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  • 标题:AN ESTIMATION BY HIDDEN MARKOV MODEL FOR THE ISTANBUL STOCK EXCHANGE
  • 本地全文:下载
  • 作者:Ersoy ÖZ
  • 期刊名称:Ekonomik Yaklasim
  • 印刷版ISSN:1300-1868
  • 出版年度:2009
  • 卷号:20
  • 期号:72
  • 页码:59-85
  • DOI:10.5455/ey.10692
  • 语种:Turkish
  • 出版社:International Medical Journal Management and Indexing System
  • 摘要:Futuristic estimations on the finance sector have become more frequent over the recent years in our country. These estimation methods are generally in the form of making comments about the future by using the past data. Stock market have an important place in finance sector. The change rate of the value of The Istanbul Stock Exchange National 100 index which is an indicator for the stocks that are transacted in this market can be based not just only on many economic reasons but also on psychological and political reasons. In this study, to estimate the change rate of the value of The Istanbul Stock Exchange National 100 Index using Hidden Markov Model which is based upon Markov Chains, an application has been improved. By this estimation, at which Hidden Markov Model is used, effective results are observed.
  • 关键词:Markov Chains; Hidden Markov Model; Algorithms of Hidden Markov Model; The Istanbul Stock Exchange; Estimation
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