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: 3Citation - Scopus: 3Estimates of Entropy for Multiplier Operators of Systems of Orthonormal Functions(Academic Press inc Elsevier Science, 2023) Milare, J.; Kushpel, A. K.; Tozoni, S. A.We obtain upper and lower estimates for epsilon-entropy and entropy numbers of multiplier operators of systems of orthonormal functions bounded from Lp to Lq. Upper estimates in our study require that a Marcinkiewicz-type multiplier theorem is available for the system. As application we obtain estimates for epsilon-entropy and entropy numbers of the multiplier operators associated with the sequences (k-gamma (lnk)-xi)infinity k=2 and (e-gamma kr )infinity k=0 where gamma > 0, xi >= 0 and 0 < r < 1. Some of these estimates are order sharp. We verify that the trigonometric system on the circle, the Vilenkin system and the Walsh system satisfy the conditions of our study. We also study analogous results for the Haar system and the Walsh systems on spheres.(c) 2022 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: 14Citation - Scopus: 18A Validated Active Contour Method Driven by Parabolic Arc Model for Detection and Segmentation of Mitochondria(Academic Press inc Elsevier Science, 2016) Hassanpour, Reza Z.; Perkins, Guy; Tasel, Serdar F.; Mumcuoglu, Erkan U.Recent studies reveal that mitochondria take substantial responsibility in cellular functions that are closely related to aging diseases caused by degeneration of neurons. These studies emphasize that the membrane and crista morphology of a mitochondrion should receive attention in order to investigate the link between mitochondria] function and its physical structure. Electron microscope tomography (EMT) allows analysis of the inner structures of mitochondria by providing highly detailed visual data from large volumes. Computerized segmentation of mitochondria with minimum manual effort is essential to accelerate the study of mitochondrial structure/function relationships. In this work, we improved and extended our previous attempts to detect and segment mitochondria from transmission electron microcopy (TEM) images. A parabolic arc model was utilized to extract membrane structures. Then, curve energy based active contours were employed to obtain roughly outlined candidate mitochondrial regions. Finally, a validation process was applied to obtain the final segmentation data. 3D extension of the algorithm is also presented in this paper. Our method achieved an average F-score performance of 0.84. Average Dice Similarity Coefficient and boundary error were measured as 0.87 and 14 nm respectively. (C) 2016 Elsevier Inc. All rights reserved.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.
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