Stock Market Index Prediction With Artificial Neural Networks And Fuzzy Logic: Example Of Developed And Developing Countries Cover Image

Bulanık Mantık ve Yapay Sinir Ağları ile Borsa Endeks Tahmini: Gelişmiş ve Gelişmekte Olan Ülkeler Örneği
Stock Market Index Prediction With Artificial Neural Networks And Fuzzy Logic: Example Of Developed And Developing Countries

Author(s): Ali Özer, Salim Sercan Sarı, Eyyup Ensar Başakın
Subject(s): Economy
Published by: Hitit Üniversitesi Sosyal Bilimler Enstitüsü
Keywords: Stock Price; Fuzzy Logic; Artificial Neural Network;

Summary/Abstract: There are recently popular scientific studies on fuzzy logic and artificial neural networks methods being used for the implementation of the forecasts to the Financial Markets. In this study, developing countries, which are China (Shangai), India (Nifty 50), Mexico (IPC) and Istanbul (BIST-100), and developed countires, which are USA (Nasdaq), England (FTSE-100), Germany (DAX) and France (CAC40) have been assessed. By using stocks' closing values in weekly based, the study compares tho active models' performance in estimation. In the phase of model building, time series values are divided into two groups as 60% training and 40% test. As a result, it was reached the fact of successfully promising results of various artificial intelligence models to predict stock returns specified in many studies by getting some evidence that shows the statistical and financial performances of models.

  • Issue Year: 11/2018
  • Issue No: 1
  • Page Range: 99-124
  • Page Count: 26
  • Language: Turkish