BIST-30 ENDEKSİNDE YER ALAN PAYLARIN ORTAK HAREKETLERİNİN VERİ MADENCİLİĞİ KAPSAMINDA BİRLİKTELİK KURALI İLE İNCELENMESİ

Abstract

Nowadays, the advancement of technology and easier access to data has led to a large increase in the number of data mining studies. In this study, in order to create a portfolio, stocks acting together under the influence of macroeconomic variables were determined by data mining. In addition to the stocks in Borsa İstanbul 30 (BIST-30) index, macro-economic variables such as M1 money supply, gold ounce price, the ratio of exports to im-ports, industrial production index, currency basket, the capacity utilization rate of manufacturing industry, in-terest rate, producer price index, financial services confidence index, foreign direct investments, crude oil, S&P 500 index are used. Five-year data set covering the years 2014-2019 was used in the research. FP-Growth algorithm, has a high performance, was used to determine the transactions that move together and WEKA program was preferred for the application. As a result of the study, it is revealed which investment instruments can be invested or which investment instruments can be followed by making use of the changes in stock markets and macroeconomic variables. The main result obtained from this study; among the stocks included in Borsa İstanbul 30 index, the shares of the banking index mostly act together within the financial index.