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Two Different Points of View through Artificial Intelligence and Vector Autoregressive Models for Ex Post and Ex Ante Forecasting
المؤلفون المشاركون
Aydin, Alev Dilek
Caliskan Cavdar, Seyma
المصدر
Computational Intelligence and Neuroscience
العدد
المجلد 2015، العدد 2015 (31 ديسمبر/كانون الأول 2015)، ص ص. 1-11، 11ص.
الناشر
Hindawi Publishing Corporation
تاريخ النشر
2015-10-13
دولة النشر
مصر
عدد الصفحات
11
التخصصات الرئيسية
الملخص EN
The ANN method has been applied by means of multilayered feedforward neural networks (MLFNs) by using different macroeconomic variables such as the exchange rate of USD/TRY, gold prices, and the Borsa Istanbul (BIST) 100 index based on monthly data over the period of January 2000 and September 2014 for Turkey.
Vector autoregressive (VAR) method has also been applied with the same variables for the same period of time.
In this study, different from other studies conducted up to the present, ENCOG machine learning framework has been used along with JAVA programming language in order to constitute the ANN.
The training of network has been done by resilient propagation method.
The ex post and ex ante estimates obtained by the ANN method have been compared with the results obtained by the econometric forecasting method of VAR.
Strikingly, our findings based on the ANN method reveal that there is a possibility of financial distress or a financial crisis in Turkey starting from October 2017.
The results which were obtained with the method of VAR also support the results of ANN method.
Additionally, our results indicate that the ANN approach has more superior prediction performance than the VAR method.
نمط استشهاد جمعية علماء النفس الأمريكية (APA)
Aydin, Alev Dilek& Caliskan Cavdar, Seyma. 2015. Two Different Points of View through Artificial Intelligence and Vector Autoregressive Models for Ex Post and Ex Ante Forecasting. Computational Intelligence and Neuroscience،Vol. 2015, no. 2015, pp.1-11.
https://search.emarefa.net/detail/BIM-1057696
نمط استشهاد الجمعية الأمريكية للغات الحديثة (MLA)
Aydin, Alev Dilek& Caliskan Cavdar, Seyma. Two Different Points of View through Artificial Intelligence and Vector Autoregressive Models for Ex Post and Ex Ante Forecasting. Computational Intelligence and Neuroscience No. 2015 (2015), pp.1-11.
https://search.emarefa.net/detail/BIM-1057696
نمط استشهاد الجمعية الطبية الأمريكية (AMA)
Aydin, Alev Dilek& Caliskan Cavdar, Seyma. Two Different Points of View through Artificial Intelligence and Vector Autoregressive Models for Ex Post and Ex Ante Forecasting. Computational Intelligence and Neuroscience. 2015. Vol. 2015, no. 2015, pp.1-11.
https://search.emarefa.net/detail/BIM-1057696
نوع البيانات
مقالات
لغة النص
الإنجليزية
الملاحظات
Includes bibliographical references
رقم السجل
BIM-1057696
قاعدة معامل التأثير والاستشهادات المرجعية العربي "ارسيف Arcif"
أضخم قاعدة بيانات عربية للاستشهادات المرجعية للمجلات العلمية المحكمة الصادرة في العالم العربي
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تقوم هذه الخدمة بالتحقق من التشابه أو الانتحال في الأبحاث والمقالات العلمية والأطروحات الجامعية والكتب والأبحاث باللغة العربية، وتحديد درجة التشابه أو أصالة الأعمال البحثية وحماية ملكيتها الفكرية. تعرف اكثر
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