Document Type : Research Paper
Authors
1 PhD student, Department of Financial Engineering, Maragheh Branch, Islamic Azad University, Maragheh, Iran
2 Assistant Prof in Accounting, Maragheh Branch, Islamic Azad University, Maragheh, Iran
3 Associate Prof of Accounting, Bonab Branch, Islamic Azad University, Bonab, Iran
Abstract
The purpose of this research is evaluation of effective criteria on the desirability of financial stability integration based on the comparison of metaheuristic algorithms banks listed in Tehran Stock Exchange. This study is considered to be a combined and applied methodology. In this way, firstly, through the systematic content screening process, the effective criteria on the desirability of financial stability integration are used to evaluate banks listed in Tehran Stock Exchange. Then, relying on the two algorithms of Particle Swarm Optimization and Gray Wolf and extracting data related to the criteria identified between 2017 and 2018 effort is made to determine the optimal point of desirability of financial stability integration of banks listed in Tehran Stock Exchange. In this process, according to the expansion of the mathematical equations of each Metaheuristic Algorithms and the command codes of the MATLAB software, necessary action is taken to answer the research questions. The results of the study showed that both innovative algorithms used in this study have the necessary capability to determine the desirability of the financial stability of banks listed in Tehran Stock Exchange. But based on the Wilcoxon Signed-Rank Test coefficients, the gray wolf algorithm is more accurate than the particle swarm optimization algorithm for predicting the function of the identified criteria in determining the desirability of financial stability of banks listed in Tehran Stock Exchange.
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