A Machine Learning Model For Rise-Fall Prediction For The Istanbul Stock Exchange 100 Index
Journal: Efil Ekonomi Araştırmaları Dergisi (Vol.3, No. 12)Publication Date: 2020-12-15
Authors : Murat Öztürkmen Ercan Eren;
Page : 11-53
Keywords : Finance; Machine Learning; Artificial Intelligence;
Abstract
In this study, using machine learning algorithms, one of the artificial intelligence techniques that are becoming more and more widespread in finance, a machine learning model has been applied based on historical data for the rise and fall of Borsa İstanbul 100 index prices. When the applied machine learning model is compared with other studies in the literature, it has been observed that it has produced successful predictions in terms of derivation of explanatory variables, algorithm diversity at the algorithm selection stage and the prediction performance of the selected model.
Other Latest Articles
- Relative Consumption and Life Satisfaction in Turkey
- Do AEO Programs Facilitate Trade? An Empirical Assessment of the OIC Member States1
- Book Review: Turkey in Turmoil, Social Change and Political Radicalization during the 1960s
- Contribution of Foreign Direct Investment to Mexico’s Economic Growth during NAFTA Years (1994 -2019)
- The Interaction Analysis Demographic Elements with Fiscal Dominance: BRICT Countries Experience
Last modified: 2021-09-24 23:16:59