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:: Volume 31, Issue 1 (8-2020) ::
مجله‌ی بررسی‌ها 2020, 31(1): 265-278 Back to browse issues page
Measure the Fluctuation of the Stock Index According to Approximate Entropy and Standard Deviation
Mohammad Taghizadeh * , Gholamreza Mohtashami Borzadaran , Mohammad Amini
Abstract:   (3076 Views)
Abstract. The concept of entropy has been widely extended to other fields, including information theory and economic research. The economic financial sector of any country is the supplier of financial resources and real economic activities, which are divided into two parts: the money market and the capital market. In this paper, two criteria, approximate entropy and standard deviation have been used to measure the fluctuations of the four indicators of the Tehran Stock Exchange to check that another criterion other than the standard deviation can be used to measure the fluctuations of the stock exchange indices. The data are for the years 88 to 95. The results show that the maximum amount of data for these indicators was obtained between the years 92 to 93. After studying the reason for the fluctuation of the indicators in these years, we realized the reason for the unrealistic growth of the stock market per year. There have been 92 triples in the exchange rate in 91 and the emotional reaction of investors to the new government. The results of these two measurement criteria also indicate that in addition to the standard deviation, another method such as approximate entropy can be used to measure the fluctuations of stock indices because the results of this criterion are the same as the standard deviation. 
Keywords: Entropy, approximate entropy, standard deviation, fluctuations, stock indexes.
Full-Text [PDF 809 kb]   (570 Downloads)    
Type of Study: Applicable | Subject: Special
Received: 2020/10/18 | Accepted: 2021/12/12 | Published: 2022/03/9
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Taghizadeh M, Mohtashami Borzadaran G, Amini M. Measure the Fluctuation of the Stock Index According to Approximate Entropy and Standard Deviation. مجله‌ی بررسی‌ها 2020; 31 (1) :265-278
URL: http://ijoss.srtc.ac.ir/article-1-390-en.html

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Volume 31, Issue 1 (8-2020) Back to browse issues page
مجله‌ی بررسی‌های آمار رسمی ایران Ijoss Iranian Journal of Official Statistics Studies
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