Ayşe Hümeyra Bilge

Bilge, Ayşe Hümeyra

Name Variants

Bilge A.
BILGE, Ayşe Hümeyra
Bilge, AYŞE HÜMEYRA
Bilge, Ayse Humeyra
AYŞE HÜMEYRA BILGE
A. Bilge
Bilge,Ayse Humeyra
Ayşe Hümeyra Bilge
Bilge,A.H.
BILGE, AYŞE HÜMEYRA
Kupeli A.
B., Ayşe Hümeyra
Bilge, Ayşe Hümeyra
B.,Ayse Humeyra
Bilge, A. H.
Ayse Humeyra, Bilge
A. H. Bilge
B., Ayse Humeyra
Bilge, A.
Ayşe Hümeyra BILGE
Hümeyra Bilge, Ayşe
Bilge, Ayşe Humeyra
Bilge, Ayşe
Bilge, Ayşe Hümeyra
Bilge, Ayşe Hümeyra
Bilge, Ayşe Hümeyra

Job Title

Prof. Dr.

Email Address

ayse.bilge@khas.edu.tr

Main Affiliation

Industrial Engineering

Scholarly Output

59

Articles

40

Citation Count

195

Supervised Theses

11 Scholarly Output Search Results

Now showing 1 - 10 of 58

Citation - WoS: 2
Citation - Scopus: 6
A Susceptible-Infectious (si) Model With Two Infective Stages and an Endemic Equilibrium
(Elsevier, 2022) Ahmetolan, Semra; Bilge, Ayşe Hümeyra; Demirci, Ali; Bilge, Ayse Humeyra; Dobie, Ayse Peker
The focus of this article is on the dynamics of a susceptible-infected model which consists of a susceptible group (S) and two different infectious groups (I-1 and I-2). Once infected, an individual becomes a member of one of these infectious groups which have different clinical forms of infection. In addition, during the progress of the illness, an infected individual in group I-1 may pass to the infectious group I-2 which has a higher mortality rate. The infection is deadly and it has no cure. In this study, positiveness of the solutions for the model is proved. Stability analysis of species extinction, I-1-free equilibrium and endemic equilibrium as well as disease-free equilibrium is studied, and it is shown that the disease-free equilibrium is stable whereas all other equilibrium points are asymptotically stable for parameter ranges determined by certain inequalities. In addition, relations between the basic reproduction number of the disease and the basic reproduction number of each infectious stage are examined. Furthermore, the case where all newborns from infected mothers are also infected is analysed. For this type of vertical transmission, endemic equilibrium is asymptotically stable for certain parameter ranges. Finally, a special case which refers to the disease without vital dynamics is investigated and its exact solution is obtained. (c) 2021 International Association for Mathematics and Computers in Simulation (IMACS). Published by Elsevier B.V. All rights reserved.
Kurumsal Kredi Risk Değerlendirmesi: Bir Türk Finans Kurumu Örneği
(2023) Hajjaouı, Btıssam; Bilge, Ayşe Hümeyra; Bilge, Ayşe Hümeyra
Bu tez iki bölümden oluşmaktadır. İlk bölümde, bir müşterinin ödeme yapıp yapmayacağını tahmin etmeye çalışıyoruz. İkinci bölümde, kredi başvurusunun onaylanıp onaylanmayacağına karar vermek için bir kredi skoru modeli oluşturma üzerine çalışıyoruz. Bu amaçla kullanılan veri kümesi, finans sektöründeki önde gelen kurumlardan birinden elde edilmiştir. Veri kümesi, başvuru sahibinin verilerine, kurumsal verilere, hissedar verilerine ve kredi geçmişine genel olarak atıfta bulunan 401 değişkeni içerir. Bu değişkenler içerisinden, giriş değişkenlerini ayırt ederek ve ardından bu girişleri inceleyerek kuvvetli ilişkili değişkenleri ve neredeyse tamamı eksik değerlerden oluşan değişkenleri kullanmaktan kaçınarak azaltıyoruz. Veri kümesindeki değişkenlerin büyük bir kısmında haklı sebeplerle eksik giriş bulunmaktadır. Bu sorunu çözmek için, hangi değişken grubunun hangi müşteriyle ilgili olduğunu yansıtmak adına yedi alt küme oluşturduk. Onaylanan krediler arasında yaklaşık %96 oranında ödeme yapan örnekler ve %4 oranında ödeme yapmayan örnekler bulunmaktadır. Bu tezde, eğitim kümelerindeki örnekleri dengelemek için üç örnekleme tekniği kullanıyoruz: alt örnekleme, aşırı örnekleme ve sentetik azınlık aşırı örnekleme tekniği. Ayrıca altı sınıflandırıcı uyguluyoruz: Rastgele Orman, Naif Bayes, Lojistik Regresyon, Destek Vektör