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HİSSE SENEDİ GETİRİLERİNİN TAHMİNİNDE YAPAY SİNİR AĞI MODELİ KULLANIMI: İMKB’DE BİR UYGULAMA

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dc.contributor.authorDayi, Faruk
dc.date.accessioned2026-01-04T12:25:51Z
dc.date.issued2018-11-26
dc.description.abstractHisse senedi getirilerini tahmin etmek amaciyla yapilan calismalar incelendiginde, YSA modelinin daha basarili sonuclar verdigi gorulmektedir. IMKB’de islem goren imalat sirketlerinin hisse senedi getirilerini tahmin etmek amaciyla gerceklestirilen bu calismada, 1986 yilindan itibaren islem gormeye baslayan firmalarin verileri kullanilmak istenmistir. Ancak IMKB veri tabanindan 1991 yilindan onceki verilere ulasmak mumkun olmadigi icin, analiz donemi 1991-2010 donemi olarak belirlenmistir. Calisma kapsaminda 2008, 2009 ve 2010 yillarina ait hisse senedi getirilerindeki degisim, Statik ve Dinamik YSA modelleri ile tahmin edilmis ve ayni yil gerceklesen gercek degerlerle karsilastirilarak modelin performansi olculmustur. Hisse senedi getirilerinin tahmininde Dinamik YSA modelinin daha basarili bir yontem oldugu tespit edilmistir.
dc.description.urihttps://doi.org/10.20990/kilisiibfakademik.442843
dc.description.urihttps://dx.doi.org/10.20990/kilisiibfakademik.442843
dc.description.urihttps://dergipark.org.tr/tr/pub/kilisiibfakademik/issue/40595/442843
dc.identifier.doi10.20990/kilisiibfakademik.442843
dc.identifier.endpage592
dc.identifier.issn1309-3762
dc.identifier.openairedoi_dedup___::bed6af8b5d101a059826a50dbb1798fe
dc.identifier.startpage572
dc.identifier.urihttps://hdl.handle.net/20.500.12597/37041
dc.publisherKilis 7 Aralik University
dc.relation.ispartofAkademik Araştırmalar ve Çalışmalar Dergisi (AKAD)
dc.rightsOPEN
dc.subjectHisse Senedi getirisi
dc.subjectMenkul Kıymetler Borsası
dc.subjectYapay sinir ağları
dc.titleHİSSE SENEDİ GETİRİLERİNİN TAHMİNİNDE YAPAY SİNİR AĞI MODELİ KULLANIMI: İMKB’DE BİR UYGULAMA
dc.typeArticle
dspace.entity.typePublication
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