Stock price prediction is an important topic for investors and companies. The increasing effect of machine learning methods in every field also applies to stock forecasting. In this study, it is aimed to predict the future prices of the stocks of companies in different sectors traded on the Borsa Istanbul (BIST) 30 Index. For the study, the data of two companies selected as examples from each of the holding, white goods, petrochemical, iron and steel, transportation and communication sectors were analyzed. In the study, in addition to the share analysis of the sectors, the price prediction performances of the machine learning algorithm on a sectoral basis were examined. For these tests, XGBoost, Support Vector Machines (SVM), K-nearest neighbors (KNN) and Random Forest (RF) algorithms were used. The obtained results were analyzed with mean absolute error (MAE), mean absolute percent error (MAPE), mean squared error (MSE), and R2 correlation metrics. The best estimations on a sectoral basis were made for companies in the Iron and Steel and Petroleum field. One of the most important innovations in the study is the examination of the effect of current macro changes on the forecasting model. As an example, the effect of the changes in the Central Bank Governors, which took place three times in the 5-year period, on the forecast was investigated. The results showed that the unpredictable effects on the policies after the change of Governors also negatively affected the forecast performance
This study was partially carried out in the Software Technologies Research Laboratory (STAR Lab) of the Kocaeli University Software Engineering Department.
Primary Language | English |
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Subjects | Artificial Intelligence, Software Engineering |
Journal Section | Articles |
Authors | |
Publication Date | December 31, 2022 |
Submission Date | November 7, 2022 |
Acceptance Date | November 30, 2022 |
Published in Issue | Year 2022Volume: 5 Issue: 3 |
The papers in this journal are licensed under a Creative Commons Attribution-NonCommercial 4.0 International License