Now showing items 1-7 of 7

    • Bidding structure, market efficiency and persistence in a multi-time tariff setting 

      Avci-Surucu, E.; Aydogan, A. K.; Akgul, D. (Elsevier, 2016)
      The purpose of this study is to examine the fractal dynamics of day ahead electricity prices by using parametric and semi parametric approaches for each time zone in a multi-time tariff setting in the framework of bidding ...
    • The discrete fractional Fourier transformation 

      Arıkan, O.; Kutay, M. A.; Özaktaş, H. M.; Akdemir, Ö. K. (IEEE, Piscataway, NJ, United States, 1996)
      Based on the fractional Fourier transformation of sampled periodic functions, the discrete form of the fractional Fourier transformation is obtained. It is found that only for a certain dense set of fractional orders such ...
    • Financial earthquakes, aftershocks and scaling in emerging stock markets 

      Selçuk, F. (Elsevier BV, 2004)
      This paper provides evidence for scaling laws in emerging stock markets. Estimated parameters using different definitions of volatility show that the empirical scaling law in every stock market is a power law. This power ...
    • Generating connected textured fractal patterns using Markov random fields 

      Onural, L. (Institute of Electrical and Electronics Engineers, 1991)
      An algorithm that yields textured and connected binary fractals is presented. The texture is imposed by modeling the fractal as a Markov random field (MRF) at every resolution level. The model size and the parameters specify ...
    • Intraday dynamics of stock market returns and volatility 

      Selçuk, F.; Gençay, R. (Elsevier BV, 2006)
      This paper provides new empirical evidence for intraday scaling behavior of stock market returns utilizing a 5 min stock market index (the Dow Jones Industrial Average) from the New York Stock Exchange. It is shown that ...
    • Spectra of self-similar Laplacians on the Sierpinski gasket with twists 

      Blasiak, A.; Strichartz, R. S.; Ugurcan, B. E. (World Scientific Publishing Co. Pte. Ltd., 2008)
      We study the spectra of a two-parameter family of self-similar Laplacians on the Sierpinski gasket (SG) with twists. By this we mean that instead of the usual IFS that yields SG as its invariant set, we compose each mapping ...
    • Validation of electromagnetic field enhancement in near-infrared through Sierpinski fractal nanoantennas 

      Cakmakyapan, S.; Cinel, N.A.; Cakmak, A.O.; Ozbay, E. (Optical Society of American (OSA), 2014)
      We introduced fractal geometry to the conventional bowtie antennas. We experimentally and numerically showed that the resonance of the bowtie antennas goes to longer wavelengths, after each fractalization step, which is ...