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: 1Citation - Scopus: 1Optimal Recovery and Volume Estimates(Academic Press inc Elsevier Science, 2023) Kushpel, AlexanderWe study volumes of sections of convex origin-symmetric bodies in Rn induced by orthonormal systems on probability spaces. The approach is based on volume estimates of John-Lowner ellipsoids and expectations of norms induced by the respective systems. The estimates obtained allow us to establish lower bounds for the radii of sections which gives lower bounds for Gelfand widths (or linear cowidths). As an application we offer a new method of evaluation of Gelfand and Kolmogorov widths of multiplier operators. In particular, we establish sharp orders of widths of standard Sobolev classes Wp & gamma;, & gamma; > 0 in Lq on two-point homogeneous spaces in the difficult case, i.e. if 1 < q < p < oo.& COPY; 2023 Elsevier Inc. All rights reserved.Article Citation - WoS: 1Citation - Scopus: 1A New Hamiltonian System(Academic Press inc Elsevier Science, 2020) Ugurlu, EkinThis paper aims to share a new first-order differential equation that contains the continuous analogous of the orthogonal polynomials on the unit-circle. We introduce some basic results on the system and solutions of the system. Using nested-circle approach we introduce the possible number of square-integrable solutions of the system. At the end of the paper we share a limit-point criteria for the two-dimensional system of equations. (C) 2020 Elsevier Inc. All rights reserved.Article Citation - WoS: 3Citation - Scopus: 3Lower Bounds of Cowidths and Widths of Multiplier Operators(Academic Press inc Elsevier Science, 2022) Kushpel, AlexanderThe main objective of this article is to present new results on optimal reconstruction of function classes on probability spaces (Omega, A, nu) in the standard L-q spaces. We consider the problem of optimal reconstruction in the sense of the respective cowidths of standard function classes Lambda U-p generated by multiplier or pseudo differential operators Lambda : L-p -> L-q, 1 <= p, q <= infinity. Our approach is based on the estimates of volumes of John-Lowner ellipsoids and expectations of norms induced by orthonormal systems on (Omega, A, nu). It is shown that the results obtained are order sharp in many cases. In particular, we obtain sharp orders of entropy of Sobolev classes W-infinity(gamma), gamma > 0 in L-1 and n-widths of Lambda U-p in L-q, 1 < q <= p < infinity in the case of two-point homogeneous spaces and torus. (C) 2021 Elsevier Inc. All rights reserved.Article Citation - WoS: 6Citation - Scopus: 6The Radii of Sections of Origin-Symmetric Convex Bodies and Their Applications(Academic Press inc Elsevier Science, 2021) Tas, Kenan; Kushpel, AlexanderLet V and W be any convex and origin-symmetric bodies in R-n . Assume that for some A is an element of L (R-n -> R-n), det A not equal 0, V is contained in the ellipsoid A(-1)B((2))(n), where B-(2)(n) is the unit Euclidean ball. We give a lower bound for the W-radius of sections of A(-1) V in terms of the spectral radius of AA and the expectations of parallel to . parallel to(V) and parallel to . parallel to(W)0 with respect to Haar measure on Sn-1 subset of R-n. It is shown that the respective expectations are bounded as n -> infinity in many important cases. As an application we offer a new method of evaluation of n-widths of multiplier operators. As an example we establish sharp orders of n-widths of multiplier operators Lambda : L-p (M-d) -> L-q (M-d), 1 < q <= 2 <= p < infinity on compact homogeneous Riemannian manifolds M-d. Also, we apply these results to prove the existence of flat polynomials on M-d. (c) 2020 Elsevier Inc. All rights reserved.Article Citation - WoS: 22Citation - Scopus: 27On Multiplication in Finite Fields(Academic Press inc Elsevier Science, 2010) Ozbudak, Ferruh; Cenk, MuratWe present a method for multiplication in finite fields which gives multiplication algorithms with improved or best known bilinear complexities for certain finite fields. Our method generalizes some earlier methods and combines them with the recently introduced complexity notion (M) over cap (q)(l), which denotes the minimum number of multiplications needed in F-q in order to obtain the coefficients of the product of two arbitrary l-term polynomials modulo x(l) in F-q[x]. We study our method for the finite fields F(q)n, where 2 <= n <= 18 and q = 2, 3,4 and we improve or reach the currently best known bilinear complexities. We also give some applications in cryptography. (C) 2010 Published by Elsevier Inc.Article Citation - WoS: 9Citation - Scopus: 13The Convolution of Functions and Distributions(Academic Press inc Elsevier Science, 2005) Tas, K; Fisher, BThe non-commutative convolution f * g of two distributions f and g in V is defined to be the limit of the sequence {(f tau(n)) * g}, provided the limit exists, where {tau(n)} is a certain sequence of functions in D converging to 1. It is proved that vertical bar x vertical bar(lambda) * (sgnx vertical bar x vertical bar(mu)) = 2 sin(lambda pi/2)cos(mu pi/2)/sin[(lambda+mu)pi/2] B(lambda+1, mu+1) sgn x vertical bar x vertical bar(lambda+mu+1), for -1 < lambda + mu < 0 and lambda, mu not equal -1, -2,..., where B denotes the Beta function. (c) 2005 Elsevier Inc. All rights reserved.Article Citation - WoS: 158Citation - Scopus: 181Hamiltonian Formulation of Systems With Linear Velocities Within Riemann-Liouville Fractional Derivatives(Academic Press inc Elsevier Science, 2005) Muslih, SI; Baleanu, D; Avkar, T.The link between the treatments of constrained systems with fractional derivatives by using both Hamiltonian and Lagrangian formulations is studied. It is shown that both treatments for systems with linear velocities are equivalent. (c) 2004 Elsevier Inc. All rights reserved.Article Citation - WoS: 4Citation - Scopus: 4On the Optimality of the Trigonometric System(Academic Press inc Elsevier Science, 2020) Jarad, Fahd; Kushpel, A.; Tas, K.We study a new phenomenon of the behaviour of widths with respect to the optimality of trigonometric system. It is shown that the trigonometric system is optimal in the sense of Kolmogorov widths in the case of "super-high" and "super-small" smoothness but is not optimal in the intermediate cases. Bernstein's widths behave differently when compared with Kolmogorov in the case of "super-small" smoothness. However, in the case of "super-high" smoothness Kolmogorov and Bernstein widths behave similarly, i.e. are realized by trigonometric polynomials. (C) 2019 Elsevier Inc. All rights reserved.