Öz
Financial markets in any country in the world are one of the most important pillars of the economy. The global financial crisis and the current economic and political situation have impacted the regional and international financial markets. To deal with such financial crises in the business markets, a model is essential to describe and address these phenomena which consider variations over time and characterize a suitable and effective model. The aim of this research is to construct a mathematical model for the time series of the Turkish lira compared to the US Dollar by the ARIMA model and to predict the next period ,and to measure the accuracy and efficiency of the model of prediction adopted using statistical error criteria.
Anahtar Kelimeler
Time series Lira exchange rate prediction Financial markets, ARIMA models
Kaynakça
- Rout, Minakhi, Babita Majhi, Ritanjali Majhi, and Ganapati Panda. 2014. “Forecasting of Currency Exchange Rates Using an Adaptive ARMA Model with Differential Evolution Based Training.” Journal of King Saud University-Computer and Information Sciences 26(1): 7–18.
Öz
Kaynakça
- Rout, Minakhi, Babita Majhi, Ritanjali Majhi, and Ganapati Panda. 2014. “Forecasting of Currency Exchange Rates Using an Adaptive ARMA Model with Differential Evolution Based Training.” Journal of King Saud University-Computer and Information Sciences 26(1): 7–18.
Ayrıntılar
| Birincil Dil | İngilizce |
|---|---|
| Bölüm | Makaleler |
| Yazarlar | |
| Yayımlanma Tarihi | 10 Eylül 2020 |
| Gönderilme Tarihi | 14 Nisan 2020 |
| Yayımlandığı Sayı | Yıl 2020Cilt: 6 Sayı: 16 |
Cited By
Forecasting with ARMA models
International Journal of Research in Business and Social Science (2147- 4478)
https://doi.org/10.20525/ijrbs.v10i1.1005
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