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Functional Analysis of Variance: An Application to Stock Exchange

Yıl 2024, , 168 - 174, 28.03.2024
https://doi.org/10.17776/csj.1371399

Öz

The concept of "functional data" allows for the representation of data collected repeatedly over a period of time as a continuous function within a specific range on the time axis, rather than as discrete measurement points. Traditional statistical analysis has been adapted to accommodate functional data. This paper discusses the adaptation of one-way analysis of variance for functional data, covering parameter estimations and obtaining test statistics. As a numerical example, stock exchange values from various countries across different continents are used. The aim is to discern potential differences among countries based on these stock exchange values during the Covid-19 pandemic, utilizing one-way analysis of variance for functional data.

Kaynakça

  • [1] Ramsay J., When the data are functions, Psychometrika, 47 (4) (1982) 379-396.
  • [2] Ramsay J., Dalzell C., Some tools for functional data analysis, Journal of the Royal Statistical Society, Series B (Statistical Methodology), (1991) 539-572.
  • [3] Grenander U., Stochastic processes and statistical inference, Ark. Mat., 1 (3) (1950) 195-277.
  • [4] Rao C.R., Some statistical methods for comparison of growth curves, Biometrics, 14 (1) (1958) 1-17.
  • [5] Wang S., Sobel A., Fridlind A., Feng Z., Comstock J.M., Minnis P., and Nordeen M., Simulations of cloud-radiation interaction using large-scale forcing derived from the CINDY/DYNAMO northern sounding array, J. Adv. Model. Earth Syst., 7 (3) (2015) 1472-1498.
  • [6] Yaraee K., Functional Data Analysis with Application to MS and Cervical Vertebrae Data, Master thesis, University of Alberta, 2011.
  • [7] Ogutcu S., Functional Data Analysis and An Application to Analysis of Variance, Mater thesis, Gebze Technical University, 2023.
  • [8] Demirdöğen O., Yorulmaz R., Kovid-19 Salgınının Dünya Ekonomilerine Etkileri, Ortadoğu Araştırmaları Merkezi, Ankara, (2020).
  • [9] Albulescu C., Coronavirus and Financial Volatility: 40 Days of Fasting and Fear, Quantitative Finance, (2020).
  • [10] Khan S., Siddique R., Li H., Ali A., Shereen M.A., Bashir N., Xue M., Impact of coronavirus outbreak on psychological health, J Glob Health, 10 (2020) 1-16.
  • [11] IMF Blog, The Great Lockdown: Worst Economic Downturn Since the Great Depression, NOS. Available at: https://www.imf.org/en/Blogs/Articles/2020/04/14/blog-weo-the-great-lockdown-worst-economic-downturn-since-the-great-depression. Retrieved March 14, 2023.
  • [12] Ashraf B.N., Stock Markets Reaction To Covid-19: Cases Or Fatalities?, Research in International Business and Finance, (2020).
Yıl 2024, , 168 - 174, 28.03.2024
https://doi.org/10.17776/csj.1371399

Öz

Kaynakça

  • [1] Ramsay J., When the data are functions, Psychometrika, 47 (4) (1982) 379-396.
  • [2] Ramsay J., Dalzell C., Some tools for functional data analysis, Journal of the Royal Statistical Society, Series B (Statistical Methodology), (1991) 539-572.
  • [3] Grenander U., Stochastic processes and statistical inference, Ark. Mat., 1 (3) (1950) 195-277.
  • [4] Rao C.R., Some statistical methods for comparison of growth curves, Biometrics, 14 (1) (1958) 1-17.
  • [5] Wang S., Sobel A., Fridlind A., Feng Z., Comstock J.M., Minnis P., and Nordeen M., Simulations of cloud-radiation interaction using large-scale forcing derived from the CINDY/DYNAMO northern sounding array, J. Adv. Model. Earth Syst., 7 (3) (2015) 1472-1498.
  • [6] Yaraee K., Functional Data Analysis with Application to MS and Cervical Vertebrae Data, Master thesis, University of Alberta, 2011.
  • [7] Ogutcu S., Functional Data Analysis and An Application to Analysis of Variance, Mater thesis, Gebze Technical University, 2023.
  • [8] Demirdöğen O., Yorulmaz R., Kovid-19 Salgınının Dünya Ekonomilerine Etkileri, Ortadoğu Araştırmaları Merkezi, Ankara, (2020).
  • [9] Albulescu C., Coronavirus and Financial Volatility: 40 Days of Fasting and Fear, Quantitative Finance, (2020).
  • [10] Khan S., Siddique R., Li H., Ali A., Shereen M.A., Bashir N., Xue M., Impact of coronavirus outbreak on psychological health, J Glob Health, 10 (2020) 1-16.
  • [11] IMF Blog, The Great Lockdown: Worst Economic Downturn Since the Great Depression, NOS. Available at: https://www.imf.org/en/Blogs/Articles/2020/04/14/blog-weo-the-great-lockdown-worst-economic-downturn-since-the-great-depression. Retrieved March 14, 2023.
  • [12] Ashraf B.N., Stock Markets Reaction To Covid-19: Cases Or Fatalities?, Research in International Business and Finance, (2020).
Toplam 12 adet kaynakça vardır.

Ayrıntılar

Birincil Dil İngilizce
Konular İstatistiksel Deney Tasarımı, İstatistiksel Veri Bilimi, Uygulamalı İstatistik
Bölüm Natural Sciences
Yazarlar

Selin Öğütcü 0000-0003-4568-9254

Nuri Çelik 0000-0002-4234-2389

Yayımlanma Tarihi 28 Mart 2024
Gönderilme Tarihi 5 Ekim 2023
Kabul Tarihi 5 Şubat 2024
Yayımlandığı Sayı Yıl 2024

Kaynak Göster

APA Öğütcü, S., & Çelik, N. (2024). Functional Analysis of Variance: An Application to Stock Exchange. Cumhuriyet Science Journal, 45(1), 168-174. https://doi.org/10.17776/csj.1371399