Search Results

The R Package MitISEM: Mixture of Student-t Distributions using Importance Sampling Weighted Expectation Maximization for Efficient and Robust Simulation,
Nalan Baştürk, Lennart Hoogerheide, Anne Opschoor and Herman van Dijk, from Tinbergen Institute (2012)
Keywords: finite mixtures, Student-t distributions, Importance Sampling, MCMC, Metropolis-Hastings algorithm, Expectation Maximization, Bayesian inference, R software

Parallelization Experience with Four Canonical Econometric Models using ParMitISEM,
Nalan Baştürk, Stefano Grassi, Lennart Hoogerheide and Herman van Dijk, from Tinbergen Institute (2016)
Keywords: finite mixtures, Student-t distributions, Importance Sampling, MCMC, Metropolis-Hastings algorithm, Expectation Maximization, Bayesian inference

Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies,
Nalan Baştürk, Stefano Grassi, Lennart Hoogerheide and Herman van Dijk, from Tinbergen Institute (2016)
Keywords: Nonlinear, non-gaussian state space, filters, density combinations, bayesian modeling, equity momentum

Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced Rank,
Nalan Baştürk, Lennart Hoogerheide and Herman van Dijk, from Tinbergen Institute (2017)
Keywords: Bayesian analysis, reduced rank, lasso priors, shrinkage, Bayesian mixtures

Bayes estimates of multimodal density features using DNA and Economic Data,
Nalan Basturk, Lennart Hoogerheide and Herman van Dijk, from Tinbergen Institute (2021)
Keywords: Multimodality, mixtures, Markov Chain Monte Carlo, Bayesian Inference

Bayesian Forecasting of US Growth using Basic Time Varying Parameter Models and Expectations Data,
Nalan Baştürk, Sanli Ceyhan Darendeli and Herman van Dijk, from Tinbergen Institute (2014)
Keywords: Growth, Time varying parameters, Expectations data

Bayesian analysis of boundary and near-boundary evidence in econometric models with reduced rank,
Nalan Baştürk, Lennart Hoogerheide and Herman van Dijk, from Norges Bank (2017)

POSTERIOR‐PREDICTIVE EVIDENCE ON US INFLATION USING EXTENDED NEW KEYNESIAN PHILLIPS CURVE MODELS WITH NON‐FILTERED DATA,
Nalan Baştürk, Cem Çakmaklı, Sanli Ceyhan Darendeli and Herman van Dijk, in Journal of Applied Econometrics (2014)

Estimation of flexible fuzzy GARCH models for conditional density estimation,
Rui Jorge Almeida, Nalan Baştürk, Uzay Kaymak and João Miguel Costa Sousa, from Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam (2013)
Keywords: Linguistic descriptions, Volatility forecasting, Conditional density estimation, Fuzzy GARCH models

The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference,
Nalan Baştürk, Stefano Grassi, Lennart Hoogerheide, Anne Opschoor and Herman van Dijk, in Journal of Statistical Software (2017)

Posterior-Predictive Evidence on US Inflation using Extended Phillips Curve Models with non-filtered Data,
Nalan Baştürk, Cem Çakmaklı, Sanli Ceyhan Darendeli and Herman van Dijk, from Koc University-TUSIAD Economic Research Forum (2013)
Keywords: New Keynesian Phillips curve, unobserved components, time varying parameters, level shifts, inflation expectations, survey data

The R package MitISEM: efficient and robust simulation procedures for Bayesian inference,
Nalan Baştürk, Stefano Grassi, L. Hoogerheide, A. Opschoor and Herman van Dijk, from Maastricht University, Graduate School of Business and Economics (GSBE) (2015)

Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo,
Arnold Zellner, Tomohiro Ando, Nalan Baştürk, Lennart Hoogerheide and Herman van Dijk, from Tinbergen Institute (2011)
Keywords: Instrumental Variables, Errors in Variables, Simultaneous Equations Model, Bayesian estimation, Direct Monte Carlo, Hybrid Mixture Sampling

Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo,
Arnold Zellner, Tomohiro Ando, Nalan Baştürk, Lennart Hoogerheide and Herman van Dijk, from Tinbergen Institute (2012)
Keywords: Instrumental variables, Bayesian inference, Direct Monte Carlo, Acceptance-Rejection, numerical standard errors

Posterior-Predictive Evidence on US Inflation using Phillips Curve Models with Non-Filtered Time Series,
Nalan Baştürk, Cem Çakmaklı, Sanli Ceyhan Darendeli and Herman van Dijk, from Tinbergen Institute (2013)
Keywords: New Keynesian Phillips curve, unobserved components, level shifts, inflation expectations

Posterior-Predictive Evidence on US Inflation using Extended New Keynesian Phillips Curve Models with Non-filtered Data,
Nalan Baştürk, Cem Çakmaklı, Sanli Ceyhan Darendeli and Herman van Dijk, from Tinbergen Institute (2013)
Keywords: New Keynesian Phillips curve, unobserved components, time varying parameters, level shifts, inflation expectations, survey data

Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14,
Nalan Baştürk, Cem Çakmaklı, Sanli Ceyhan Darendeli and Herman van Dijk, from Tinbergen Institute (2013)
Keywords: History, Bayesian Econometrics

On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14,
Nalan Baştürk, Cem Çakmaklı, Sanli Ceyhan Darendeli and Herman van Dijk, from Tinbergen Institute (2014)
Keywords: History, Bayesian Econometrics

The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference,
Nalan Baştürk, Stefano Grassi, Lennart Hoogerheide, Anne Opschoor and Herman van Dijk, from Tinbergen Institute (2017)
Keywords: finite mixtures, Student-t densities, importance sampling, MCMC, Metropolis-Hastings algorithm, expectation maximization, Bayesian inference, R-software

Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies,
Nalan Baştürk, Agnieszka Borowska, Stefano Grassi, Lennart (L.F.) Hoogerheide and Herman van Dijk, from Tinbergen Institute (2018)
Keywords: forecast combination; momentum strategy; filtering methods; Bayes estimates

BayesMultiMode: Bayesian Mode Inference in R,
Nalan Basturk, Jamie Cross, Peter de Knijff, Lennart Hoogerheide, Paul Labonne and Herman K van Dijk, from Tinbergen Institute (2023)
Keywords: multimodality, mixture distributions, Bayesian estimation, sparse finite mixtures, R

The R package MitISEM: Efficient and robust simulation procedures for Bayesian inference,
Nalan Baştürk, Stefano Grassi, Lennart Hoogerheide, Anne Opschoor and Herman van Dijk, from Norges Bank (2017)
Keywords: Finite mixtures, Student-t densities, importance sampling, MCMC, MetropolisHastings algorithm, expectation maximization, Bayesian inference, R software

Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies,
Nalan Baştürk, Agnieszka Borowska, Stefano Grassi, Lennart Hoogerheide and Herman van Dijk, from Norges Bank (2018)

Simulation,
Nalan, from Society for Computational Economics (2001)
Keywords: Stochastic

A BRIEF ANALYSE ON POST PANOPTIC SURVEILLANCE: DELEUZE&GUATTARIAN APPROACH,
Efe Basturk, in International Journal of Social Sciences (2017)
Keywords: Control Society, Reterritorialization, Post Panopticon, Surveillance, Deleuze&Guattari

Many-facet Rasch Measurement and its applicability in sport science: an explanation and exemplar data,
Ramazan Basturk, in International Journal of Performance Analysis in Sport (2007)

Sosyal Sermaye Olarak Kadin Girisimciler: Mersin Örnegi,
Nalan Yetim, in Ege Academic Review (2002)

Piyasa Yapıları ve Rekabet,
Nalan Ölmezoğullari, in Iktisat Isletme ve Finans (1994)

