Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Adil Yilmaz"'
Autor:
Adil Yilmaz, Gazanfer Unal
Publikováno v:
International Journal of Dynamics and Control. 7:1173-1194
In this study, we aim to introduce a new stochastic modelling and forecasting method for the chaotic noisy Duffing map series and then for the financial time series with similar properties. We examine the fractal properties of the noisy Duffing map b
Autor:
Mehmet Şah Ipek, Adil Yilmaz
Publikováno v:
Volume: 4, Issue: 4 520-523
Journal of Health Sciences and Medicine
Journal of Health Sciences and Medicine
Pial arteriovenous fistulas (PAVFs) are extremely rare vascular malformations of the brain, and associated with greater morbidity and mortality in neonates and infants. We reported a neonatal case of giant multi-hole PAVFs presented with heart failur
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::62c64e8c1d509c8ada0e3372edd0d8de
https://dergipark.org.tr/tr/pub/jhsm/issue/64156/938395
https://dergipark.org.tr/tr/pub/jhsm/issue/64156/938395
Autor:
Gazanfer Unal, Adil Yilmaz
We propose a new method as an extension of the correlation dimension analysis by combining it with multiscale analysis taking into consideration the features in multiple time scales. We introduce and demonstrate multiscale correlation dimension analy
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::44e62dbca7658794f8a18939e823ec35
https://hdl.handle.net/20.500.11831/5428
https://hdl.handle.net/20.500.11831/5428
Publikováno v:
Pediatric Neurosurgery. 53:413-415
Factor XIII deficiency is a rare hemorrhagic disorder that can cause spontaneous intracranial hemorrhage and bleeding after surgery. The diagnosis of factor XIII deficiency is difficult before surgical interventions, because coagulation parameters ar
Autor:
Gazanfer Unal, Adil Yilmaz
Publikováno v:
Bulletin of Mathematical Sciences and Applications. 15:69-82
Fractionally integrated generalized autoregressive conditional heteroskedasticity (FIGARCH) arises in modeling of financial time series. FIGARCH is essentially governed by a system of nonlinear stochastic difference equations. In this work, we have s
Publikováno v:
Chinese Journal of Urban and Environmental Studies. :1750010
Wavelet coherence of time series provides valuable information about dynamic correlation and its impact on time scales. Here, the authors analyze the wavelet coherence of major real estate markets data, and take the USA, Hong Kong of China, Canada, J
Autor:
Gazanfer Unal, Adil Yilmaz
Publikováno v:
International Journal of Financial Engineering. :1650033
Wavelet coherence of time series provide valuable information about dynamic correlation and its impact on time scales. Here we analyze the wavelet coherence of FTSE100 and S&P 500 with selected Asian markets of S&P/ASX 200 (Australia), S&P/ASX200 A-R