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THY Hisse Senedi Değerinin Yapay Sinir Ağları İle Kestirimi.

Authors :
ÇINAROĞLU, Eda
AVCI, Tunahan
Source :
Ataturk University Journal of Economics & Administrative Sciences. 2020, Vol. 34 Issue 1, p1-19. 19p.
Publication Year :
2020

Abstract

In this study, the stock values of the Turkish Airlines business traded on the BIST are predicted with the Artificial Neural Network (ANN) Models. These models are widely used in today's financial markets. By using daily data belonging to 2015-2018 period, stock values are predicted with various ANN models and the most successful ANN model has been determined by comparing these values with the values realized in the same period. In the analysis, the stock value is used as an output, while BIST 100 and BIST Transportation Indexes, oil and dollar prices are used as inputs. The values of the first 4 days of the week are selected as training data and the values of fridays are selected as the test data. Afterwards, stock estimation values are predicted for the first 10 transaction days of January 2019 by using the most successful model. The findings show that the real stocks values of THY are very close to the estimated stocks values. [ABSTRACT FROM AUTHOR]

Details

Language :
Turkish
ISSN :
13004646
Volume :
34
Issue :
1
Database :
Academic Search Index
Journal :
Ataturk University Journal of Economics & Administrative Sciences
Publication Type :
Academic Journal
Accession number :
143010003
Full Text :
https://doi.org/10.16951/atauniiibd.530322