Teşebbüslerde Sözleşmeli Personel Uygulaması Çok Çalış-Güvencesiz Az Kazan,
Neylan Nalan, in Iktisat Isletme ve Finans (1987)

Ticari Defterlerin Saklanması Ve İbrazı,
Neylan Nalan, in Iktisat Isletme ve Finans (1987)

Pseudospectral Renormalization Method for Solitons in Quasicrystal Lattice with the Cubic-Quintic Nonlinearity,
Nalan Antar, in Journal of Applied Mathematics (2014)

Trainer’s skills,
Nalan Babur, from Editura Lumen, Department of Economics (2018)
Keywords: Trainer, skills

Journey to Discover the Footprint of Tourism from the Perspective of Ecological Modernization,
Nalan Işik, in Sosyoekonomi Journal (2024)
Keywords: Environmental impact, Tourism, Ecological Modernization Theory, Dynamic Panel Data Analysis, AMG Estimator.

Dupont Kontrol Sisteminin Sigorta Şirketlerinin Performans Ölçümüne Uyarlanması,
Feride Hayırsever Baştürk, in Iktisat Isletme ve Finans (2004)

The Effects of Coase’s Thought on the Development of the New Institutional Economics,
Meryem FİLİZ Baştürk, in Sosyoekonomi Journal (2016)
Keywords: Ronald H. Coase, New Institutional Economics, Transaction Cost Economics, Property Rights, Comperative Institutional Analysis.

Solar Energy Production and Economic Growth: An Analysis for EU Countries,
Meryem Fi̇li̇z-Baştürk, in Sosyoekonomi Journal (2024)
Keywords: Solar Energy, Economic Growth, EU Economies, Green Economy, European Green Deal.

Does Green Finance Reduce Carbon Emissions? Global Evidence Based on System Generalized Method of Moments,
Meryem Filiz Baştürk, in Sustainability (2024)
Keywords: green finance; green bonds; carbon emissions; system GMM

Madame Bovary’yi Beden Diliyle Okumak,
Hanife Nalan Genc, in Border Crossing (2016)
Keywords: Gustave Flaubert, Madame Bovary, Emma, beden dili.

Channel and queue aware joint relay selection and resource allocation for MISO-OFDMA based user-relay assisted cellular networks,
İlhan Baştürk and Berna Özbek, in Telecommunication Systems: Modelling, Analysis, Design and Management (2018)
Keywords: User relaying, MISO-OFDMA, Relay selection, Resource allocation

Parallel Implementation of Synchronous Type Artificial Bee Colony Algorithm for Global Optimization,
Alper Basturk and Rustu Akay, in Journal of Optimization Theory and Applications (2012)
Keywords: Parallel algorithms, Parallel computing, Artificial bee colony optimization algorithm, Global optimization

Highly Accurate Analytic Approximation to the Gaussian Q-function Based on the Use of Nonlinear Least Squares Optimization Algorithm,
I. Develi and A. Basturk, in Journal of Optimization Theory and Applications (2013)
Keywords: Digital communications, Gaussian Q-function, Nonlinear least squares optimization, Absolute relative error

New Urban Poverty as a Social Responsibility Field and Municialities,
Berkan Demiral and Nalan Demiral, in Social Responsibility Journal (2006)

Doğa Tekeller, Regülasyonu Ve Rekabetçi Uygulamalar,
Nalan Ölmezoğullari and Tamer Cetin, in Iktisat Isletme ve Finans (2005)
Keywords: doğal tekel, regülasyon, yarışabilir piyasalar, piyasa için rekabet.

