BULANIK MANTIK VE YAPAY SİNİR AĞLARI İLE BORSA ENDEKS TAHMİNİ: GELİŞMİŞ VE GELİŞMEKTE OLAN ÜLKELER ÖRNEĞİ

Yıl 2018, Cilt: 11 Sayı: 1, 99 - 124, 21.07.2018

Ali Özer Salim Sercan Sarı Eyyup Ensar Başakın

https://doi.org/10.17218/hititsosbil.390490

Cited By: 4

Öz

Tahminlerin
finansal piyasalara uygulanmasına ilişkin kullanılan yöntemlerden bulanık
mantık ve yapay sinir ağları üzerine son yıllarda artan bilimsel çalışmalar
vardır. Buradan hareketle çalışmada, gelişmiş ve
gelişmekte olan ülkelerde ele alınan modellerin tahmin performansını test etmek
için sekiz borsa endeksinin verileri kullanılarak iki etkin modelin tahminde gösterdikleri performansları
karşılaştırılmaya çalışılmıştır. Zaman serisi değerleri model oluşturma
aşamasında %60 eğitim, %40 test olarak iki gruba ayrılmıştır. Sonuç olarak
modellerin istatistiksel ve finansal performanslarını gösteren bazı
kanıtlar elde edilerek birçok çalışmada belirtilen hisse senedi getirilerini tahmin etmek için çeşitli yapay
zeka modellerini başarıyla uygulamanın umut verici sonuçlar verdiği gerçeğine
ulaşılmıştır.

Anahtar Kelimeler

Hisse Senedi, Bulanık Mantık

Kaynakça

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