محاسبه هوشمند حداكثر درآمد در بازار پيش خريد و پيش فروش نفت خام

Intelligent Computing of Maximum Benefit in Crude Oil Futures Market

In this paper, we use a combined intelligent model composed of GMDH neural network, genetic algorithm and multi-purpose optimization to analyze trends in crude oil futures market. Then we apply the model to calculate maximum benefit in this market, using technical analysis of price trends.. The results show that for periods of 5 to 10 days, the maximum benefit could reach up to 97%. It is also shown that bull markets offer the best prospects for maximum benefits while fluctuating markets offer the least benefits