Robust optimal decisions with imprecise forecasts,
Nalan Gulpinar and Berc Rustem, in Computational Statistics & Data Analysis (2007)

Robust portfolio selection problem under temperature uncertainty,
Nalân Gülpınar and Ethem Çanakoḡlu, in European Journal of Operational Research (2017)
Keywords: Robust investment decisions; Temperature uncertainty; Asset allocation; Weather derivatives;

A robust optimization approach to asset-liability management under time-varying investment opportunities,
Nalan Gülpinar and Dessislava Pachamanova, in Journal of Banking & Finance (2013)
Keywords: Robust optimization; Asset-liability management; Computational tractability;

Worst-case Optimal Robust Decisions for Multi-period Portfolio Optimization,
Nalan Gulpinar and Berc Rustem, from Society for Computational Economics (2002)
Keywords: worst-case analysis, minimax algorithm, multi-stage portfolio optimization

Robust investment policies with bound forecasts,
Nalan Gulpinar and Berc Rustem, from Society for Computational Economics (2004)
Keywords: Continuous minimax, rival scenarios, portfolio optimization

Worst-case robust decisions for multi-period mean-variance portfolio optimization,
Nalan Gulpinar and Berc Rustem, in European Journal of Operational Research (2007)

Can Social Capital Be the New Dynamics of Economic Development?,
Ilhan Eroğlu and Nalan Kangal, in Annales. Ethics in Economic Life (2016)
Keywords: social capital, humanitarian capital, economic development

The Cultural Orientations of Entrepreneurs and Employees’ Job Satisfaction: The Turkish Small and Medium Sized Enterprises (SMEs) Case,
Nalan Yetim and Unsal Yetim, in Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement (2006)
Keywords: cultural orientations, job satisfaction, person-organization fit, SME entrepreneurs,

Sense of Community and Individual Well-Being: A Research on Fulfillment of Needs and Social Capital in the Turkish Community,
Nalan Yetim and Ünsal Yetim, in Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement (2014)
Keywords: Sense of community, Fulfillment of needs, Social capital, Civicness, Trust, Psychological well-being, Life satisfaction, Flourishing, Residential satisfaction,

Continuous Min-Max Approach for Single Period Portfolio Selection Problem,
Nalan Gülpmar and Berç Rustem, from Springer (2005)
Keywords: Portfolio Selection, Investment Strategy, Risk Scenario, Optimal Investment Strategy, Robust Portfolio

Robust Optimization Approaches to Single Period Portfolio Allocation Problem,
Nalân Gülpınar and Zhezhi Hu, from Springer (2016)
Keywords: Risk Measure, Stochastic Programming, Robust Optimization, Asset Return, Portfolio Management

THE EVALUATION OF INTEREST RATE CHANNEL IN TURKEY 2001 – 2008,
Ozer Arabaci and Meryem Filiz Basturk, in Anadolu University Journal of Social Sciences (2013)
Keywords: Interest Rate Channel, Fiscal Dominance, Price Puzzle, VAR, Sample Split Chow Test

The Effect of a 8 Week-Explosive Power Training on Some Performance Parameters of Students who Studying in Sports High School,
Dede Basturk and Alper Tunga Peker, in Higher Education Studies (2019)

Effects of Inflation Accounting on Financial Ratios: An Empirical Analysis of Non-Financial Firms Listed on Istanbul Stock Exchange,
Nalan Akdogan, Rafet Aktas and Seyfettin Unal, in The IUP Journal of Accounting Research and Audit Practices (2009)

How to Improve Students' Comprehension concerning the Major Terms of Functional Groups?--In the Experiment of OrCheTaboo Game,
Nalan Akkuzu and Melis Arzu Uyulgan, in International Journal of Higher Education (2016)

Eko Otellerden Hizmet Satın Alımında Kuşaklar Arası Farklılaşmalar Üzerine Bir Çalışma,
Pınar Başgöze and Nalan Aslıhan Bayar, in Sosyoekonomi Journal (2015)
Keywords: Eco Hotel, X Generation, Y Generation.

