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Pay Senedi Fiyatlarının Tahmin Edilebilirliği: Kaos Kuramı Yaklasımı

Year 2009, Issue: 43, 237 - 243, 01.07.2009

Abstract

Kaos, gittikçe artan oranda tahmin edilemeyen, düzensiz ve doğrusal olmayan dinamik sistemleri ifade eder. Finansta kaos kuramının amacı, basit belirgin (deterministik) denklemlerin düzensiz davranıslarını incelemektir. Finansal pazarlar, kısmi olarak doğrusal olmayan yapıdadır. Pazarlarda fiyat hareketlerinin kaotik yapısı nedeniyle klasik değerleme yöntemleri ile yapılan birçok çalısma istenilen sonucu verememistir. Bu bağlamda günümüzde riskin analiz edilmesinde yapay zeka, bilgisayar yazılımları ve doğrusal olmayan istatistiksel tahminleme yöntemleri kullanılmaktadır.

Forecasting of Stock Prices: Chaos Theory Approach

Year 2009, Issue: 43, 237 - 243, 01.07.2009

Abstract

Chaos refers increasingly unpredictable, chaotic and non-linear dynamic systems. Chaos teory’s aim in finance is analyse the deterministic equation’s chaotic behaviors. Financial markets have partly non-linear structure. Because of the chaotic price movements in markets, classic evaluation techniques don’t give intended result. Thus, today in risk analysis soft computing methods, antificial neural networks and non-linear statistical forecasting methods are used by analysts.

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Details

Other ID JA37UF79ZR
Journal Section Research Article
Authors

Sibel Fettahoğlu This is me

Publication Date July 1, 2009
Submission Date July 1, 2009
Published in Issue Year 2009 Issue: 43

Cite

APA Fettahoğlu, S. (2009). Forecasting of Stock Prices: Chaos Theory Approach. The Journal of Accounting and Finance(43), 237-243.
AMA Fettahoğlu S. Forecasting of Stock Prices: Chaos Theory Approach. The Journal of Accounting and Finance. July 2009;(43):237-243.
Chicago Fettahoğlu, Sibel. “Forecasting of Stock Prices: Chaos Theory Approach”. The Journal of Accounting and Finance, no. 43 (July 2009): 237-43.
EndNote Fettahoğlu S (July 1, 2009) Forecasting of Stock Prices: Chaos Theory Approach. The Journal of Accounting and Finance 43 237–243.
IEEE S. Fettahoğlu, “Forecasting of Stock Prices: Chaos Theory Approach”, The Journal of Accounting and Finance, no. 43, pp. 237–243, July 2009.
ISNAD Fettahoğlu, Sibel. “Forecasting of Stock Prices: Chaos Theory Approach”. The Journal of Accounting and Finance 43 (July 2009), 237-243.
JAMA Fettahoğlu S. Forecasting of Stock Prices: Chaos Theory Approach. The Journal of Accounting and Finance. 2009;:237–243.
MLA Fettahoğlu, Sibel. “Forecasting of Stock Prices: Chaos Theory Approach”. The Journal of Accounting and Finance, no. 43, 2009, pp. 237-43.
Vancouver Fettahoğlu S. Forecasting of Stock Prices: Chaos Theory Approach. The Journal of Accounting and Finance. 2009(43):237-43.