision-making.