{"id":55,"date":"2024-09-21T23:32:30","date_gmt":"2024-09-21T20:32:30","guid":{"rendered":"https:\/\/blog.metu.edu.tr\/caglart\/?p=55"},"modified":"2024-09-22T10:48:42","modified_gmt":"2024-09-22T07:48:42","slug":"algoritmalar","status":"publish","type":"post","link":"https:\/\/blog.metu.edu.tr\/caglart\/2024\/09\/21\/algoritmalar\/","title":{"rendered":"ALGOR\u0130TMALAR"},"content":{"rendered":"

F\u0130NANSAL F\u0130Z\u0130K -1-<\/p>\n

You can download the following PDF and then open it via Edge to translate automatically to any language and listen it in that language:USD ile petrol-TAM METiN-TR<\/a><\/p>\n

\u0130\u00e7erik: a) End\u00fcstride, modada, bilimde tasar\u0131m; b) Hayat\u0131m\u0131z Algoritma; c) G\u00f6zlemin \u00f6nemine dair bir \u00f6rnek: Amerikan dolar\u0131, EURUSD ve Petrol fiyatlar\u0131.<\/p>\n

Baz\u0131 konular, birbirinden \u00e7ok farkl\u0131, \u00e7ok uzak alanlardaym\u0131\u015f gibi g\u00f6r\u00fcnse de t\u0131pat\u0131p ayn\u0131d\u0131r asl\u0131nda. \u00d6rne\u011fin, end\u00fcstriyel tasar\u0131mc\u0131, moda tasar\u0131mc\u0131s\u0131 ve (\u00f6zellikle kuramsal) bilimci ba\u015ftan sona tasarlamak i\u015fi ile ha\u015f\u0131r ne\u015firdir. Fabrikay\u0131, makineyi nas\u0131l tasarlamal\u0131 ki, en rand\u0131manl\u0131 sonu\u00e7 elde edilsin? Giysi ve aksesuarlar nas\u0131l olmal\u0131 ki, sat\u0131\u015flar\u0131 gayet tatmink\u00e2r olsun? Atomlar\u0131, molek\u00fclleri nas\u0131l tasarlamal\u0131 ki, o modellere dayal\u0131 olarak yap\u0131lacak (yeni) teknolojik ayg\u0131tlar aksamaks\u0131z\u0131n bize yaray\u0131\u015fl\u0131 sonu\u00e7lara yol a\u00e7s\u0131n? \u0130\u015fte bu ve benzeri sorulara yan\u0131t bulma \u00e7abas\u0131n\u0131n ad\u0131d\u0131r tasar\u0131m.<\/p>\n

Ger\u00e7i, olabilir, herhangi bir tasar\u0131m zaman\u0131nda de\u011fer g\u00f6rmeyebilir. \u00d6rne\u011fin ressam Vincent van Gogh\u2019un \u2018Y\u0131ld\u0131zl\u0131 Gece\u2019 ve vazo i\u00e7indeki \u00e7e\u015fitli say\u0131lardaki Ay\u00e7i\u00e7ekleri tasar\u0131mlar\u0131 gibi fizik\u00e7i Albert Einstein\u2019\u0131n k\u00fctleyle e\u011frilebilen evren tasar\u0131mlar\u0131 zaman\u0131nda de\u011fer g\u00f6rmemi\u015fti.<\/p>\n

Spor tak\u0131mlar\u0131n\u0131n kadrolar\u0131 da tasar\u0131m \u00fcr\u00fcn\u00fcd\u00fcr. Saptanm\u0131\u015f bir amac\u0131 elde etmek i\u00e7in kurulmu\u015f bir algoritman\u0131n sonucudurlar. Hatta, \u00f6rne\u011fin futbolda, kaleci sakatlan\u0131rsa veya k\u0131rm\u0131z\u0131 kartla oyundan at\u0131l\u0131rsa yerine falanca oyuncuyu, sa\u011f a\u00e7\u0131\u011f\u0131n ba\u015f\u0131na benzer olay gelirse de filanca oyuncuyu sahaya s\u00fcrmek gibi ko\u015fula ba\u011fl\u0131 se\u00e7enekler dizisi i\u00e7erirler.<\/p>\n

Hatta ve hatta, daha yak\u0131ndan bir \u00f6rnek, g\u00fcnl\u00fck hayat\u0131m\u0131z\u0131n her an\u0131 tasar\u0131ma ve dolay\u0131s\u0131yla altta \u00e7al\u0131\u015fan bir algoritmaya dayal\u0131 de\u011fil midir? Sabah ka\u00e7ta kalkmal\u0131? \u0130lkin ne yapmal\u0131? Kahve mi, tuvalet mi? Nas\u0131l bir kahvalt\u0131 yapmal\u0131? B\u00f6yle ba\u015flay\u0131p, \u201cSaat ka\u00e7ta yatmal\u0131?\u201dya dek hep ko\u015fula ba\u011fl\u0131 se\u00e7enekler dizisi i\u015f g\u00f6rmekte de\u011fil midir, arka planda?<\/p>\n

