Kripto Para Fiyatlarının Klasik ve Yapay Sinir Ağı Modelleri ile Tahmini

Serkan Aras

doi:10.36543/kauiibfd.2019.026

Kripto Para Fiyatlarının Klasik ve Yapay Sinir Ağı Modelleri ile Tahmini

Öz

Günümüzde kripto para birimlerinin önemi gittikçe artmaktadır. Kripto para birimleri sanal oyun platformlarında kullanılırken, şu an pek çok kurum ve kuruluş tarafından ödeme aracı olarak kullanılmaktadır. Güvenlik risklerine karşı blockchain (Blok Zinciri) adı verilen algoritması ile üretimi sağlanmaktadır. Kripto para fiyatlarının doğru olarak tahmin edilmesi yatırımcı ve karar vericiler açısından büyük önem taşımaktadır. Bu çalışma kapsamında en çok kullanılan dört kripto para birimine (Bitcoin, Ethereum, Ripple, Litecoin) ait fiyat değerleri tahmin edilmiştir. Çoklu kırılma testinden yararlanılarak her seriye ait kırılmalar belirlenerek analiz genişletilmiştir. Ele alınan sanal para değerlerini doğru bir şekilde tahmin etmek amacıyla hem klasik zaman serisi modellerinden hem de üç farklı tür yapay sinir ağı modelinden faydalanılmıştır. Ayrıca elde edilen tahminler üzerinde basit birleştirilme teknikleri uygulanmıştır. Rassal yürüyüşün egemen olduğu bu seriler arasından, özellikle işlem hacmi ve bilinilirliği en fazla olan Bitcoin sanal parasında rassal yürüyüş modelinden daha iyi sonuçlar elde edildiği gözlemlenmiştir.

Anahtar Kelimeler

Bitcoin,Zaman Serisi,yapay sinir ağı

Kaynakça

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Ayrıntılar

Birincil Dil

Türkçe

Konular

-

Bölüm

Araştırma Makalesi

Yazarlar

Serkan Aras ^*
0000-0002-6808-3979
Türkiye

Yayımlanma Tarihi

31 Aralık 2019

Gönderilme Tarihi

29 Temmuz 2018

Kabul Tarihi

16 Eylül 2019

Yayımlandığı Sayı

Yıl 2019 Cilt: 10 Sayı: 20

DOI

https://doi.org/10.36543/kauiibfd.2019.026

IZ

https://izlik.org/JA58CX27BH

Kaynak Göster

RIS / Bibtex

APA

Aras, S. (2019). Kripto Para Fiyatlarının Klasik ve Yapay Sinir Ağı Modelleri ile Tahmini. Kafkas Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 10(20), 608-640. https://doi.org/10.36543/kauiibfd.2019.026

AMA

1.Aras S. Kripto Para Fiyatlarının Klasik ve Yapay Sinir Ağı Modelleri ile Tahmini. KAÜİİBFD. 2019;10(20):608-640. doi:10.36543/kauiibfd.2019.026

Chicago

Aras, Serkan. 2019. “Kripto Para Fiyatlarının Klasik ve Yapay Sinir Ağı Modelleri ile Tahmini”. Kafkas Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 10 (20): 608-40. https://doi.org/10.36543/kauiibfd.2019.026.

EndNote

Aras S (01 Aralık 2019) Kripto Para Fiyatlarının Klasik ve Yapay Sinir Ağı Modelleri ile Tahmini. Kafkas Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 10 20 608–640.

IEEE

[1]S. Aras, “Kripto Para Fiyatlarının Klasik ve Yapay Sinir Ağı Modelleri ile Tahmini”, KAÜİİBFD, c. 10, sy 20, ss. 608–640, Ara. 2019, doi: 10.36543/kauiibfd.2019.026.

ISNAD

Aras, Serkan. “Kripto Para Fiyatlarının Klasik ve Yapay Sinir Ağı Modelleri ile Tahmini”. Kafkas Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 10/20 (01 Aralık 2019): 608-640. https://doi.org/10.36543/kauiibfd.2019.026.

JAMA

1.Aras S. Kripto Para Fiyatlarının Klasik ve Yapay Sinir Ağı Modelleri ile Tahmini. KAÜİİBFD. 2019;10:608–640.

MLA

Aras, Serkan. “Kripto Para Fiyatlarının Klasik ve Yapay Sinir Ağı Modelleri ile Tahmini”. Kafkas Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, c. 10, sy 20, Aralık 2019, ss. 608-40, doi:10.36543/kauiibfd.2019.026.

Vancouver

1.Serkan Aras. Kripto Para Fiyatlarının Klasik ve Yapay Sinir Ağı Modelleri ile Tahmini. KAÜİİBFD. 01 Aralık 2019;10(20):608-40. doi:10.36543/kauiibfd.2019.026

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