Dil "en" İstatistik Bölümü Tez Koleksiyonu için listeleme

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    • ARDL Model Bounds Test Approach: The Case of Turkey 

      Özcan, Burcu (Fen Bilimleri Enstitüsü, 2017)
      In the econometric literature, ARDL bounds testing approach proposed by Pesaran and Shin [16], improved Pesaran et al. [17], and Toda-Yamamoto causality procedures [12] are widely used in empirical analysis because the ...

    • Evaluation of Panel Data Models and an Applıcatıon on Ise30 

      Ilıkkan, Eda Selin (Fen Bilimleri Enstitüsü, 2019)
      Panel data is the intersection of time series and cross-section data. The panel data defines change between units or the change in time for each unit, explains these variabilities by some other variables and estimates each ...

    • Ewma Control Charts For Skewed Dıstrıbutıons 

      Moustapha, Amınou Tukur (Fen Bilimleri Enstitüsü, 2020-09-30)
      The classic Shewhart control charts are generally used for monitoring the process mean and variability in the characteristics of a random quality variable of interest and are based on the normality assumptions. For skewed ...

    • Recurrent Neural Networks for Complex Survival Problems 

      Marthin, Pius Sindiyo (Fen Bilimleri Enstitüsü, 2023)
      In this study, we introduce a novel deep learning technique (CmpXRnnSurv_AE) that obliterates the limitations imposed by traditional approaches and addresses the limitations of the existing deep learning systems to jointly ...

    • Similar QA Pairs Detection System to Improve Chat Quality in Turkish Conversation Groups 

      Kılıç, İzzet (Fen Bilimleri Enstitüsü, 2022)
      Nowadays, social media applications have become one of our essential communication tools. These applications can be used to communicate individually or in groups. Retrieving information by processing the text data produced ...

    • THE IMPORTANCE OF FAT-TAILED AND SKEWED DISTRIBUTIONS IN MODELING VALUE-AT-RISK 

      Altun, Emrah (Fen Bilimleri Enstitüsü, 2018)
      Most of the Value-at-Risk models assume that financial returns are normally distributed, despite the fact that they are commonly known to be left skewed, fat-tailed and excess kurtosis. Forecasting Value-at-Risk with ...

    • THE IMPORTANCE OF FAT-TAILED AND SKEWED DISTRIBUTIONS IN MODELING VALUE-AT-RISK 

      Altun, Emrah (Fen Bilimleri Enstitüsü, 2018)
      Most of the Value-at-Risk models assume that financial returns are normally distributed, despite the fact that they are commonly known to be left skewed, fat-tailed and excess kurtosis. Forecasting Value-at-Risk with ...