This study estimates the effects of dual long memory property and structural breaks on persistence level six major cryptocurrency markets. We apply Bai Perron break test, Inclán Tiao’s iterated cumulative sum squares (ICSS) algorithm, fractionally integrated generalized autoregressive conditional heteroscedasticity (FIGARCH) model, with different distributions. The results show that characteriz...

Etkin piyasa, fiyatların rassal yürüyüş özelliğinden dolayı geçmişteki fiyat değişimlerini dikkate alarak gelecekteki tahmin edilemediği; böylece fiyatlarda uzun hafızanın olmadığı piyasadır. Bu çalışmada, portföy çeşitlendirmesi açısından öneme sahip olan İslami endekslerin piyasa etkinliği hafıza modelleriyle test edilmeye çalışılmıştır. BİST’te yer alan Katılım-30, Katılım-50 ve Model Portfö...

if both reference station (rs) and navigational device in differential global positioning system (dgps) receive signals from the same satellite, rs position components error (rpce) can be used to compensate for navigational device error. this research used hybrid method for rpce prediction which was collected by a low-cost gps receiver. it is a combination of genetic algorithm (ga) computing an...

Abstract Stationary and ergodic time series can be constructed using an s-vine decomposition based on sets of bivariate copula functions. The extension such processes to infinite sequences is considered shown yield a rich class models that generalizes Gaussian ARMA ARFIMA allow both non-Gaussian marginal behaviour description the serial partial dependence structure. Extensions classical causal ...

background : in medical studies, when the joint prediction about occurrence of two events should be anticipated, a statistical bivariate model is used. due to the limitations of usual statistical models, other methods such as artificial neural network (ann) and hybrid models could be used. in this paper, we propose a hybrid artificial neural network-genetic algorithm (ann-ga) model to predictio...