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Big data–enabled sign prediction for Borsa Istanbul intraday equity prices
(Elsevier, 2023-12)
This paper employs a big data source, the Borsa Istanbul's “data analytics” information, to predict 5-min up, down, and steady signs drawn from closing price changes. Seven machine learning algorithms are compared with ...
On the numerical schemes for Langevin-type equations
(Karaganda University, 2020)
In this paper, a numerical approach is proposed based on the variation-of-constants formula for the numerical discretization Langevin-type equations. Linear and non-linear cases are treated separately. The proofs of ...
Dynamic durable goods monopoly and market power
(MDPI, 2020-06)
We analyze a vertically differentiated market for an imperfectly durable good served by a monopolist in an infinite-horizon, discrete-time game. Our goal is to identify the Markov perfect stationary equilibria where the ...
Fragile transitions from education to employment Youth, gender and migrant status in the EU
(Taylor & Francis, 2019)
N/A
Company innovation system: a conceptualization
(Operations and Information Management Group, Aston Business School, Aston University, 2018-04-25)
We conceptualize the company as an innovation system that consists of components, relationships and attributes, with the purpose to produce innovation. The systems approach to innovation has received limited attention at ...
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