Performance comparison of artificial neural network (ANN) and support vector machines (SVM) models for the stock selection problem: An application on the Istanbul Stock Exchange (ISE) - 30 index in Turkey

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dc.contributor.authorTimor, Mehpare
dc.contributor.authorDincer, Hasan
dc.contributor.authorEmir, Senol
dc.date.accessioned2014-06-27T08:12:45Z
dc.date.available2014-06-27T08:12:45Z
dc.date.issued2012
dc.departmentÄ°stanbul Beykent Ãœniversitesien_US
dc.descriptionAfrican Journal of Business Management Vol. 6(3), pp. 1191-1198, 25 January, 2012tr_TR
dc.description.abstractSupport vector machines (SVM) and artificial neural networks (ANN) are machine learning methods that find a wide range of applications both in the field of engineering and social sciences. Recently, studies especially in the field of finance for the classification and estimation make it necessary to use these methods often in this area. In this study, different SVM and ANN models for the problem of stocks selection which provide maximum returns have been applied on different combinations of data sets which obtained from the balance sheets, stocks prices and the results of a comparative analysis has been presented. The findings show that SVM and ANN models including financial ratios give meaningful performance results for the stock selection.en_US
dc.identifier.issn1993-8233
dc.language.isoenen_US
dc.publisherAcademic Journalstr_TR
dc.relation.publicationcategoryMakale - Ulusal Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.subjectSupport vector machinestr_TR
dc.subjectartificial neural networkstr_TR
dc.subjectstock selectiontr_TR
dc.subjectfinancial ratiostr_TR
dc.subjectfeature selectiontr_TR
dc.titlePerformance comparison of artificial neural network (ANN) and support vector machines (SVM) models for the stock selection problem: An application on the Istanbul Stock Exchange (ISE) - 30 index in Turkeyen_US
dc.typeArticleen_US

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