arXiv subjects

Caglar Tuncay

Publications and source records attributed to Caglar Tuncay.

At least 19 recordsLinked to original sources

arXiv2020

Market laws

More than one billion data sampled with different frequencies from several financial instruments were investigated with the aim of testing whether they involve power law. As a result, a known power law with the power exponent around -4 was detected in the empirical distributions of the relative returns. Moreover, a number of new power law behaviors with various power exponents were explored in the same data. Further on, a model based on finite sums over numerous Maxwell-Boltzmann type distribution functions with random (pseudorandom) multipliers in the exponent were proposed to deal with the empirical distributions involving power laws. The results indicate that the proposed model may be universal.

q-fin.ST↗

arXiv2011

Analysis of the trends in the index of the Dow Jones Industrial Average (DJIA) of the New York Stock Exchange (NYSE)

It is hypothesized that price charts can be empirically decomposed into two components as random and non random. The non random component, which can be treated as approximately regular behavior of the prices (trend) in an epoch, is a geometric line. Thus, the random component fluctuates around the non random component with various amplitudes. Moreover, the shape of a trend in an epoch may be different in another epoch. It is further hypothesized that statistical evidence can be found for various relations between several types of trends and the direction of the next movements of the prices. These hypotheses are tested on the historical data of the DJIA (Dow) and confirmed. Moreover, it is statistically showed that a number of trends that have occurred in the near past course of the Dow can be utilized to presage the near future of the index. As a result, upcoming of a recession in the DJIA, which may portend a worldwide economic crisis, is predicted.

q-fin.ST↗

arXiv2011

On the space and time evolution of regular or irregular human heart or brain signals

A coupled map is suggested to investigate various spatial or temporal designs in biology: Several cells (or tissues) in an organ are considered as connected to each other in terms of some molecular diffusions or electrical potential differences and so on. The biological systems (groups of cells) start from various initial conditions for spatial designs (or initial signals for temporal designs) and they evolve in time in terms of the mentioned interactions (connections) besides some individual feedings. The basic aim of the present contribution is to mimic various empirical data for the heart (in normal, quasi-stable, unstable and post operative physiological conditions) or brain (regular or irregular; for epilepsy) signals. The mentioned empirical data are borrowed from various literatures which are cited. The suggested model (to be used besides or instead of the artificial network models) involves simple mathematics and the related software is easy. The results may be considered as in good agreement with the mentioned real signals.

physics.gen-ph↗

arXiv2010

Is an historical economic crisis upcoming?

In this work, the time chart of Dow Jones Industrial Average (DJIA) index is analyzed and approach of recession time term is predicted, which may be hallmark of a worldwide economic crisis. However, the methods used for the prediction will be disclosed a few years from now. On the other hand, this work will be updated by the author frequently once in every few months where no revisions will be made on the previous uploads and a timestamp will designate each part. Thus, the time evolution of the crisis can be followed and the prediction may be verified by the readers in time.

q-fin.GN↗

arXiv2010

Voltage synchronizations between multichannel electroencephalograms during epileptic seizures

The underlying dynamics for the electroencephalographic (EEG) recordings from humans but especially epilepsy patients are usually not completely known. However, the ictal activity is claimed to be characterized by synchronous oscillations in the brain voltages in the literature. These time dependent interdependencies (synchronization, coupling) between the EEG voltages from epileptogenic and non epileptogenic brain sites of nineteen focal epileptic patients are investigated in this work. It is found that strong synchronizationdesynchronization events occur in alternation during most of the investigated seizures. Thus, these seizures are detected with considerable sensitivity (71 of the 79 seizures).

physics.bio-ph↗

arXiv2010

Entropy analyses of spatiotemporal synchronizations in brain signals from patients with focal epilepsies

The electroencephalographic (EEG) data intracerebrally recorded from 20 epileptic humans with different brain origins of focal epilepsies or types of seizures, ages and sexes are investigated (nearly 700 million data). Multi channel univariate amplitude analyses are performed and it is shown that time dependent Shannon entropies can be used to predict focal epileptic seizure onsets in different epileptogenic brain zones of different patients. Formations or time evolutions of the synchronizations in the brain signals from epileptogenic or non epileptogenic areas of the patients in ictal interval or inter-ictal interval are further investigated employing spatial or temporal differences of the entropies.

physics.bio-ph↗

arXiv2009

Shannon entropies of the distributions of various electroencephalograms from epileptic humans

1) Harmonic oscillations (HO) in numerous electroencephalograms (EEG) from different humans are introduced. 2) The probability density functions (PDF, p(X)) of the EEG voltages (X) are normal (Gauss) for OO whereas, the plots for the distributions of HO (pure) are convex. Gaussians for OO may turn to be convex as HO become dominant in MO or vice versa. However, distributions of the most of the data are found normal which means that most of the EEG oscillations consist of OO (or MO). 3) Shannon entropies (information measures) of the distributions of the data from different brain regions in the ictal intervals or inter-ictal intervals are calculated for each individual recording and compared. The averages of Shannon entropies over the individual recordings during the ictal intervals come out bigger than those from the inter-ictal intervals. These averages are found to be bigger for the data from epileptogenic brain areas than those recorded from non epileptogenic ones in different intervals.

