Burcu Güngör

AN EXPLAINABLE MACHINE LEARNING APPROACH USING FUNDAMENTAL RATIOS FOR STOCK RETURN PREDICTION AND PORTFOLIO REBALANCING

An explainable ensemble learning framework to forecast stocks’ market-relative performance and guide portfolio rebalancing in Borsa Istanbul (BIST), which identifies profitability and valuation indicators, especially return on assets, return on equity, and key valuation ratios, as the main drivers of future stock perfo...