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DATA MINING AND APPLICATION OF IT TO CAPITAL MARKETS

Yıl 2011, Cilt: 3 Sayı: 2, 57 - 67, 01.12.2011

Öz

Nowadays with the development of technology importance given to knowledge
increases gradually. Data mining enables to form forecasts and models regarding
future by making use of past data. Any method which helps to discover data can
be used as a data mining method. Enterprises gain important competitive
advantage by data mining methods. Data mining is used in different fields. In
finance field it is a specially used in financial performance applications, guessing
the enterprise bankruptcies and failures, determining transaction manipulation,
determining financial risk management, determining customer profile and depth
management. It can be costly, risky and time consuming for enterprises to gain
knowledge. Thus today enterprises use data mining as an innovative competitive
mean. The aim of the study is to determine the importance of data mining
applications to capital markets.

Kaynakça

  • Akgöbek, Ömer, Çakır Fuat (2009), “Expert System Design with Data Mining”,
  • Akademic Information Conference, 11-13 February, Harran University, Şanlıurfa, pp.801-806. Albayrak, A.Sait, Yılmaz Şebnem Koltan (2009), “Data Mining: Decision Tree
  • Algorithms and an Application on Ise Data”, Süleyman Demirel University, The Journal of Faculty of Economics and Administrative Sciences, Vol. 14, No. 1, pp.31-52. Cho, Sungbin, Kim Jinhwa and Bae J. Kwon (2009),“An Integrative Model with
  • Subject Weight Based on Neural Network Learning for Bankruptcy Prediction”, Expert Systems with Applications, Vol. 36, No. 1, pp.403–410. Kovalerchuk, Boris, Vityaev Evgenii E., (2000), Data Mining In Finance,
  • Advances in Relational and Hybrid Methods,Newyork: Kluver Academic Publishers. Koyuncugil, A. Serhan (2006). “Fuzzy Data Mining and its Application to Capital
  • Markets”, Unpublished doctoral dissertation, Ankara University, Ankara. Koyuncugil, A. Serhan (2007), “Determination of Stock Market Corporation’s
  • Sectoral Risk Profile with Data Mining”, Capital Market Board Resarch Report. Koyuncugil, A. Serhan, Özgülbaş Nilgün (2009),“Risk Modeling by CHAID
  • Decision Tree Algorithm”. ICCES, Vol. 11, No. 2, pp.39-46. Koyuncugil, A.Serhan, Özgülbaş Nermin (2009), “Data Mining:Data Mining:
  • Using and Applications in Medicine and Healthcare”, Journal of Information Technology, Vol .2, No. 2, pp.21-32. Larose, D.T., 2005. Discovering Knowledge In Data, An Introduction to Data
  • Mining, New Jersey: John Wiley & Sons. Newyork Stock Ehxchange (2011), Stock Watch, http://www.nyse.com/glossary/glossarylinks.html?a=1048903219379, [Accessed 02.2011]
  • Newyork Stock Exchange (2011), http://www.nyse.com/regulation/nyse/1045516499685.html, [Accessed 02.2011]
  • About NYSE Regulation, Olafsson, Sigurdur, LiXiaonan and Wu, Shuning (2008), “Operations Research and Data Mining”, European Journal of Operational Research, Vol. 187, No. 3, pp. 1429–1448.
  • Safer, Alan M. (2002), “The Application of Neural Networks to Predict
  • Abnormal Stock Returns Using Insider Trading Data”, Applied Stochastic Models in Business and Industry,Vol.18, No. 4, pp. 381–389. Sumathi, Sai, Sivanandam S.N., (2006),Introduction to Data Mining and its
  • Applications, Vol. 29,ISBN 3-540-34350-4. Verlag Berlin Heidelberg: Springer.
  • The Stock Exchange of Thailand (2011), Investor Protection, http://www.set.or.th/en/regulations/protection/protection_p1.html, 02.2011] Accessed
  • TWO CROWS (2005), Introduction to Data Mining and Knowledge Discovery,
  • USA: Two Crows Corporation. Vasilescu, L. Giurca, Siminica Marian, Pirvu Ceraselai, Ionascu Costel, Mehedintu Anca (2011), “Data Mining Used for Analyzing the bankruptcy Risk of the Romanian SMEs”, (in Ali Serhan Koyuncugil and Nermin Özgülbaş- Ed.,
  • Surveillance Technologies and Early Warning Systems, pp.144-181. Hershey New York: Information Science Reference. Zhang, Dongsong, Zhou Lina(2004), “Discowering Golden Nuggets: Data
  • Mining in Financial Application”, Ieee Transactıons on Systems, Man, and Cybernetıcs—Part C: Applicatıons and Reviews, Vol. 34, No. 4, pp. 513-522.
Yıl 2011, Cilt: 3 Sayı: 2, 57 - 67, 01.12.2011

