A Study on the Use of Data Mining in the Planning of Investment Field

Abstract

One of the most important strategic decisions taken by company managers at corporate level is in which areas to invest and how to manage and organize investments. Strategic management proposes portfolio analysis techniques in this regard. It is stated that portfolio analysis techniques, which have been criticized at many points, should be considered as initial techniques and should be supported by other techniques in practice. At this point, the question of whether or not data mining techniques will be used to identify new investment areas and allocate resources has constituted the main problematic of this study. In this study, it has been investigated whether there are association rules between investment areas thus, it is tried to reach the evaluations that may affect the strategic decisions in the process of determining investment areas, by using data belonging to various investor organizations. For this purpose, Association Rules Mining was conducted using data from 102 holding companies. As a result of the study, 35 rules were produced above the 50% confidence level. It is presented as a suggestion to the enterprises in which they can benefit from these rules in their investment planning.

Keywords

• Strategic Management
• Investment Field Planning
• Data Mining
• Association Rules

Yatırım Alanlarının Planlamasında Veri Madenciliğinden Yararlanılması Üzerine Bir Çalışma

Abstract

Firma yöneticilerinin kurumsal düzeyde aldıkları en önemli stratejik kararlardan biri, hangi alanlara yatırım yapılacağı ve yatırımların nasıl yönetilip düzenleneceğidir. Stratejik yönetim, bu konuda portföy analiz tekniklerini önermektedir. Bir çok noktada eleştirilen portföy analiz tekniklerinin başlangıç teknikleri olarak değerlendirilmesi ve uygulamada diğer tekniklerle desteklenmesi gerektiği ifade edilmektedir. Bu noktada veri madenciliği tekniklerinin yeni yatırım alanlarının tespiti ve kaynakların tahsisi konusunda kullanılıp kullanılmayacağı sorusu bu çalışmanın temel sorunsalını oluşturmuştur. Bu çalışmada çeşitli yatırımcı kuruluşlara ait veriler kullanılarak, yatırım alanları arasında birliktelik kurallarının olup olmadığı araştırılmış, böylelikle yatırımcı kuruluşlara yatırım alanları belirleme sürecinde, stratejik kararlarına etkileyebilecek değerlendirmelere ulaşılmaya çalışılmıştır. Bu amaçla 102 holdinge ait veriler kullanılarak Birliktelik Kuralları Madenciliği yapılmıştır. Yapılan çalışma sonucunda %50 güven seviyesinin üstünde 35 kural üretilebilmiştir. İşletmelerin Yatırım planlamalarında, bu kurallardan yararlanabilecekleri, işletmelere bir öneri olarak sunulmuştur.

Keywords

• Stratejik Yönetim
• Yatırım Alanı Planlaması
• Veri Madenciliği
• Birliktelik Kuralları

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