Accounting Information Systems in Small And Medium Sized Enterprises: A Systematic Literature Review and Content Analysis,
Sanan Jumshudlu and Nergis Nalan Yakar, in Muhasebe Enstitusu Dergisi - Journal of Accounting Institute (2020)
Keywords: Information, Accounting Information System, Small and Medium Sized Enterprises (SMEs), Systematic Literature Review, Content Analysis

Two-dimensional solitons in cubic-saturable media with PT-symmetric lattices,
İzzet Göksel, Nalan Antar and İlkay Bakırtaş, in Chaos, Solitons & Fractals (2018)
Keywords: Cubic-saturable NLS; Optical soliton; PT-symmetry;

Dynamic production-pricing strategies for multi-generation products under uncertainty,
Nishika Bhatia, Nalan Gülpınar and Nurşen Aydın, in International Journal of Production Economics (2020)
Keywords: Multi-generation products; Production-pricing; Dynamic programming; Uncertainty;

Simulation and optimization approaches to scenario tree generation,
Nalan Gulpinar, Berc Rustem and Reuben Settergren, in Journal of Economic Dynamics and Control (2004)

Heuristics for the stochastic dynamic task-resource allocation problem with retry opportunities,
Nalan Gülpınar, Ethem Çanakoğlu and Juergen Branke, in European Journal of Operational Research (2018)
Keywords: Task-resource allocation; Approximate dynamic programming; Heuristics; Retry opportunities;

Efficient solution selection for two-stage stochastic programs,
Xin Fei, Nalân Gülpınar and Jürgen Branke, in European Journal of Operational Research (2019)
Keywords: Stochastic programming; Sample average approximation; Wasserstein metric; Ranking and selection;

Dynamic pricing of flexible time slots for attended home delivery,
Arne Strauss, Nalan Gülpınar and Yijun Zheng, in European Journal of Operational Research (2021)
Keywords: Revenue management; E-commerce; Flexible product; Dynamic programming;

Modelling oil and gas supply disruption risks using extreme-value theory and copula,
Nalan G�lpınar and Kabir Katata, in Journal of Applied Statistics (2014)

Robust strategies for facility location under uncertainty,
Nalan Gülpınar, Dessislava Pachamanova and Ethem Çanakoğlu, in European Journal of Operational Research (2013)
Keywords: Robust facility location decisions; Robust inventory management; Ambiguous demand distributions; Robust approximations to chance constraints;

Stop ruining Turkey's geological heritage,
A. M. Celal Şengör and Nalan Lom, in Nature (2017)

Detecting embedded pure network structures in LP problems,
Nalân Gülpinar, Gautam Mitra and Istvan Maros, in TOP: An Official Journal of the Spanish Society of Statistics and Operations Research (1998)
Keywords: Linear Programming, Embedded Networks, Network Optimization, AMS subject classification, 90C05, 90C35, 90C08,

A general framework for multistage mean-variance post-tax optimization,
Maria Osorio, Nalan Gülpınar and Berç Rustem, in Annals of Operations Research (2008)
Keywords: Post-tax optimization, Mean-variance portfolio management, Multistage stochastic mixed-integer quadratic programming, Scenario tree,

Preface: Applied Mathematical Optimization and Modelling (APMOD 2014),
Nalan Gülpınar, Arne Strauss and Vinh Doan, in Annals of Operations Research (2017)

A robust asset–liability management framework for investment products with guarantees,
Nalan Gülpınar, Dessislava Pachamanova and Ethem Çanakoğlu, in OR Spectrum: Quantitative Approaches in Management (2016)
Keywords: Uncertainty modeling, Investment contracts with guarantees, Asset–liability management, Robust optimization, Stochastic programming

Stabilization of self-steepening optical solitons in a periodic PT-symmetric potential,
Eril Güray Çelik and Nalan Antar, in Chaos, Solitons & Fractals (2024)
Keywords: Self-steepening; Modified nonlinear Schrödinger equation; Soliton; Higher-order effects; External potential; PT-symmetry;

Stochastic Optimization and Worst-case Decisions,
Nalan Gülpinar, Berç Rustem and Stanislav Žaković, from Springer (2007)
Keywords: Stochastic Optimization, Scenario Tree, Uncertain Variable, Investment Horizon, Minimax Problem

