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SCOPUS Q1 Özgün Makale Scopus
Price prediction of dual-listed stocks with RF and LSTM algorithms: NYSE and BIST comparison
Mathematical Modelling and Numerical Simulation with Applications 2024 Cilt 4
Scopus Eşleşmesi Bulundu
1
Atıf
4
Cilt
207-230
Sayfa
Scopus Yazarları: Kazım Karaboğa, Gamze Śekeroglu, Esra Kiziloğlu, Emine Nihan Cici-Karaboğa, Ayşe Merve Acilar
Özet
Companies are looking for ways to access capital from developed markets instead of local markets to find financing. While some companies use debt instruments for this purpose, others use equity financing methods. One of the techniques used in equity financing is the simultaneous registration of shares on national and foreign stock exchanges, also known as the dual-registration method. Investors entering international markets by investing in dual-registered shares is important for companies to gain capital. However, another important issue for those investing in stocks is the ability to gain capital through accurate prediction of price movements. The aim of this study is to predict the prices of Turkcell stocks traded on Borsa Istanbul and the New York Stock Exchange (NYSE) using machine learning and deep learning methodologies. The results of the analyses conducted with the Random Forest Regressor and Long Short-Term Memory algorithms, which are machine learning and deep learning algorithms, respectively, showed that both algorithms exhibited a lower error rate in predicting the closing prices of Turkcell stocks on the NYSE.
Anahtar Kelimeler (Scopus)
Dual-listed stocks LSTM price prediction artificial intelligence algorithm

Anahtar Kelimeler

Dual-listed stocks LSTM price prediction artificial intelligence algorithm

Makale Bilgileri

Dergi Mathematical Modelling and Numerical Simulation with Applications
ISSN 2791-8564
Yıl 2024 / 12. ay
Cilt / Sayı 4
Sayfalar 207 – 230
Makale Türü Özgün Makale
Hakemlik Hakemli
Endeks SCOPUS Q1
TEŞV Puanı 15,00
Yayın Dili İngilizce
Kapsam Uluslararası
Toplam Yazar 5 kişi
Erişim Türü Elektronik
Erişim Linki Makaleye Git
Alan Sosyal, Beşeri ve İdari Bilimler Temel Alanı Ekonometri

YÖKSİS Yazar Kaydı

Yazar Adı CİCİ KARABOĞA EMİNE NİHAN,ŞEKEROĞLU GAMZE,KIZILOĞLU ESRA,KARABOĞA KAZIM,ACILAR AYŞE MERVE
YÖKSİS ID 8477880

Metrikler

Scopus Atıf 1
TEŞV Puanı 15,00
Yazar Sayısı 5