Makinesi, Karar Ağacı ve K-En Yakın Komşu. Bu tekniklerin performansını ölçmek adına, çoğunluk sınıfının ve azınlık sınıfının sırasıyla ne kadar iyi tahmin edildiğini ölçmek için duyarlılık ve özgüllük kullanıyoruz. Hesaplamalar sonucunda, %50'den fazla duyarlılık ve özgüllük elde ettik, burada alt örnekleme tekniğinin azınlık sınıfı için en iyi örnekleme tekniği olduğu ve SMOTE ve aşırı örneklemenin, çoğunluk sınıfı için daha iyi performans gösterdiği gözlemlenmiştir. Seçilen değişkenlerin analizinde, neredeyse tüm değişkenlerin onaylanan ve reddedilen krediler arasında ayrım yapamadığı gözlemlendiği için lojistik regresyon kullanılarak tahmin edilen kredi puanları güvenilmez olarak değerlendirildi.
Citation - WoS: 6
Citation - Scopus: 11
An Analysis of Price Spikes and Deviations in the Deregulated Turkish Power Market
(Elsevier, 2019) Gayretli, Gizem; Bilge, Ayşe Hümeyra; Yücekaya, Ahmet; Yücekaya, Ahmet Deniz; Bilge, Ayşe Hümeyra
The successful operation of a real time market is related to the planning in the day ahead market. We analyze the day ahead and real time market data for the Turkish power market for the period 2012-2015 to classify price spikes and their causes. We also focus on the levels of deviation between the day ahead market values and the real time market values. We define price deviation and load deviation ratios to measure the level of deviation both in price and demand. The analysis for the load is based on load shedding and cycling values. We analyze the mean and standard deviation in market prices and we determine the price spike as a two sigma deviation from the mean value. It is shown that 60% of the price deviation ratios are in the range of ( +/- 20%), while 44% are in the range of ( +/- 10%) and 35% are in the range of (+/- 5%). We also show that 56.9% of the spikes are due to problems in the generation of natural gas based power plants which affect the day ahead and real time prices. A total of 29.2% of the spikes are due to power plant and system failures that affect only real time prices. The share of high temperature based spikes is 13.9% which is a result of air conditioner usage.
Citation - WoS: 2
Citation - Scopus: 2
Mathematical Models for Phase Transitions in Biogels
(World Scientific Publ Co Pte Ltd, 2019-03-30) Bilge, Ayşe Hümeyra; Bilge, Ayşe Hümeyra; Öğrenci, Arif Selçuk; Pekcan, Mehmet Önder; Pekcan, Önder
It has been shown that reversible and irreversible phase transitions of biogels can be represented by epidemic models. The irreversible chemical sol-gel transitions are modeled by the Susceptible-Exposed-Infected-Removed (SEIR) or Susceptible-Infected-Removed (SIR) epidemic systems whereas reversible physical gels are modeled by a modification of the Susceptible-Infected-Susceptible (SIS) system. Measured sol-gel and gel-sol transition data have been fitted to the solutions of the epidemic models, either by solving the differential equations directly (SIR and SEIR models) or by nonlinear regression (SIS model). The gel point is represented as the "critical point of sigmoid," defined as the limit point of the locations of the extreme values of its derivatives. Then, the parameters of the sigmoidal curve representing the gelation process are used to predict the gel point and its relative position with respect to the transition point, that is, the maximum of the first derivative with respect to time. For chemical gels, the gel point is always located before the maximum of the first derivative and moves backward in time as the strength of the activation increases. For physical gels, the critical point for the sol-gel transition occurs before the maximum of the first derivative with respect to time, that is, it is located at the right of this maximum with respect to temperature. For gel-sol transitions, the critical point is close to the transition point; the critical point occurs after the maximum of the first derivative for low concentrations whereas the critical point occurs after the maximum of the first derivative for higher concentrations.