Öz

Kaynakça

  • Akgöbek, Ömer, Çakır Fuat (2009), “Expert System Design with Data Mining”,
  • Akademic Information Conference, 11-13 February, Harran University, Şanlıurfa, pp.801-806. Albayrak, A.Sait, Yılmaz Şebnem Koltan (2009), “Data Mining: Decision Tree
  • Algorithms and an Application on Ise Data”, Süleyman Demirel University, The Journal of Faculty of Economics and Administrative Sciences, Vol. 14, No. 1, pp.31-52. Cho, Sungbin, Kim Jinhwa and Bae J. Kwon (2009),“An Integrative Model with
  • Subject Weight Based on Neural Network Learning for Bankruptcy Prediction”, Expert Systems with Applications, Vol. 36, No. 1, pp.403–410. Kovalerchuk, Boris, Vityaev Evgenii E., (2000), Data Mining In Finance,
  • Advances in Relational and Hybrid Methods,Newyork: Kluver Academic Publishers. Koyuncugil, A. Serhan (2006). “Fuzzy Data Mining and its Application to Capital
  • Markets”, Unpublished doctoral dissertation, Ankara University, Ankara. Koyuncugil, A. Serhan (2007), “Determination of Stock Market Corporation’s
  • Sectoral Risk Profile with Data Mining”, Capital Market Board Resarch Report. Koyuncugil, A. Serhan, Özgülbaş Nilgün (2009),“Risk Modeling by CHAID
  • Decision Tree Algorithm”. ICCES, Vol. 11, No. 2, pp.39-46. Koyuncugil, A.Serhan, Özgülbaş Nermin (2009), “Data Mining:Data Mining:
  • Using and Applications in Medicine and Healthcare”, Journal of Information Technology, Vol .2, No. 2, pp.21-32. Larose, D.T., 2005. Discovering Knowledge In Data, An Introduction to Data
  • Mining, New Jersey: John Wiley & Sons. Newyork Stock Ehxchange (2011), Stock Watch, http://www.nyse.com/glossary/glossarylinks.html?a=1048903219379, [Accessed 02.2011]
  • Newyork Stock Exchange (2011), http://www.nyse.com/regulation/nyse/1045516499685.html, [Accessed 02.2011]
  • About NYSE Regulation, Olafsson, Sigurdur, LiXiaonan and Wu, Shuning (2008), “Operations Research and Data Mining”, European Journal of Operational Research, Vol. 187, No. 3, pp. 1429–1448.
  • Safer, Alan M. (2002), “The Application of Neural Networks to Predict
  • Abnormal Stock Returns Using Insider Trading Data”, Applied Stochastic Models in Business and Industry,Vol.18, No. 4, pp. 381–389. Sumathi, Sai, Sivanandam S.N., (2006),Introduction to Data Mining and its
  • Applications, Vol. 29,ISBN 3-540-34350-4. Verlag Berlin Heidelberg: Springer.
  • The Stock Exchange of Thailand (2011), Investor Protection, http://www.set.or.th/en/regulations/protection/protection_p1.html, 02.2011] Accessed
  • TWO CROWS (2005), Introduction to Data Mining and Knowledge Discovery,
  • USA: Two Crows Corporation. Vasilescu, L. Giurca, Siminica Marian, Pirvu Ceraselai, Ionascu Costel, Mehedintu Anca (2011), “Data Mining Used for Analyzing the bankruptcy Risk of the Romanian SMEs”, (in Ali Serhan Koyuncugil and Nermin Özgülbaş- Ed.,
  • Surveillance Technologies and Early Warning Systems, pp.144-181. Hershey New York: Information Science Reference. Zhang, Dongsong, Zhou Lina(2004), “Discowering Golden Nuggets: Data
  • Mining in Financial Application”, Ieee Transactıons on Systems, Man, and Cybernetıcs—Part C: Applicatıons and Reviews, Vol. 34, No. 4, pp. 513-522.
Toplam 20 adet kaynakça vardır.

Ayrıntılar

Diğer ID JA76UJ99KH
Bölüm Makaleler
Yazarlar

Cenk Akkaya Bu kişi benim

Ceren Uzar Bu kişi benim

Yayımlanma Tarihi 1 Aralık 2011
Yayımlandığı Sayı Yıl 2011 Cilt: 3 Sayı: 2

Kaynak Göster

APA Akkaya, C., & Uzar, C. (2011). DATA MINING AND APPLICATION OF IT TO CAPITAL MARKETS. International Journal of Economics and Finance Studies, 3(2), 57-67.
AMA Akkaya C, Uzar C. DATA MINING AND APPLICATION OF IT TO CAPITAL MARKETS. IJEFS. Aralık 2011;3(2):57-67.
Chicago Akkaya, Cenk, ve Ceren Uzar. “DATA MINING AND APPLICATION OF IT TO CAPITAL MARKETS”. International Journal of Economics and Finance Studies 3, sy. 2 (Aralık 2011): 57-67.
EndNote Akkaya C, Uzar C (01 Aralık 2011) DATA MINING AND APPLICATION OF IT TO CAPITAL MARKETS. International Journal of Economics and Finance Studies 3 2 57–67.
IEEE C. Akkaya ve C. Uzar, “DATA MINING AND APPLICATION OF IT TO CAPITAL MARKETS”, IJEFS, c. 3, sy. 2, ss. 57–67, 2011.
ISNAD Akkaya, Cenk - Uzar, Ceren. “DATA MINING AND APPLICATION OF IT TO CAPITAL MARKETS”. International Journal of Economics and Finance Studies 3/2 (Aralık 2011), 57-67.
JAMA Akkaya C, Uzar C. DATA MINING AND APPLICATION OF IT TO CAPITAL MARKETS. IJEFS. 2011;3:57–67.
MLA Akkaya, Cenk ve Ceren Uzar. “DATA MINING AND APPLICATION OF IT TO CAPITAL MARKETS”. International Journal of Economics and Finance Studies, c. 3, sy. 2, 2011, ss. 57-67.
Vancouver Akkaya C, Uzar C. DATA MINING AND APPLICATION OF IT TO CAPITAL MARKETS. IJEFS. 2011;3(2):57-6.