Prediction of Tehran Stock Exchange Total Index Using Bacterial Foraging OptimizationAlgorithm

It is impossible to advance the economic goals of any country without financial markets. Since the stock exchange is one of the most important financial markets in the country, and the stock index is one of the important parameters in determining it,s performance, So the stock index and economic development have an important interconnected relationship. Stock market forecasting has been considered as one of the most challenging financial issues and the accuracy of these forecasts is crucial for improving trading and investment strategies in the stock market. The total price of Tehran stock exchange price using intelligent methods. An optimization Bacterial Foraging Optimization Algorithm has been for modeling. In this research, the total index of Tehran stock exchange price data for the 23rd March 2006 to 21rd March 2018. Ten using the total price index data (consists of the highest price, lowest price, closing price and total volume of stocks traded for the day) and finally, by Matlab software, the forecast price index waz calculated. The results of the research show that the algorithm has the accuracy of ninety seven percent ability to predict the total index price of the stock exchange.