Forecasting Mutual Fund Prices on TEFAS Using LightGBM

Yıl 2025, Cilt: 8 Sayı: 4, 1134 - 1139, 15.07.2025

Oktay Olmez

https://doi.org/10.34248/bsengineering.1691043

Öz

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

Anahtar Kelimeler

Machine learning , LightGBM , Tefas

Kaynakça

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