M.A. Thesis:

Comparison of algorithms fireflies and Adaboost for Stock return forecasting in Tehran Stock Exchange

The main factor that each investor pays attention to in their decision-making is return, meaning investors are looking for the most productive opportunities to invest their surplus resources in capital markets. The purpose of this research is to predict stock returns using Laser Firefly algorithm and Adabot. For this purpose, the financial information of 1062 years of the year 1390 to 1395 was shown using MATLAB software, which uses the variables of operating profit margin, return on assets, inventory turnover ratio, dividend profit ratio and use of artificial intelligence algorithms (Adaboos and Firefighting) can assess the future stock returns of listed companies in the Tehran Stock Exchange with a low error and predict the contract.

Keywords: stock returns, artificial intelligence algorithm, Tehran Stock Exchange