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İMKB Sigorta Endeksini Olusturan Sirketlerin Hisse Senedi Fiyatlarının Yapay Sinir Ağları İle Tahmini

Year 2011, Issue: 51, 27 - 40, 01.07.2011

Ahmet Akcan Cem Kartal

Abstract

Finans piyasalarında sigorta sektörü önemli bir yere sahiptir. Bir risk yönetimi aracı olarak sigorta, günümüz is hayatının önemli bir parçası haline gelmistir. Sektörün borsada islem gören sirketleri de yatırımcılar tarafından büyük ilgi görmekle birlikte, gerek ekonomik dalgalanmalar, gerekse sektöre özgü dalgalanmalar nedeniyle, sigorta sirketlerinin hisse senetlerinin fiyatlarında ve dolayısıyla getirilerinde oynaklık gözlenmektedir. Bu nedenle, bu hisse senetlerinin fiyatlarının tahmin edilmesi yatırımcılar için önemli bir konudur. Bu çalısmada, İstanbul Menkul Kıymetler Borsası’nda sigorta sektörü endeksini olusturan yedi adet sirketin hisse senedi fiyatları, günümüz finans piyasalarında tahminler yapmak amacıyla yaygın kullanımı olan Yapay Sinir Ağı Modelleri ile tahmin edilmeye çalısılmıstır. Bulgular, yapılan tüm tahminlerin basarılı olduğunu, özellikle de 1 aya kadar olan tahminlerin oldukça basarılı olduğunu ortaya koymustur.

Keywords

İstanbul Menkul Kıymetler Borsası İMKB Sigorta Sirketleri Yapay Sinir Ağları Tahmin

The Forecasting of Stock Prices in ISE Insurance Index with Artificial Neural Networks

Year 2011, Issue: 51, 27 - 40, 01.07.2011

Ahmet Akcan Cem Kartal

Abstract

Insurance sector has an important role in financial markets. Insurance as a risk management tool has become an important part of today's business world. Publicly traded companies in the sector also seeing great interest by investors, But, because of both economic and sectoral fluctuations, volatility in insurance companies' stock prices and returns is observed. Therefore, it is an important issue for investors to predict stock prices. In this study, stock prices of seven companies which form ISE Insurance Sector Index tried to be estimated with artificial neural network models. The findings showed that all the predictions to be successful, especially on predictions that up to one month are quite successful.

Keywords

Istanbul Stock Exchance ISE Insurance Companies Artificial Neural Networks Forecasting

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Details

Other ID JA56EM98VB
Journal Section Research Article
Authors

Ahmet Akcan This is me

Cem Kartal

Publication Date July 1, 2011
Submission Date July 1, 2011
Published in Issue Year 2011 Issue: 51

Cite

APA Akcan, A., & Kartal, C. (2011). The Forecasting of Stock Prices in ISE Insurance Index with Artificial Neural Networks. The Journal of Accounting and Finance(51), 27-40.
AMA Akcan A, Kartal C. The Forecasting of Stock Prices in ISE Insurance Index with Artificial Neural Networks. The Journal of Accounting and Finance. July 2011;(51):27-40.
Chicago Akcan, Ahmet, and Cem Kartal. “The Forecasting of Stock Prices in ISE Insurance Index With Artificial Neural Networks”. The Journal of Accounting and Finance, no. 51 (July 2011): 27-40.
EndNote Akcan A, Kartal C (July 1, 2011) The Forecasting of Stock Prices in ISE Insurance Index with Artificial Neural Networks. The Journal of Accounting and Finance 51 27–40.
IEEE A. Akcan and C. Kartal, “The Forecasting of Stock Prices in ISE Insurance Index with Artificial Neural Networks”, The Journal of Accounting and Finance, no. 51, pp. 27–40, July 2011.
ISNAD Akcan, Ahmet - Kartal, Cem. “The Forecasting of Stock Prices in ISE Insurance Index With Artificial Neural Networks”. The Journal of Accounting and Finance 51 (July 2011), 27-40.
JAMA Akcan A, Kartal C. The Forecasting of Stock Prices in ISE Insurance Index with Artificial Neural Networks. The Journal of Accounting and Finance. 2011;:27–40.
MLA Akcan, Ahmet and Cem Kartal. “The Forecasting of Stock Prices in ISE Insurance Index With Artificial Neural Networks”. The Journal of Accounting and Finance, no. 51, 2011, pp. 27-40.
Vancouver Akcan A, Kartal C. The Forecasting of Stock Prices in ISE Insurance Index with Artificial Neural Networks. The Journal of Accounting and Finance. 2011(51):27-40.