Dynamic programming approach to selling and buying of stocks in XU030 ındex of BIST by forecasting stock prices for next five years

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dc.authorid0000-0002-7088-2104
dc.contributor.authorArık, Oğuzhan Ahmet
dc.date.accessioned2025-04-16T21:40:00Z
dc.date.available2025-04-16T21:40:00Z
dc.date.issued2018
dc.departmentFakülteler, Mühendislik Fakültesi, Endüstri Mühendisliği Bölümü
dc.description.abstractIn this paper, historical data of stocks in the XU030 index of BIST are examined by considering their trends and seasonal behaviors in order to forecast next five year’s stock prices by using ARIMA or seasonal ARIMA technique. Then, a mixed integer programming model is executed for generating a portfolio management for next five years. The proposed mixed integer programming model is based on knapsack problem. The knapsack problem is one of the most applicable portfolio management models.
dc.identifier.urihttps://hdl.handle.net/20.500.14440/1346
dc.institutionauthorArık, Oğuzhan Ahmet
dc.language.isoen
dc.publisherInternational Conference on Advanced Technologies, Computer Engineering and Science (ICATCES’18), May 11-13, 2018 Safranbolu, Turkey
dc.relation.ispartofInternational Conference on Advanced Technologies, Computer Engineering and Science (ICATCES’18), May 11-13, 2018 Safranbolu, Turkey
dc.relation.publicationcategoryKonferans Öğesi - Ulusal - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/openAccess
dc.snmzKA_Kurum_20250417
dc.subjectForecasting
dc.subjectARIMA
dc.subjectmixed integer programming
dc.subjectdynamic programming
dc.titleDynamic programming approach to selling and buying of stocks in XU030 ındex of BIST by forecasting stock prices for next five years
dc.typeConference Object

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