Araştırma Makalesi

Pandemi Döneminde Borsa Karlılığının Tahmini

Cilt: 14 Sayı: 2 30 Haziran 2022
Aksaray Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi Kapak
Aksaray Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi
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Predicting the Profitability of the Stock Market during a Pandemic

Abstract

This paper investigates the impact of the Covid-19 pandemic in predicting the profitability of the stock market of the ten most hit countries at the beginning of the pandemic. The study employed the Artificial Neural Network models for the analysis. Specifically, the Backward Propagation (BP) and Feed-Forward (FF) Neural Network models are used to predict the profitability of the stock market on a daily time frame. Taking Covid-19 into account, the estimation result shows that the Neural Network built is resilient in its ability to forecast the profitability of the stock market in Brazil and China. However, in the case of Germany, Russia, Turkey, and the United States, the Neural Network is partly resilient in its forecasting ability; predicted profitability deviated from the actual profitability in some of the periods. For the remaining countries in the sample, the Artificial Neural Network is found to have a weak prediction power.

Keywords

Kaynakça

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Ayrıntılar

Birincil Dil

İngilizce

Konular

İşletme

Bölüm

Araştırma Makalesi

Yazarlar

Yayımlanma Tarihi

30 Haziran 2022

Gönderilme Tarihi

2 Nisan 2021

Kabul Tarihi

12 Nisan 2022

Yayımlandığı Sayı

Yıl 1970 Cilt: 14 Sayı: 2

DOI

https://doi.org/10.52791/aksarayiibd.908268

IZ

https://izlik.org/JA28WH86YN

Kaynak Göster

RIS / Bibtex
APA
Babangida, J. S., Abubakar, A., Mamman, S., & Ben Brahim, F. (2022). Predicting the Profitability of the Stock Market during a Pandemic. Aksaray Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 14(2), 183-190. https://doi.org/10.52791/aksarayiibd.908268