Predicting the Turkish Stock Market BIST 30 Index using Deep Learning

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Tarih

2019

Dergi Başlığı

Dergi ISSN

Cilt Başlığı

Yayıncı

Kırıkkale Üniversitesi

Erişim Hakkı

info:eu-repo/semantics/openAccess

Özet

The non-linearity and high change rates of stockmarket index prices make prediction a challenging problem for traders and datascientists. Data modeling and machine learning have been extensively utilizedfor proposing solutions to this difficult problem. In recent years, deeplearning has proved itself in solving such complex problems. In this paper, we tacklethe problem of forecasting the Turkish Stock Market BIST 30 indexmovements and prices. We propose a deep learning model fed withtechnical indicators and oscillators calculated from historical index pricedata. Experiments conducted by applying our model on a dataset gathered for aperiod of 27 months on www.investing.com demonstrate that our solutionoutperforms other similar proposals and attains good accuracy, achieving 0.0332,0.109, 0.09, 0.1069 and 0.2581 as mean squared error in predicting BIST 30index prices for the next five trading days. Based on these results, we arguethat using deep neural networks is advisable for stock market index prediction.

Açıklama

Anahtar Kelimeler

Stock market index prediction, Deep learning, Deep Neural Network, Stock index, BIST

Kaynak

Uluslararası Mühendislik Araştırma ve Geliştirme Dergisi

WoS Q Değeri

Scopus Q Değeri

Cilt

1

Sayı

1-253

Künye