{"id":1809,"date":"2012-01-20T13:05:04","date_gmt":"2012-01-20T18:05:04","guid":{"rendered":"http:\/\/www.berjournal.com\/?p=1809"},"modified":"2012-01-20T13:09:03","modified_gmt":"2012-01-20T18:09:03","slug":"doviz-kuru-tahmininde-parasal-model-ve-yapay-sinir-aglari-karsilastirmasi","status":"publish","type":"post","link":"https:\/\/www.berjournal.com\/tr\/doviz-kuru-tahmininde-parasal-model-ve-yapay-sinir-aglari-karsilastirmasi","title":{"rendered":"D\u00f6viz Kuru Tahmininde Parasal Model ve Yapay Sinir A\u011flar\u0131 Kar\u015f\u0131la\u015ft\u0131rmas\u0131"},"content":{"rendered":"<table width=\"534\" border=\"1\" frame=\"HSIDES\" cellspacing=\"0\" cellpadding=\"7\">\n<colgroup>\n<col width=\"544\" \/><\/colgroup>\n<tbody>\n<tr>\n<td valign=\"TOP\" bgcolor=\"#0188a6\" width=\"544\" height=\"15\"><span style=\"color: #ffffff;\"><span style=\"font-family: Arial, serif;\"><strong>Makale Bilgileri<\/strong><\/span><\/span><\/td>\n<\/tr>\n<tr>\n<td valign=\"TOP\" bgcolor=\"#ffffff\" width=\"544\" height=\"169\"><span style=\"color: #0188a6;\"><span style=\"font-family: Arial, serif;\"><strong><br \/>\nDergi:<\/strong><\/span><\/span> <span style=\"font-family: Arial, serif;\">\u0130\u015fletme ve Ekonomi Ara\u015ft\u0131rmalar\u0131 Dergisi<br \/>\n<\/span><span style=\"color: #0188a6;\"><span style=\"font-family: Arial, serif;\"><strong>Makalenin Ba\u015fl\u0131\u011f\u0131:<\/strong><\/span><\/span> <span style=\"font-family: Arial, serif;\">D\u00f6viz Kuru Tahmininde Parasal Model ve Yapay Sinir A\u011flar\u0131 Kar\u015f\u0131la\u015ft\u0131rmas\u0131<br \/>\n<\/span><span style=\"color: #0188a6;\"><span style=\"font-family: Arial, serif;\"><strong>Yazar(lar):<\/strong><\/span><\/span> <span style=\"font-family: Arial, serif;\">Filiz Ozkan<br \/>\n<\/span><span style=\"color: #0188a6;\"><span style=\"font-family: Arial, serif;\"><strong>Cilt:<\/strong><\/span><\/span> <span style=\"font-family: Arial, serif;\">3<br \/>\n<\/span><span style=\"color: #0188a6;\"><span style=\"font-family: Arial, serif;\"><strong>Say\u0131:<\/strong><\/span><\/span> <span style=\"font-family: Arial, serif;\">1<br \/>\n<\/span><span style=\"color: #0188a6;\"><span style=\"font-family: Arial, serif;\"><strong>Y\u0131l:<\/strong><\/span><\/span> <span style=\"font-family: Arial, serif;\">2012<br \/>\n<\/span><span style=\"color: #0188a6;\"><span style=\"font-family: Arial, serif;\"><strong>Sayfa:<\/strong><\/span><\/span> <span style=\"font-family: Arial, serif;\">27-39<br \/>\n<\/span><span style=\"color: #0188a6;\"><span style=\"font-family: Arial, serif;\"><strong>ISSN:<\/strong><\/span><\/span> <span style=\"font-family: Arial, serif;\">1309-2448<br \/>\n<\/span><\/td>\n<\/tr>\n<tr>\n<td bgcolor=\"#0188a6\" width=\"544\" height=\"16\"><span style=\"color: #ffffff;\"><span style=\"font-family: Arial, serif;\"><strong>\u00d6zet<\/strong><\/span><\/span><\/td>\n<\/tr>\n<tr>\n<td bgcolor=\"#ffffff\" width=\"544\" height=\"217\">\n<p lang=\"en-US\" align=\"JUSTIFY\"><span style=\"font-family: Arial, serif;\">D\u00f6viz kuru yat\u0131r\u0131mc\u0131lar i\u00e7in \u00f6nemli karar mekanizmalar\u0131ndan bir tanesidir. D\u00f6viz kurunun k\u0131sa periyotlarla de\u011fi\u015fmesi ve oynak olmas\u0131 nedeniyle, yat\u0131r\u0131mc\u0131lar riskleri azaltmak i\u00e7in etkili bir y\u00f6nteme ihtiya\u00e7 duymaktalar.