Sobiad Atıf Dizini

Citation Number 3

Downloands 14

Article Detail

Citation Owners

STOCK RETURN FORECASTS WITH ARTIFICIAL NEURAL NETWORK MODELS

2009

Journal:

Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi

Author:

Abstract:

İstanbul Menkul Kıymetler Borsası (İMKB) endekslerinin yapay sinir ağları modelleri ile tahmin edilebilirliği çeşitli çalışmalarda irdelenmiştir. Fakat söz konusu modellerle İMKB’de işlem gören hisse senetlerinin getirileri tahmin edilebilirliği üzerine bulgular bulunmamaktadır. Bu çalışmada yapay sinir ağları modellerinin, IMKB-30 endeksi içersinden seçilmiş hisse senetlerinin günlük getirilerini tahmin güçleri araştırılacaktır. Modellerin tahmin güçleri,işlem karlılık ölçütü doğrultusunda değerlendirilecektir. Çalışmanın sonuçları yapay sinir ağları modellerinin incelenen dönemlerin büyük çoğunluğunda al-ve-tut stratejisine üstünlük sağladıklarını göstermiştir.

Keywords:

Citation Owners

Attention!
To view citations of publications, you must access Sobiad from a Member University Network. You can contact the Library and Documentation Department for our institution to become a member of Sobiad.

Off-Campus Access
If you are affiliated with a Sobiad Subscriber organization, you can use Login Panel for external access. You can easily sign up and log in with your corporate e-mail address.

Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi

Journal Type : Uluslararası

Metrics

Article : 763

Cite : 5.787

2023 Impact : 0.2

Details

Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi

Abstract
Listen the Abstract

Author : --

Journal :

Issue

Year

Type

Citation Count

View PDF

Relevant Articles
Article Who Cited This Publication

Relevant Articles	Author	#

Article	Author	#

User Guide

Menu

Mendeley

Endnote

STOCK RETURN FORECASTS WITH ARTIFICIAL NEURAL NETWORK MODELS

2009

Journal:

Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi

Author:

Abstract:

Keywords:

Citation Owners

Attention!
To view citations of publications, you must access Sobiad from a Member University Network. You can contact the Library and Documentation Department for our institution to become a member of Sobiad.

Off-Campus Access
If you are affiliated with a Sobiad Subscriber organization, you can use Login Panel for external access. You can easily sign up and log in with your corporate e-mail address.

Similar Articles

Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi

Metrics

User Guide

Menu

Mendeley

Endnote

STOCK RETURN FORECASTS WITH ARTIFICIAL NEURAL NETWORK MODELS

2009

Journal:

Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi

Author:

Abstract:

Keywords:

Citation Owners

Attention! To view citations of publications, you must access Sobiad from a Member University Network. You can contact the Library and Documentation Department for our institution to become a member of Sobiad.

Off-Campus AccessIf you are affiliated with a Sobiad Subscriber organization, you can use Login Panel for external access. You can easily sign up and log in with your corporate e-mail address.

Similar Articles

Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi

Metrics

Attention!
To view citations of publications, you must access Sobiad from a Member University Network. You can contact the Library and Documentation Department for our institution to become a member of Sobiad.

Off-Campus Access
If you are affiliated with a Sobiad Subscriber organization, you can use Login Panel for external access. You can easily sign up and log in with your corporate e-mail address.