2018
DOI: 10.25272/ijisef.412760
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Kira Sertifikası Fiyat Değerlerinin Makine Öğrenmesi Metodu ile Tahmini

Abstract: Alternatif bir finansman aracı olarak kabul edilen ve İslami kriterlere uygun bir menkul kıymet olan sukuk, menkul kıymetleştirme alanında gittikçe daha popüler hale gelen bir yatırım aracı olarak dikkat çekmektedir. İslami bankacılık ile uyumlu olan sukuk, hükümetler ve şirketler tarafından ihraç edilen tahvil benzeri araçlardır. Bu çalışma, ülkemizde sukuk ihraç eden Vakıf Portföy şirketi kira sertifikası fiyatları üzerinde yapılmış ve günlük fiyat verileri K-En Yakın Komşuluk (KNN) algoritması kullanılarak … Show more

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Cited by 5 publications
(3 citation statements)
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“…Further, Yiğiter et al. [20] used kNN algorithm to estimate the rental certificate prices. The model presented a successful performance in terms of estimating the prices for the next 1, 3 and 5 days.…”
Section: Literature Reviewmentioning
confidence: 99%
“…Further, Yiğiter et al. [20] used kNN algorithm to estimate the rental certificate prices. The model presented a successful performance in terms of estimating the prices for the next 1, 3 and 5 days.…”
Section: Literature Reviewmentioning
confidence: 99%
“…At the end of the study, it was seen that all three models could be used to capture stock market index movements, while the artificial neural network algorithm was a better classifier. Yiğiter et al (2018) tried to predict the price value of a lease certificate using machine learning techniques. Vakıf Portföy company, which issues sukuk in Turkey, was made on lease certificate prices, and daily price data were modelled using the K-Nearest Neighbors (KNN) algorithm.…”
Section: Literaturementioning
confidence: 99%
“…The k number is very important when it comes to determining the optimum categorization or estimation. It can use trial-and-error or crossvalidation approaches to choose the correct k number [24]. The class of data is determined by averaging the k data points calculated as the closest distance of the training set.…”
Section: K-nearest Neighborhood (Knn)mentioning
confidence: 99%