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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 OpenAlexaff
Ayten Yağmur, Zeynep Karaçor, Fatih Mangır, Abdul-razak Bawa YUSSİF

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.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.001
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.026
Threshold uncertainty score0.052

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0000.001
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.000
Science and technology studies0.0000.000
Scholarly communication0.0010.001
Open science0.0000.000
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0010.000

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

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2023
Admission routes1
Has abstractyes

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Same venueMehmet Akif Ersoy Üniversitesi İktisadi ve İdari Bilimler Fakültesi DergisiSame topicStock Market Forecasting MethodsFrench-language works237,207