Yönetim Bilişim Sistemleri Bölümü Yayın Koleksiyonu
Permanent URI for this collectionhttps://hdl.handle.net/20.500.12416/6195
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Article Citation Count: Güneş, Didem; Özkan, İbrahim; Erden, Lütfi (2024). "Economic sentiment and foreign portfolio flows: Evidence from Türkiye", Central Bank Review, Vol. 24, No. 1.Economic sentiment and foreign portfolio flows: Evidence from Türkiye(2024) Güneş, Didem; Özkan, İbrahim; Erden, Lütfi; 169580The notable surge in capital flows in recent years has emerged as a key factor shaping the dynamics of international financial markets and influencing economic performance of emerging economies. Even though macroeconomic fundamentals of an economy can explain some of the patterns in international capital flows, behavioral factors also seem to be essential for positioning capital flows across countries. In this study, we aim to examine whether overall economic sentiment towards Turkish economy plays a significant role on net portfolio flows to Türkiye. To this end, we first construct a novel text-based sentiment index called "Turkish Economic Sentiment Index (TESI)", to capture the behavioral tendencies of international investors and media towards Türkiye. Our subsequent step integrates TESI into autoregressive distributed lag models (ARDL) alongside major pull-push determinants to assess whether market sentiment holds discernible influence on capital influx into Turkey. The results reveal that the TESI and VIX stand out as pivotal determinants influencing international portfolio flows. The TESI has a positive impact on portfolio flow dynamics, whereas the degree of global risk aversion inversely affects these flows. These findings align with the contention that a favorable sentiment can boost portfolio inflows to emerging markets. Conversely, heightened volatility expectations in © 2024 The AuthorsArticle Citation Count: Nanehkaran, Yaser A...et al. (2023). "Deep learning method for compressive strength prediction for lightweight concrete", Computers and Concrete, Vol. 32, No. 3, pp. 327-337.Deep learning method for compressive strength prediction for lightweight concrete(2023) Nanehkaran, Yaser A.; Azarafza, Mohammad; Pusatlı, Tolga; Bonab, Masoud Hajialilue; Irani, Arash Esmatkhah; Kouhdarag, Mehdi; Chen, Junde; Derakhshani, Reza; 51704Concrete is the most widely used building material, with various types including high- and ultra-high-strength, reinforced, normal, and lightweight concretes. However, accurately predicting concrete properties is challenging due to the geotechnical design code’s requirement for specific characteristics. To overcome this issue, researchers have turned to new technologies like machine learning to develop proper methodologies for concrete specification. In this study, we propose a highly accurate deep learning-based predictive model to investigate the compressive strength (UCS) of lightweight concrete with natural aggregates (pumice). Our model was implemented on a database containing 249 experimental records and revealed that water, cement, water-cement ratio, fine-coarse aggregate, aggregate substitution rate, fine aggregate replacement, and superplasticizer are the most influential covariates on UCS. To validate our model, we trained and tested it on random subsets of the database, and its performance was evaluated using a confusion matrix and receiver operating characteristic (ROC) overall accuracy. The proposed model was compared with widely known machine learning methods such as MLP, SVM, and DT classifiers to assess its capability. In addition, the model was tested on 25 laboratory UCS tests to evaluate its predictability. Our findings showed that the proposed model achieved the highest accuracy (accuracy=0.97, precision=0.97) and the lowest error rate with a high learning rate (R2=0.914), as confirmed by ROC (AUC=0.971), which is higher than other classifiers. Therefore, the proposed method demonstrates a high level of performance and capability for UCS predictions.Book Citation Count: Cılasun, Seyit Mümin; Günalp, Burak; Acar, Elif Öznur. Türkiye'de Emek Piyasasında İşgücü Geçişleri, Ankara: Gazi Kitabevi, p. 87, 2016.Türkiye'de Emek Piyasasında İşgücü Geçişleri(Gazi Kitabevi, 2016) Cılasun, Seyit Mümin; Günalp, Burak; Acar, Elif Öznur; 9839; 48566Conference Object Citation Count: Binglaw, Ftayem; Koyuncu, Murat; Pusatlı, Tolga. "Security Requirements in IoT Environments", International Conference on Internet of Things as a Service, pp. 84-96, 202.Security Requirements in IoT Environments(2022) Binglaw, Ftayem; Koyuncu, Murat; Pusatlı, Tolga; 51704The Internet of Things (IoT) is a relatively new concept as it connects things (or objects) that do not have high computational power. The IoT helps these things see, listen, and take action by interoperating with minimal human intervention to make people’s lives easier. However, these systems are vulnerable to attacks and security threats that could potentially undermine consumer confidence in them. For this reason, it is critical to understand the characteristics of IoT security and their requirements before starting to discuss how to protect them. In this scope, the present work reviews the importance of security in IoT applications, factors that restrict the use of traditional security methods to protect IoTs, and the basic requirements