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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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1122 · Sep 202019922001200920172026
20 results for Turkey

Nowcasts consumption and investment from Turkish bank transactions for real-time GDP.

problem Lack of timely data for GDP nowcasting in Turkey.
method Used aggregated bank transactions to replicate quarterly national accounts data.
result Bank transaction data successfully nowcasts Turkish GDP, especially useful for countries with long data lags.

Study forecasts Turkish residential NGD using JITL-GPR, reducing errors.

problem Accurately predict future monthly NGD for Turkey's import contracts.
method Used historical NG consumption data, applied various time series models, and introduced JITL-GPR.
result JITL-GPR reduces forecast errors compared to traditional methods.

Study finds mixed evidence of monthly stock market anomalies in Turkey and US.

problem Investigating whether stock markets exhibit abnormal returns monthly.
method Statistical summary analysis, decomposition technique, dummy variable estimation, binary logistic regression.
result Weak evidence against efficient market hypothesis on monthly returns, with notable May effect in Turkey.

Labor productivity in Turkey, Spain, Belgium, Austria, Switzerland, and New Zealand has been analyzed and modeled. These counties extend the previously analyzed set of the US, UK, Japan, France, Italy, and Canada. Modelling is based on the link between the rate of labor participation and real GDP per capita. New result…

2010-01-27abs ↗pdf ↗

Study examines USD exchange rate dynamics using Kramers-Moyal expansion.

problem Understanding and predicting exchange rate instability.
method Kramers-Moyal expansion and Fokker-Planck formalism applied to log-return data.
result Identifies a stabilizing linear drift and nonlinear diffusion term in exchange rate fluctuations.

This paper studies the problems of vehicle make & model classification. Some of the main challenges are reaching high classification accuracy and reducing the annotation time of the images. To address these problems, we have created a fine-grained database using online vehicle marketplaces of Turkey. A pipeline is prop…

2018-08-23abs ↗pdf ↗

Simple models outperformed sophisticated ones in forecasting Turkish lira exchange rates.

problem Forecasting Turkish lira exchange rates through univariate techniques.
method Used several models including simple exponential smoothing to predict daily exchange rates.
result Simple exponential smoothing model outperformed all other alternatives.

The paper proposes a demand prediction model for e-commerce sites using machine learning and stacking.

problem Accurately predicting demand for products sold by multiple sellers at different prices.
method Applied different regression algorithms and stacked generalization for demand prediction.
result Stacked generalization produced almost as good results as individual machine learning methods.

Study uses DNN to accurately estimate daily ET o in various climates.

problem Precise estimation of reference evapotranspiration (ET o ) for irrigation and water management.
method Investigated artificial neural network (ANN) and deep neural network (DNN) models using six meteorological inputs.
result DNN models, especially P-DNN-SeLU, achieve high accuracy in daily ET o estimation.

A new risk measure (FRM) for EM FI returns helps investors protect against volatility and policy instability.

problem Systemic risk in EM FI returns due to external shocks and domestic policy instability.
method Daily FRM-EM measure applied to 25 largest EM FI returns, incorporating Macro factors.
result FRM-EM captures systemic risk behavior in EM FI returns, reaching maximum during crises.

Recent automated crop mapping via supervised learning-based methods have demonstrated unprecedented improvement over classical techniques. However, most crop mapping studies are limited to same-year crop mapping in which the present year's labeled data is used to predict the same year's crop map. Classification accurac…

2019-09-11abs ↗pdf ↗

This study examines the interaction between CDS and stock indices, revealing significant short and long-term impacts.

problem Understanding the interaction between Credit Default Swaps (CDS) and national stock indices.
method ARDL technique applied to analyze short and long-run interactions between BIST-100 index and CDS prices over a specific period.
result The study finds that changes in CDS and BIST-100 index prices have significant impacts on each other, with long-term effects being more pronounced.