Ozan Evkaya

The University of Edinburgh | UoE · School of Mathematics

The increase of the product variety in the financial markets requires a clear understanding of the dependence between such instruments for the decision-makers. For a few decades, such dependence structures were often modeled with symmetric copula families. However, financial data may reveal an asymmetric structure, which can be determined via direc...

Efficient electricity demand planning is crucial for energy market actors. However, it is difficult as a consequence of climate change. We aim at investigating how climate variables (heating and cooling degree days) may affect electricity demand. By examining electricity consumption in various US sectors, we explore this relationship using parametr...

Why R? Turkey 2022 was a non-profit conference that aimed to bring Turkish R users together and encourage them to attend the R conferences. The targeted audience of the conference consisted of, data scientists, data analysts, and all R users from academia and industry. The three-day conference, which consisted of several events such as workshops, r...

In the fields of economics and finance, there are data sets with dependent structures that can be modeled symmetrically or asymmetrically. Analyzing the asymmetrically dependent data with a symmetric model can result in inaccurate financial decisions. Besides, the effect of any event such as the financial crisis on international financial returns c...

The Why R? Turkey 2021 as a three-day online conference was organized to bring together researchers and professionals from Turkey on April 16-17-18, 2021. We hereby aimed to promote the R community in Turkey by bringing R users with different backgrounds such as genetics, sociology, finance, economy, bio-statistics. There were 8 thematic sessions a...

Drought is one of the important and costliest disaster all over the world. With the accelerated progress of climate change, its frequency of occurrence and negative impacts are rapidly increasing. It is crucial to initiate and sustain an early warning system to monitor and predict the possible impacts of future droughts. Recently, with the rise of...

Copula based finite mixture models allow us to capture the dependence between random variables more flexibly. Although bivariate case of finite mixture models has been commonly studied, limited efforts have been spent on finite mixture of vines. Instead of using classical mixture models, it is possible to incorporate C-vines into the D-vine model (...

Drought is one of the most drastic natural phenomenon, having devastating economic and environmental damages. Most studies related to drought monitoring consider quantitative indices, primarily based on univariate drought indicator. Besides, drought characteristics are important to monitor the impacts of drought on any specific area. The objective...

This paper implements copulas to identify the dependence structure between electricity consumption and its cofounding indicators. To achieve this, Turkish electricity demand, its economic and sectoral indicators are taken into account. As a first step, bivariate copulas are used to identify the best fitting copula and the degree of the dependence....

Objective: Multiple pregnancies occurred more frequently with being widespread of the assisted reproduction techniques. The recent researches showed that the possibility of multiple pregnancies has been increased by some factors such as twin pregnancy experience in the family, mothers at later ages, social properties and the number of live-born inf...

An interdisciplinary work about the play written by Samuel Beckett, called as Quad based on Graph Theory.