Arık, Oğuzhan Ahmet2025-04-162025-04-162018https://hdl.handle.net/20.500.14440/1346In 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.eninfo:eu-repo/semantics/openAccessForecastingARIMAmixed integer programmingdynamic programmingConference Object