Models for Electricity Demand Forecasting, Classification, and Imbalance Reduction in Competitive Markets
(Kadir Has Üniversitesi, 2023) Yükseltan, Ergün; Bilge, Ayşe Hümeyra; Yücekaya, Ahmet Deniz; Bilge, Ayşe
In liberalized energy markets, hourly forecasts of consumers and producers are crucial for efficiently using energy resources and reducing environmental impacts. In this study, the countries’ consumption in the ENTSO-E common network between 2006 and 2018 was analyzed using the time series method. With the created model, short, medium, and long-term demand forecasts are made using Fourier Series Expansion. In order to improve the error rate of short-term forecasts, a hybrid model was created with alternatively created feedback and autoregressive methods. While annual forecasts are made with an average error rate of 6%, the error rate in daily forecasts is around 4.5%. With the hybrid models created, hourly estimates can be made with approximately 1.5% and 1% error rates. Accurate estimations are of great importance in terms of the efficiency of energy markets, and the emergence of energy storage opportunities with the developing technology increases this importance. For this reason, the amount of imbalance was estimated by using the forecast result of the hybrid model in the Turkish Energy Market, and a strategy was developed to reduce the imbalance cost accordingly. With this strategy, simulations have been made for situations with and without storage, and the results have been shared.
Citation - WoS: 0
Citation - Scopus: 0
Editorial: Compartmental Models for Social Interactions
(Frontiers Media Sa, 2024) Bilge, Ayşe Hümeyra; Peker-Dobie, Ayse; Severin, Irina; Piqueira, Jose Roberto Castilho; Bellingeri, Michele; Prodanov, Dimiter
[No Abstract Available]
Bankacılık Hisse Senetleri Üzerine Endekse Dayalı Bir Alım Satım Stratejisi Önerisi
(Kadir Has Üniversitesi, 2017) Yeniay, Ozan; Bilge, Ayşe Hümeyra; Bilge, Ayşe Hümeyra
Batıda uzun zamandır uygulanan, Türkiye'de yeni yeni uygulanmaya başlayan ve her geçen yıl önemini artıran algoritmik alım satım yöntemi yatırımcılara büyük avantajlar sağlamaktadır. Algoritmik alım satım yöntemleri sayesinde küçük yatırımcılar dahi koruma amaçlı fon ( Hedge Fon ) yatırım bankaları ve profesyonel yatırımcılar tarafından uygulanan alım satım tekniklerini uygulayabilmekte ve geriye dönük testlerini yapabilmektedir. Bu tezin amacı algoritmik alım satım teknikleri yardımıyla, eş işlem stratejisine (Pairs Trading) alternatif bir model geliştirilerek, bu modele istinaden yapılabilecek alım satım işlemlerinin performansın incelemektir. Oluşturulan model Borsa İstanbul bünyesinde hesaplanan bankacılık endeksinde yer alan, bankacılık hisselerinde test edilmiştir. Araştırmada, endeksin kendi saatlik volatilitesinin üzerinde bir hareket yapması beklenmiş ve bu hareketin ardından hisse senetlerinin de hareketi takip etmesi gerektiği varsayımı üzerinden iki ana alım stratejisi oluşturularak bu stratejilerin geriye dönük test ve optimizasyonları yapılmıştır. Seçilen hisse senetlerinin endeks ile korelasyonunun yüksek olması dikkate alınmıştır. Hisse senetleri ve endekslerin korelasyonları ve volatiliteleri Matlab programı vasıtasıyla hesaplanmış ve geriye dönük testler Matriks programının "system tester" modülü kullanılarak gerçekleştirilmiştir. Araştırma Türkiye'de siyasi ve ekonomik risklerin arttığı 2013 yılı sonrasını kapsamaktadır ve bu süreçte dahi, geliştirilen stratejiler sayesinde al tut stratejisi ve piyasa faiz oranının üzerinde getiriler elde edilmiştir.
Citation - WoS: 39
Citation - Scopus: 45
Hourly Electricity Demand Forecasting Using Fourier Analysis With Feedback
(Elsevıer, 2020) Yükseltan, Ergün; Bilge, Ayşe Hümeyra; Yücekaya, Ahmet; Yücekaya, Ahmet Deniz; Bilge, Ayşe Humeyra
