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Düzce İktisat Dergisi 2025, Clt. 6(2) 49-73
Rassal Orman Algoritmasına Dayalı Olarak Türkiye’de Finansal Krizlerin Tahminlenmesi
ss. 49 - 73
Yayın Tarihi: Haziran 12, 2025 | Görüntüleme Sayısı: 0/0 | İndirilme Sayısı: 0/0
Özet
Bu çalışma, finansal krizlerin önceden tahmin edilebilirliğinin ekonomik ve sosyal maliyetleri azaltmadaki kritik rolünden hareketle, Türkiye'de finansal krizleri öncü göstergeler aracılığıyla tahmin etmeyi amaçlayan bir erken uyarı sistemi geliştirmeyi hedeflemektedir. 2004-2024 dönemi için, uluslararası rezervler, döviz kuru ve faiz oranları kullanılarak oluşturulan Finansal Baskı Endeksi (FBE) ile 8 farklı finansal kriz dönemi tespit edilmiş ve Türkiye ekonomisine ait 18 temel makroekonomik ve finansal gösterge kullanılarak rassal orman algoritmasının tahmin performansı değerlendirilmiştir. Elde edilen sonuçlar, rassal orman algoritmasının kriz tahmininde yüksek bir başarı sergilediğini ortaya koymakta, finansal krizlerin temel ekonomik belirleyicilerinin belirlenmesine olanak sağlayarak politika yapıcılar için kapsamlı bir karar alma sürecini desteklemektedir. Bu çalışma, finansal kriz tahmininde makine öğrenmesi yöntemlerinin potansiyelini vurgularken modelin yorumlanabilirliğinin de altını çizerek finansal istikrarın sağlanmasına yönelik politika önerileri sunmaktadır.
Anaktar kelimeler: Tahminleme, finansal krizler, rassal orman, finansal baskı endeksi
APA 7th edition
URAL, M.M.S.M. (2025). Rassal Orman Algoritmasına Dayalı Olarak Türkiye’de Finansal Krizlerin Tahminlenmesi. Düzce İktisat Dergisi, 6(2), 49-73.
Harvard
URAL, M. (2025). Rassal Orman Algoritmasına Dayalı Olarak Türkiye’de Finansal Krizlerin Tahminlenmesi. Düzce İktisat Dergisi, 6(2), pp. 49-73.
Chicago 16th edition
URAL, Merve MERT SARITAS; Mert (2025). "Rassal Orman Algoritmasına Dayalı Olarak Türkiye’de Finansal Krizlerin Tahminlenmesi". Düzce İktisat Dergisi 6 (2):49-73.
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