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Record W4360978920 · doi:10.30798/makuiibf.1097568

PREDICTING USD/ TL EXCHANGE RATE IN TURKEY: THE LONG-SHORT TERM MEMORY APPROACH

2023· article· en· W4360978920 on OpenAlex
Ayten Yağmur, Zeynep Karaçor, Fatih Mangır, Abdul-razak Bawa YUSSİF

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueMehmet Akif Ersoy Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi · 2023
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsUniversity of Manitoba
Fundersnot available
KeywordsAutoregressive integrated moving averageComputer scienceArtificial neural networkSeries (stratigraphy)Autoregressive–moving-average modelAutoregressive modelTime seriesArtificial intelligenceStatisticsMachine learningMathematics

Abstract

fetched live from OpenAlex

The prediction of the exchange rate time series has been quite challenging but is an essential process. This is as a result of the inherent noise and the volatile behavior in these series. Time series analysis models such as ARIMA have been used for this purpose. However, these models are limited due to the fact that they are not able to explain the non-linearity as well as the stochastic properties of foreign exchange rates. In order to perform a more accurate exchange rate prediction, deep-learning methods have been employed withremarkable rates of success. In this paper, we apply the Long-Short Term Memory Neural Network to predict the USD/TL exchange rate in Turkey. The result from this paper indicates that the Long-Short Term Memory Neural Network deep learning method gives higher prediction accuracy compared to the Auto Regressive Integrated Moving Average and the Multilayer Perception Neural Network models.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.024
metaresearch head score (Gemma)0.014
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMetaresearch, Meta-epidemiology (narrow), Science and technology studies, Insufficient payload (model declined to judge)
Consensus categoriesInsufficient payload (model declined to judge)
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.150
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0240.014
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.001
Bibliometrics0.0030.010
Science and technology studies0.0010.001
Scholarly communication0.0010.002
Open science0.0050.002
Research integrity0.0010.002
Insufficient payload (model declined to judge)0.0010.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.116
GPT teacher head0.357
Teacher spread0.241 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it