Worst-case Robust Approach to the Equity Premium Puzzle,
Nalan Gulpinar, Turalay Kenc and Berc Rustem, from Society for Computational Economics (2006)
Keywords: consumption investment, equity premium, min-max, optimisation

Performance Models and Risk Management in Communications Systems,
Nalân Gülpınar, Peter Harrison and Berç Rüstem, from Springer (2011)

Robust DEA Approaches to Performance Evaluation of Olive Oil Production Under Uncertainty,
Kazım Barış Atıcı and Nalân Gülpınar, from Springer (2016)
Keywords: Data Envelopment Analysis, Efficiency Score, Data Envelopment Analysis Model, Robust Optimization, Robust Counterpart

Robust Approaches to Pension Fund Asset Liability Management Under Uncertainty,
Dessislava Pachamanova, Nalan Gülpınar and Ethem Çanakoğlu, from Springer (2017)
Keywords: Asset-liability management, Uncertainty, Stochastic programming, Robust optimization, Asymmetry

Sustainability Accounting and Corporate Social Responsibility in Turkey and in Its Region,
Nalan Akdogan, Seval Kardes Selimoglu and Medine Turkcan, in Journal of Accounting and Management Information Systems (2020)
Keywords: Corporate social responsibility, sustainability accounting, sustainability index

Comparison of Total Heart Volume and Laboratory Results in COVID-19 Infection,
Mustafa Etli, Seda Avnioglu, Nalan Kozaci and Halil Yılmaz, in Biomedical Journal of Scientific & Technical Research (2021)
Keywords: COVID-19, Chest Computed Tomography, Total Cardiac Volume, C-Reactive Protein, D-Dimer, High Sensitive Troponin I

Evolution of Reporting on Corporate Social Responsibility by the Companies in ISE National‐30 Index in Turkey,
N. Nalan Altintas, Burcu Adiloglu and A. Taylan Altintas, in Social Responsibility Journal (2007)
Keywords: Corporate governance, Corporate social responsibility, Financial reporting, Turkey, Audit committees

Numerical and experimental analysis of a salt gradient solar pond performance with or without reflective covered surface,
Nalan Ç. Bezir, Orhan Dönmez, Refik Kayali and Nuri Özek, in Applied Energy (2008)
Keywords: Solar pond Analytical function Daily and hourly temperatures Performance Reflector

A mixed integer programming model for multistage mean-variance post-tax optimization,
Maria A. Osorio, Nalan Gulpinar and Berc Rustem, in European Journal of Operational Research (2008)

Post-tax optimization with stochastic programming,
Maria A. Osorio, Nalan Gulpinar, Berc Rustem and Reuben Settergren, in European Journal of Operational Research (2004)

Optimal hedging strategy for risk management on a network,
Tianjiao Gao, Aparna Gupta, Nalan Gulpinar and Yun Zhu, in Journal of Financial Stability (2015)
Keywords: Risk management; Hedging decisions; Financial network; Optimal hedging strategy;

Renewable energy market conditions and barriers in Turkey,
Çiçek Bezir Nalan, Öztürk Murat and Özek Nuri, in Renewable and Sustainable Energy Reviews (2009)
Keywords: Barriers Policy Renewable energy Turkey

Hydropower-water and renewable energy in Turkey: Sources and policy,
Murat Ozturk, Nalan Cicek Bezir and Nuri Ozek, in Renewable and Sustainable Energy Reviews (2009)
Keywords: Renewable energy Energy and water policy Hydropower Turkey

Capacity Planning for Networks of Stem‐Cell Donation Centers under Uncertainty,
Elvan Gökalp, Nalan Gülpınar and Xuan Vinh Doan, in Production and Operations Management (2020)

Multistage Stochastic Mean-Variance Portfolio Analysis with Transaction Costs,
Nalan G√ºlpinar, Berç Rustem and Reuben Settergren, from Edward Elgar Publishing (2003)
Keywords: Economics and Finance,