We found a match
Your institution may have rights to this item. Sign in to continue.
- Title
VERİ MADENCİLİĞİ TEKNİKLERİ İLE HİSSE SENETLERİ ARASINDAKİ FİYAT ETKİLEŞİMLERİNİN BELİRLENMESİ.
- Authors
ÜNSAL, Özkan
- Abstract
Institutional markets where investors trade on stocks of publicly traded companies are generally called stock markets. The stock market, operating under the name of Borsa Istanbul (BIST) in our country, attracts the attention of investors with a daily trading volume of approximately 2.5 billion lots. Technical analysis methods are becoming increasingly important in investors' selection of stocks. Thanks to the developing software technologies and data mining techniques, successful technical analysis can be applied on the historical data of stocks. In this study, by using data mining techniques, it is aimed to reveal the relationship rules of stocks that move with each other the most according to daily price changes. For the study, closing prices, end-of-day price changes and daily volume data were obtained for 249 trading days of 408 stocks traded on BIST during the year 2019. On the data, clustering was made with K-Means method for each trading day, and then, Apriori algorithm, one of the Association Rule methods, was applied to the obtained clusters, and the relationship rules for the stocks that moved with each other the most throughout the year were obtained.
- Subjects
DATA mining software; STOCK exchanges; APRIORI algorithm; DATA mining; PUBLIC companies
- Publication
SDU Journal of Engineering Sciences & Design / Mühendislik Bilimleri ve Tasarım Dergisi, 2020, Vol 8, Issue 5, p106
- ISSN
1308-6693
- Publication type
Article
- DOI
10.21923/jesd.834105