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PREDICTION OF THE RELATIONSHIP BETWEEN THE BIST 100 INDEX AND ADVANCED STOCK MARKET INDICES USING ARTIFICIAL NEURAL NETWORK: (2011-2015)

Yıl 2016, Sayı: 13, 86 - 95, 01.09.2016

Öz

Prediction techniques and models are significant for people and organizations who wish to make
prediction at the stage of investment and decision-making. For investors who want to achieve high earnings from investments, the stock market indexes are extremely important. Price movements in the stock such as political and social ones are affected by many factors. In the studies conducted on İstanbul Stock Exchange Index (BIST-100), the estimation generally of foreign exchange rates, interest rates, gold prices, GNP (Gross Nation Product), CPI (Consumer Price Index) and the relationship with macroeconomic variables such as the rate regard to traditional statistical prediction models were used. In this study, international advanced BIST100 Index of the estimation with Artificial Neural Network (ANN) method will be used as input instead of traditional macroeconomic variables (independent variables) and also stock market index data sets will be used. From January 2011 to December 2015 period, daily closing price of some international advanced stock market indices and BIST 100 Index data were used as data set. Data analysis were carried out through Multilayer Neural Network (MLNN) method, which is an ANN model widely used in MATLAB and the successful rate was %96,92

Yıl 2016, Sayı: 13, 86 - 95, 01.09.2016

Öz

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Ayrıntılar

Diğer ID JA58KP57BB
Bölüm Araştırma Makalesi
Yazarlar

Kemal Adem Bu kişi benim

Numan Zengin Bu kişi benim

Mahmut Hekim Bu kişi benim

Süleyman Serdar Karaca Bu kişi benim

Yayımlanma Tarihi 1 Eylül 2016
Gönderilme Tarihi 1 Eylül 2016
Yayımlandığı Sayı Yıl 2016 Sayı: 13

Kaynak Göster

APA Adem, K., Zengin, N., Hekim, M., Karaca, S. S. (2016). PREDICTION OF THE RELATIONSHIP BETWEEN THE BIST 100 INDEX AND ADVANCED STOCK MARKET INDICES USING ARTIFICIAL NEURAL NETWORK: (2011-2015). Journal of New Theory(13), 86-95.
AMA Adem K, Zengin N, Hekim M, Karaca SS. PREDICTION OF THE RELATIONSHIP BETWEEN THE BIST 100 INDEX AND ADVANCED STOCK MARKET INDICES USING ARTIFICIAL NEURAL NETWORK: (2011-2015). JNT. Eylül 2016;(13):86-95.
Chicago Adem, Kemal, Numan Zengin, Mahmut Hekim, ve Süleyman Serdar Karaca. “PREDICTION OF THE RELATIONSHIP BETWEEN THE BIST 100 INDEX AND ADVANCED STOCK MARKET INDICES USING ARTIFICIAL NEURAL NETWORK: (2011-2015)”. Journal of New Theory, sy. 13 (Eylül 2016): 86-95.
EndNote Adem K, Zengin N, Hekim M, Karaca SS (01 Eylül 2016) PREDICTION OF THE RELATIONSHIP BETWEEN THE BIST 100 INDEX AND ADVANCED STOCK MARKET INDICES USING ARTIFICIAL NEURAL NETWORK: (2011-2015). Journal of New Theory 13 86–95.
IEEE K. Adem, N. Zengin, M. Hekim, ve S. S. Karaca, “PREDICTION OF THE RELATIONSHIP BETWEEN THE BIST 100 INDEX AND ADVANCED STOCK MARKET INDICES USING ARTIFICIAL NEURAL NETWORK: (2011-2015)”, JNT, sy. 13, ss. 86–95, Eylül 2016.
ISNAD Adem, Kemal vd. “PREDICTION OF THE RELATIONSHIP BETWEEN THE BIST 100 INDEX AND ADVANCED STOCK MARKET INDICES USING ARTIFICIAL NEURAL NETWORK: (2011-2015)”. Journal of New Theory 13 (Eylül 2016), 86-95.
JAMA Adem K, Zengin N, Hekim M, Karaca SS. PREDICTION OF THE RELATIONSHIP BETWEEN THE BIST 100 INDEX AND ADVANCED STOCK MARKET INDICES USING ARTIFICIAL NEURAL NETWORK: (2011-2015). JNT. 2016;:86–95.
MLA Adem, Kemal vd. “PREDICTION OF THE RELATIONSHIP BETWEEN THE BIST 100 INDEX AND ADVANCED STOCK MARKET INDICES USING ARTIFICIAL NEURAL NETWORK: (2011-2015)”. Journal of New Theory, sy. 13, 2016, ss. 86-95.
Vancouver Adem K, Zengin N, Hekim M, Karaca SS. PREDICTION OF THE RELATIONSHIP BETWEEN THE BIST 100 INDEX AND ADVANCED STOCK MARKET INDICES USING ARTIFICIAL NEURAL NETWORK: (2011-2015). JNT. 2016(13):86-95.


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