Prediction of crude oil prices in COVID-19 outbreak using real data

ÖÖ Kaymak, Y Kaymak - Chaos, Solitons & Fractals, 2022 - Elsevier
The world has been undergoing a global economic recession for almost two years because
of the health crisis stemming from the outbreak and its effects have still continued so far …

Increasing the accuracy of estimating the viscosity of SAE40-based nanofluid containing MWCNT-TiO2 nanoparticles using a creative method in optimizing the …

MH Esfe, D Toghraie, F Amoozadkhalili - Tribology International, 2023 - Elsevier
The viscosity (μ nf) is one of the influencing parameters in choosing that nanofluid (NF) that
affects its thermal behavior and heat transfer. In this regard, the present study is conducted …

A comprehensive study of market prediction from efficient market hypothesis up to late intelligent market prediction approaches

A Aminimehr, A Raoofi, A Aminimehr… - Computational …, 2022 - Springer
This paper has scrutinized the process of testing market efficiency, data generation process
and the feasibility of market prediction with a detailed, coherent and statistical approach …

Potential ANN prediction model for multiperformances WEDM on Inconel 718

Y Yusoff, A Mohd Zain, S Sharif, R Sallehuddin… - Neural Computing and …, 2018 - Springer
This paper proposes a machining performance prediction approach on multiple
performances of wire electrical discharge machining (WEDM) on Inconel 718. Artificial …

[PDF][PDF] The price adjustment equation with different types of conformable derivatives in market equilibrium

E Bas, B Acay, R Ozarslan - AIMS Math, 2019 - aimspress.com
In the current study, price adjustment equation which takes an important place in market
equilibrium is presented in consideration of truncated M-derivative including Mittag-Leffler …

A Markov chain analysis for BIST participation index

M Yavuz - Balıkesir Üniversitesi Fen Bilimleri Enstitüsü Dergisi, 2019 - dergipark.org.tr
This study addresses the trend estimation of the participation indices (PARTI) in the Istanbul
Stock Exchange (BIST) using Markov chain (MC) theory. PARTI can be regarded as the …

Stock market index prediction using artificial neural network

FHA Al-Akashi - Journal of Information Technology Research (JITR), 2022 - igi-global.com
Often, nonlinearity exists in the financial markets while Artificial Neural Network (ANN) could
be used to expect equity market returns for the next years. ANN has been improved its ability …

Yapay Sinir Ağlari İle Risk-Getiri Tahmini Ve Portföy Analizi

M Yavuz, Ş Sakarya, N Özdemir - Niğde Üniversitesi İktisadi ve İdari …, 2015 - dergipark.org.tr
Bu çalışmada, BIST-Sınai Endeksi'nde yer alan 140 hisse senedinin 2010 yılına ait aylık
ortalama getirileri kullanılarak risk-getiri tahmini ve portföy optimizasyonu amaçlanmıştır. Bu …

Optimization of deep learning hyperparameters with experimental design in exchange rate prediction

YE Midilli, S Parsutins - 2020 61st International Scientific …, 2020 - ieeexplore.ieee.org
Neural networks are widely used for exchange rate prediction. There are various
hyperparameters affecting the prediction performance. In this paper, experimental design …

A Feed-Forward Neural Network Approach to Istanbul Stock Exchange.

M YAVUZ, N ÖZDEMIR - Journal of Applied Computer …, 2018 - search.ebscohost.com
In this study the trend estimation of the participation indices (PARTI) in the Istanbul Stock
Exchange (BIST) using artificial neural network (ANN) theory. PARTI can be regarded as the …