Predicting the Turkish Stock Market BIST 30 Index using Deep Learning

dc.contributor.authorRaşo, Halil
dc.contributor.authorDemirci, Mehmet
dc.date.accessioned2025-01-21T14:28:39Z
dc.date.available2025-01-21T14:28:39Z
dc.date.issued2019
dc.description.abstractThe 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.
dc.identifier.dergipark425560
dc.identifier.doi10.29137/umagd.425560
dc.identifier.issn1308-5514
dc.identifier.issue1-253
dc.identifier.startpage265
dc.identifier.urihttps://dergipark.org.tr/tr/download/article-file/650427
dc.identifier.urihttps://dergipark.org.tr/tr/pub/umagd/issue/39915/425560
dc.identifier.urihttps://doi.org/10.29137/umagd.425560
dc.identifier.urihttps://hdl.handle.net/20.500.12587/20310
dc.identifier.volume1
dc.language.isoen
dc.publisherKırıkkale Üniversitesi
dc.relation.ispartofUluslararası Mühendislik Araştırma ve Geliştirme Dergisi
dc.relation.publicationcategoryMakale - Ulusal Hakemli Dergi
dc.rightsinfo:eu-repo/semantics/openAccess
dc.snmzKA_20241229
dc.subjectStock market index prediction
dc.subjectDeep learning
dc.subjectDeep Neural Network
dc.subjectStock index
dc.subjectBIST
dc.titlePredicting the Turkish Stock Market BIST 30 Index using Deep Learning
dc.typeArticle

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