Predicting stock price via Lasso regression in Tehran stock exchange (Iran)

Predicting capital market behavior has always been one of the challenges for market participants. Over the years, trends forecasting methods have evolved and knowledge of predicting behavior and stock prices is still evolving. It is important to analyze the past behavior of stock prices based on technical methods. The technical method is often focused on price changes, moving averages and trading volume. In this research, we have tried to study the trading ratios based on table reading and analyze the past behavior and movements of real traders in the form of Lasso linear regression.Over the years, trends forecasting methods have evolved and knowledge of predicting behavior and stock prices is still evolving. It is important to analyze the past behavior of stock prices based on technical methods. The technical method is often focused on price changes, moving averages and trading volume. In this research, we have tried to study the trading ratios based on table reading and analyze the past behavior and movements of real traders in the form of Lasso linear regression.