Forecasting Mutual Fund Prices on TEFAS Using LightGBM

Oktay Olmez

Makale detayları

Forecasting Mutual Fund Prices on TEFAS Using LightGBM

Yazarlar:

Oktay Olmez

Yayıncı:

Karyay Karadeniz Yayımcılık

Ana Başlıklar:

Finansal Matematik

Dergi:

Black Sea Journal of Engineering and Science Vol.8 Issue 4, pp.1134-1139

Belge Tipi:

Makale

Yayın Tarihi:

7/2025

Belge Dili:

İngilizce

Document ID (Org No.):

2001346269

pISSN:

2619-8991

Anahtar kelimeler:

Özet:

 This paper investigates the application of the Light Gradient Boosting Machine LightGBM algorithm for predicting the prices of mutual funds traded on the Türkiye Electronic Fund Trading Platform TEFAS. Given the increasing importance of mutual funds as an investment vehicle in Türkiye, this study explores the effectiveness of a state-of-the-art machine learning approach. Utilizing historical data from TEFAS, the LightGBM model is employed to capture complex patterns and non-linear relationships within the financial time series data. The research outlines the methodology for data preparation, feature implementation, data splitting, model configuration, training, and evaluation, including case studies to demonstrate the practical application and results.

 This paper investigates the application of the Light Gradient Boosting Machine LightGBM algorithm for predicting the prices of mutual funds traded on the Türkiye Electronic Fund Trading Platform TEFAS. Given the increasing importance of mutual funds as an investment vehicle in Türkiye, this study explores the effectiveness of a state-of-the-art machine learning approach. Utilizing historical data from TEFAS, the LightGBM model is employed to capture complex patterns and non-linear relationships within the financial time series data. The research outlines the methodology for data preparation, feature implementation, data splitting, model configuration, training, and evaluation, including case studies to demonstrate the practical application and results.

 This paper investigates the application of the Light Gradient Boosting Machine LightGBM algorithm for predicting the prices of mutual funds traded on the Türkiye Electronic Fund Trading Platform TEFAS. Given the increasing importance of mutual funds as an investment vehicle in Türkiye, this study explores the effectiveness of a state-of-the-art machine learning approach. Utilizing historical data from TEFAS, the LightGBM model is employed to capture complex patterns and non-linear relationships within the financial time series data. The research outlines the methodology for data preparation, feature implementation, data splitting, model configuration, training, and evaluation, including case studies to demonstrate the practical application and results.

 This paper investigates the application of the Light Gradient Boosting Machine LightGBM algorithm for predicting the prices of mutual funds traded on the Türkiye Electronic Fund Trading Platform TEFAS. Given the increasing importance of mutual funds as an investment vehicle in Türkiye, this study explores the effectiveness of a state-of-the-art machine learning approach. Utilizing historical data from TEFAS, the LightGBM model is employed to capture complex patterns and non-linear relationships within the financial time series data. The research outlines the methodology for data preparation, feature implementation, data splitting, model configuration, training, and evaluation, including case studies to demonstrate the practical application and results.

Makale detayları

Forecasting Mutual Fund Prices on TEFAS Using LightGBM

Yazarlar:

Oktay Olmez

Yayıncı:

Karyay Karadeniz Yayımcılık

Ana Başlıklar:

Finansal Matematik

Dergi:

Black Sea Journal of Engineering and Science Vol.8 Issue 4, pp.1134-1139

Belge Tipi:

Makale

Yayın Tarihi:

7/2025

Belge Dili:

İngilizce

Document ID (Org No.):

2001346269

pISSN:

2619-8991

Machine learning

LightGBM

TefasMachine learning

LightGBM

Tefas

Sayı

Makale detayları

Forecasting Mutual Fund Prices on TEFAS Using LightGBM

Yazarlar: Oktay Olmez

Yayıncı: Karyay Karadeniz Yayımcılık

Ana Başlıklar: Finansal Matematik

Dergi: Black Sea Journal of Engineering and Science Vol.8 Issue 4, pp.1134-1139

Belge Tipi: Makale

Yayın Tarihi: 7/2025

Belge Dili: İngilizce

Document ID (Org No.): 2001346269

pISSN: 2619-8991

Machine learning

LightGBM

TefasMachine learning

LightGBM

Tefas

Sayı

Yazarlar:

Oktay Olmez

Yayıncı:

Karyay Karadeniz Yayımcılık

Ana Başlıklar:

Finansal Matematik

Dergi:

Black Sea Journal of Engineering and Science Vol.8 Issue 4, pp.1134-1139

Belge Tipi:

Makale

Yayın Tarihi:

7/2025

Belge Dili:

İngilizce

Document ID (Org No.):

2001346269

pISSN:

2619-8991