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Ham Petrol Fiyatlarinin Yapay Sinir Aglari ile Tahmini

Author

Listed:
  • Oguz Kaynar

    (Cumhuriyet Universitesi Iktisadi ve Idari Bilimler Fakultesi Yonetim Bilisim Sistemleri Bolumu)

  • Serkan Tastan

    (Cumhuriyet Universitesi Iktisadi ve Idari Bilimler Fakultesi Yonetim Bilisim Sistemleri Bolumu)

  • Ferhan Demirkoparan

    (Cumhuriyet Universitesi Iktisadi ve Idari Bilimler Fakultesi Yonetim Bilisim Sistemleri Bolumu)

Abstract

Ekonomide hemen her sektor, dogrudan ya da dolayli olarak petrole bagimlidir. Bu nedenle petrol piyasasinda ve dolayisiyla fiyatinda ortaya cikan degisiklikler, olusturduklari zincirleme reaksiyonlar araciligi ile hem ulke, hem de dunya ekonomisi uzerinde cesitli etkiler yaratmaktadir. Karmasik dinamiklerinden dolayi, oldukca degisken ve etkilesimli bir yapiya sahip petrol piyasasinda gelecege yonelik etkili planlar yapmak icin dogru ve guvenilir tahminlere gereksinim vardir. Bu amacla calismamizda ham petrol fiyatlarini tahmin etmek icin klasik zaman serileri analiz yontemlerinden ARIMA ile veri seti icerisindeki karmasik iliskileri basariyla modelleyebilen son yillarda zaman serisi analizinde sikca yer alan MLP ve RBF yapay sinir aglari kullanilmistir.

Suggested Citation

  • Oguz Kaynar & Serkan Tastan & Ferhan Demirkoparan, 2010. "Ham Petrol Fiyatlarinin Yapay Sinir Aglari ile Tahmini," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 10(2), pages 559-573.
    • Handle: RePEc:ege:journl:v:10:y:2010:i:2:p:559-573
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    More about this item

    Keywords

    YSA; MLP; RBF; ARIMA; Ham Petrol; Tahmin;
    All these keywords.

    JEL classification:

    • E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications

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