<\/span><span style=\"font-family: Arial, serif;\">\u00a0Bu \u00e7al\u0131\u015fmada son y\u0131llarda tahmin problemlerinde etkili olarak kullan\u0131lan Yapay Sinir A\u011flar\u0131 ile yap\u0131sal d\u00f6viz kuru tahmin metotlar\u0131ndan bir tanesi olan Parasal Modelin tahmin performanslar\u0131 kar\u015f\u0131la\u015ft\u0131r\u0131lm\u0131\u015ft\u0131r. \u00c7al\u0131\u015fmada T\u00fcrkiye&#8217;ye ili\u015fkin Amerikan Dolar\u0131 ve Avro d\u00f6viz kuru tahminleri yap\u0131lm\u0131\u015ft\u0131r. Modellerde yerli ve yabanc\u0131 \u00fclkeye ait enflasyon, para arz\u0131, faiz oran\u0131 ve milli gelir ekonomik verileri kullan\u0131lm\u0131\u015f, Amerikan Dolar\u0131 i\u00e7in 1986-2010, Avro i\u00e7in ise 1999-2010 d\u00f6nemi ele al\u0131nm\u0131\u015ft\u0131r. \u00c7al\u0131\u015fman\u0131n sonu\u00e7lar\u0131na bak\u0131ld\u0131\u011f\u0131nda son zamanlarda tahmin problemlerinde s\u0131k\u00e7a kullan\u0131lmaya ba\u015flayan YSA&#8217;n\u0131n y\u00fcksek tahmin g\u00fcc\u00fcne ula\u015ft\u0131\u011f\u0131 g\u00f6r\u00fclmektedir.<\/span><\/p>\n<\/td>\n<\/tr>\n<tr>\n<td valign=\"TOP\" bgcolor=\"#ffffff\" width=\"544\" height=\"22\"><span style=\"color: #0188a6;\"><span style=\"font-family: Arial, serif;\"><strong>Anahtar Kelimeler:<\/strong><\/span><\/span> <span style=\"font-family: Arial, serif;\">D\u00f6viz kuru tahmini, Parasal model, Yapay sinir a\u011flar\u0131, Avro, Amerikan Dolar\u0131<\/span><\/td>\n<\/tr>\n<tr>\n<td bgcolor=\"#ffffff\" width=\"544\" height=\"10\"><span style=\"color: #0188a6;\"><span style=\"font-family: Arial, serif;\"><strong>JEL S\u0131n\u0131fland\u0131rmas\u0131:<\/strong><\/span><\/span> <span style=\"font-family: Arial, serif;\">F31, C13, C45<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<p><table style=\"border: 0px solid #CCC;\" cellpadding=\"3\" width=\"100%\">\r\n  <tr>\r\n    <td width=\"35\">\r\n      <img decoding=\"async\" src=\"https:\/\/www.berjournal.com\/tr\/wp-content\/uploads\/icons\/pdf.gif\" alt=\"https:\/\/www.berjournal.com\/tr\/wp-content\/uploads\/icons\/pdf.gif\" width=20 height=18>\r\n    <\/td>\r\n    <td>\r\n      <b> \r\n<a href=\"https:\/\/www.berjournal.com\/tr\/?file_id=108\">Tam Metin\r\n<\/b> ( <span style=\"font-weight:bolder;\">\u2193<\/span> 4291)<\/a>    <\/td>\r\n  <\/tr>\r\n<\/table><\/p>\n<div class=\"pvc_clear\"><\/div>\n<p id=\"pvc_stats_1809\" class=\"pvc_stats all  \" data-element-id=\"1809\" style=\"\"><i class=\"pvc-stats-icon medium\" aria-hidden=\"true\"><svg aria-hidden=\"true\" focusable=\"false\" data-prefix=\"far\" data-icon=\"chart-bar\" role=\"img\" xmlns=\"http:\/\/www.w3.org\/2000\/svg\" viewBox=\"0 0 512 512\" class=\"svg-inline--fa fa-chart-bar fa-w-16 fa-2x\"><path fill=\"currentColor\" d=\"M396.8 352h22.4c6.4 0 12.8-6.4 12.8-12.8V108.8c0-6.4-6.4-12.8-12.8-12.8h-22.4c-6.4 0-12.8 6.4-12.8 12.8v230.4c0 6.4 6.4 12.8 12.8 12.8zm-192 0h22.4c6.4 0 12.8-6.4 12.8-12.8V140.8c0-6.4-6.4-12.8-12.8-12.8h-22.4c-6.4 0-12.8 6.4-12.8 12.8v198.4c0 6.4 6.4 12.8 12.8 12.8zm96 0h22.4c6.4 0 12.8-6.4 12.8-12.8V204.8c0-6.4-6.4-12.8-12.8-12.8h-22.4c-6.4 0-12.8 6.4-12.8 12.8v134.4c0 6.4 6.4 12.8 12.8 12.8zM496 400H48V80c0-8.84-7.16-16-16-16H16C7.16 64 0 71.16 0 80v336c0 17.67 14.33 32 32 32h464c8.84 0 16-7.16 16-16v-16c0-8.84-7.16-16-16-16zm-387.2-48h22.4c6.4 0 12.8-6.4 12.8-12.8v-70.4c0-6.4-6.4-12.8-12.8-12.8h-22.4c-6.4 0-12.8 6.4-12.8 12.8v70.4c0 6.4 6.4 12.8 12.8 12.8z\" class=\"\"><\/path><\/svg><\/i> <img