{"id":5267,"date":"2021-01-29T01:40:27","date_gmt":"2021-01-28T22:40:27","guid":{"rendered":"https:\/\/www.berjournal.com\/?p=5267"},"modified":"2021-01-29T11:00:51","modified_gmt":"2021-01-29T08:00:51","slug":"predicting-direction-of-stock-price-using-machine-learning-techniques-the-sample-of-borsa-istanbul","status":"publish","type":"post","link":"https:\/\/www.berjournal.com\/tr\/predicting-direction-of-stock-price-using-machine-learning-techniques-the-sample-of-borsa-istanbul","title":{"rendered":"Pay Senedi Fiyat Y\u00f6n\u00fcn\u00fcn Makine \u00d6\u011frenmesi Y\u00f6ntemleri ile Tahmini: Borsa \u0130stanbul \u00d6rne\u011fi"},"content":{"rendered":"

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Makale Bilgileri<\/td>\n<\/tr>\n
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Dergi:<\/td>\nBusiness and Economics Research Journal<\/td>\n<\/tr>\n
Makalenin Ba\u015fl\u0131\u011f\u0131:<\/td>\nPay Senedi Fiyat Y\u00f6n\u00fcn\u00fcn Makine \u00d6\u011frenmesi Y\u00f6ntemleri ile Tahmini: Borsa \u0130stanbul \u00d6rne\u011fi<\/td>\n<\/tr>\n
Yazar(lar):<\/td>\nBar\u0131\u015f Aksoy<\/td>\n<\/tr>\n
Cilt:<\/td>\n12<\/td>\n<\/tr>\n
Say\u0131:<\/td>\n1<\/td>\n<\/tr>\n
Y\u0131l:<\/td>\n2021<\/td>\n<\/tr>\n
Sayfa:<\/td>\n89-110<\/td>\n<\/tr>\n
ISSN:<\/td>\n2619-9491<\/td>\n<\/tr>\n
DOI Numaras\u0131:<\/td>\n10.20409\/berj.2021.312<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/td>\n<\/tr>\n
\u00d6z<\/td>\n<\/tr>\n
Bu \u00e7al\u0131\u015fmada Borsa \u0130stanbul 30 Endeksinde ve Kurumsal Y\u00f6netim Endeksinde bulunan be\u015f imalat sanayi \u015firketinin 2010\/3 ve 2020\/3 d\u00f6nemine ait verilerle \u00fc\u00e7 ay sonraki ortalamas\u0131 al\u0131nm\u0131\u015f pay senedi fiyat y\u00f6n\u00fc tahmin edilmi\u015ftir. Veri seti, \u00f6rnek kapsam\u0131ndaki \u015firketlerin \u00fc\u00e7er ayl\u0131k dokuz mali tablo verisi ve \u00fc\u00e7 ayl\u0131k ortalamas\u0131 al\u0131nm\u0131\u015f be\u015f makroekonomik de\u011fi\u015fkenden olu\u015fmaktad\u0131r. Tahmin y\u00f6ntemleri olarak Yapay Sinir A\u011flar\u0131, S\u0131n\u0131fland\u0131rma ve Regresyon A\u011fac\u0131 ile K- En Yak\u0131n Kom\u015fu Algoritmas\u0131 kullan\u0131lm\u0131\u015ft\u0131r. \u00c7al\u0131\u015fmada kullan\u0131lan t\u00fcm y\u00f6ntemlerde 10 katl\u0131 \u00e7apraz do\u011frulama y\u00f6ntemi kullan\u0131lm\u0131\u015ft\u0131r. Yapay Sinir A\u011flar\u0131 ile S\u0131n\u0131fland\u0131rma ve Regresyon A\u011fac\u0131 analizlerinde en iyi parametrelerin ve performans kriterlerinin belirlenmesi fonksiyonu kullan\u0131larak verilen parametre aral\u0131klar\u0131 do\u011frultusunda en iyi sonu\u00e7 veren modeller elde edilmi\u015ftir. Analiz sonucuna g\u00f6re pay senedi fiyat y\u00fcn\u00fcn\u00fc Yapay Sinir A\u011flar\u0131 %98,05, S\u0131n\u0131fland\u0131rma ve Regresyon A\u011fac\u0131 %96,10 ve K- En Yak\u0131n Kom\u015fu Algoritmas\u0131 %92,20 oran\u0131nda genel s\u0131n\u0131fland\u0131rma do\u011frulu\u011fu elde etmi\u015ftir. S\u0131n\u0131fland\u0131rma ve Regresyon A\u011fac\u0131n\u0131n olu\u015fturulmas\u0131nda verileri ikiye b\u00f6len \u00f6nemli de\u011fi\u015fkenler olarak \u201cNet K\u00e2r Marj\u0131\u201d, \u201cFiyat\/Kazan\u00e7 Oran\u0131\u201d, \u201cHisse Ba\u015f\u0131na K\u00e2r Oran\u0131\u201d, \u201cCDS Primi (\u00fc\u00e7 ayl\u0131k ortalama)\u201d ve \u201cT\u00fcketici G\u00fcven Endeksi\u201d bulunmu\u015ftur. Bu bulgular, yat\u0131r\u0131mc\u0131lar\u0131n bu \u00e7al\u0131\u015fmada kullan\u0131lan modelleri kullanabileceklerini ve\/veya hali haz\u0131rda kullanm\u0131\u015f olduklar\u0131 modellere d\u00e2hil edebileceklerini g\u00f6stermektedir.<\/td>\n<\/tr>\n
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Anahtar Kelimeler:<\/td>\nPay Senedi Fiyat Y\u00f6n\u00fc Tahmini, Borsa \u0130stanbul, Yapay Sinir A\u011flar\u0131, K- En Yak\u0131n Kom\u015fu Algoritmas\u0131, S\u0131n\u0131fland\u0131rma ve Regresyon A\u011fac\u0131<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/td>\n<\/tr>\n
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JEL S\u0131n\u0131fland\u0131rmas\u0131:<\/td>\nC45, C51, E27, E44, G11<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n
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Makale Bilgileri Dergi: Business and Economics Research Journal Makalenin Ba\u015fl\u0131\u011f\u0131: Pay Senedi Fiyat Y\u00f6n\u00fcn\u00fcn Makine \u00d6\u011frenmesi Y\u00f6ntemleri ile Tahmini: Borsa \u0130stanbul \u00d6rne\u011fi Yazar(lar): Bar\u0131\u015f Aksoy Cilt: 12 Say\u0131: 1 Y\u0131l: 2021 Sayfa: 89-110 ISSN: 2619-9491 DOI Numaras\u0131: 10.20409\/berj.2021.312 \u00d6z Bu \u00e7al\u0131\u015fmada Borsa \u0130stanbul 30 Endeksinde ve Kurumsal Y\u00f6netim Endeksinde bulunan be\u015f imalat sanayi \u015firketinin 2010\/3 […]<\/p>\n

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