Short-term trend prediction in financial time series data Mustafa Onur Özorhan, İsmail Hakkı Toroslu, Onur Tolga Şehitoğlu Knowledge and Information Systems, 2019 This paper presents a method to predict short-term trends in financial time series data found in the foreign exchange market. Trends in the Forex market appear with similar chart patterns. We approach the chart patterns in the financial markets from a discovery of motifs in a time series perspective. Our method uses a modified Zigzag technical indicator to segment the data and discover motifs, expectation maximization to cluster the motifs and support vector machines to classify the motifs and predict accurate trading parameters for the identified motifs. The available input data are adapted to each trading time frame with a sliding window. The accuracy of the prediction models is tested across several different currency pairs, spanning 5 years of historical data from 2010 to 2015. The experimental results suggest that using the Zigzag technical indicator to discover motifs that identify short-term trends in financial data results in a high prediction accuracy and trade profits.
A strength-biased prediction model for forecasting exchange rates using support vector machines and genetic algorithms Mustafa Onur Özorhan, İsmail Hakkı Toroslu, Onur Tolga Şehitoğlu Soft Computing, 2017 This paper addresses problem of predicting direction and magnitude of movement of currency pairs in the foreign exchange market. The study uses Support Vector Machine with a novel approach for input data and trading strategy. The input data contain technical indicators generated from currency price data (i.e., open, high, low and close prices) and representation of these technical indicators as trend deterministic signals. The input data are also dynamically adapted to each trading day with genetic algorithm. The study incorporates a currency strength-biased trading strategy which selects the best pair to trade from the available set of currencies and is an improvement over the previous work. The accuracy of the prediction models are tested across several different sets of technical indicators and currency pair sets, spanning 5 years of historical data from 2010 to 2015. The experimental results suggest that using trend deterministic technical indicator signals mixed with raw data improves overall performance and dynamically adapting the input data to each trading period results in increased profits. Results also show that using a strength-biased trading strategy among a set of currency pair increases the overall prediction accuracy and profits of the models.
Three-dimensional structural topology optimization of aerial vehicles under aerodynamic loads Erdal Oktay, Hasan U. Akay, Onur T. Sehitoglu Computers and Fluids, 2014 A previously developed density distribution-based structural topology optimization algorithm coupled with a Computational Fluid Dynamics (CFD) solver for aerodynamic force predictions is extended to solve large-scale problems to reveal inner structural details of a wing wholly rather than some specific regions. Resorting to an iterative conjugate gradient algorithm for the solution of the structural equilibrium equations needed at each step of the topology optimizations allowed the solution of larger size problems, which could not be handled previously with a direct equation solver. Both the topology optimization and CFD codes are parallelized to obtain faster solutions. Because of the complexity of the computed aerodynamic loads, a case study involving optimization of the inner structure of the wing of an unmanned aerial vehicle (UAV) led to topologies, which could not be obtained by intuition alone. Post-processing features specifically tailored for visualizing computed topologies proved to be good design tools in the hands of designers for identifying complex structural components.
SEMbySEM in action: Domain name registry service through a semantic middleware Echallenges E 2010 Conference, 2010
A pattern classification approach for boosting with genetic algorithms Ismet Yalabik, Fatos T. Yarman-Vural, Gokturk Ucoluk, Onur Tolga Sehitoglu 22nd International Symposium on Computer and Information Sciences Iscis 2007 Proceedings, 2007 Ensemble learning is a multiple-classifier machine learning approach which produces collections and ensembles statistical classifiers to build up more accurate classifier than the individual classifiers. Bagging, boosting and voting methods are the basic examples of ensemble learning. In this study, a novel boosting technique targeting to solve partial problems of AdaBoost, a well-known boosting algorithm, is proposed. The proposed system finds an elegant way of boosting a bunch of classifiers successively to form a "better classifier" than each ensembled classifiers. AdaBoost algorithm employs a greedy search over hypothesis space to find a ";good"; suboptimal solution. On the hand, the system proposed employs an evolutionary search with genetic algorithms instead of greedy search. Empirical results show that classification with boosted evolutionary computing outperforms the classical AdaBoost in equivalent experimental environments.
