Doğuş Üniversitesi Dergisi

Doğuş Üniversitesi Dergisi

Forecasting Daily and Sessional Returns of the ISE - 100 Index with Neural Network Models

Yazarlar: Emin AVCI

Cilt 8 , Sayı 2 , 2007 , Sayfalar -

Konular:-

Anahtar Kelimeler:Artificial Neural Network Models,Stock Market Forecasting

Özet: Especially for the last decade, the neural network models have been applied to solve financial problems like portfolio construction and stock market forecasting. Among the alternative neural network models, the multilayer perceptron models are expected to be effective and widely applied in financial forecasting. This study examines the forecasting power multilayer perceptron models for daily and sessional returns of ISE-100 index. The findings imply that the multilayer perceptron models presented promising performance in forecasting the ISE-100 index returns. However, further emphasis should be placed on different input variables and model architectures in order to improve the forecasting performances.

ATIFLAR
Atıf Yapan Eserler
Henüz Atıf Yapılmamıştır
KAYNAK GÖSTER
BibTex
KOPYALA
@article{2007, title={Forecasting Daily and Sessional Returns of the ISE - 100 Index with Neural Network Models}, volume={8}, publisher={Doğuş Üniversitesi Dergisi}, author={Emin AVCI}, year={2007} }
APA
KOPYALA
Emin AVCI. (2007). Forecasting Daily and Sessional Returns of the ISE - 100 Index with Neural Network Models (Vol. 8). Vol. 8. Doğuş Üniversitesi Dergisi.
MLA
KOPYALA
Emin AVCI. Forecasting Daily and Sessional Returns of the ISE - 100 Index with Neural Network Models. no., Doğuş Üniversitesi Dergisi, 2007.
Atıf Görüntüle
PDF Görüntüle
Kaynak Görüntüle
Paylaş
Dergi Bilgileri