Abstract:

In recent years, the advances in technology and the ease of access to data have led to a significant increase in the number of data mining work. In this study, the shares that act together under the influence of macroeconomic variables in order to create a portfolio were identified with data mining. In addition to the shares included in the M1 index (BIST-30), M1 cash supply, gold ounce price, export import satisfaction rate, industrial production index, currency basket, manufacturing industry capacity use rate, interest rate, producer price index, financial services trust index, international direct investments, raw oil, S&P 500 index has been used as macroeconomic variables. The study used a five-year set of data covering the years 2014-2019. The FP-Growth algorithm, which has a high performance to determine the processes that work together, has been used and the WEKA program has been preferred for application. The study has taken advantage of the changes in the stock markets and macroeconomic variables to determine which investment instruments investors can invest or which investment instruments can follow. The most basic outcome from this study is that the share of the banking index in the financial index from the share in the Stock Exchange Istanbul 30 index moves greatly together.

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