Zemi̇nleri̇n Kivam Ve Kompaksi̇yon Özelli̇kleri̇ni̇n Tahmi̇ni̇nde Rastgele Orman Regresyonu Yöntemi̇ni̇n Uygulanabi̇li̇rli̇ği̇

Nuray, Said Enes; Gençdal, Hazal Berrak; Arama, Zülal Akbay

doi:10.21923/jesd.804446

Cited by 4 publications

(1 citation statement)

References 38 publications

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“…As the sub-algorithm of the decision trees, the node is divided into branches by choosing the best of the randomly selected variables in the selected node, unlike the decision trees of the Random Forest algorithm. Decision trees are created by choosing a random variable (Akar & Güngör, 2012;Breiman, 2001;Nuray, Gençdal & Arama, 2021).…”

Section: Random Forest Algorithmmentioning

confidence: 99%

Data mining application with machine learning algorithms to manage interest rate risk

KOÇOĞLU

Ersöz²

2022

bmij

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In trade, the risks taken may increase the expected income; however, they may also cause large amounts of losses as well. Banks transfer the capital and the deposits they collect from their clients to the individuals or institutions in need of profit, taking certain risks into account. One of the important risks taken in this process of capital transfer is the market's change in interest or profit share rates. If the bank transfers the deposit collected with a certain commitment to the market at a lower rate, it will make a loss. Models for predicting future interest or profit share rates gain importance for preventing this situation. The aim of this study is to determine which variables will be taken into account for the loan interest rate that banks will offer to their customers during the lending process, and to create a machine learning model that can predict the loan interest rate that the bank will offer to its customers by using these variables. Multiple Linear Regression analysis was performed to demonstrate the relationship between the variables selected based on the literature review, expert opinions, and the interest rate. In order to facilitate decision-makers in practice, Random Forests, Decision Trees, K-Nearest Neighbours (KNN), Artificial Neural Networks (ANN), and Support Vector Machine (SVM) algorithms from machine learning algorithms were compared by using the prediction model. Accuracy Rate, Cohen's Kappa, Precision, Sensitivity, and F-Measure measurements were used to compare the algorithms used in the study. According to the analysis results, it was observed that the Random Forest algorithm was more successful on the first model consisting of weekly data. The Decision Tree algorithm succeeded more on the second model consisting of monthly data prediction performance. In the model consisting of weekly data, USD Selling Price, Stock Index (BIST100), and Central Bank Gold Reserve from the Multiple Linear Regression variables were found significant in affecting the interest rate.

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Section: Random Forest Algorithmmentioning

confidence: 99%