{"id":"https://openalex.org/W2264104308","doi":null,"title":"Stock Market Forecasting: Artificial Neural Network and Linear Regression Comparison in An Emerging Market","display_name":"Stock Market Forecasting: Artificial Neural Network and Linear Regression Comparison in An Emerging Market","publication_year":2005,"publication_date":"2005-07-01","ids":{"openalex":"https://openalex.org/W2264104308","mag":"2264104308"},"language":"en","primary_location":{"id":"mag:2264104308","doi":null,"is_oa":true,"landing_page_url":"https://papers.ssrn.com/sol3/papers.cfm?abstract_id=893741","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"SSRN Electronic Journal","raw_type":null},"volume":null,"type":"preprint","is_traditional":true,"indexed_in":[],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://papers.ssrn.com/sol3/papers.cfm?abstract_id=893741","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5067155834","display_name":"Erdin\u00e7 Altay","orcid":"https://orcid.org/0000-0002-4461-3891","observed_orcids":["https://orcid.org/0000-0002-4461-3891"]},"institutions":[{"id":"https://openalex.org/I67581229","display_name":"Istanbul University","ror":"https://ror.org/03a5qrr21","country_code":"TR","type":"education","lineage":["https://openalex.org/I67581229"]}],"countries":["TR"],"is_corresponding":false,"raw_author_name":"Erdin\u00e7 Altay","raw_affiliation_strings":["Istanbul University, Faculty of Economics"],"raw_orcid":"https://orcid.org/0000-0002-4461-3891","affiliations":[{"raw_affiliation_string":"Istanbul University, Faculty of Economics","institution_ids":["https://openalex.org/I67581229"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5040221317","display_name":"Mehmet Hakan Satman","orcid":"https://orcid.org/0000-0002-9402-1982","observed_orcids":["https://orcid.org/0000-0002-9402-1982"]},"institutions":[{"id":"https://openalex.org/I67581229","display_name":"Istanbul University","ror":"https://ror.org/03a5qrr21","country_code":"TR","type":"education","lineage":["https://openalex.org/I67581229"]}],"countries":["TR"],"is_corresponding":false,"raw_author_name":"Mehmet Hakan Satman","raw_affiliation_strings":["Istanbul University, Faculty of Economics"],"raw_orcid":"https://orcid.org/0000-0002-9402-1982","affiliations":[{"raw_affiliation_string":"Istanbul University, Faculty of Economics","institution_ids":["https://openalex.org/I67581229"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I67581229"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":64,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":"18","issue":"2","first_page":"18","last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":1.0,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":1.0,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.0,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.0,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/stock-market-forecasting","display_name":"stock market prediction","score":0.9860000014305115},{"id":"https://openalex.org/keywords/neural-network","display_name":"artificial neural networks","score":0.9940000176429749},{"id":"https://openalex.org/keywords/linear-regression","display_name":"linear regression","score":0.9779999852180481},{"id":"https://openalex.org/keywords/borsa-istanbul","display_name":"Borsa Istanbul","score":0.9190000295639038},{"id":"https://openalex.org/keywords/emerging-markets","display_name":"emerging markets","score":0.7649999856948853},{"id":"https://openalex.org/keywords/trading-strategies","display_name":"trading strategies","score":0.7480000257492065},{"id":"https://openalex.org/keywords/out-of-sample-forecast-accuracy","display_name":"out-of-sample forecast accuracy","score":0.906000018119812},{"id":"https://openalex.org/keywords/buy-and-hold-strategy","display_name":"buy-and-hold strategy","score":0.7160000205039978}],"concepts":[{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6816360950469971},{"id":"https://openalex.org/C48921125","wikidata":"https://www.wikidata.org/wiki/Q10861030","display_name":"Linear regression","level":2,"score":0.5837188363075256},{"id":"https://openalex.org/C200870193","wikidata":"https://www.wikidata.org/wiki/Q11691","display_name":"Stock