WoS İndeksli Yayınlar Koleksiyonu

Permanent URI for this collectionhttps://hdl.handle.net/20.500.12573/394

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  • Article
    An Attention-Based Autoencoder Model with Gated Recurrent Unit for Stock Price Movement Prediction
    (Springer Nature, 2026) Kolukisa, Burak; Bakir-Gungor, Burcu; Akkas, Huseyin
    Predicting stock movements is crucial for investors looking to maximize their profits in rapidly changing financial markets. However, noise in stock price data makes it harder to detect the trends and ultimately decreases the performance of predictive models. To address these challenges that are caused by noise, this study proposes two novel models, i.e., an Attention-based Autoencoder (ABA) and an Attention-based Variational Autoencoder with Gated Recurrent Units (AGRUA), which uniquely integrate denoising, attention, and GRU layers. Firstly, a data set is created by adding 9 different technical indicators to the historical data of Borsa Istanbul (BIST 30) stocks. Secondly, proposed methods and other well-known deep learning models were used to remove noise from the data sets. Finally, each denoised dataset was fed separately to the Extreme Gradient Boosting model and subjected to a buy-sell process. The results were measured using trading indicators such as amount of the profits and Sharpe Ratio, Sortino Ratio and Maximum Drawdown. The proposed models produced substantial financial gains, with AGRUA achieving the highest total profit and ABA achieving the lowest average Maximum Drawdown, thereby demonstrating superior risk-adjusted performance. Lastly, Friedman and Nemenyi tests confirmed that AGRUA and ABA surpass most of the benchmarks in profit and risk-adjusted returns. The performance of the proposed method demonstrates its value in capturing nonlinear market patterns and improving decision accuracy, emphasizing the need for noise reduction before forecasting.
  • Article
    Citation - WoS: 11
    Citation - Scopus: 9
    Ensemble Feature Selection for Clustering Damage Modes in Carbon Fiber-Reinforced Polymer Sandwich Composites Using Acoustic Emission
    (Wiley-VCH Verlag GmbH, 2024-07-15) Gulsen, Abdulkadir; Kolukisa, Burak; Caliskan, Umut; Bakir-Gungor, Burcu; Gungor, Vehbi Cagri
    Acoustic emission (AE) serves as a noninvasive technique for real-time structural health monitoring, capturing the stress waves produced by the formation and growth of cracks within a material. This study presents a novel ensemble feature selection methodology to rank features highly relevant with damage modes in AE signals gathered from edgewise compression tests on honeycomb-core carbon fiber-reinforced polymer. Two distinct features, amplitude and peak frequency, are selected for labeling the AE signals. An ensemble-supervised feature selection method ranks feature importance according to these labels. Using the ranking list, unsupervised clustering models are then applied to identify damage modes. The comparative results reveal a robust correlation between the damage modes and the features of counts and energy when amplitude is selected. Similarly, when peak frequency is chosen, a significant association is observed between the damage modes and the features of partial powers 1 and 2. These findings demonstrate that, in addition to the commonly used features, other features, such as partial powers, exhibit a correlation with damage modes. This article presents a novel ensemble feature selection methodology to rank features relevant to damage modes on acoustic emission signals in carbon fiber-reinforced polymer sandwich composites. Subsequently, ranked features are utilized in unsupervised clustering models to identify damage modes. The comparative results demonstrate that, along with common features, other features, like partial powers, have a robust correlation with damage modes.image (c) 2024 WILEY-VCH GmbH
  • Article
    Citation - WoS: 1
    Citation - Scopus: 2
    Breast Cancer Detection Using a New Parallel Hybrid Logistic Regression Model Trained by Particle Swarm Optimization and Clonal Selection Algorithms
    (Wiley, 2025-04-29) Etcil, Mustafa; Dedeturk, Bilge Kagan; Kolukisa, Burak; Bakir-Gungor, Burcu; Gungor, Vehbi Cagri
    Breast cancer is one of the most widespread kinds of cancer, especially in women, and it has a high mortality rate. With the help of technology, it is possible to develop a computer-aided method for the diagnosis of breast cancer, which is crucial for effective treatment. Recent breast cancer diagnosis studies utilizing numerous machine learning models were efficient and innovative. However, it has been observed that they may have problems such as long training times and low accuracy rates. To this end, in this study, we present a new classifier that utilizes a hybrid of the clonal selection algorithm (CSA) and the particle swarm optimization (PSO) algorithm for the training of the logistic regression (LR) model, which is named CSA-PSO-LR. The proposed method is evaluated using two publicly accessible breast cancer datasets, that is, the Wisconsin Diagnostic Breast Cancer (WDBC) database and the Wisconsin Breast Cancer Database (WBCD), with 10-fold cross-validation and Bayesian hyperparameter optimization techniques. Additionally, a CPU parallelization method is applied, which substantially shortens the training time of the model. The efficacy of the CSA-PSO-LR classifier is compared with state-of-the-art machine learning algorithms and related studies in the literature. Performance analysis indicates that the proposed method achieves 98.75% accuracy and 98.27% F1-score on the WDBC dataset, and 97.94% accuracy and 97.35% F1-score on the WBCD dataset. These results demonstrate the potential of the proposed method as an effective approach for improving breast cancer diagnosis.