Determining of stock investments with grey relational analysis

Selecting stock is important problem for investors. Investors can use related financial ratios in stock selection. These kind of worthy financial ratios can be obtained from financial statements. The investors can use these ratios as criteria while they are selecting the stocks. Since dealing with more than one financial ratio, the investing issue becomes multi-criteria decision making (MCDM) problem for the investors. There are various techniques for solving MCDM problems in literature. In this study grey relational analysis (GRA) is used for ordering some financial firms' stocks which are in Financial Sector Index of Istanbul Stock Exchange (ISE). Besides, because of the importance of criteria weights in decision making, three different approaches - heuristic, Analytic Hierarchy Process, learning via sample - were experimented to find best values of criteria weights in GRA process. © 2011 Published by Elsevier Ltd.

Dergi Adı Expert Systems with Applications
Dergi Cilt Bilgisi 38
Dergi Sayısı 8
Sayfalar 9186 - 9195
Yayın Yılı 2011
Eser Adı
[dc.title]
Determining of stock investments with grey relational analysis
Yazar
[dc.contributor.author]
Hamzaçebi C.
Yazar
[dc.contributor.author]
Pekkaya M.
Yayın Yılı
[dc.date.issued]
2011
Yayın Türü
[dc.type]
article
Özet
[dc.description.abstract]
Selecting stock is important problem for investors. Investors can use related financial ratios in stock selection. These kind of worthy financial ratios can be obtained from financial statements. The investors can use these ratios as criteria while they are selecting the stocks. Since dealing with more than one financial ratio, the investing issue becomes multi-criteria decision making (MCDM) problem for the investors. There are various techniques for solving MCDM problems in literature. In this study grey relational analysis (GRA) is used for ordering some financial firms' stocks which are in Financial Sector Index of Istanbul Stock Exchange (ISE). Besides, because of the importance of criteria weights in decision making, three different approaches - heuristic, Analytic Hierarchy Process, learning via sample - were experimented to find best values of criteria weights in GRA process. © 2011 Published by Elsevier Ltd.
Kayıt Giriş Tarihi
[dc.date.accessioned]
2019-12-23
Açık Erişim Tarihi
[dc.date.available]
2019-12-23
Yayın Dili
[dc.language.iso]
eng
Konu Başlıkları
[dc.subject]
Analytic Hierarchy Process
Konu Başlıkları
[dc.subject]
Financial ratio
Konu Başlıkları
[dc.subject]
Grey relational analysis
Konu Başlıkları
[dc.subject]
ISE
Konu Başlıkları
[dc.subject]
Multi-criteria decision making
Haklar
[dc.rights]
info:eu-repo/semantics/closedAccess
ISSN
[dc.identifier.issn]
0957-4174
İlk Sayfa Sayısı
[dc.identifier.startpage]
9186
Son Sayfa Sayısı
[dc.identifier.endpage]
9195
Dergi Adı
[dc.relation.journal]
Expert Systems with Applications
Dergi Sayısı
[dc.identifier.issue]
8
Dergi Cilt Bilgisi
[dc.identifier.volume]
38
Tek Biçim Adres
[dc.identifier.uri]
https://dx.doi.org/10.1016/j.eswa.2011.01.070
Tek Biçim Adres
[dc.identifier.uri]
https://hdl.handle.net/20.500.12628/5078
Görüntülenme Sayısı ( Şehir )
Görüntülenme Sayısı ( Ülke )
Görüntülenme Sayısı ( Zaman Dağılımı )
Görüntülenme
92
09.12.2022 tarihinden bu yana
İndirme
1
09.12.2022 tarihinden bu yana
Son Erişim Tarihi
28 Mayıs 2024 05:21
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Tıklayınız
financial criteria ratios investors making stocks problem weights decision different importance because Exchange Besides Istanbul Sector Financial approaches Selecting heuristic Elsevier Published process values Analytic experimented sample learning Process Hierarchy ordering selecting statements obtained worthy
6698 sayılı Kişisel Verilerin Korunması Kanunu kapsamında yükümlülüklerimiz ve çerez politikamız hakkında bilgi sahibi olmak için alttaki bağlantıyı kullanabilirsiniz.

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