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İMKB ENDEKS ÖNGÖRÜSÜ İÇİN İLERİ BESLEMELİ AĞ MİMARİSİNE SAHİP YAPAY SİNİR AĞI MODELLEMESİ

ARTIFICIAL NEURAL NETWORK MODELLING TO PREDICT THE EE INDEX USING FEED FORWARD NETWORK ARCHITECTURE

Journal Name:

  • Uluslararası İktisadi ve İdari İncelemeler Dergisi

Publication Year:

  • 2010

Key Words:

Keywords (Original Language):

Author NameUniversity of AuthorFaculty of Author
Abstract (2. Language): 
This research is about the application of neural networks in forecasting stock market index in Istanbul Stock Exchange between 1997- 2000 and it gives a brief expressions on the mathematical methods of neural network systems and algorithms in forecasting stock market prices. The market direction is being forecasted with a thirteen variable for learning in Neural Network System and model is upgraded by the Back-Propagation Algorithm. All computations were calculated by a program called ISE Neural Network Simulator.
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Abstract (Original Language): 
Bu çalışmada 1997-2000 yılları arasında Istanbul Menkul Kıymetler Borsasında gerçekleşen borsa endeks değerinin tahminine ait bir uygulama yer almaktadır. Ayrıca borsada gerçekleşen fiyatların tahmininde kullanılan nöral ağ sistemleri ve algoritmalarına ait matematiksel yöntemlerden de kısaca bahsedilmiştir. Pazarın yönü tahmin edilirken onüç değişkenli bir Nöral Ağ Sistemi kurulmuş ve sistemin Hatayı Geriye Yayma Algoritması ile değerlendirilmesi yapılmıştır. Tüm hesaplamalar İMKB Nöral Ağ Simulatörü adı verilen bir programla yapılmıştır.
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  • 5
21-40
  • Turkish

JEL Codes:

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