{"id":"https://openalex.org/W2969746214","doi":"https://doi.org/10.1109/siu.2019.8806296","title":"Analysis of Price Models in Istanbul Stock Exchange","display_name":"Analysis of Price Models in Istanbul Stock Exchange","publication_year":2019,"publication_date":"2019-04-01","ids":{"openalex":"https://openalex.org/W2969746214","doi":"https://doi.org/10.1109/siu.2019.8806296","mag":"2969746214"},"language":"en","primary_location":{"id":"doi:10.1109/siu.2019.8806296","is_oa":false,"landing_page_url":"https://doi.org/10.1109/siu.2019.8806296","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2019 27th Signal Processing and Communications Applications Conference (SIU)","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5081605448","display_name":"Sefa Tekin","orcid":null},"institutions":[{"id":"https://openalex.org/I128277893","display_name":"Bah\u00e7e\u015fehir University","ror":"https://ror.org/00yze4d93","country_code":"TR","type":"education","lineage":["https://openalex.org/I128277893"]}],"countries":["TR"],"is_corresponding":false,"raw_author_name":"Sefa Tekin","raw_affiliation_strings":["Bahcesehir Universitesi, Istanbul, TR"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Bahcesehir Universitesi, Istanbul, TR","institution_ids":["https://openalex.org/I128277893"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5032006091","display_name":"Ethem \u00c7anako\u011flu","orcid":"https://orcid.org/0000-0002-2572-1985"},"institutions":[{"id":"https://openalex.org/I128277893","display_name":"Bah\u00e7e\u015fehir University","ror":"https://ror.org/00yze4d93","country_code":"TR","type":"education","lineage":["https://openalex.org/I128277893"]}],"countries":["TR"],"is_corresponding":false,"raw_author_name":"Ethem Canakoglu","raw_affiliation_strings":["Bahcesehir Universitesi, Istanbul, TR"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Bahcesehir Universitesi, Istanbul, TR","institution_ids":["https://openalex.org/I128277893"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I128277893"],"apc_list":null,"apc_paid":null,"fwci":1.9968,"has_fulltext":false,"cited_by_count":7,"citation_normalized_percentile":{"value":0.87303946,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"4"},"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/T11052","display_name":"Energy Load and Power Forecasting","score":0.9955999851226807,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9944999814033508,"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/autoregressive-integrated-moving-average","display_name":"Autoregressive integrated moving average","score":0.7922747135162354},{"id":"https://openalex.org/keywords/stock-exchange","display_name":"Stock exchange","score":0.6465970277786255},{"id":"https://openalex.org/keywords/equity","display_name":"Equity (law)","score":0.6284465789794922},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.6205798387527466},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6159400343894958},{"id":"https://openalex.org/keywords/share-price","display_name":"Share price","score":0.5944204330444336},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.4653324484825134},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.4493206739425659},{"id":"https://openalex.org/keywords/deep-learning","display_name":"Deep learning","score":0.44635850191116333},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.38770416378974915},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.3508341908454895},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.3166542053222656},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.17892786860466003}],"concepts":[{"id":"https://openalex.org/C24338571","wikidata":"https://www.wikidata.org/wiki/Q2566298","display_name":"Autoregressive integrated moving average","level":3,"score":0.7922747135162354},{"id":"https://openalex.org/C200870193","wikidata":"https://www.wikidata.org/wiki/Q11691","display_name":"Stock exchange","level":2,"score":0.6465970277786255},{"id":"https://openalex.org/C199728807","wikidata":"https://www.wikidata.org/wiki/Q2578557","display_name":"Equity (law)","level":2,"score":0.6284465789794922},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6205798387527466},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6159400343894958},{"id":"https://openalex.org/C2779538965","wikidata":"https://www.wikidata.org/wiki/Q1020013","display_name":"Share price","level":3,"score":0.5944204330444336},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.4653324484825134},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.4493206739425659},{"id":"https://openalex.org/C108583219","wikidata":"https://www.wikidata.org/wiki/Q197536","display_name":"Deep learning","level":2,"score":0.44635850191116333},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.38770416378974915},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3508341908454895},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3166542053222656},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.17892786860466003},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/siu.2019.8806296","is_oa":false,"landing_page_url":"https://doi.org/10.1109/siu.2019.8806296","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2019 27th Signal Processing and Communications Applications Conference (SIU)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.4099999964237213,"display_name":"Industry, innovation and infrastructure","id":"https://metadata.un.org/sdg/9"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":17,"referenced_works":["https://openalex.org/W1496108247","https://openalex.org/W1815264562","https://openalex.org/W1969852690","https://openalex.org/W1980458013","https://openalex.org/W1980836123","https://openalex.org/W2062393833","https://openalex.org/W2101465260","https://openalex.org/W2209610041","https://openalex.org/W2265020332","https://openalex.org/W2468836459","https://openalex.org/W2603235440","https://openalex.org/W2734986640","https://openalex.org/W2754191969","https://openalex.org/W2798058877","https://openalex.org/W2811286831","https://openalex.org/W2873132424","https://openalex.org/W3125589452"],"related_works":["https://openalex.org/W3175321409","https://openalex.org/W4312561791","https://openalex.org/W2389894046","https://openalex.org/W2215717369","https://openalex.org/W4312309719","https://openalex.org/W2980748541","https://openalex.org/W4313123484","https://openalex.org/W2146461990","https://openalex.org/W4200142652","https://openalex.org/W1527014014"],"abstract_inverted_index":{"Equity":[0,10],"investments":[1,11],"are":[2],"one":[3],"of":[4,24,41,45,66],"the":[5,22,39,67],"most":[6],"important":[7],"asset":[8],"classes.":[9],"have":[12],"high":[13,18],"return":[14],"yield":[15],"however":[16],"also":[17],"risk":[19],"due":[20],"to":[21,59],"variability":[23],"share":[25,29],"prices.":[26,62],"Therefore,":[27],"precise":[28],"price":[30],"modeling":[31],"is":[32],"essential.":[33],"In":[34],"this":[35],"study,":[36],"we":[37,70],"examined":[38],"data":[40],"30":[42],"leading":[43],"companies":[44],"Borsa":[46],"Istanbul.":[47],"We":[48],"applied":[49],"ARIMA,":[50],"Machine":[51],"learning":[52,56,86],"algorithms":[53],"and":[54,78],"Deep":[55],"techniques":[57],"(LSTM)":[58],"BIST30":[60],"stock":[61],"As":[63],"a":[64],"result":[65],"computational":[68],"analysis,":[69],"observed":[71],"that":[72],"ARIMA":[73],"performs":[74,81],"better":[75,82],"than":[76,83],"LSTM":[77],"linear":[79],"regression":[80],"other":[84],"machine":[85],"techniques.":[87]},"counts_by_year":[{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":1}],"updated_date":"2026-07-29T14:22:42.915294","created_date":"2025-10-10T00:00:00"}
