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Öğe Forecasting financial indicators by generalized behavioral learning method(Springer Nature, 2017-08-09) Ertuğrul, Ömer Faruk; Tağluk, Mehmet EminForecasting financial indicators (indexes/prices) is a complex and a quite difficult issue because they depend on many factors such as political events, financial ratios, and economic variables. Also, the psychological facts or decision-making styles of investors or experts are other major reasons for this difficulty. In this study, a generalized behavioral learning method (GBLM) was employed to forecast financial indicators, which are the indexes/prices of 34 different financial indicators (24 stock indexes, 2 forexes, 3 financial futures, and 5 commodities). The achieved results were compared with the reported results in the literature and the obtained results by artificial neural network, which is widely used and suggested for forecasting financial indicators. These results showed that GBLM can be successfully employed in short-term forecasting financial indicators by detecting hidden market behavior (pattern) from their previous values. Also, the results showed that GBLM has the ability to track the fluctuation and the main trend.Öğe A novel version of k nearest neighbor: Dependent nearest neighbor(Elsevier, 2017-06) Ertuğrul, Ömer Faruk; Tağluk, Mehmet Emink nearest neighbor (kNN) is one of the basic processes behind various machine learning methods In kNN, the relation of a query to a neighboring sample is basically measured by a similarity metric, such as Euclidean distance. This process starts with mapping the training dataset onto a one-dimensional distance space based on the calculated similarities, and then labeling the query in accordance with the most dominant or mean of the labels of the k nearest neighbors, in classification or regression issues, respectively. The number of nearest neighbors (k) is chosen according to the desired limit of success. Nonetheless, two distinct samples may have equal distances to query but, with different angles in the feature space. The similarity of the query to these two samples needs to be weighted in accordance with the angle going between the query and each of the samples to differentiate between the two distances in reference to angular information. This opinion can be analyzed in the context of dependency and can be utilized to increase the precision of classifier. With this point of view, instead of kNN, the query is labeled according to its nearest dependent neighbors that are determined by a joint function, which is built on the similarity and the dependency. This method, therefore, may be called dependent NN (d-NN). To demonstrate d-NN, it is applied to synthetic datasets, which have different statistical distributions, and 4 benchmark datasets, which are Pima Indian, Hepatitis, approximate Sinc and CASP datasets. Results showed the superiority of d-NN in terms of accuracy and computation cost as compared to other employed popular machine learning methods.Öğe A novel machine learning method based on generalized behavioral learning theory(Springer Nature, 2016-04-09) Ertuğrul, Ömer Faruk; Tağluk, Mehmet EminLearning is an important talent for understanding the nature and accordingly controlling behavioral characteristics. Behavioral learning theories are one of the popular learning theories which are built on experimental findings. These theories are widely applied in psychotherapy, psychology, neurology as well as in advertisements and robotics. There is an abundant literature associated with understanding learning mechanism, and various models have been proposed for the realization of learning theories. Nevertheless, none of those models are able to satisfactorily simulate the concept of classical conditioning. In this study, popular behavioral learning theories were firstly simplified and the contentious issues with them were clarified by conducting intuitive experiments. The experimental results and information available in the literature were evaluated, and behavioral learning theories were jointly generalized accordingly. The proposed model, to our knowledge, is the first one that possesses not only modeling all features of classical conditioning but also including all features with behavioral theories such as Pavlov, Watson, Guthrie, Thorndike and Skinner. Also, a microcontroller card (Arduino Mega 2560) was used to validate the applicability of the proposed model in robotics. Obtained results showed that this generalized model has a high capacity for modeling human learning. Then, the proposed learning model was further improved to be utilized as a machine learning method that can continuously learn similar to human being. The result obtained from the use of this method, in terms of computational cost and accuracy, showed that the proposed method can be successfully employed in machine learning, especially for time ordered datasets.
