Forecasting money and capital market instruments prices using machine learning during global financial crisis periods

During periods of global financial crisis, the strategy of maximizing return by minimizing risk, which is the primary goal of investments in money and capital market instruments, becomes even more difficult. In this regard, predicting the prices of money and capital market instruments in periods of global financial crisis, when uncertainty increases contrary to normal market conditions, is of particular importance in order for investors to achieve optimal portfolio diversification, in order to protect the primary goal of investors. Therefore, the research aims to predict the 7, 14 and 28-day prices of money and capital market instruments by using a linear regression model from machine learning algorithms, which is the technology of today and the future, rather than traditional financial models and analyzes that are less effective in predicting the prices of money and capital market instruments in such periods. According to the results of the research, it was observed that the linear regression model, one of the machine learning algorithms used to predict the prices of money and capital market instruments during the global financial crisis, achieved successful predictions with a higher confidence interval in the 7-day price predictions compared to the 14 and 28-day price predictions.