Bankacılık Sektörüne Derin Öğrenme Yöntemiyle Bakış: BIST Banka Endeksi Hareket Yönlerinin Tahmini.

Ayyıldız, Nazif

Banks, the fundamental players in the financial system, play a crucial role in ensuring the healthy functioning of the economy. Bank indices are generally considered indicators of economic health, reflecting the performance of a country's financial sector. The BIST Bank Index, comprising leading bank stocks in Türkiye, represents the performance of the banking sector. On the other hand, predicting stock prices is often a complex issue influenced by various and variable factors. In addition to traditional methods such as fundamental and technical analysis used for forecasting in financial markets, numerous machine learning methods have been developed in recent years. Machine learning methods can effectively handle the non-linear and non-stationary characteristics of financial series, providing accurate predictions. Particularly, the deep learning method has gained prominence in prediction applications by efficiently processing large datasets and identifying nonlinear relationships with high accuracy. The aim of this study is to predict the directional movements of the BIST Bank Index, which includes the leading bank stocks in Türkiye, using the deep learning method. The analysis incorporates weekly closing values of the BIST Bank Index from January 1, 2013, to December 31, 2023, along with weekly data on deposit and loan interest rates, overnight interest rates, deposit and loan volumes, total assets of the banking sector, exchange rates (USD and Euro), and BIST 100 index closing values. A total of 574 weeks of data were obtained for each input variable, resulting in the utilization of 5,740 financial data points in the analysis. The analysis revealed that the directional movements of the BIST Bank Index were predicted with an accuracy of 88.70% using the deep learning method. These findings demonstrate that the deep learning method can be effectively employed to predict the directional movements of bank indices with a certain level of accuracy.

BANKING industry; BUSINESS forecasting; ECONOMIC indicators; DEEP learning; BANK stocks

Itobiad: Journal of the Human & Social Science Researches / İnsan ve Toplum Bilimleri Araştırmaları Dergisi, 2024, Vol 13, Issue 3, p1277

2147-1185

Academic Journal

10.15869/itobiad.1451709