Whether it be long-term, like year-ahead, or short-term, such as hour-ahead or day-ahead, forecasting of electricity demand is crucial for the success of deregulated electricity markets. The stochastic nature of the demand for electricity, along with parameters such as temperature, humidity, and work habits, eventually causes deviations from expected demand. In this paper, we propose a feedback-based forecasting methodology in which the hourly prediction by a Fourier series expansion is updated by using the error at the current hour for the forecast at the next hour. The proposed methodology is applied to the Turkish power market for the period 2012-2017 and provides a powerful tool to forecasts the demand in hourly, daily and yearly horizons using only the past demand data. The hourly forecasting errors in the demand, in the Mean Absolute Percentage Error (MAPE) norm, are 0.87% in hour-ahead, 2.90% in day-ahead, and 3.54% in year-ahead horizons, respectively. An autoregressive (AR) model is also applied to the predictions by the Fourier series expansion to obtain slightly better results. As predictions are updated on an hourly basis using the already realized data for the current hour, the model can be considered as reliable and practical in circumstances needed to make bidding and dispatching decisions.
Citation - WoS: 1
Citation - Scopus: 1
The Critical Point of a Sigmoidal Curve
(Babeș-Bolyai University, 2020) Bilge, Ayşe Hümeyra; Bilge, Ayşe Hümeyra; Özdemir, Yunus
Let y(t) be a monotone increasing curve with lim(t ->+/-infinity) y((n))(t) = 0 for all n and let t(n) be the location of the global extremum of the nth derivative y((n))(t). Under certain assumptions on the Fourier and Hilbert transforms of y(t), we prove that the sequence {t(n)} is convergent. This implies in particular a preferred choice of the origin of the time axis and an intrinsic definition of the even and odd components of a sigmoidal function. In the context of phase transitions, the limit point has the interpretation of the critical point of the transition as discussed in previous work [3].
Citation - WoS: 0
Citation - Scopus: 0
Gromov Product Structures, Quadrangle Structures and Split Metric Spaces
(Elsevier B.V., 2021-06) Bilge, Ayşe Hümeyra; Bilge, Ayşe Hümeyra; Çelik, Derya; Koçak, Şahin; Rezaeinazhad, Arash Mohammadian
Let (X,d) be a finite metric space with elements Pi, i=1,…,n and with distances dij≔d(Pi,Pj) for i,j=1,…,n. The “Gromov product” Δijk, is defined as [Formula presented]. (X,d) is called Δ-generic, if, for each fixed i, the set of Gromov products Δijk has a unique smallest element, Δijiki. The Gromov product structure on a Δ-generic finite metric space (X,d) is the map that assigns the edge Ejiki to Pi. A finite metric space is called “quadrangle generic”, if for all 4-point subsets {Pi,Pj,Pk,Pl}, the set {dij+dkl,dik+djl,dil+djk} has a unique maximal element. The “quadrangle structure” on a quadrangle generic finite metric space (X,d) is defined as a map that assigns to each 4-point subset of X the pair of edges corresponding to the maximal element of the sums of distances. Two metric spaces (X,d) and (X,d′) are said to be Δ-equivalent (Q-equivalent), if the corresponding Gromov product (quadrangle) structures are the same up to a permutation of X. We show that Gromov product classification is coarser than the metric fan classification. Furthermore it is proved that: (i) The isolation index of the 1-split metric δi is equal to the minimal Gromov product at the vertex Pi. (ii) For a quadrangle generic (X,d), the isolation index of the 2-split metric δij is nonzero if and only if the edge Eij is a side in every quadrangle whose set of vertices includes Pi and Pj. (iii) For a quadrangle generic (X,d), the isolation index of an m-split metric δi1…im is nonzero if and only if any edge Eikil is a side in every quadrangle whose vertex set contains Pik and Pil. These results are applied to construct a totally split decomposable metric for n=6.