Neuro-Fuzzy Approach To Fundamental Analysis
| dc.authorid | TR18388 | en_US |
| dc.contributor.author | Yıldız, Birol | |
| dc.date.accessioned | 2014-11-13T14:35:45Z | |
| dc.date.available | 2014-11-13T14:35:45Z | |
| dc.date.issued | 2005 | en_US |
| dc.department | İstanbul Ticaret Üniversitesi | en_US |
| dc.description.abstract | The purpose of this study was to perform fundamental analysis and cross-sectional prediction of stock return with neuro-fuzzy. Also this study tries to understand the investors' process of financial statement analysis by interpreting the neuro-fuzzy model rules. The data set consisted of firms traded on the Istanbul Stock Exchange (ISE) in Turkey during the period of 1992-1999. Validation of the neuro-fuzzy model is conducted at the portfolio level. Even though there wasn't any statistically significant difference, the neuro-fuzzy model provides slightly higher return than benchmark portfolios. Also this approach exposes how investors select those firms which have low P/E ratios but high gross profit and/or operating profit. | en_US |
| dc.description.sponsorship | İstanbul Ticaret Üniversitesi | en_US |
| dc.identifier.isbn | 975651616X | |
| dc.identifier.uri | https://hdl.handle.net/11467/873 | |
| dc.language.iso | en | en_US |
| dc.publisher | İstanbul Ticaret Üniversitesi | en_US |
| dc.relation.ispartof | The Effects Of Globalization On Financial Reporting | en_US |
| dc.relation.ispartofseries | The Effects Of Globalization On Financial Reporting : 25-29 May 2005, Conference Proceedings;17 | |
| dc.relation.publicationcategory | Konferans Öğesi - Uluslararası - Başka Kurum Yazarı | en_US |
| dc.rights | info:eu-repo/semantics/openAccess | en_US |
| dc.subject | Neuro-Fuzzy, Fundamental Analysis, Financial Statement Analysis, Investment Decision Support System, Artificial Intelligence. | en_US |
| dc.title | Neuro-Fuzzy Approach To Fundamental Analysis | en_US |
| dc.type | Conference Object | en_US |
