Yazar "Ünal, Baki" için listeleme
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Analysis of Causality Between Bitcoin and Ethereum Using Transfer Entropy
Ünal, Baki; Sakallı, Abdulla (Üçüncü Sektör Sosyal Ekonomi Dergisi, 2022)In the literature causality and information flow between time series are investigated. To analyze this relationship several causality tests are proposed. Mostly used causality tests are Granger, Toda-Yamamoto and Hatemi-J ... -
BIST100 Endeksi ve Dolar Kuru Arasındaki İlişkinin Transfer Entropisi ile Analizi
Ünal, Baki; Eroğlu, Yunus (Gümüşhane Üniversitesi, 2022)Farklı alanlardaki zaman serileri arasındaki nedenselliğin ve bilgi akışının analizi literatürde önemli bir araştırma başlığıdır ve farklı nedensellik testleri önerilmiştir. Bunlardan en yaygın kullanılanları Granger, ... -
Causality Analysis for COVID-19 among Countries Using Effective Transfer Entropy
Ünal, Baki (MDPI, 2022)In this study, causalities of COVID-19 across a group of seventy countries are analyzed with effective transfer entropy. To reveal the causalities, a weighted directed network is constructed. In this network, the weights ... -
Fractal Analysis of S&P 500 Sector Indexes
Ünal, Baki (Fiscaoeconomia International Journal Social Sciences, 2023)In this study multifractal properties of S&P 500 sector indexes are investigated with Multifractal Detrended Fluctuation Analysis (MF-DFA). The MF-DFA is a signal processing technique that is used to describe the multifractal ... -
Intraday Seasonality and Volatility Pattern: An Explanation with Recurrence Quantification Analysis
Ünal, Baki; Küçükkocaoğlu, Güray; Kadıoğlu, Eyüp (World Scientific, 2023)The Recurrence Quantification Analysis (RQA), a pattern recognition-based time series analysis method, can be successfully utilized for short, nonstationary, nonlinear, and chaotic time series. These RQA measures quantify ... -
Karmaşıklık İktisadı: Teorik Bir İnceleme
Ünal, Baki (İnsan ve Toplum Bilimleri Araştırmaları Dergisi, 2021)Yakın yakın planlık olarak yeni bir paradigmaortaya bakın. Karmaşıklık karmaşık sistemlerin modellenmesi veanlaşılması ile ilgilenmektedir. Bu teorinin ortaya çıkışının hedefibilgisayar ürünündeki hedeftir. Bilgisayar ... -
Nonlinear and Chaotic Time Series Analysis
Ünal, Baki; Aladağ, Çağdaş Hakan (World Scientific Publishing Co., 2022)This study introduces the techniques used in the analysis of nonlinear and deterministic time series. Since chaotic time series are nonlinear and deterministic, the techniques introduced here can be successfully applied ... -
Stability Analysis of Bitcoin using Recurrence Quantification Analysis
Ünal, Baki (Chaos Theory and Applications, 2022)Cryptocurrencies are new kinds of electronic currencies based on communication technologies. These currencies have attracted the attention of investors. However, cryptocurrencies are very volatile and unpredictable. For ... -
Terrestrial biosphere water balance analysis: a mathematical model to predict the impacts of climate change on net water budget on global scale
Sakallı, Abdulla; Ünal, Baki (Corvinus University of Budapest, 2023)The industrial revolution triggered increased greenhouse gas emissions, disrupting the water cycle, and raising global temperatures by 2°C. This shift has induced extreme weather, rising sea levels, altered precipitation, ... -
Time-Varying Fractal Analysis of Exchange Rates
Ünal, Baki (Chaos Theory and Applications, 2023)The foreign exchange (forex) market is a dynamic and complex financial arena where the exchange rates of various currency pairs fluctuate continuously. Among these currency pairs, EUR/TRY and USD/TRY hold significant ...