loading=\"lazy\" decoding=\"async\" width=\"16\" height=\"16\" alt=\"Loading\" src=\"https:\/\/www.berjournal.com\/wp-content\/plugins\/page-views-count\/ajax-loader-2x.gif\" border=0 \/><\/p>\n<div class=\"pvc_clear\"><\/div>","protected":false},"excerpt":{"rendered":"<p>Makale Bilgileri Dergi: \u0130\u015fletme ve Ekonomi Ara\u015ft\u0131rmalar\u0131 Dergisi Makalenin Ba\u015fl\u0131\u011f\u0131: D\u00f6viz Kuru Tahmininde Parasal Model ve Yapay Sinir A\u011flar\u0131 Kar\u015f\u0131la\u015ft\u0131rmas\u0131 Yazar(lar): Filiz Ozkan Cilt: 3 Say\u0131: 1 Y\u0131l: 2012 Sayfa: 27-39 ISSN: 1309-2448 \u00d6zet D\u00f6viz kuru yat\u0131r\u0131mc\u0131lar i\u00e7in \u00f6nemli karar mekanizmalar\u0131ndan bir tanesidir. D\u00f6viz kurunun k\u0131sa periyotlarla de\u011fi\u015fmesi ve oynak olmas\u0131 nedeniyle, yat\u0131r\u0131mc\u0131lar riskleri azaltmak [&hellip;]<\/p>\n<div class=\"pvc_clear\"><\/div>\n<p id=\"pvc_stats_1809\" class=\"pvc_stats all  \" data-element-id=\"1809\" style=\"\"><i class=\"pvc-stats-icon medium\" aria-hidden=\"true\"><svg aria-hidden=\"true\" focusable=\"false\" data-prefix=\"far\" data-icon=\"chart-bar\" role=\"img\" xmlns=\"http:\/\/www.w3.org\/2000\/svg\" viewBox=\"0 0 512 512\" class=\"svg-inline--fa fa-chart-bar fa-w-16 fa-2x\"><path fill=\"currentColor\" d=\"M396.8 352h22.4c6.4 0 12.8-6.4 12.8-12.8V108.8c0-6.4-6.4-12.8-12.8-12.8h-22.4c-6.4 0-12.8 6.4-12.8 12.8v230.4c0 6.4 6.4 12.8 12.8 12.8zm-192 0h22.4c6.4 0 12.8-6.4 12.8-12.8V140.8c0-6.4-6.4-12.8-12.8-12.8h-22.4c-6.4 0-12.8 6.4-12.8 12.8v198.4c0 6.4 6.4 12.8 12.8 12.8zm96 0h22.4c6.4 0 12.8-6.4 12.8-12.8V204.8c0-6.4-6.4-12.8-12.8-12.8h-22.4c-6.4 0-12.8 6.4-12.8 12.8v134.4c0 6.4 6.4 12.8 12.8 12.8zM496 400H48V80c0-8.84-7.16-16-16-16H16C7.16 64 0 71.16 0 80v336c0 17.67 14.33 32 32 32h464c8.84 0 16-7.16 16-16v-16c0-8.84-7.16-16-16-16zm-387.2-48h22.4c6.4 0 12.8-6.4 12.8-12.8v-70.4c0-6.4-6.4-12.8-12.8-12.8h-22.4c-6.4 0-12.8 6.4-12.8 12.8v70.4c0 6.4 6.4 12.8 12.8 12.8z\" class=\"\"><\/path><\/svg><\/i> <img loading=\"lazy\" decoding=\"async\" width=\"16\" height=\"16\" alt=\"Loading\" src=\"https:\/\/www.berjournal.com\/wp-content\/plugins\/page-views-count\/ajax-loader-2x.gif\" border=0 \/><\/p>\n<div class=\"pvc_clear\"><\/div>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[3,1],"tags":[],"class_list":["post-1809","post","type-post","status-publish","format-standard","hentry","category-makale","category-manuscript"],"a3_pvc":{"activated":true,"total_views":76,"today_views":0},"_links":{"self":[{"href":"https:\/\/www.berjournal.com\/tr\/wp-json\/wp\/v2\/posts\/1809","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.berjournal.com\/tr\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.berjournal.com\/tr\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.berjournal.com\/tr\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.berjournal.com\/tr\/wp-json\/wp\/v2\/comments?post=1809"}],"version-history":[{"count":0,"href":"https:\/\/www.berjournal.com\/tr\/wp-json\/wp\/v2\/posts\/1809\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.berjournal.com\/tr\/wp-json\/wp\/v2\/media?parent=1809"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.berjournal.com\/tr\/wp-json\/wp\/v2\/categories?post=1809"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.berjournal.com\/tr\/wp-json\/wp\/v2\/tags?post=1809"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}