A comparison of global, recurrent and smoothed-piecewise neural models for Istanbul stock exchange (ISE) prediction

By Serdar Yümlü, Fikret S. Gürgen, Nesrin Okay. 2005

69 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Economics and Econometrics, Management Science and Operations Research

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Artificial Intelligence

1. Omer Berat Sezer
2. M. Ugur Gudelek
3. Kimon P. Valavanis
4. George S. Atsalakis
5. A. Ozbayoglu

In Economics and Econometrics

1. Omer Berat Sezer
2. A. Ozbayoglu
3. M. Ugur Gudelek
4. George S. Atsalakis
5. Kimon P. Valavanis
6. Tugrul U. Daim
7. Erkam Güresen
8. Gülgün Kayakutlu

In Management Science and Operations Research

1. M. Ugur Gudelek
2. A. Ozbayoglu
3. Omer Berat Sezer
4. George S. Atsalakis
5. Kimon P. Valavanis
6. Weiwei Jiang
7. Longbing Cao
8. Tugrul U. Daim

Citations in the corpus

• Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019 (2019, methodology): “[145] BIST 1990-2002 Index data 7d 1d MLP, RNN, MoE HIT, positive/negative HIT, MSE, MAE -”
• Applications of ANNs in Stock Market Prediction : A Survey (2011, unknown): “In future work ANNs can also be explore for other applications and comparative study with other models.”
• Surveying stock market forecasting techniques - Part II: Soft computing methods (2009, background): “Egeli, Ozturan, and Badur (2003), Yumlu, Gurgen, and Okay (2004, 2005) forecast the Istanbul Stock Exchange market.”