Gene level concurrency in genetic algorithms Lecture Notes in Computer Science Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics, 2003
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Programming with Python for Engineers S Kalkan, OT Şehitoğlu, G Üçoluk Springer , 2024 2024 Citations: 1
Onur Tolga Şehitoğlu OT Şehitoğlu 2020
Short-term trend prediction in financial time series data MO Özorhan, İH Toroslu, OT Şehitoğlu Knowledge and Information Systems 61 (1), 397-429 , 2019 2019 Citations: 32
A parallel aerostructural shape optimization platform for airplane wings E Oktay, A Arpacı, O Sehitoglu, HU Akay null , 2019 2019 Citations: 1
A strength-biased prediction model for forecasting exchange rates using support vector machines and genetic algorithms MO Özorhan, İH Toroslu, OT Şehitoğlu Soft Computing 21 (22), 6653-6671 , 2017 2017 Citations: 43
Three-dimensional structural topology optimization of aerial vehicles under aerodynamic loads E Oktay, HU Akay, OT Sehitoglu Computers & Fluids 92, 225-232 , 2014 2014 Citations: 39
CEng 536 ADVANCED UNIX Fall 2011 Syllabus OT Sehitoglu 2011
SEMbySEM in action: Domain name registry service through a semantic middleware AA Sınacı, OT Şehitoğlu, MT Yondem, G Fidan, I Tatli 2010
Programming Language Concepts OT Şehitoğlu 2010
MOST CITED SCHOLAR PUBLICATIONS
A strength-biased prediction model for forecasting exchange rates using support vector machines and genetic algorithms MO Özorhan, İH Toroslu, OT Şehitoğlu Soft Computing 21 (22), 6653-6671 , 2017 2017 Citations: 43
Three-dimensional structural topology optimization of aerial vehicles under aerodynamic loads E Oktay, HU Akay, OT Sehitoglu Computers & Fluids 92, 225-232 , 2014 2014 Citations: 39
Short-term trend prediction in financial time series data MO Özorhan, İH Toroslu, OT Şehitoğlu Knowledge and Information Systems 61 (1), 397-429 , 2019 2019 Citations: 32
A building block favoring reordering method for gene positions in genetic algorithms OT Sehitoglu, G Ucoluk Proceedings of the Genetic and Evolutionary Computation Conference, 571-575 , 2001 2001 Citations: 19
An outline of Turkish syntax E Göçmen, OT Sehitoglu, C Bozsahin Ms. Department of Computer Engineering, 1-36 , 1995 1995 Citations: 15
A pattern classification approach for boosting with genetic algorithms I Yalabik, FT Yarman-Vural, G Ucoluk, OT Sehitoglu 2007 22nd international symposium on computer and information sciences, 1-6 , 2007 2007 Citations: 12
Lexical rules and lexical organization: Productivity in the lexicon OT Sehitoglu, C Bozsahin Breadth and Depth of Semantic Lexicons, 39-57 , 1999 1999 Citations: 8
A sign-based phrase structure grammar for Turkish OT Sehitoglu arXiv preprint cmp-lg/9608016 , 1996 1996 Citations: 6
A sign-based phrase structure grammer for Turkish. OT Şehitoğlu Middle East Technical University , 1996 1996 Citations: 6
Gene level concurrency in genetic algorithms OT Şehitoğlu, G Üçoluk International Symposium on Computer and Information Sciences, 976-983 , 2003 2003 Citations: 3
Gene Reordering and Concurrency in Genetic Algorithms OT Sehitoglu PhD thesis, Computer Engineering Dept, METU, Ankara , 2002 2002 Citations: 2
Programming with Python for Engineers S Kalkan, OT Şehitoğlu, G Üçoluk Springer , 2024 2024 Citations: 1
A parallel aerostructural shape optimization platform for airplane wings E Oktay, A Arpacı, O Sehitoglu, HU Akay null , 2019 2019 Citations: 1
Morphological productivity in the lexicon OT Sehitoglu, C Bozsahin Breadth and Depth of Semantic Lexicons , 1996 1996 Citations: 1
Representation of Data S Kalkan, OT Şehitoğlu, G Üçoluk Programming with Python for Engineers, 35-53 , 2024 2024
File Handling S Kalkan, OT Şehitoğlu, G Üçoluk Programming with Python for Engineers, 173-195 , 2024 2024
Programming and Programming Languages S Kalkan, OT Şehitoğlu, G Üçoluk Programming with Python for Engineers, 19-33 , 2024 2024
An Application: Solving a Simple Regression Problem S Kalkan, OT Şehitoğlu, G Üçoluk Programming with Python for Engineers, 263-275 , 2024 2024
Scientific and Engineering Libraries S Kalkan, OT Şehitoğlu, G Üçoluk Programming with Python for Engineers, 221-248 , 2024 2024
A Gentle Introduction to Object-Oriented Programming S Kalkan, OT Şehitoğlu, G Üçoluk Programming with Python for Engineers, 147-171 , 2024 2024