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Although several studies have examined the power of the artificial neural network models in predicting Istanbul Stock Exchange (ISE) indexes, there is no evidence on the predictive power of these models for ISE traded stock returns. This paper intends to examine the power of neural network models in prediction of daily returns of the selected stocks from ISE-30 index. The performance of the neural network models are evaluated by trading profits. The results of the study presented that the neural network models could beat the buy-and-hold strategy for most of the periods under investigation.
Journal Type : Uluslararası
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