131 research outputs found
Pseudo Picard Operators On Generalized Metric Spaces
No full textAltun, Ishak/0000-0002-7967-0554; Samet, Bessem/0000-0002-6769-3417In this paper, we present a new class of pseudo Picard operators in the setting of generalized metric spaces introduced recently in [M. JLELI AND B. SAMET: A generalized metric space and related fixed point theorems, Fixed Point Theory Appl., (2015) 2015:61]. An example is provided to illustrate the main result.Deanship of Scientific Research at King Saud UniversityDeanship of Scientific Research at King Saud University [RGP-237]The second author extends his appreciation to the Deanship of Scientific Research at King Saud University for funding this work through research group No RGP-237
Meir-Keeler Type Contractions on Js-Metric Spaces and Related Fixed Point Theorems
No full textKARAPINAR, ERDAL/0000-0002-6798-3254We introduce two classes of Meir-Keeler type contractions in the framework of JS-metric spaces introduced by Jleli and Samet (2015). For each class, a fixed point result is derived. Some interesting consequences which follow from our obtained results are discussed.King Saud University (Saudi Arabia)The second author extends his appreciation to Distinguished Scientist Fellowship Program (DSFP) at King Saud University (Saudi Arabia)
Fractal Structure of the Stock Markets of Leading Asian Countries
No full textIn this study, we examined the fractal structure of the Nikkei225, HangSeng, Shanghai Stock Exchange and Straits Times Index of Singapore. Empirical analysis was performed via non-parametric, semi-parametric long memory tests and also fractal dimension calculations. In order to avoid spurious long memory features, besides the Detrended Fluctuations Analysis (DFA), we also used Smith’s (2005) modified GPH method. As for fractal dimension calculations, they were conducted via Box-Counting and Variation tests. According to the results, while there is no long memory property in log returns of any index, we found evidence for long memory properties in the volatility of the HangSeng, the Shanghai Stock Exchange and the Straits Times Index. However, we could not find any sign of long memory in the volatility of Nikkei225 index using either the DFA or modified GPH test. Fractal dimension analysis also demonstrated that all raw index prices have fractal structure properties except for the Nikkei225 index. These findings showed that the Nikkei225 index has the most efficient market properties among these markets
Espor : Türkiye’de alternatif hayran araştırması
No full textCataloged from PDF version of article.Includes bibliographical references (leaves 76-80).A fan can be anyone who has both potential media consumer and producer. Fandom
as we call, is a community of fans interested in a specific media context such as
actor, author or TV series. This study is about the developing fandom around
eSports (electronic sports) in Turkey, analyzing game fans interaction with League of
Legends which has become a product of popular culture. To investigate eSports
fandom, this study relies on interviews with professional and amateur players and
virtual ethnographic methods. Findings of the interviews and ethnographic data aim
to ground the similarities between League of Legends players reproducing and code
switching techniques in the light of Anglo American studies on series and movie
fandom.by Samet Taygun Özbıçakçı
DO WE LIVE IN A SIMULATION? A BEAUTIFUL FALLACY AND THE ART OF THE CODER
No full textHuman curiosity about existence often deepens at certain stages of awareness. Religion and philosophy have long sought to provide explanations, yet neither seems to fully disclose the information needed to grasp what is truly unfolding. In contemporary discourse, simulation hypothesis emerges as an alternative—or complementary—framework for interpreting creation, meaning, and illusion. This study explores questions about the purpose of life, the intention behind its design, and the role of illusion within it. Although my academic background lies in finance—a field seemingly distant from metaphysical inquiry—I draw on its reasoning style and its habit of modeling complex processes to build analogies that illuminate existential questions. In particular, I employ analogies from both finance and physics: financial reasoning provides a comparative framework, while concepts such as holography, fractals, and quantum entanglement are used not as literal explanations but as conceptual bridges for rethinking creation, perception, and the role of the Coder. Within this framework, spacetime is framed not as ultimate reality but as the Demonstration Layer—a projection in which the Coder’s research question is tested. This work does not claim to provide a definitive answer; rather, it offers a reflective attempt to revisit enduring inquiries through a modern, interdisciplinary len
Source Of The Multifractality In Exchange Markets: Multifractal Detrended Fluctuations Analysis
No full textIn this study, we analyzed the multifractality and the source of multifractality of the returns of GBP/USD, EUR/USD, USD/JPY and USD/CHF currencies. In the examination of multifractality we performed the Multifractal Detrended Fluctuation Analysis (MF-DFA). Also, we used shuffled and surrogated data that was derived from the Statically Transformed Autoregressive Process (STAP) method to determine the source of multifractality. According to the results, GBP/USD returns have monofractal features, whereas EUR/USD, USD/JPY and USD/CHF returns have multifractal behaviours. The tests concerning the source of multifractality indicated that the reason of multifractality for EUR/USD and USD/JPY returns is fat-tails of the probability density function of returns, whereas the reason of multifractality of USD/CHF returns are both long memory and fat tails. Also we have seen that there is an ambiguous relationship between the liquidity of the currency market and multifractality
Kredi Temerrrt Swapp, Varllk Swapp ve SSffr Volatilite Spreadleri zerinden Bir Analiz: Darbe Teeebbbss ve BBST 100 Volatilitesi (An Analysis Through Credit Default Swap, Asset Swap and Zero-Volatility Spreads: Coup Attempt and BIST 100 Volatility)
No full textImpact of Public Information Arrivals on Cryptocurrency Market: A Case of Twitter Posts on Ripple
No full textPublic information arrivals and their immediate incorporation in asset price is a key component of semi-strong form of the Efficient Market Hypothesis. In this study, we explore the impact of public information arrivals on cryptocurrency market via Twitter posts. The empirical analysis was conducted through various methods including Kapetanios unit root test, Maki cointegration analysis and Markov regime switching regression analysis. Results indicate that while in bull market positive public information arrivals have a positive influence on Ripple's value; in bear market, however, even if the company releases good news, it does not divert out the Ripple from downward trend
Markov Regime Switching GARCH Model and Volatility Modeling for Oil Returns
No full textIn conjunction with the recent alternative models, a wide literature has been established for volatility modeling in finance theory. In this study, we examine return volatility of Brent oil returns through GARCH, EGARCH, GJR-GARCH and MRS-GARCH models. As a preliminary test concerning the potential regimes, first, we use modified ICSS test in order to examine the existence of breaks in the variance of return series. All volatility models are formed under normal, GED and student-t distributions. According to the AIC and BIC values, MRS-GARCH model outperforms all other alternative models. Another interesting result is the failure of the models that formed under normal distribution.
Keywords: Markov Regime Switching GARCH; Oil Volatility; Variance Breaks
JEL Classifications: C14; C22; C58; G1
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