Erhan Ustaoglu

Günümüz dünyası, ekonomik belirsizlikler, sosyal değişimler ve teknolojik gelişmelerle şekillenmektedir. Bu dinamik ortamda, doğru ve güncel verilerin analizi, yalnızca akademik bir gereklilik değil, aynı zamanda toplumsal ve ekonomik karar alma süreçlerinin de temelini oluşturmaktadır. "Güncel Ekonometrik ve İstatistiksel Uygulamalar ile Akademik...

Günümüz dünyası, ekonomik belirsizlikler, sosyal değişimler ve teknolojik gelişmelerle şekillenmektedir. Bu dinamik ortamda, doğru ve güncel verilerin analizi, yalnızca akademik bir gereklilik değil, aynı zamanda toplumsal ve ekonomik karar alma süreçlerinin de temelini oluşturmaktadır. "Güncel Ekonometrik ve İstatistiksel Uygulamalar ile Akademik...

The Dirichlet distribution as a multivariate generalization of the beta distribution is especially important for modeling categorical distributions. Hence, its applications vary within a wide range from modeling cell probabilities of contingency tables to modeling income inequalities. Thus, it is commonly used as the conjugate prior of the multinom...

The nature of dependence between random variables has always been the subject of many statistical problems for over a century. Yet today, there is a great deal of research on this topic, especially focusing on the analysis of nonlinearity. Shannon mutual information has been considered to be the most comprehensive measure of dependence for evaluati...

Çalışma, NFT (Non-FungibleToken) kavramı ile bu kavramın üzerine kurulu olduğu teknoloji ve kullanım alanlarını araştırmaktadır. Bu araştırmada ilk olarak NFT’nin dayandığı blokzincir teknolojisi incelenmekte ve çalışma biçimi açıklanmaktadır. Ardından bu teknolojinin özellikleri ve popüler kripto paralar dışındaki kullanım alanları irdelenmiştir....

Graphical Lasso (Least absolute shrinkage and selection operator) has become a popular tool in the field of machine learning in recent years. Although it has been deployed mainly for feature selection in classification problems, it is also used for covariance matrix estimation. Mean-variance portfolio optimization relies on sample covariance matrix...

Mean-variance portfolio optimization model has been shown to have serious drawbacks. The model assumes that assets returns are normally distributed that is not valid for most of the markets and portfolios. It also relies on asset’s covariance matrices for the calculation of portfolio’s risk that is open to estimation errors. Moreover, these optimiz...

Designing the most efficient roadway illumination is a strategic and complex activity, as it requires consideration of both environmental and economic factors. The aim of this study is to propose a novel structured multi-methodological framework based on the systematic application of data envelopment analysis (DEA), qualityfunction deployment (QFD)...

This study intends to provide a new insight into the concentration and dominance indices as the concerns grow about the increasing concentration in the markets around the world. Most of the studies attempting to measure concentration or dominance in a market employ the popular concentration/dominance indices like Herfindahl–Hirschmann, Hannah–Kay,...

Asymptotic behavior of qualitative variation statistics, including entropy measures, can be modeled well by normal distributions. In this study, we test the normality of various qualitative variation measures in general. We find that almost all indices tend to normality as the sample size increases, and they are highly correlated. However, for all...

Since distributions of qualitative variables can be represented by multinomial distributions, the role of multinomial distribution in entropy considerations is essential in statistics. Moreover for larger sample sizes multinomial distributions can be approximated well by multivariate normal distributions. The measures of qualitative variations depe...

Statistical entropy is a measure of dispersion or spread of a random variable. Especially when the random variable is nominal, classical measures of dispersion like standard deviation can not be computed. In such cases, measures of variation, including entropy-based statistics;computed by using cell frequencies of a distributionmust be used. The as...