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    Artificial neural network analysis of the day of the week anomaly in cryptocurrencies
    (Springer, 2023) Tosunoglu, Nuray; Abaci, Hilal; Ates, Gizem; Akkaya, Neslihan Saygili
    Anomalies, which are incompatible with the efficient market hypothesis and mean a deviation from normality, have attracted the attention of both financial investors and researchers. A salient research topic is the existence of anomalies in cryptocurrencies, which have a different financial structure from that of traditional financial markets. This study expands the literature by focusing on artificial neural networks to compare different currencies of the cryptocurrency market, which is hard to predict. It aims to investigate the existence of the day-of-the-week anomaly in cryptocurrencies with feedforward artificial neural networks as an alternative to traditional methods. An artificial neural network is an effective approach that can model the nonlinear and complex behavior of cryptocurrencies. On October 6, 2021, Bitcoin (BTC), Ethereum (ETH), and Cardano (ADA), which are the top three cryptocurrencies in terms of market value, were selected for this study. The data for the analysis, consisting of the daily closing prices for BTC, ETH, and ADA, were obtained from the Coinmarket.com website from January 1, 2018 to May 31, 2022. The effectiveness of the established models was tested with mean squared error, root mean squared error, mean absolute error, and Theil's U1, and R-OOS(2) was used for out- of-sample. The Diebold-Mariano test was used to statistically reveal the difference between the out-of-sample prediction accuracies of the models. When the models created with feedforward artificial neural networks are examined, the existence of the day-of-the-week anomaly is established for BTC, but no day- of-the-week anomaly for ETH and ADA was found.
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    The Relationship Imports and Exports in Free Zones Have with Turkiye's Foreign Trade and Employment: The Fourier Autoregressive
    (Istanbul Univ, 2023) Ates, Muge Seda; Ates, Gizem; Toktas, Demet; Gokce, Esra Canpolat
    Free zones, which are implemented as a development policy on the basis of the objectives of increasing exports, investments, and employment, facilitating imports, contributing to domestic production, ensuring technology transfer, and balancing regional differences, are special areas where tax advantages are offered to companies. The aim of this study is to investigate the level of contribution of firms supported by tax advantages in Turkiye's free zones to Turkiye's foreign trade and employment and to investigate the relationship between these variables. Within this framework, data compiled for monthly periods between 2013.01-2022.05 were used. The Fourier ADL hidden cointegration test was conducted by constructing 7 different models with the identified variables. In the study, it is reported that the contribution of free zones import-export with tax advantages to Turkiye's foreign trade and employment mechanism is weak. In this framework, it has been tried to present policy recommendations for taxation, foreign trade, and employment based on the principles of both integrating free zones into international trade and achieving a more collaborative, innovative, and qualified structure to eliminate regional differences in local economies.