摘要：In this study, we investigated the effectiveness of artificial intelligence on the forecasting of Tehran stock exchange index. Since the forecast is mainly used to reduce risk and increase profits, the accuracy in prediction is a very important issue. Therefore, the aim of the present study is to evaluate the efficiency of artificial intelligence algorithms in the forecasting of Tehran’s Stock Exchange index. In this study, we used gather data from Tehran’s Stock Exchange organization through the RAHAVARD NOVIN software. The population and statistical samples of the study, is the Tehran Stock Exchange organization during 2007 to 2015. We forecasted Tehran Stock Exchange index using three models of decision-tree and Rough Set and Logistic Regression that are the subset are artificial intelligence algorithm, and using ROSSETA and WEKA software. Subsequently, we compared the values predicted by these models with the actual values using the paired sample t-test in SPSS software; and finally we compared the superior performance of models using the ANOVA test. Since the hypothesis is confirmed in the study, the artificial intelligence algorithm (for example: this tree models) can be used as a reliable method to predict the Tehran Stock Exchange index
关键词：Forecast; index; Artificial Intelligence; Logistic Regression; Decision Tree; Rough set