exchange","level":2,"score":0.5396819710731506},{"id":"https://openalex.org/C83546350","wikidata":"https://www.wikidata.org/wiki/Q1139051","display_name":"Regression","level":2,"score":0.5396025776863098},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.5297174453735352},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.4991133213043213},{"id":"https://openalex.org/C152877465","wikidata":"https://www.wikidata.org/wiki/Q208042","display_name":"Regression analysis","level":2,"score":0.4937370717525482},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.48246410489082336},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.42776575684547424},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.38322871923446655},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3399074673652649},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.25457173585891724},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.19178196787834167},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.16051262617111206},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.15953263640403748},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"mag:2264104308","doi":null,"is_oa":true,"landing_page_url":"https://papers.ssrn.com/sol3/papers.cfm?abstract_id=893741","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"SSRN Electronic Journal","raw_type":null},{"id":"mag:3123909942","doi":null,"is_oa":false,"landing_page_url":"https://www.questia.com/library/journal/1P3-1021378321/stock-market-forecasting-artificial-neural-network","pdf_url":null,"source":{"id":"https://openalex.org/S2764547682","display_name":"Journal of Financial Management and Analysis","issn_l":"0970-4205","issn":["0970-4205"],"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":["abdc-c","anvur-scientific"],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":"Journal of Financial Management and Analysis","raw_type":null}],"best_oa_location":{"id":"mag:2264104308","doi":null,"is_oa":true,"landing_page_url":"https://papers.ssrn.com/sol3/papers.cfm?abstract_id=893741","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"SSRN Electronic Journal","raw_type":null},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W2265020332","https://openalex.org/W7220763776","https://openalex.org/W3217440701","https://openalex.org/W85467525","https://openalex.org/W2125136454","https://openalex.org/W2230163470","https://openalex.org/W2737377897","https://openalex.org/W2796121296","https://openalex.org/W1969865884","https://openalex.org/W3123473877"],"abstract_inverted_index":{"In":[0],"this":[1],"research,":[2],"we":[3,19,60],"compare":[4],"the":[5,33,56,77,109],"forecasting":[6],"performance":[7],"of":[8,23,29,43,70,79,123],"ANN":[9,30,44,73,102],"and":[10,18,25,40,49,90,97,135,141,150],"linear":[11,110],"regression":[12,58,111,149],"strategies":[13],"in":[14],"Istanbul":[15],"Stock":[16],"Exchange":[17],"get":[20,61],"some":[21],"evidence":[22,63],"statistical":[24],"financial":[26],"out":[27],"perform":[28],"models.":[31],"Although":[32],"out-of-sample":[34],"forecast":[35],"accuracy":[36],"statistics":[37],"(RMSE,":[38],"MAE":[39],"Theil's":[41],"U)":[42],"models":[45,74,103,112],"which":[46,145],"employ":[47],"daily":[48],"monthly":[50,98,142],"data":[51,99,143],"are":[52,115,146],"not":[53],"better":[54,106,147],"than":[55,108,148],"alternative":[57],"models,":[59],"significant":[62],"for":[64,94,138],"a":[65],"superior":[66],"market":[67],"direction":[68],"prediction":[69],"ANNs.":[71],"The":[72,101],"correctly":[75],"predict":[76],"signs":[78],"stock":[80],"indexes":[81],"up":[82,129],"to":[83,130],"57,8":[84],"per":[85,88,92],"cent,":[86],"67,1":[87],"cent":[89,93],"78,3":[91],"daily,":[95,139],"weekly":[96,140],"respectively.":[100],"also":[104],"generate":[105],"returns":[107],"when":[113],"they":[114],"used":[116],"as":[117],"trading":[118],"strategies.":[119,152],"A":[120],"hypothetical":[121],"portfolio":[122],"1":[124],"YTL":[125,134,137],"initial":[126],"value":[127],"reach":[128],"2,76":[131],"YTL,":[132],"2,63":[133],"3,35":[136],"respectively,":[144],"buy-and-hold":[151]},"counts_by_year":[{"year":2024,"cited_by_count":7},{"year":2023,"cited_by_count":8},{"year":2022,"cited_by_count":11},{"year":2021,"cited_by_count":6},{"year":2020,"cited_by_count":5},{"year":2019,"cited_by_count":6},{"year":2018,"cited_by_count":7},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":4},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":1},{"year":2012,"cited_by_count":2}],"updated_date":"2026-11-04T10:54:05.112534","created_date":"2016-06-24T00:00:00"}