Bulanık regresyon yaklaşımı ile finansal varlık getirilerinin tahmini
Özet
In recent years fuzzy logic applications have been widely used thanks to their prudent and rigorous approach. Fuzzy logic enables a flexible and graded decision making process, which agrees well with real life situations. Fuzzy logic applications are more successful in systems with uncertainties compared to classical systems. A good example is financial profit estimation systems where the main goal is to minimize uncertainties. Financial profit estimates are widely done using classical regression analyses. In classical regression analyses, the results become invalid at the end points, thus distorting the data structure in variable linearization. In fuzzy regression method, the data structure is kept intact while risk factors are observed more easily. In this work the Three-Factor Model Fuzzy Linear Regression Method is applied and compared to the Time Series Regression Method to assess the validity of the Fuzzy Regression Method in estimating financial profits. As a result, the accuracy and the success of the Three-Factor Model is illustrated.