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Yayın On computing the multivariate poisson probability distribution(Springer, 2023-06-20) Çekyay, Bora; Frenk, Johannes Bartholomeus Gerardus; Javadi, SonyaWithin the theory of non-negative integer valued multivariate infinitely divisible distributions, the multivariate Poisson distribution plays a key role. As in the univariate case, any non-negative integer valued infinitely divisible multivariate distribution can be approximated by a multivariate distribution belonging to the compound Poisson family. The multivariate Poisson distribution is an important member of this family. In recent years, the multivariate Poisson distributions also has gained practical importance, since they serve as models to describe counting data having a positive covariance structure. However, due to the computational complexity of computing the multivariate Poisson probability mass function (pmf) and its corresponding cumulative distribution function (cdf), their use within these counting models is limited. Since most of the theoretical properties of the multivariate Poisson probability distribution seem already to be known, the main focus of this paper is on proposing more efficient algorithms to compute this pmf. Using a well known property of a Poisson multivariate distributed random vector, we propose in this paper a direct approach to calculate this pmf based on finding all solutions of a system of linear Diophantine equations. This new approach complements an already existing procedure depending on the use of recurrence relations existing for the pmf. We compare our new approach with this already existing approach applied to a slightly different set of recurrence relations which are easier to evaluate. A proof of this new set of recurrence relations is also given. As a result, several algorithms are proposed where some of them are based on the new approach and some use the recurrence relations. To test these algorithms, we provide an extensive analysis in the computational section. Based on the experiments in this section, we conclude that the approach finding all solutions of a set of linear Diophantine equations is computationally more efficient than the approach using the recurrence relations to evaluate the pmf of a multivariate Poisson distributed random vector.Yayın Leveraging renewable energy for Türkiye's future hydrogen supply chain(Elsevier Ltd, 2025-09-09) Türkali Özbek, Busenur; Erdoğan, Ahmet; Güler, Mehmet GürayAs energy and climate crises necessitate a shift to sustainable resources, hydrogen - with its zero-emission potential-is expected to play a key role in the energy transition. Designing an effective hydrogen supply chain (HSC) is essential to realizing this potential. This study introduces a multi-period, multi-objective stochastic optimization model for Türkiye's transportation-sector HSC. It addresses gaps in existing research by integrating dynamic renewable energy availability, lifecycle-based CO2 emissions, and regional green hydrogen prioritization. The ε-constraint method is used to balance economic and environmental objectives. Results show that Türkiye can significantly reduce emissions by gradually transitioning from fossil-based production and by optimizing facility locations based on regional solar, wind, and hydrogen sulfide potential. Centralized production reduces costs but increases transport risk and emissions, while localized production improves resilience yet may increase fossil fuel reliance in resource-limited regions. These findings offer strategic guidance for aligning hydrogen planning with Türkiye's climate commitments.Yayın Mikro ölçekli hisselerde anormal fiyat hareketlerinin LSTM ile tahmini(Institute of Electrical and Electronics Engineers Inc., 2025-08-15) Recal, Füsun; Kayaçetin, Nuri Volkan; Kayahan, İsmailBireysel yatırımcıların karar alma süreçlerinde gözlemlenen aşırı iyimserlik, sürü psikolojisi ve yakın geçmişteki performansa aşırı tepki gibi davranışsal eğilimler dar yatırımcı tabanları ve düşük likiditeleri nedeniyle arbitraj mekanizmasının göreceli olarak zor işlediği mikro ölçekli hisselerin değerlerini makul ekonomik temellerden koparabilir. Bu çalışmada, bu tip davranışsal eğilimlerin hisse fiyatı ve işlem hacmi üzerinde belli örüntüler bırakacağı fikrinden yola çıkılarak, Borsa İstanbul’da işlem gören mikro ölçek hisselerdeki anormal fiyat ayrışmalarını, geçmiş fiyat ve hacim bazlı değişkenler yardımıyla tahmin eden bir LSTM modeli geliştirilmiştir. İncelenen hisselerin yarısından çoğunda modelden elde edilen tahminler gerçekleşen getirilerle pozitif ve istatistiksel olarak anlamlı bir ilişki içindedir. Sonuçlar, mikro ölçekli hisselerdeki fiyat ayrışmalarının geçmiş fiyat ve hacim verisiyle kısmen de olsa açıklanabildiğini göstermektedir.Yayın Comparing pre-trained and fine-tuned transformer-based models for sentiment analysis in Turkish comments in student surveys(Institute of Electrical and Electronics Engineers Inc., 2025-08-15) Pourjalil, Kajal; Ekin, Emine; Recal, FüsunStudent surveys are essential for evaluating teaching quality and course content, but analyzing open-ended responses is challenging due to their unstructured and multilingual nature. This study applies sentiment analysis to Turkish educational survey responses using three transformer-based models: SAVASY, DBMDZ BERT Base Turkish Cased, and XLM-RoBERTa Base. A labeled dataset of real-world student comments was used, with sentiment labels assigned using the Gemini AI tool to facilitate model fine-tuning. Evaluation metrics included accuracy, F1-score, precision, recall, and confidence scores. Results show that fine-tuning improves sentiment classification, effectively identifying positive, negative, and neutral sentiments. This highlights the value of transformer models in analyzing Turkish student feedback.Yayın Uzun vadeli risk modelleri perspektifinden değer yatırımcılığı anlayışı(Nobel Akademik Yayıncılık, 2024-12) Kayaçetin, Nuri Volkan; Yiğit, Fatih; Camgöz, Mevlüt[No abstract available]Yayın Menkul Kıymetler Yatırım Fonları(Efe Akademi, 2021-08) Kayaçetin, Nuri Volkan; Aslan, Ömer Faruk; Erden, Bahattin[No abstract available]Yayın Infrequent rebalancing, risk deferral, and equity returns at the turn of the month(Elsevier Ltd, 2026-03-13) Kayaçetin, Nuri VolkanWe examine equity returns at the turn of the month using return data from thirty countries over the thirty-year period from January 1, 1994, to December 31, 2023. Our analysis reveals that the mean daily return on trading days surrounding the end of the month is significantly larger at 10 bps across the markets examined as compared to 0 bps on other days, with a narrow window bracketing month-ends accounting for all or nearly all positive mean return in each of the countries examined. Linking this pattern to the interaction between slow moving institutional capital and market frictions, we provide evidence in line with the idea that the observed pattern might be sustained by a dual-channel mechanism. First, the effect appears to be amplified hierarchically due to overlapping rebalancing mandates, peaking at lower frequencies due to the synchronization of a larger number of rebalancing schedules. Second, and more importantly, the effect also seems to be conditioned by the deferral of risky investments to structured rebalancing nodes during periods of market distress. Consistent with this mechanism, its magnitude is significantly larger after periods of market turbulence and during recessions, when investors are likely to store more cash in safe assets. Our findings thus provide a robust economic framework for understanding the enduring presence of the turn-of-the-month effect, suggesting that it may emerge as a joint consequence of infrequent rebalancing and risk deferral.
