Browsing by Author "Bilge, Ayşe Hümeyra"
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(3+3+2) warpedlike product manifolds with Spin(7) holonomy
We consider a generalization of eightdimensional multiply warped product manifolds as a special warped product by allowing the fiber metric to be nonblock diagonal. We define this special warped product as a (3 + 3 + 2) warpedlike manifold of the form M = F x B. where the base B is a twodimensional Riemannian manifold and the fibre F is of the form F = F1 x F2 where the Fi(i = 1 2) are Riemannian 3manifolds. We prove that the connection on M is completely determined by the requirement that ...

An Overview of the 2009 A(H1N1) Pandemic in Europe: Efficiency of the Vaccination and Healthcare Strategies
2009 A(H1N1) data for 13 European countries obtained from the weekly influenza surveillance overview (WISO) reports of European Centre for Disease Prevention and Control (ECDC) in the form of weekly cumulative fatalities are analyzed. The variability of relative fatalities is explained by the health index of analyzed countries. Vaccination and healthcare practices as reported in the literature are used to explain the departures from this model. The timing of the vaccination with respect to the ...

An analysis of price spikes and deviations in the deregulated Turkish power market
The successful operation of a real time market is related to the planning in the day ahead market. We analyze the day ahead and real time market data for the Turkish power market for the period 20122015 to classify price spikes and their causes. We also focus on the levels of deviation between the day ahead market values and the real time market values. We define price deviation and load deviation ratios to measure the level of deviation both in price and demand. The analysis for the load is based ...

Ayvansaray mahallesinin tarihsel cevre analizi
Portfoy sigortasi yatirimcilari piyasa dususlerinden korumak ve piyasa yukselislerinde portfoyun degerini artirmak icin dunya capinda kullanilan bir stratejidir. Sabit oranli portfoy sigortasi da bu konu basligi altina bulunan yontemlerden bir tanesidir. Sabit oranli portfoy sigortasi portfoyunde riskli ve risksiz varlik bulundurup dinamik bir sekilde denge tutmaktadir. Portfoy sigortasi kullanilan donem basinda kararlastirilan taban degeri koruma sozu vermektedir. Bu dengeyi sabit carpan ve koruma ...

Bankacılık hisse senetleri üzerine endekse dayalı bir alım satım stratejisi önerisi
Batıda uzun zamandır uygulanan, Türkiye'de yeni yeni uygulanmaya başlayan ve her geçen yıl önemini artıran algoritmik alım satım yöntemi yatırımcılara büyük avantajlar sağlamaktadır. Algoritmik alım satım yöntemleri sayesinde küçük yatırımcılar dahi koruma amaçlı fon ( Hedge Fon ) yatırım bankaları ve profesyonel yatırımcılar tarafından uygulanan alım satım tekniklerini uygulayabilmekte ve geriye dönük testlerini yapabilmektedir. Bu tezin amacı algoritmik alım satım teknikleri yardımıyla, eş işlem ...

Canonical forms for families of anticommuting diagonalizable linear operators
It is well known that a commuting family of diagonalizable linear operators on a finite dimensional vector space is simultaneously diagonalizable. In this paper we consider a family A = {A(a)} A(a) : V > V a = 1... N of anticommuting (complex) linear operators on a finite dimensional vector space. We prove that if the family is diagonalizable over the complex numbers then V has an Ainvariant direct sum decomposition into subspaces V(alpha) such that the restriction of the family A to V(alpha) ...

The critical point of a sigmoidal curve
Let y(t) be a monotone increasing curve with lim(t >+/infinity) y((n))(t) = 0 for all n and let t(n) be the location of the global extremum of the nth derivative y((n))(t). Under certain assumptions on the Fourier and Hilbert transforms of y(t), we prove that the sequence {t(n)} is convergent. This implies in particular a preferred choice of the origin of the time axis and an intrinsic definition of the even and odd components of a sigmoidal function. In the context of phase transitions, the ...

