Bilgisayar Mühendisliği Bölümü Yayın Koleksiyonu

Permanent URI for this collectionhttps://hdl.handle.net/20.500.12416/253

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  • Conference Object
    Citation - Scopus: 2
    A Discovery and Analysis Engine for Semantic Web
    (Assoc Computing Machinery, 2018) Kamilaris, Andreas; Dogdu, Erdogan; Kodaz, Halife; Uysal, Elif; Aras, Riza Emre; Yumusak, Semih
    The Semantic Web promotes common data formats and exchange protocols on the web towards better interoperability among systems and machines. Although Semantic Web technologies are being used to semantically annotate data and resources for easier reuse, the ad hoc discovery of these data sources remains an open issue. Popular Semantic Web endpoint repositories such as SPARQLES, Linking Open Data Project (LOD Cloud), and LODStats do not include recently published datasets and are not updated frequently by the publishers. Hence, there is a need for a web-based dynamic search engine that discovers these endpoints and datasets at frequent intervals. To address this need, a novel web meta-crawling method is proposed for discovering Linked Data sources on the Web. We implemented the method in a prototype system named SPARQL Endpoints Discovery (SpEnD). In this paper, we describe the design and implementation of SpEnD, together with an analysis and evaluation of its operation, in comparison to the aforementioned static endpoint repositories in terms of time performance, availability, and size. Findings indicate that SpEnD outperforms existing Linked Data resource discovery methods.
  • Conference Object
    Citation - WoS: 30
    Citation - Scopus: 51
    An Artificial Neural Network-Based Stock Trading System Using Technical Analysis and Big Data Framework
    (Assoc Computing Machinery, 2017) Ozbayoglu, A. Murat; Dogdu, Erdogan; Sezer, Omer Berat
    In this paper, a neural network-based stock price prediction and trading system using technical analysis indicators is presented. The model developed first converts the financial time series data into a series of buy-sell-hold trigger signals using the most commonly preferred technical analysis indicators. Then, a Multilayer Perceptron (MLP) artificial neural network (ANN) model is trained in the learning stage on the daily stock prices between 1997 and 2007 for all of the Dow30 stocks. Apache Spark big data framework is used in the training stage. The trained model is then tested with data from 2007 to 2017. The results indicate that by choosing the most appropriate technical indicators, the neural network model can achieve comparable results against the Buy and Hold strategy in most of the cases. Furthermore, fine tuning the technical indicators and/or optimization strategy can enhance the overall trading performance.