Pörtföy yönetimi ve hisse senedi seçiminde bir karar destek sistemi
[ X ]
Tarih
2004
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Kırıkkale Üniversitesi
Erişim Hakkı
info:eu-repo/semantics/closedAccess
Özet
ÖZET PORTFÖY YÖNETİMİ VE HİSSE SENEDİ SEÇİMİNDE BİR KARAR DESTEK SİSTEMİ İŞLER, Mesut Cemil Kırıkkale Üniversitesi Fen Bilimleri Enstitüsü Endüstri Mühendisliği Ana Bilim Dalı, Yüksek Lisans Tezi Danışman: Yrd. Doç. Dr. Ahmet Kürşad TÜRKER Temmuz 2004, 197 Sayfa. Bu çalışmada, portföy yönetiminde menkul kıymet seçim aşamasının desteği için (Karar Destek Sistemi Olarak), uzman sistem yaklaşımı ile, İMKB'de hisse senedi fiyat hareketi tahmini yapılmaya çalışılmıştır. Karar destek sistemi için bir çıkarım mekanizması geliştirilmiş, Paradoks 7.0 veri tabanı sistemi ve Delphi 5.0 programı kullanılarak, İMKB'de seanslık olarak veriler değerlendirilmiş ve hisse senetlerine ait pozisyonları tahmin etmesi sağlanmıştır. Belli tarihler arası denenmiş ve sonuçlan ortaya konup değerlendirilmiştir. Ayrıca bu çalışmada, çeşitli portföy analiz yöntemlerinden ve portföy yönetim stratejilerinden bahsedilmiştir. Anahtar Kelimeler: Portföy Yönetimi, Uzman Sistem, Karar Destek Sistemi, Portföy Analizi.
ABSTRACT A DECISION SUPPORT SYSTEM AT PORTFOLIO MANAGEMENT AND SELECTION FOR STOCKS İŞLER, Mesut Cemil Kırıkkale University The Graduate Scholl Of Natural And Applied Sciences Department of Industrial Engineering, Master Science Thesis Supervisor: Asst. Prof. Dr. Ahmet Kürşad TÜRKER July 2004, 197 Pages. In this study, selection phase of stocks and bonds choice in portfolio management (Decision Support System), stock share price movements in the Istanbul Stock Exchange Market (IMKB) was forecasted by an expert system approach. An evaluation mechanism was developed for the decision support system. Paradox 7.0 database system and Delphi 7.0 software were applied for the evaluation of share prices on a basis of session and thus range of share values were estimated. The method was tested for a certain period of time and the results were evaluated accordingly. Furthermore in this study, various methods of portfolio analysis and portfolio management strategies are discussed. Key Words: Portfolio Management, Expert System, Decision Support System, Portfolio Analysis. II
ABSTRACT A DECISION SUPPORT SYSTEM AT PORTFOLIO MANAGEMENT AND SELECTION FOR STOCKS İŞLER, Mesut Cemil Kırıkkale University The Graduate Scholl Of Natural And Applied Sciences Department of Industrial Engineering, Master Science Thesis Supervisor: Asst. Prof. Dr. Ahmet Kürşad TÜRKER July 2004, 197 Pages. In this study, selection phase of stocks and bonds choice in portfolio management (Decision Support System), stock share price movements in the Istanbul Stock Exchange Market (IMKB) was forecasted by an expert system approach. An evaluation mechanism was developed for the decision support system. Paradox 7.0 database system and Delphi 7.0 software were applied for the evaluation of share prices on a basis of session and thus range of share values were estimated. The method was tested for a certain period of time and the results were evaluated accordingly. Furthermore in this study, various methods of portfolio analysis and portfolio management strategies are discussed. Key Words: Portfolio Management, Expert System, Decision Support System, Portfolio Analysis. II
Açıklama
Anahtar Kelimeler
Endüstri ve Endüstri Mühendisliği, Industrial and Industrial Engineering