Determination of epidemic parameters from early phase fatality data: A case study of the 2009 A(H1N1) pandemic in Europe
Authors:Bilge, Ayşe Hümeyra; Samanlıoğlu, Funda
Publisher and Date:(World Scientific Publ Co Pte Ltd, 2018)This paper demonstrates that the susceptibleinfectedremoved (SIR) model applied to the early phase of an epidemic can be used to determine epidemic parameters reliably. As a case study the SIR model is applied to the fatality data of the 2009 fall wave cycle of the A(H1N1) pandemic in 12 European countries. It is observed that the best estimates of the basic reproduction number R0 and the mean duration of the infection period 1/eta lie on a curve in the scatterplots indicating the existence of ...

Epidemic models for phase transitions: application to a physical gel
Authors:Bilge, Ayşe Hümeyra; Pekcan, Önder; Kara, Selim; Öǧrenci, Arif Selçuk
Publisher and Date:(Taylor & Francis Ltd, 2017)Carrageenan gels are characterized by reversible solgel and gelsol transitions under cooling and heating processes and these transitions are approximated by generalized logistic growth curves. We express the transitions of carrageenanwater system as a representative of reversible physical gels in terms of a modified SusceptibleInfectedSusceptible epidemic model as opposed to the SusceptibleInfectedRemoved model used to represent the (irreversible) chemical gel formation in the previous work. ...

An equivalence class decomposition of finite metric spaces via Gromov products
Authors:Bilge, Ayşe Hümeyra; Çelik, Derya; Koçak, Şahin
Publisher and Date:(Elsevier Science Bv, 2017)Let (X, d) be a finite metric space with elements Pi, i = 1,..., n and with the distance functions d(ij) The Gromov Product of the "triangle" (Pi, Pj, Pk) with vertices Pt, Pj and Pk at the vertex Pi is defined by Delta(ijk) = 1/2(d(ij) + d(ik)  d(jk)). We show that the collection of Gromov products determines the metric. We call a metric space Deltageneric, if the set of all Gromov products at a fixed vertex Pi has a unique smallest element (for i = 1,., n). We consider the function ...

Finansal piyasalarda karanlık havuzlar ve optimal stratejiler
Karanlık havuzlar, 1980'li yılların son dönemlerinde ortaya çıkmış, öncelikle gelişmiş ülkelerde kullanılmış, finansal piyasalarda yaşanan küreselleşme ile hız kazanarak gelişmekte olan ülkelerde de yeni bir finansal yapı olarak yerleşmeye başlamıştır. Finansal piyasalarda karanlık havuzlar, daha çok büyük hacimde işlem yapan yatırımcı profilinin piyasa dalgalanmalarından etkilenmemek amacıyla tercih ettikleri alternatif bir alım ve satım sistemidir. Dünyadaki karanlık havuz piyasaları ve bu ...

Forecasting electricity demand for Turkey: Modeling periodic variations and demand segregation
In deregulated electricity markets the independent system operator (ISO) oversees the power system and manages the supply and demand balancing process. In a typical day the ISO announces the electricity demand forecast for the next day and gives participants an option to prepare offers to meet the demand. In order to have a reliable power system and successful market operation it is crucial to estimate the electricity demand accurately. In this paper we develop an hourly demand forecasting method ...

Forecasting Models For Daily Natural Gas Consumption Considering Periodic Variations And Demand Segregation
Authors:Yükseltan, Ergün; Yücekaya, Ahmet Deniz; Bilge, Ayşe Hümeyra; Ağca Aktunç, Esra
Publisher and Date:(Elsevier Ltd, 2020)Due to expensive infrastructure and the difficulties in storage, supply conditions of natural gas are different from those of other traditional energy sources like petroleum or coal. To overcome these challenges, supplier countries require takeorpay agreements for requested natural gas quantities. These contracts have many preclauses; even if they are not met due to low/high consumption or other external factors, buyers must completely fulfill them. A similar contract is then imposed on ...

