YAPAY SİNİR AĞLARI YÖNTEMİ İLE PETROL FİYATLARI TAHMİNİ

Yıl 2018, Cilt: 7 Sayı: 3, 91 - 106, 29.09.2018

R.şebnem Ketrez Arif Saldanlı

Öz

Petrol
fiyatlarındaki dalgalanmalar başta 1973 Petrol krizi olmak üzere birçok
ekonomik krizin temel nedeni olarak görülmektedir. Ekonominin arz ve talep
yanını aynı anda etkileyen bu faktörde meydana gelen fiyat hareketlerinin
öngörülmesi ve tahmin edilmesi önem arz etmektedir. Literatürde petrol
fiyatlarının yönünün kestirilmesinde farklı yöntemler kullanarak yapılmış
birçok çalışma bulunmaktadır. Bu çalışma kapsamında ise yapay sinir ağları
yönteminde farklı modeller kullanılarak petrol fiyatlarına ilişkin öngörü
başarıları incelenerek karşılaştırma yapmak amaçlanmıştır.

Anahtar Kelimeler

Yapay Sinir Ağları, Fiyat Tahmini, Petrol Fiyatı, Enerji Piyasası

Kaynakça

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