Ali ÖZER, Salim Sercan SARI, Eyyup Ensar BAŞAKIN

BULANIK MANTIK VE YAPAY SİNİR AĞLARI İLE BORSA ENDEKS TAHMİNİ: GELİŞMİŞ VE GELİŞMEKTE OLAN ÜLKELER ÖRNEĞİ

Tahminlerin finansal piyasalara uygulanmasına ilişkin kullanılan yöntemlerden bulanık mantık ve yapay sinir ağları üzerine son yıllarda artan bilimsel çalışmalar vardır. Buradan hareketle çalışmada, gelişmiş ve gelişmekte olan ülkelerde ele alınan modellerin tahmin performansını test etmek için sekiz borsa endeksinin verileri kullanılarak iki etkin modelin tahminde gösterdikleri performansları karşılaştırılmaya çalışılmıştır. Zaman serisi değerleri model oluşturma aşamasında %60 eğitim, %40 test olarak iki gruba ayrılmıştır. Sonuç olarak modellerin istatistiksel ve finansal performanslarını gösteren bazı kanıtlar elde edilerek birçok çalışmada belirtilen hisse senedi getirilerini tahmin etmek için çeşitli yapay zeka modellerini başarıyla uygulamanın umut verici sonuçlar verdiği gerçeğine ulaşılmıştır.

Anahtar Kelimeler:

Hisse Senedi, Bulanık Mantık

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