PREDICTING USD/ TL EXCHANGE RATE IN TURKEY: THE LONG-SHORT TERM MEMORY APPROACH
Yıl: 2023 Cilt: 10 Sayı: 2 Sayfa Aralığı: 935 - 949 Metin Dili: İngilizce DOI: 10.30798/makuiibf.1097568 İndeks Tarihi: 07-08-2023
PREDICTING USD/ TL EXCHANGE RATE IN TURKEY: THE LONG-SHORT TERM MEMORY APPROACH
Öz: The prediction of the exchange rate time series has been quite challenging but is an essential process. This is as a result of the inherent noise and the volatile behavior in these series. Time series analysis models such as ARIMA have been used for this purpose. However, these models are limited due to the fact that they are not able to explain the non-linearity as well as the stochastic properties of foreign exchange rates. In order to perform a more accurate exchange rate prediction, deep-learning methods have been employed withremarkable rates of success. In this paper, we apply the Long-Short Term Memory Neural Network to predict the USD/TL exchange rate in Turkey. The result from this paper indicates that the Long-Short Term Memory Neural Network deep learning method gives higher prediction accuracy compared to the Auto Regressive Integrated Moving Average and the Multilayer Perception Neural Network models.
Anahtar Kelime: TÜRKİYE'DE DOLAR/TL KURUNU TAHMİN ETMEK: UZUN-KISA BELLEK SİNİR AĞLARI YAKLAŞIMI
Öz: Döviz kuru zaman serisinin tahmini oldukça zorlu, ancak önemli bir süreçtir. Bu, serilerdeki kalıtsal gürültü özelliğinin ve kırılgan davranışının sonucudur. Bu amaçla ARIMA gibi zaman serisi analiz modelleri kullanılmıştır. Ancak bu modeller döviz kurlarının stokastik özelliklerinin yanı sıra doğrusal olmama özelliklerini de açıklayamamaları nedeniyle sınırlıdırlar. Daha doğru bir döviz kuru tahmini gerçekleştirmek için, önemli başarı oranlarına sahip derin öğrenme yöntemleri uygulanmaktadır. Bu çalışma da, Türkiye'deki USD/TL kurunu tahmin etmek için Uzun-Kısa Vadeli Bellek Sinir Ağı yöntemi uygulanmaktadır. Bu makaleden elde edilen sonuç, Uzun-Kısa Süreli Bellek Sinir Ağı derin öğrenme yönteminin otoregresif hareketli ortalamalar yöntemi ile Çok katmanlı Yapay Sinir Ağı modellerine kıyasla daha yüksek tahmin yapmaktadır.
Anahtar Kelime: Belge Türü: Makale Makale Türü: Araştırma Makalesi Erişim Türü: Erişime Açık
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| APA | Yağmur A, Karaçor Z, MANGIR f, YUSSIF A (2023). PREDICTING USD/ TL EXCHANGE RATE IN TURKEY: THE LONG-SHORT TERM MEMORY APPROACH. , 935 - 949. 10.30798/makuiibf.1097568 |
| Chicago | Yağmur Ayten,Karaçor Zeynep,MANGIR fatih,YUSSIF ABBUL-RAZAK BAAWA PREDICTING USD/ TL EXCHANGE RATE IN TURKEY: THE LONG-SHORT TERM MEMORY APPROACH. (2023): 935 - 949. 10.30798/makuiibf.1097568 |
| MLA | Yağmur Ayten,Karaçor Zeynep,MANGIR fatih,YUSSIF ABBUL-RAZAK BAAWA PREDICTING USD/ TL EXCHANGE RATE IN TURKEY: THE LONG-SHORT TERM MEMORY APPROACH. , 2023, ss.935 - 949. 10.30798/makuiibf.1097568 |
| AMA | Yağmur A,Karaçor Z,MANGIR f,YUSSIF A PREDICTING USD/ TL EXCHANGE RATE IN TURKEY: THE LONG-SHORT TERM MEMORY APPROACH. . 2023; 935 - 949. 10.30798/makuiibf.1097568 |
| Vancouver | Yağmur A,Karaçor Z,MANGIR f,YUSSIF A PREDICTING USD/ TL EXCHANGE RATE IN TURKEY: THE LONG-SHORT TERM MEMORY APPROACH. . 2023; 935 - 949. 10.30798/makuiibf.1097568 |
| IEEE | Yağmur A,Karaçor Z,MANGIR f,YUSSIF A "PREDICTING USD/ TL EXCHANGE RATE IN TURKEY: THE LONG-SHORT TERM MEMORY APPROACH." , ss.935 - 949, 2023. 10.30798/makuiibf.1097568 |
| ISNAD | Yağmur, Ayten vd. "PREDICTING USD/ TL EXCHANGE RATE IN TURKEY: THE LONG-SHORT TERM MEMORY APPROACH". (2023), 935-949. https://doi.org/10.30798/makuiibf.1097568 |
| APA | Yağmur A, Karaçor Z, MANGIR f, YUSSIF A (2023). PREDICTING USD/ TL EXCHANGE RATE IN TURKEY: THE LONG-SHORT TERM MEMORY APPROACH. Mehmet Akif Ersoy Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 10(2), 935 - 949. 10.30798/makuiibf.1097568 |
| Chicago | Yağmur Ayten,Karaçor Zeynep,MANGIR fatih,YUSSIF ABBUL-RAZAK BAAWA PREDICTING USD/ TL EXCHANGE RATE IN TURKEY: THE LONG-SHORT TERM MEMORY APPROACH. Mehmet Akif Ersoy Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 10, no.2 (2023): 935 - 949. 10.30798/makuiibf.1097568 |
| MLA | Yağmur Ayten,Karaçor Zeynep,MANGIR fatih,YUSSIF ABBUL-RAZAK BAAWA PREDICTING USD/ TL EXCHANGE RATE IN TURKEY: THE LONG-SHORT TERM MEMORY APPROACH. Mehmet Akif Ersoy Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, vol.10, no.2, 2023, ss.935 - 949. 10.30798/makuiibf.1097568 |
| AMA | Yağmur A,Karaçor Z,MANGIR f,YUSSIF A PREDICTING USD/ TL EXCHANGE RATE IN TURKEY: THE LONG-SHORT TERM MEMORY APPROACH. Mehmet Akif Ersoy Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi. 2023; 10(2): 935 - 949. 10.30798/makuiibf.1097568 |
| Vancouver | Yağmur A,Karaçor Z,MANGIR f,YUSSIF A PREDICTING USD/ TL EXCHANGE RATE IN TURKEY: THE LONG-SHORT TERM MEMORY APPROACH. Mehmet Akif Ersoy Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi. 2023; 10(2): 935 - 949. 10.30798/makuiibf.1097568 |
| IEEE | Yağmur A,Karaçor Z,MANGIR f,YUSSIF A "PREDICTING USD/ TL EXCHANGE RATE IN TURKEY: THE LONG-SHORT TERM MEMORY APPROACH." Mehmet Akif Ersoy Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 10, ss.935 - 949, 2023. 10.30798/makuiibf.1097568 |
| ISNAD | Yağmur, Ayten vd. "PREDICTING USD/ TL EXCHANGE RATE IN TURKEY: THE LONG-SHORT TERM MEMORY APPROACH". Mehmet Akif Ersoy Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 10/2 (2023), 935-949. https://doi.org/10.30798/makuiibf.1097568 |
