التنبؤ بأسعار الأسهم باستعمال بعض نماذج الذكاء الصناعي - دراسة تطبيقية في مصرف الموصل

سالم  Salem; حنين  حسين

doi:10.36322/jksc.179(A).22670

Authors

Prof Dr. Salem Salal Rahi Al-Hasnawi Faculty of Administration and Economics / University of Al-Qadisiyah
Researcher Hanin Ali Hussein Faculty of Administration and Economics / University of Al-Qadisiyah

DOI:

https://doi.org/10.36322/jksc.179(A).22670

Keywords:

Artificial Intelligence, Stocks, GRU and Box-Jenkins, GRU model

Abstract

The research aims to predict the stock prices of the Mosul Bank listed on the Iraq Stock Exchange using artificial intelligence models through the Box-Jenkins methods and the GRU model, as the data was the annual closing price announced in the Iraq Stock Exchange for the Mosul Bank for the period from (1/ 1/2011) until (12/31/2022) and then forecasting the years 2023 and 2024. Many statistical programs were used in order to obtain accurate results. The research reached a set of results, the most important of which was that the Box-Jenkins model demonstrated its efficiency and accuracy in Predicting annual closing prices for the sample studied. The research concluded with several recommendations, the most important of which is that traditional methods can be used such as box models.

Accurate Jenkins, as well as modern methods such as the most accurate artificial intelligence models and their application in the Iraqi Stock Exchange, because they are accurate, highly efficient, and have a shorter duration to predict stock prices, and this can benefit traders in the market so that they can benefit from it effectively and at the lowest costs.

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References

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