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Ekonomik Öncü Göstergelerinin Bes Katılımcı Sayısı Üzerindeki Etkisi
(Maliye Finans Yazıları Dergisi, 2014) Kılıç, Erdem
Ekonomik öncü göstergelerinin Bireysel Emeklilik Sistemi (BES) katılımcı sayısı üzerindeki etkisi sayıma dayalı olan yöntemler ile araştırılmıştır. Geçinme endeksinde bulunan tüm değişkenler ile katılımcı sayısı arasında pozitif bir ilişki bulunmuştur. Harcamalar, BES katılımcı sayısı üzerinde pozitif bir etkiye sahipken, katılımcı sayısı tasarruflar ele alındığında düşmektedir. Dayanıksız mallar ve hizmetler için yapılan harcamalar katılımcı sayısı üzerinde büyük bir etkiye sahiptirler. Enflasyon ve BES katılımcı sayısı arasında anlamlı bir ilişki bulunmaktadır. BES katılımı ile ilgili ileriye yönelik projeksiyonlarda, devlet katkı payının ve toplumdaki BES’e ilişkin bilinçlenmenin etkileri analize dahil edilmelidir.
Citation - WoS: 9
Citation - Scopus: 11
A Value-Adding Approach To Reliability Under Preventive Maintenance Costs and Its Applications
(Taylor & Francis Ltd, 2014-05-12) Dubey, Rameshwar; Kılıç, Erdem; Ali, Sadia Samar; Weber, Gerhard Wilhelm
No equipment (system) can be perfectly reliable in spite of the utmost care and best efforts on the part of the designer, decision-maker and manufacturer. The two sides of maintenance are corrective and preventive maintenance. It is generally assumed that a preventive maintenance action is less costly than a repair maintenance action. We examine this proposition in detail on the basis of a failure-time model that relates conformance quality to reliability. Illustratively, we present reliability in the context of contracts with asymmetric information. The model shows how to overcome information rents through price distortions and quantity rationing. The paper ends with a conclusion and an outlook to future studies.
Cmars Gmm Estimation for Semi-Parametric Models by Conic Optimization
(2015) Kılıç, Erdem; Weber, Gerhard Wilhelm
The well-known Generalized Method of Moments (GMM) estimation methodology has been evaluated in various specifications. We propose a novelity in GMM estimation by introducing Conic Quadratic Programming (CQP). The proposed model builds up a flexible tool to model financial data. In our study, we first derive and explain our model specifications (semi parametric model). We identify the moment conditions, that are satisfied by the unknown parameters of the model. These moment conditions are determined by the implementation of Conic Quadratic Optimization. In order to generalize our model for the process, which has infinite number of observations, we proof that our model conditions are efficient and consistent. It is shown that consistency can be achieved through convergence of the model parameters towards the true parameters. By the help of Tikhonov regularization, we construct a minimum distance measure and identify the conditions under which convergence is achieved. Asymptotic distribution of the CQP-estimated GMM estimator is evaluated based on the variance-covariance matrix.
Citation - WoS: 5
Fuzzy Optimization for Portfolio Selection Based on Embedding Theorem in Fuzzy Normed Linear Spaces
(De Gruyter, 2014-05-01) Solatikia, Farnaz; Kılıç, Erdem; Weber, Gerhard-Wilhelm
In this paper, we propose a novel approach Embedding Theoremabout Menger probabilistic normed Spaces. The main idea behind ourapproach consists of taking advantage of interplays between Mengerprobabilistic normed spaces and normed spaces in a way to get anequivalent stochastic program. This helps avoiding pitfalls due to severe over simplification of the reality. The embedding theorem showsthat the set of all fuzzy numbers can be embedded into a Mengerprobabilistic Banach space. Inspired by this embedding theorem, wepropose a solution concept of fuzzy optimization problem which isobtained by applying the embedding function to the original fuzzyoptimization problem.

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