Scopus
YÖKSİS Eşleşti
Price prediction of dual-listed stocks with RF and LSTM algorithms: NYSE and BIST comparison
Mathematical Modelling and Numerical Simulation with Applications · Aralık 2024
YÖKSİS Kayıtları
Price prediction of dual-listed stocks with RF and LSTM algorithms: NYSE and BIST comparison
Mathematical Modelling and Numerical Simulation with Applications · 2024 Scopus Q1
DOÇENT GAMZE ŞEKEROĞLU →
Price prediction of dual-listed stocks with RF and LSTM algorithms: NYSE and BIST comparison
Mathematical Modelling and Numerical Simulation with Applications · 2024 SCOPUS Q1
DOÇENT ESRA KIZILOĞLU →
Makale Bilgileri
DergiMathematical Modelling and Numerical Simulation with Applications
Yayın TarihiAralık 2024
Cilt / Sayfa4 · 207-230
Scopus ID2-s2.0-85216108929
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.
Yazarlar (5)
1
Emine Nihan Cici-Karaboğa
ORCID: 0000-0001-9580-077X
2
Gamze Śekeroglu
3
Esra Kiziloğlu
4
Kazım Karaboğa
ORCID: 0000-0002-4365-1714
5
Ayşe Merve Acilar
ORCID: 0000-0002-0133-2694
Anahtar Kelimeler
artificial intelligence algorithm
Dual-listed stocks
LSTM
price prediction
Kurumlar
Necmettin Erbakan Üniversitesi
Meram Turkey
Selçuk Üniversitesi
Selçuklu Turkey
Metrikler
1
Atıf
5
Yazar
4
Anahtar Kelime