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Article Citation - WoS: 1The Amplification of the New Keynesian Models and Robust Optimal Monetary Policy(Amer inst Mathematical Sciences-aims, 2020) Ozcan, GulserimThis paper analyzes whether and how model uncertainty affects the amplification mechanism of the New Keynesian models in a simple min-max framework where the central bank plays a zero-sum game versus a hypothetical, evil agent. A first finding on a benchmark model with staggered price setting is that a robust optimal commitment policy necessitates more aggressive policy under a demand shock. Further, bringing additional persistence into the model deteriorates the effectiveness of monetary policy. Hence, allowing for either habit formation or partial indexation of prices to lagged inflation rate requires a stronger response for the policy to a demand shock. Together with the specification doubts, in order to reassure the private sector and signal that it will stabilize the fluctuations in the output gap, the policymaker reacts more aggressively as persistence rises. Although inflation persistence does not change the impact of model uncertainty, habit formation in consumption eliminates even reverses the impact of uncertainty on the policy reaction to a supply shock. In all cases, policymaker attributes less importance to nominal interest rate inertia with concerns about model uncertainty.Article Citation - WoS: 2Citation - Scopus: 2Enhancing Classification Modeling Through Feature Selection and Smoothness: a Conic-Fused Lasso Approach Integrated With Mean Shift Outlier Modelling(Amer inst Mathematical Sciences-aims, 2025) Yerlikaya-Ozkurt, Fatma; Taylan, PakizeOutlier detection and variable selection are among main objectives of statistical analysis. In our study, we address the outlier problem for classification by using the Mean Shift Outlier Model (CLMSOM). Since the MSOM has more coefficients than the linear regression model, the complexity of the model MSOM is high. Therefore, we consider feature selection for MSOM by using fused Lasso (FLasso), which is beneficial and helpful in the cases where the number of explanatory variables or features is greater than the sample size. FLasso is penalizing both the coefficients and their successive differences by the L-1-norm, and it allows sparsity for both of them, while Lasso only allows the coefficients by considering a nonsmooth optimization problem. In this study, we take into account Iterated Ridge approximation which enables us to use a smooth optimization for FLasso problem. Generated smooth optimization problem is solved by using one of continuous optimization techniques called Conic Quadratic Programming (CQP), which is enabling the utilization of interior point methods. The newly developed method is called Conic FLasso for classification by MSOM (C-FLasso-CLMSOM) and is applied to real world data set to show its performance.Article Citation - WoS: 9Citation - Scopus: 10Lyapunov Type Inequalities for Nth Order Forced Differential Equations With Mixed Nonlinearities(Amer inst Mathematical Sciences-aims, 2016) Agarwal, Ravi P.; Ozbekler, AbdullahIn the case of oscillatory potentials, we present Lyapunov type inequalities for nth order forced differential equations of the form x((n))(t) + Sigma(m)(j=1) qj (t)vertical bar x(t)vertical bar(alpha j-1)x(t)= f(t) satisfying the boundary conditions x(a(i)) = x(1)(a(i)) = x(11)(ai) = center dot center dot center dot = x((ki))(ai) = 0; i = 1, 2,..., r, where a(1) < a(2) < ... < a(r), 0 <= k(i) and Sigma(r)(j=1) k(j) + r = n: r >= 2. No sign restriction is imposed on the forcing term and the nonlinearities satisfy 0 < alpha(l) < ... < alpha a(j) < 1 < alpha a(j+1) < ... < alpha(m) < 2. The obtained inequalities generalize and compliment the existing results in the literature.Article Citation - WoS: 1Citation - Scopus: 1Spectral Method for Deriving Multivariate Poisson Summation Formulae(Amer inst Mathematical Sciences-aims, 2013) Guseinov, Gusein Sh.We show that using spectral theory of a finite family of pair-wise commuting Laplace operators and the spectral properties of the periodic Laplace operator some analogues of the classical multivariate Poisson summation formula can be derived.Article Citation - WoS: 2Citation - Scopus: 2Further Results on Fibre Products of Kummer Covers and Curves With Many Points Over Finite Fields(Amer inst Mathematical Sciences-aims, 2016) Ozbudak, Ferruh; Temur, Burcu Gulmez; Yayla, OguzWe study fibre products of an arbitrary number of Kummer covers of the projective line over F-q under suitable weak assumptions. If q - 1 = r(n) for some prime r, then we completely determine the number of rational points over a rational point of the projective line. Using this result we obtain explicit examples of fibre products of three Kummer covers supplying new entries for the current table of curves with many points (http://www.manypoints.org,October 31 2015).
