13 Mart 2022 Dergi makalesi Açık Erişim

Mehmet SARIKOÇ; Mete ÇELİK

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    "creators": [
      {
        "affiliation": "Erciyes \u00dcniversitesi", 
        "name": "Mehmet SARIKO\u00c7", 
        "orcid": "0000-0002-3081-1686"
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      {
        "affiliation": "Erciyes \u00dcniversitesi", 
        "name": "Mete \u00c7EL\u0130K", 
        "orcid": "0000-0002-1488-1502"
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    "description": "<p>Son d&ouml;nemde teknolojide g&ouml;zlenen geli\u015fim ile birlikte derin &ouml;\u011frenme y&ouml;ntemlerinin &ccedil;ok farkl\u0131 alanlarda kullan\u0131m\u0131 da h\u0131z kazanm\u0131\u015ft\u0131r. Bu alanlar\u0131n en pop&uuml;lerlerinden biri de finansal piyasalard\u0131r. Bir&ccedil;ok girdinin etken oldu\u011fu finansal veriler &uuml;zerinde ger&ccedil;ekle\u015ftirilen tahmin ve analizlerin, yat\u0131r\u0131mc\u0131lar\u0131n ve kurumsal yap\u0131lar\u0131n karar alma mekanizmalar\u0131na yard\u0131mc\u0131 etkisi b&uuml;y&uuml;k &ouml;neme sahiptir. &Ccedil;al\u0131\u015fmada bir derin &ouml;\u011frenme a\u011f\u0131 ile Borsa \u0130stanbul 100 (BIST100) endeksi tahmin edilmeye &ccedil;al\u0131\u015f\u0131lmaktad\u0131r. Ayr\u0131ca veri &ouml;n i\u015fleme a\u015famas\u0131nda Fakt&ouml;r Analizi (FA), Temel Bile\u015fen Analizi (PCA), Ba\u011f\u0131ms\u0131z Bile\u015fen Analizi (ICA) gibi istatistiksel boyut indirgeme y&ouml;ntemlerin kullan\u0131m\u0131n\u0131n, Uzun K\u0131sa S&uuml;reli Bellek (LSTM) derin &ouml;\u011frenme a\u011f\u0131 performans\u0131na olan etkisi ara\u015ft\u0131r\u0131lmaktad\u0131r. Deneyler esnas\u0131nda kullan\u0131lan veri seti; BIST100 endeksine ait g&uuml;nl&uuml;k ge&ccedil;mi\u015f verilere ve teknik analiz bilgilerine dayal\u0131 olarak haz\u0131rlanmaktad\u0131r. Veri &ouml;n i\u015fleme a\u015famas\u0131nda, derin &ouml;\u011frenme a\u011f\u0131na eklenen istatistiksel boyut indirgeme y&ouml;ntemlerinden olu\u015fturulan modeller, 5 g&uuml;n sonraki fiyat\u0131 tahmin etmeye &ccedil;al\u0131\u015f\u0131rken, R<sup>2</sup> ve RMSE &ouml;l&ccedil;&uuml;tleri &uuml;zerinden kar\u015f\u0131la\u015ft\u0131r\u0131lm\u0131\u015ft\u0131r. Bu i\u015flemler s\u0131ras\u0131nda derin &ouml;\u011frenme hiper-parametreleri d\u0131\u015f\u0131nda kalan, teknik g&ouml;stergelerin ve tahmin modelinin performans\u0131n\u0131 etkiyece\u011fi d&uuml;\u015f&uuml;n&uuml;len parametreler iyile\u015ftirilmeye &ccedil;al\u0131\u015f\u0131lm\u0131\u015ft\u0131r. Buna g&ouml;re PCA+LSTM hibrit modeli, di\u011fer boyut indirgeme y&ouml;ntemleri ile olu\u015fturulan hibrit modelleri geride b\u0131rakarak daha rekabet&ccedil;i sonu&ccedil;lar elde etmi\u015ftir. Ayn\u0131 zamanda PCA+LSTM hibrit modelinin, LSTM modelinin tek ba\u015f\u0131na elde etti\u011fi sonu&ccedil;lar\u0131, R<sup>2</sup> ve RMSE i&ccedil;in s\u0131ras\u0131 ile %4.60 ve %13.35 oranlar\u0131nda iyile\u015ftirdi\u011fi g&ouml;r&uuml;lm&uuml;\u015ft&uuml;r.</p>", 
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    "keywords": [
      "Finansal Zaman Serileri", 
      "BIST100", 
      "Fiyat Tahmini", 
      "Veri \u00d6n \u0130\u015fleme", 
      "Fakt\u00f6r Analizi (FA)", 
      "Temel Bile\u015fen Analizi (PCA)", 
      "Ba\u011f\u0131ms\u0131z Bile\u015fen Analizi (ICA)", 
      "Derin \u00d6\u011frenme", 
      "Uzun-K\u0131sa S\u00fcreli Bellek (LSTM)"
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    "license": {
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    "resource_type": {
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      "title": "Dergi makalesi", 
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    "science_branches": [
      "Teknik Bilimler > Bilgisayar Bilimleri > Yapay Zeka, Bilgisayarda \u00d6\u011frenme ve \u00d6r\u00fcnt\u00fc Tan\u0131ma > Bilgisayar \u00d6\u011frenimi"
    ], 
    "title": "Boyut \u0130ndirgeme Teknikleri ve LSTM Derin \u00d6\u011frenme A\u011f\u0131 \u0130le BIST100 Endeksi Fiyat Tahmini"
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