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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.

168,695 papers · 148 categories

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1122 · Jul 202119922001200920172026
26 results for Turkish lira

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.

In this paper we analyze both the scientific activities of Cahit Arf, a Turkish mathematician, and the social context in which he worked. We also discuss his work and social environment leading to the discovery of Arf invariant, Arf rings, Arf closure and Hasse-Arf theorem.

2013-01-16abs ↗pdf ↗

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.

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.

We study the asymptotic Dirichlet problem for Killing graphs with prescribed mean curvature HH in warped product manifolds M×ϱRM\times_\varrho \mathbb{R}. In the first part of the paper, we prove the existence of Killing graphs with prescribed boundary on geodesic balls under suitable assumptions on HH and the mean cur…

2018-01-12abs ↗pdf ↗

This paper operationalizes the Exponential Mechanism using Normalizing Flows for private optimization.

problem Improving privacy in machine learning while maintaining accuracy and efficiency.
method Using Normalizing Flows to approximate sampling from the Exponential Mechanism for private optimization.
result ExpM+NF provides more privacy than non-private SGD but not as much as DPSGD.

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.

The recently announced Energy Union by the European Commission is the most recent step in a series of developments aiming at integrating the EU's gas markets to increase social welfare (SW) and security of gas supply. Based on a spatial partial equilibrium model, we analyze the changes in consumption, prices, and SW up…

2015-12-16abs ↗pdf ↗

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.