Forecasting financial indicators by generalized behavioral learning method

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dc.authoridTağluk, M. Emin/0000-0001-7789-6376
dc.authoridERTUGRUL, Ömer Faruk/0000-0003-0710-0867
dc.authorwosidTağluk, M. Emin/ABH-1005-2020
dc.authorwosidERTUGRUL, Ömer Faruk/F-7057-2015
dc.contributor.authorErtugrul, Omer Faruk
dc.contributor.authorTagluk, Mehmet Emin
dc.date.accessioned2024-08-04T20:43:56Z
dc.date.available2024-08-04T20:43:56Z
dc.date.issued2018
dc.departmentİnönü Üniversitesien_US
dc.description.abstractForecasting financial indicators (indexes/prices) is a complex and a quite difficult issue because they depend on many factors such as political events, financial ratios, and economic variables. Also, the psychological facts or decision-making styles of investors or experts are other major reasons for this difficulty. In this study, a generalized behavioral learning method (GBLM) was employed to forecast financial indicators, which are the indexes/prices of 34 different financial indicators (24 stock indexes, 2 forexes, 3 financial futures, and 5 commodities). The achieved results were compared with the reported results in the literature and the obtained results by artificial neural network, which is widely used and suggested for forecasting financial indicators. These results showed that GBLM can be successfully employed in short-term forecasting financial indicators by detecting hidden market behavior (pattern) from their previous values. Also, the results showed that GBLM has the ability to track the fluctuation and the main trend.en_US
dc.identifier.doi10.1007/s00500-017-2768-3
dc.identifier.endpage8272en_US
dc.identifier.issn1432-7643
dc.identifier.issn1433-7479
dc.identifier.issue24en_US
dc.identifier.scopus2-s2.0-85027101363en_US
dc.identifier.scopusqualityQ2en_US
dc.identifier.startpage8259en_US
dc.identifier.urihttps://doi.org/10.1007/s00500-017-2768-3
dc.identifier.urihttps://hdl.handle.net/11616/97924
dc.identifier.volume22en_US
dc.identifier.wosWOS:000449795600017en_US
dc.identifier.wosqualityQ2en_US
dc.indekslendigikaynakWeb of Scienceen_US
dc.indekslendigikaynakScopusen_US
dc.language.isoenen_US
dc.publisherSpringeren_US
dc.relation.ispartofSoft Computingen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectForecasting financial indicatorsen_US
dc.subjectGeneralized behavioral learning methoden_US
dc.subjectExtreme learning machineen_US
dc.subjectHidden market behavioren_US
dc.titleForecasting financial indicators by generalized behavioral learning methoden_US
dc.typeArticleen_US

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