Scopus İndeksli Yayınlar Koleksiyonu
Permanent URI for this collectionhttps://hdl.handle.net/20.500.12416/8651
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Article Citation - WoS: 3Citation - Scopus: 3Correlation Meets Causality: a Holistic Measure of Financial Contagion(Academic Press inc Elsevier Science, 2024) Atasoy, Burak Sencer; Ozkan, Brahim; Özkan, İbrahimThis study introduces a new measure of financial contagion. We argue that a rapid increase in correlations between two series is necessary but not sufficient for contagion to occur, and develop a contagion test that combines dynamic conditional correlations with time-varying Granger causality. We empirically illustrate our new approach using systemic risk data covering the period 1996 - 2023. We show that there are periods when correlations increase rapidly without causality, as well as periods when causality is present but correlations do not increase. The proposed test enables data-driven detection of contagion episodes and provides a clear distinction between interconnectedness and contagion.Article Citation - WoS: 303Citation - Scopus: 346The Impact of the Russia-Ukraine Conflict on the Connectedness of Financial Markets(Academic Press inc Elsevier Science, 2022) Umar, Zaghum; Polat, Onur; Choi, Sun-Yong; Teplova, TamaraWe investigate the impact of geopolitical risks caused by the Russian-Ukrainian conflict on Russia, European financial markets, and the global commodity markets. We measure the dynamic connectedness among them using time- and frequency-based time-varying parameter vector autoregression (TVP-VAR) approaches. The empirical findings indicate that (i) their relationship has changed due to the conflict; (ii) European equities and Russian bonds are the net transmitters of shocks; and (iii) the conflict affects returns and volatility connectedness among them in terms of short-and long-term frequencies, respectively.Article Citation - WoS: 8Citation - Scopus: 8Quantum Eye: Lattice Plasmon Effect on Quantum Fluctuations and Photon Detection(Academic Press inc Elsevier Science, 2018) Salmanogli, Ahmad; Gecim, H. SelcukIn this work, arrays of plasmonic nanoparticles coupled to a detector are designed and considered as a quantum eye. In the designed system, the plasmonic nanoparticles have a role like an ommatidium in the artificial compound eye; however, the quantum eye ommatidium acts with different functionality. To better understand this system, we analyze it with the full quantum theory, quantize lattice plasmon generated by the array of plasmonic nanoparticles, and finally derive bosonic operators using Heisenberg-Langevin equations. Moreover, we theoretically derive the radiative and non-radiative losses introduced by this system and examine lattice plasmon effect on spontaneous emission of the quantum dot (Purcell factor). The main goal of this article is to investigate the quantum eye's quantum properties such as quantum fluctuations, which is modeled and analyzed by studying the second-order correlation function. This function exhibits a significant bunching as a function of lattice plasmon optical properties. We can easily manipulate and improve the lattice plasmon optical properties, which dramatically depend on the array geometry. Finally, we study the quantum eye photon detection by a quantum measuring approach and show that the lattice plasmon has a strong effect on quantum properties after the one-count process. (C) 2018 Elsevier Inc. All rights reserved.Article Citation - WoS: 67Citation - Scopus: 70Numerical Approximation of Higher-Order Time-Fractional Telegraph Equation by Using a Combination of a Geometric Approach and Method of Line(Academic Press inc Elsevier Science, 2016) Baleanu, D.; Hashemi, M. S.We propose a simple and accurate numerical scheme for solving the time fractional telegraph (TFT) equation within Caputo type fractional derivative. A fictitious coordinate v is imposed onto the problem in order to transform the dependent variable u(x, t) into a new variable with an extra dimension. In the new space with the added fictitious dimension, a combination of method of line and group preserving scheme (GPS) is proposed to find the approximate solutions. This method preserves the geometric structure of the problem. Power and accuracy of this method has been illustrated through some examples of TFT equation. (C) 2016 Elsevier Inc. All rights reserved.Article Citation - WoS: 203Citation - Scopus: 217A Spectral Tau Algorithm Based on Jacobi Operational Matrix for Numerical Solution of Time Fractional Diffusion-Wave Equations(Academic Press inc Elsevier Science, 2015) Doha, E. H.; Baleanu, D.; Ezz-Eldien, S. S.; Bhrawy, A. H.In this paper, an efficient and accurate spectral numerical method is presented for solving second-, fourth-order fractional diffusion-wave equations and fractional wave equations with damping. The proposed method is based on Jacobi tau spectral procedure together with the Jacobi operational matrix for fractional integrals, described in the Riemann-Liouville sense. The main characteristic behind this approach is to reduce such problems to those of solving systems of algebraic equations in the unknown expansion coefficients of the sought-for spectral approximations. The validity and effectiveness of the method are demonstrated by solving five numerical examples. Numerical examples are presented in the form of tables and graphs to make comparisons with the results obtained by other methods and with the exact solutions more easier. (C) 2014 Elsevier Inc. All rights reserved.Article Citation - WoS: 61Citation - Scopus: 70Tau Method for the Numerical Solution of a Fuzzy Fractional Kinetic Model and Its Application To the Oil Palm Frond as a Promising Source of Xylose(Academic Press inc Elsevier Science, 2015) Salahshour, S.; Baleanu, D.; Amirkhani, H.; Yunus, R.; Ahmadian, A.The Oil Palm Frond (a lignocellulosic material) is a high-yielding energy crop that can be utilized as a promising source of xylose. It holds the potential as a feedstock for bioethanol production due to being free and inexpensive in terms of collection, storage and cropping practices. The aim of the paper is to calculate the concentration and yield of xylose from the acid hydrolysis of the Oil Palm Frond through a fuzzy fractional kinetic model. The approximate solution of the derived fuzzy fractional model is achieved by using a tau method based on the fuzzy operational matrix of the generalized Laguerre polynomials. The results validate the effectiveness and applicability of the proposed solution method for solving this type of fuzzy kinetic model. (C) 2015 Elsevier Inc. All rights reserved.Article Citation - WoS: 6Citation - Scopus: 16Parallel Wavecluster: a Linear Scaling Parallel Clustering Algorithm Implementation With Application To Very Large Datasets(Academic Press inc Elsevier Science, 2011) Ozdogan, Cem; Yildirim, Ahmet ArtuA linear scaling parallel clustering algorithm implementation and its application to very large datasets for cluster analysis is reported. WaveCluster is a novel clustering approach based on wavelet transforms. Despite this approach has an ability to detect clusters of arbitrary shapes in an efficient way, it requires considerable amount of time to collect results for large sizes of multi-dimensional datasets. We propose the parallel implementation of the WaveCluster algorithm based on the message passing model for a distributed-memory multiprocessor system. In the proposed method, communication among processors and memory requirements are kept at minimum to achieve high efficiency. We have conducted the experiments on a dense dataset and a sparse dataset to measure the algorithm behavior appropriately. Our results obtained from performed experiments demonstrate that developed parallel WaveCluster algorithm exposes high speedup and scales linearly with the increasing number of processors. (C) 2011 Elsevier Inc. All rights reserved.