Pooyan Nayyeri

Mr. Pooyan Nayyeri

Tehran University

Research Focus & Metrics

Academic Career Length

8Years (2019-Present)

(Calculated once Scilit publication data is synced: current year − year of first publication + 1)

Representative Publications

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12 August 2020 in IEEE Access
Verified
Journal Article
Open access
MNmojtaba nabipour
mojtaba nabipour
PNPooyan Nayyeri
Pooyan Nayyeri
HJHamed Jabani
Hamed Jabani
SSShahab S.
Shahab S.
Amir MosaviAmir Mosavi
Amir Mosavi
The nature of stock market movement has always been ambiguous for investors because of various influential factors. This study aims to significantly reduce the risk of trend prediction with machine learning and deep learning algorithms. Four stock market groups, namely diversified financials, petroleum, non-metallic minerals and basic metals from Tehran stock exchange, are chosen for experimental evaluations. This study compares nine machine learning models (Decision Tree, Random Forest, Adaptive Boosting (Adaboost), eXtreme Gradient Boosting (XGBoost), Support Vector Classifier (SVC), Naïve Bayes, K-Nearest Neighbors (KNN), Logistic Regression and Artificial Neural Network (ANN)) and two powerful deep learning methods (Recurrent Neural Network (RNN) and Long short-term memory (LSTM). Ten technical indicators from ten years of historical data are our input values, and two ways are supposed for employing them. Firstly, calculating the indicators by stock trading values as continuous data, and secondly converting indicators to binary data before using. Each prediction model is evaluated by three metrics based on the input ways. The evaluation results indicate that for the continuous data, RNN and LSTM outperform other prediction models with a considerable difference. Also, results show that in the binary data evaluation, those deep learning methods are the best; however, the difference becomes less because of the noticeable improvement of models' performance in the second way.

30 July 2020 in Entropy
Verified
Journal Article
Open access
PDF file
MNmojtaba nabipour
mojtaba nabipour
PNPooyan Nayyeri
Pooyan Nayyeri
HJH. Jabani
H. Jabani
Amir MosaviAmir Mosavi
Amir Mosavi
ESE. Salwana
E. Salwana
SSShahab S.
Shahab S.
The prediction of stock groups values has always been attractive and challenging for shareholders due to its inherent dynamics, non-linearity, and complex nature. This paper concentrates on the future prediction of stock market groups. Four groups named diversified financials, petroleum, non-metallic minerals, and basic metals from Tehran stock exchange were chosen for experimental evaluations. Data were collected for the groups based on 10 years of historical records. The value predictions are created for 1, 2, 5, 10, 15, 20, and 30 days in advance. Various machine learning algorithms were utilized for prediction of future values of stock market groups. We employed decision tree, bagging, random forest, adaptive boosting (Adaboost), gradient boosting, and eXtreme gradient boosting (XGBoost), and artificial neural networks (ANN), recurrent neural network (RNN) and long short-term memory (LSTM). Ten technical indicators were selected as the inputs into each of the prediction models. Finally, the results of the predictions were presented for each technique based on four metrics. Among all algorithms used in this paper, LSTM shows more accurate results with the highest model fitting ability. In addition, for tree-based models, there is often an intense competition between Adaboost, Gradient Boosting, and XGBoost.

4 January 2022 in The International Journal of Advanced Manufacturing Technology
Verified
Journal Article
Closed access
PDF file
PNPooyan Nayyeri
Pooyan Nayyeri
Kourosh ZareiniaKourosh Zareinia
Kourosh Zareinia
Habiba A. BougheraraHabiba A. Bougherara
Habiba A. Bougherara

16 March 2020 in Preprints.org
Verified
Preprint
Open access
PDF file
MNmojtaba nabipour
mojtaba nabipour
PNPooyan Nayyeri
Pooyan Nayyeri
HJHamed Jabani
Hamed Jabani
SSShahab Shamshirband
Shahab Shamshirband
Amir MosaviAmir Mosavi
Amir Mosavi
Prediction of stock groups values has always been attractive and challenging for shareholders. This paper concentrates on the future prediction of stock market groups. Four groups named diversified financials, petroleum, non-metallic minerals and basic metals from Tehran stock exchange are chosen for experimental evaluations. Data are collected for the groups based on ten years of historical records. The values predictions are created for 1, 2, 5, 10, 15, 20 and 30 days in advance. The machine learning algorithms utilized for prediction of future values of stock market groups. We employed Decision Tree, Bagging, Random Forest, Adaptive Boosting (Adaboost), Gradient Boosting and eXtreme Gradient Boosting (XGBoost), and Artificial neural network (ANN), Recurrent Neural Network (RNN) and Long short-term memory (LSTM). Ten technical indicators are selected as the inputs into each of the prediction models. Finally, the result of predictions is presented for each technique based on three metrics. Among all algorithms used in this paper, LSTM shows more accurate results with the highest model fitting ability. Also, for tree_based models, there is often an intense competition between Adaboost, Gradient Boosting and XGBoost.

24 August 2021 in Smart Materials and Structures
Verified
Journal Article
Closed access
NRNima Roudbarian
Nima Roudbarian
MBMahdi Baniasadi
Mahdi Baniasadi
PNPooyan Nayyeri
Pooyan Nayyeri
MAMehdi Ansari
Mehdi Ansari
Reza HedayatiReza Hedayati
Reza Hedayati
MBMostafa Baghani
Mostafa Baghani
The shape memory behavior of smart materials is widely used for stimulation or shape-shifting purposes. Shape memory polymers (SMPs) can shape and force recoveries accompanied by attractive attributes such as biocompatibility, biodegradability, and universality. In this paper, a thermoplastic elastomer (TPE) is used as a complementary material for 4D printed polylactic acid (PLA) structures to enhance their shape and force recovery properties and lower the stimulation temperature for more practical implementations. Two approaches are followed to provide SMP composites (SMPCs): multi-layered and multi-material lattices. In multi-layered lattices, specimens are comprised of separate layers and different ratios of SMP and TPE materials. For comparison, PLA-TPE filaments with the same ratios of multi-layered lattices are produced and used to fabricate multi-material lattices. Dynamic mechanical thermal analysis tests showed a reduction in the glass transition temperature of the manufactured PLA-TPE filament. X-ray diffraction test was conducted to prove that the crystallinity of the developed PLA-TPE material increases which explains the better shape memory effect in the multi-material specimens. Phase separation occurred in low ratios of TPE in PLA, discernible in field emission scanning electron microscope (FESEM) images, resultting in low quality in one of the developed PLA-TPE filaments. FESEM images also showed proper miscibility of TPE in PLA in higher ratios. Thermomechanical tests were done on printed specimens to examine and compare the shape and force recovery of the produced SMPCs. While the shape recovery of multi-material samples was not as good as multi-layered samples, both approaches have better shape recovery results than the PLA sample. Due to a lower glass transition temperature in multi-material lattices, their shape recovery process started at lower temperatures widening their potential practical applications. Force recovery of multi-material samples revealed a significant improvement which was due to more oriented crystalline polymer structures.

10 May 2023 in Journal of the Mechanical Behavior of Biomedical Materials
Verified
Journal Article
Closed access
CLChristine Le
Christine Le
KKKamal Kolasangiani
Kamal Kolasangiani
PNPooyan Nayyeri
Pooyan Nayyeri
Habiba A. BougheraraHabiba A. Bougherara
Habiba A. Bougherara