\u0130\u015fte, her an\u0131m\u0131z algoritmik iken, algoritma s\u00f6zc\u00fc\u011f\u00fcn\u00fcn finans piyasalar\u0131 vesilesi ile yayg\u0131nla\u015fmas\u0131 tamamiyle algoritma d\u0131\u015f\u0131 ve rastlant\u0131yla olmu\u015ftur.<\/p>\n

Oysa, finans pazarlar\u0131nda i\u015flem (AL\/SAT) yapan herkes istisnas\u0131z algoritma ile i\u015f g\u00f6rmektedir. \u015eunlar birer \u00f6rnektir:<\/p>\n

    \n
  1. Pazartesi g\u00fcnleri AL_\u0131r\u0131m, Cuma g\u00fcnleri SAT_ar\u0131m.<\/li>\n
  2. Hava ya\u011fmurluysa AL_\u0131r\u0131m, hava a\u00e7\u0131k veya karl\u0131ysa SAT_ar\u0131m.<\/li>\n
  3. G\u00fcvendi\u011fim bir tan\u0131\u015f\u0131m\u0131n AL dedi\u011fini AL_\u0131r\u0131m(SAT_ar\u0131m), SAT dedi\u011fini SAT_ar\u0131m(AL_\u0131r\u0131m).<\/li>\n
  4. Hi\u00e7 kimsenin ne dedi\u011fine ald\u0131rmam, b\u00fcy\u00fck arac\u0131 kurumlar\u0131n pozisyon art\u0131rd\u0131\u011f\u0131 finans arac\u0131n\u0131 AL_\u0131r\u0131m, aksi takdirde SAT_ar\u0131m.<\/li>\n
  5. Sadece bilan\u00e7osu iyi gelenleri veya y\u00fcksek beklentisi olanlar\u0131 AL_\u0131r\u0131m, aksi takdirde SAT_ar\u0131m.<\/li>\n
  6. G\u00fcnl\u00fck grafiklerde 100 g\u00fcnl\u00fck, 200 g\u00fcnl\u00fck hareketli ortalamalar\u0131n\u0131 yukar\u0131 kesenleri AL_\u0131r\u0131m, a\u015fa\u011f\u0131 kesenleri SAT_ar\u0131m.<\/li>\n
  7. On d\u00f6rt g\u00fcnl\u00fck RSI g\u00f6stergesi 20\u2019den k\u00fc\u00e7\u00fckse AL_\u0131r\u0131m, 80\u2019den b\u00fcy\u00fckse SAT_ar, aradayken de beklerim.<\/li>\n<\/ol>\n

    \u201cHer ay d\u00fczenli olarak hisse AL_\u0131r\u0131m ama hi\u00e7 satmam.\u201d diyorsan\u0131z da, ihtimalen Tuncay Tur\u015fucu gibi k\u0131z evlad\u0131n\u0131z var. (*)<\/p>\n

    Daha s\u0131ra d\u0131\u015f\u0131, al\u0131\u015f\u0131lmad\u0131k algoritmalar da olabilir tabii. \u00d6rne\u011fin, alttaki grafiklerin en \u00fcst\u00fcndekinde \u00f6rneklendi\u011fi gibi, 4 Eyl\u00fcl 2002\u2019den bu yana yani yakla\u015f\u0131k 21 y\u0131ll\u0131k bir algoritma uygulamas\u0131 size 4 Eyl\u00fcl 2002\u2019de koydu\u011funuz mebla\u011f\u0131n yakla\u015f\u0131k olarak 1016<\/sup> (bir milyar \u00e7arp\u0131 y\u00fcz milyon) kat\u0131 gelir sa\u011flam\u0131\u015f olurdu, tabii tasar\u0131m yani model olarak. Bkz., GRAF\u0130K 1. \u00c7\u00fcnk\u00fc, b\u00f6yle bir i\u015flemler dizisinin yap\u0131labilece\u011fi piyasa D\u00fcnya\u2019da var olmad\u0131 \u015fimdiye dek. Ama, ayn\u0131 algoritma 2024 y\u0131l\u0131 ba\u015f\u0131ndan bu yana ise, GRAF\u0130K 2\u2019deki gibi kazan\u00e7 sa\u011flard\u0131.<\/p>\n

    Bu algoritma ile ilgili notlar \u015f\u00f6yledir:<\/p>\n