TY  - JOUR
T1  - Forecasting Mutual Fund Prices on TEFAS Using LightGBM
TT  - Forecasting Mutual Fund Prices on TEFAS Using LightGBM
AU  - Olmez, Oktay
PY  - 2025
DA  - July
Y2  - 2025
DO  - 10.34248/bsengineering.1691043
JF  - Black Sea Journal of Engineering and Science
JO  - BSJ Eng. Sci.
PB  - Karyay Karadeniz Yayımcılık Ve Organizasyon Ticaret Limited Şirketi
WT  - DergiPark
SN  - 2619-8991
SP  - 1134
EP  - 1139
VL  - 8
IS  - 4
LA  - en
AB  - This paper investigates the application of the Light Gradient Boosting Machine (LightGBM) algorithm for predicting the prices of mutual funds traded on the Türkiye Electronic Fund Trading Platform (TEFAS). Given the increasing importance of mutual funds as an investment vehicle in Türkiye, this study explores the effectiveness of a state-of-the-art machine learning approach. Utilizing historical data from TEFAS, the LightGBM model is employed to capture complex patterns and non-linear relationships within the financial time series data. The research outlines the methodology for data preparation, feature implementation, data splitting, model configuration, training, and evaluation, including case studies to demonstrate the practical application and results
KW  - Machine learning
KW  - LightGBM
KW  - Tefas
N2  - This paper investigates the application of the Light Gradient Boosting Machine (LightGBM) algorithm for predicting the prices of mutual funds traded on the Türkiye Electronic Fund Trading Platform (TEFAS). Given the increasing importance of mutual funds as an investment vehicle in Türkiye, this study explores the effectiveness of a state-of-the-art machine learning approach. Utilizing historical data from TEFAS, the LightGBM model is employed to capture complex patterns and non-linear relationships within the financial time series data. The research outlines the methodology for data preparation, feature implementation, data splitting, model configuration, training, and evaluation, including case studies to demonstrate the practical application and results
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UR  - https://doi.org/10.34248/bsengineering.1691043
L1  - https://dergipark.org.tr/tr/download/article-file/4835308
ER  -