Özet:

The effect of foreign exchange markets, commodity markets and stock market indices of developing countries on Bist100 is very important. The economies of the countries are strongly dependent on the economies of both their own and other countries, and therefore the markets are affected. Forecasting methods are used to follow the market economically and to make correct decisions. The dataset consists of closing data between January 2017 and October 2021. In order to ensure objectivity in experimental studies, a k=5 and 10-fold cross-validation model was applied. In comparison of models; Mean Absolute Error (MAE), Relative Absolute Error (RAE), Root Mean Square Error (RMSE) and long short-term memory (LSTM) were used. As a result of experimental studies, it has been seen that the LSTM model gives better results than machine learning models. When the test results for the LSTM model are examined, the MAE value is 10.27, the RMSE value is 14.15, and the RAE value is 6.06.

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