necessary to judge them as secure environments.Article Citation Count: Asuman, ERBEN YAVUZ;...et.al. (2023). "CDS, OVX ve VIX Endekslerinin BRICS ve MIST Ülke Borsa Endeksleri Üzerindeki Etkilerinin Karşılaştırmalı Analizi", Üçüncü Sektör Sosyal Ekonomi, Vol.58, No.2, pp.1394-1414.CDS, OVX ve VIX Endekslerinin BRICS ve MIST Ülke Borsa Endeksleri Üzerindeki Etkilerinin Karşılaştırmalı Analizi(2023) Asuman, ERBEN YAVUZ; Hazar, Adalet; Babuşcu, Şenol; Solakoğlu, Mehmet Nihat; 161529Son yıllarda yapılmış olan birçok çalışma göstermiştir ki özellikle gelişmekte olan ekonomilerin maruz kaldığı dış şoklar, gelişmiş piyasalardan daha çok hisse senedi piyasalarında dalgalanmalar sergilemektedirler. Bu çalışmada gelişmiş ülkelerden BRICS ve MIST ülkelerine odaklanılarak CDS, VIX, OVX ve hisse senedi piyasalarının ortak davranışı araştırılmıştır. Aralık 2010-Haziran 2021 dönemlerini kapsayan çalışmada moderatör etki model panel veri analizi yapılarak CDS, VIX ve OVX Endeks’lerinin etkilerinin BRICS ve MIST ülkelerinde farklılaştığı görülmüştür. Analiz sonucunda ayrıca borsa endekslerinde en fazla etkiye sahip endeksin OVX Endeksi, en az etkiye sahip göstergenin de CDS olduğu tespit edilmiştir. Çalışmadan elde edilen bulgulara göre politika yapıcılara ve bu tür ülke gruplarının yatırım araçlarını portföylerine dahil eden yatırımcılara diğer risklerin yanı sıra önemli bir risk unsuru olarak volatiliteye verdikleri tepkileri de dikkate almaları tavsiye edilmektedir.Book Part Citation Count: Sezgin, Emre...et al (2013). "The perception of electronic document management systems (EDMS) as a transformational information and communication technology (ICT) for public institutions in Turkey", Public Administration Reformation: Market Demand from Public Organizations, pp. 279-300.The perception of electronic document management systems (EDMS) as a transformational information and communication technology (ICT) for public institutions in Turkey(2013) Sezgin, Emre; Medeni, Tunç D.; Önaçan, Mehmet Bilge Kağan; Kömürcü, Ruşen; Dalbay, Özkan; Medeni, İhsan Tolga; 181215Conference Object Citation Count: Zrelli, Saber...et al (2007). "Improving Kerberos security system for cross-realm collaborative interactions: An innovative example of knowledge technology for evolving & verifiable E-society", 2007 IEEE International Conference on Research, Innovation and Vision for the Future, RIVF 2007, pp. 211-219.Improving Kerberos security system for cross-realm collaborative interactions: An innovative example of knowledge technology for evolving & verifiable E-society(2007) Zrelli, Saber; Medeni, Tune; Shinoda, Yoichi; Medeni, Tolga; 181215In this paper, we clarify the role of authentication systems as building blocks for Knowledge Technologies that constitutes the basis of an evolvable and trustworthy e-society. Such frameworks support the trustworthy cross-realm collaboration and user-friendly service provision through proper measures of authentication, privacy, integrity and secrecy of information. We define the requirements that such authentication systems must fulfill. Then, we present Kerberos as a candidate. We overview the basic operations and the cross-realm authentication model of Kerberos. Then we present the XKDCP extension as a solution for scalability and reliability issues in Kerberos cross-realm operations. With the proposed enhancements , we have achieved our goal on selecting an authentication system that matches the requirements for evolvable and verifiable e-society.Conference Object Citation Count: Sakarya, A. Orçun; Aluftekin, Nilay (2006). "Usage of information technologies in agricultural insurance systems in Turkey", Computers in Agriculture and Natural Resources - Proceedings of the 4th World Congress, 24 July 2006, through 26 July 2006, pp. 678-687.Usage of information technologies in agricultural insurance systems in Turkey(2006) Sakarya, A. Orçun; Aluftekin, Nilay; 19342Considering the important place of the agriculture and the presence of natural risks to hedge; agricultural insurance has been a subject of interest for a long time in Turkey. Recently, a new agricultural scheme involving some managerial and legal changes has been launched. In this framework, evolving technologies used in finance and insurance sector have also been started to be implemented for agricultural insurance operations. Another specific point of this new scheme is the inclusion of a new insurance flow network accompanied by an intense research and development (R&D) to be made especially for system improvement. In this stage, when the number of potential customers to be served has been taken into account; one of the areas for improvement can be database systems. The goal of the paper is to briefly present the new agricultural insurance scheme and network by providing an extension for the database management. The study is composed of five parts. In the first part, the agricultural insurance concept has been analyzed in a global point of view. Following the literature review, brief history and recent legislation concerning the agricultural insurance scheme in Turkey has been mentioned in the third part and the new established network in connection with this scheme has been given in the fourth part of the study. In the fifth part, an implementation model using Extract Transform Load (ETL) flow for system network amelioration has been provided.