Futbol kulüpleri hisse senetleri üzerinden portföy oluşturulması ve finansal bir ürün olarak modellenmesi
Bu çalışmada Borsa İstanbul'da işlem gören Beşiktaş, Fenerbahçe, Galatasaray ve Trabzonspor takımlarının hisse senetlerini de içeren modern portföy teorisine uygun bir portföy oluşturulması amaçlanmıştır. Bu çalışma yapılırken takımların oynadıkları maç sonuçlarının kulüplerin hisse senetlerinin normal üzeri (abnormal) getirilerine etkisi incelenmiş ve futbol kulüpleri hisseleri ile BİST100 endeksi arasındaki korelasyona ve farklı sektörlerde faaliyet gösteren şirketlerin hisseleri ile olan ...

Hourly electricity demand forecasting using Fourier analysis with feedback
Authors:Yükseltan, Ergün; Yücekaya, Ahmet Deniz; Bilge, Ayşe Hümeyra
Publisher and Date:(Elsevier, 2020)Whether it be longterm, like yearahead, or shortterm, such as hourahead or dayahead, forecasting of electricity demand is crucial for the success of deregulated electricity markets. The stochastic nature of the demand for electricity, along with parameters such as temperature, humidity, and work habits, eventually causes deviations from expected demand. In this paper, we propose a feedbackbased forecasting methodology in which the hourly prediction by a Fourier series expansion is updated ...

Hourly electricity demand forecasting using Fourier analysis with feedback
Whether it be longterm, like yearahead, or shortterm, such as hourahead or dayahead, forecasting of electricity demand is crucial for the success of deregulated electricity markets. The stochastic nature of the demand for electricity, along with parameters such as temperature, humidity, and work habits, eventually causes deviations from expected demand. In this paper, we propose a feedbackbased forecasting methodology in which the hourly prediction by a Fourier series expansion is updated ...

İkili alım satım yöntemlerinin İstanbul borsası hisse senedi piyasasında uygulanabilirliğinin araştırılması
İkili hisse alım satımı kantitatif finans alanında, akademisyenler ve profesyonel finans çevrelerinin yıllardır ilgisini çekmiş fakat gerçek veri üzerinde çok az test edilmiş popüler tekniklerden biridir. Bu tezde, ikili alım satım stratejileri Borsa İstanbul BIST100 endeksi hisse senetleri üzerinde sınanmıştır. Çalışmada, literatürde en çok alıntılanan üç farklı ikili alım satım yöntemi incelenmiştir. Bu yöntemlerden stokastik açıklık yöntemi daha önce İstanbul Borsası verisi üzerinde test ...

'Level grading' a new graded algebra structure on differential polynomials: application to the classification of scalar evolution equations
We define a new grading which we call the 'level grading' on the algebra of polynomials generated by the derivatives u(k+i) over the ring K(k) of Cinfinity functions of x t u u(1) ... u(k) where . This grading has the property that the total derivative and the integration by parts with respect to x are filtered algebra maps. In addition if u satisfies the evolution equation u(j) = F[u] where F is a polynomial of order m = k + p and of level p then the total derivative with respect to t Dt is ...

Managing natural gas demand for free consumers under uncertainty and limited storage capacity
Authors:Aktunç, Esra Ağca; Yükseltan, Ergun; Yücekaya, Ahmet; Bilge, Ayşe Hümeyra
Publisher and Date:(Elsevier, 2020)Demand for energy sources depends on several factors such as population growth, urbanization, industrialization, and climate. Among fundamental energy sources, natural gas is characterized by storage limitations and takeorpay contracts, which makes it especially critical to forecast the demand accurately for cost management policies. Suppliers of natural gas require takeorpay contracts to ensure that consumers pay for any unused amount up front; and if the demand exceeds the agreed amount, ...

A mathematical characterization of the gel point in solgel transition
We model the solgel transition in terms of SusceptibleInfectedRemoved (SIR) and SusceptibleExposedInfectedRemoved (SEIR) models and compare with experimental results. We show, numerically, that the "gel point" described as the onset of the gelation phenomena and measured experimentally, corresponds to an accumulation point of the extreme values of the derivatives of the gelation curve. We define the "critical point of a sigmoidal curve" as the limit of the points where the derivatives reach ...