Forecasting Daily and Sessional Returns of the ISE-100 Index with Neural Network Models

Autor :Emin Avci
Herausgeber :
Doğuş Üniversitesi
Herkunft :Sondersammelgebiet Vorderer Orient einschl. Nordafrika
Datum :01.01.2007
Dokumente :
Dataobject from HALCoRe_document_00013083
Typ :Forschungsarbeit
Format :Text
Kurzfassung :Especially for the last decade, the neural network models have been applied to solve financial problems like portfolio construction and stock market forecasting. Among the alternative neural network models, the multilayer perceptron
models are expected to be effective and widely applied in financial forecasting. This study examines the forecasting power multilayer perceptron models for daily and sessional returns of ISE-100 index. The findings imply that the multilayer perceptron models presented promising performance in forecasting the ISE-100 index returns. However, further emphasis should be placed on different input variables and model architectures in order to improve the forecasting performances.
Schlagwörter :Türkei
Quelle :journal.dogus.edu.tr/<b>index</b>.php/duj/article/.../101
Rechte :Autor
Anmerkungen :http://www.econturk.org/
Erstellt am :15.03.2012 - 14:39:50
Letzte Änderung :15.03.2012 - 14:40:16
MyCoRe ID :HALCoRe_document_00013083
Statische URL :http://edoc.bibliothek.uni-halle.de/servlets/DocumentServlet?id=13083