PARA KRİZLERİNİN YAPAY ZEKA YÖNTEMLERİ İLE TAHMİNİ: TÜRKİYE ÖRNEĞİ

Abstract

Financial crises can cause extremely huge expenditure in taken place countries. In addition to, those crises usually spread various channels and this situation increase the fragility about crises of other countries. Ability to previous estimating of the financial crises have an important role in problems in economy and decreasing the occured expenditure. The aim of this study is to research the predictability of the currency crises in Turkey by using Artificial Neural Networks (ANN) and Adaptive Neuro Fuzzy Inference System (ANFIS) methods which are the artificial intelligence methods; and to identify the variables that effect the currency crises in Turkey. Consequences of this paper, it is observed that Artificial Neural Networks methods used for estimating of currency crises in Turkey gives quite good results. When the weighted values of the independent variables are analyzed by the results of the ANN, which has the best performance, it has been found out that three variables that mostly affects the currency crises occurred in Turkey are respectively real effective exchange rate (REER), interest rates on deposits (IROD) and export unit value (XUV) . These results indicate that ANN method is quite successful in predicting currency crises.