physics.bio-ph↗

arXiv2008

Model human heart or brain signals

A new model is suggested and used to mimic various spatial or temporal designs in biological or non biological formations where the focus is on the normal or irregular electrical signals coming from human heart (ECG) or brain (EEG). The electrical activities in several muscles (EMG) or neurons or other organs of human or various animals, such as lobster pyloric neuron, guinea pig inferior olivary neuron, sepia giant axon and mouse neocortical pyramidal neuron and some spatial formations are also considered (in Appendix). In the biological applications, several elements (cells or tissues) in an organ are taken as various entries in a representative lattice (mesh) where the entries are connected to each other in terms of some molecular diffusions or electrical potential differences. The biological elements evolve in time (with the given tissue or organ) in terms of the mentioned connections (interactions) besides some individual feedings. The anatomical diversity of the species (or organs) is handled in terms of various combinations of the assumptions and parameters for the initial conditions, the connections and the feeding terms and so on. A small number of (iterative) secular equations (coupled map) are solved for the results with few parameters for each case. The same equations may be used for simulation if random parameters are involved. The model, with simple mathematics and easy software, may be followed besides or instead of the known theoretical approaches. The basic aim of the present contribution is to mimic various empirical data for some electrical activities of human heart or brain (or various animals). The mentioned empirical data are available in various experimental literatures (which are cited or the open access data are borrowed) and the model results may be considered as in good agreement with them.

physics.bio-ph↗

arXiv2008

A theoretical approach for Pareto-Zipf law

We suggest an analytical approach for Pareto-Zipf law, where we assume random multiplicative noise and fragmentation processes for the growth of the number of citizens of each city and the number of the cities, respectively.

physics.soc-ph↗

arXiv2007

Model of World; her cities, languages and countries

The time evolution of Earth with her cities, languages and countries is considered in terms of the multiplicative noise and the fragmentation- processes, where the related families, size distributions, lifetimes, bilinguals, etc. are studied. Earlier we treated the cities and the languages differently (and as connected; languages split since cities split, etc.). Hence, two dis- tributions are obtained in the same computation at the same time. The same approach is followed here and Pareto-Zipf law for the distribution of the cities, log-normal for the languages, decreasing exponential for the city families (countries) in the rank order over population, and power law -2 for the language families over the number of languages in rank order are obtained theoretically in this combination for the first time (up to our knowledge) in the literature; all of which are in good agreement with the present empirical data.

physics.soc-ph↗

arXiv2007

On the frequency and temperature dependence of the conductivity

We obtain the frequency and temperature dependence of the conductivity for (disordered) solids, where the temperature dependence is defined in terms of the related thermodynamic state function in exponential (or power law, etc.) forms. The model is applied to n-type Si with various donor and acceptor impurities and several concentrations at T about 0 Kelvin and sodium borate glasses and mixed alkalis with various compositions (x) in all at T about 500 Kelvin. The results are found in good agreement with experiments.

cond-mat.mtrl-sci↗

arXiv2007

The physics of randomness and regularities for languages (lifetimes, family trees, and the second languages); in terms of random matrices

The physics of randomness and regularities for languages (mother tongues) and their lifetimes and family trees and for the second languages are studied in terms of two opposite processes; random multiplicative noise [1], and fragmentation [2], where the original model is given in the matrix format. We start with a random initial world, and come out with the regularities, which mimic various empirical data [3] for the present languages.

physics.soc-ph↗

arXiv2007

A universal model for languages and cities, and their lifetimes

Present human languages display slightly asymmetric log-normal (Gauss) distribution for size [1-3], whereas present cities follow power law (Pareto-Zipf law)[4]. Our model considers the competition between languages and that between cities in terms of growing (multiplicative noise process)[5] and fragmentation [6]; where, relevant parameters are (naturally) different for languages and cities. We consider lifetime distribution for old and living languages and that for old and living cities. We study also the effect of random elimination (punctuation) within time evolution of languages and cities. Finally, we assume decreasing exponential distribution for cities over size with independent random amplitude and random (negative) exponent; and show that, this gives the Pareto-Zipf law.

physics.comp-ph↗

arXiv2007

A physical model for competition between biological speciation and extinction

Time evolution of number of species (genera, families, and others), population of them, and size distribution of present ones and life times are studied in terms of a new model, where population of each genetic taxon increases by a (random) rate and decreases by (random) division (fragmentation). Each of log-normal, exponential and power law distributions in various empirical data about mentioned events are considered for gradual, intermittent and abrupt evolution cases. Results come out in good agreement with several theoretical literatures and with available empirical data. Sum of exponential functions with independent random amplitude and exponent are shown to be useful to express many aspects of the present competition, and they are shown here to involve power law with power -1.

q-bio.PE↗

arXiv2006

Opinion Crystallography: Polarizations, Symmetries, Bonds, and Bands

May randomness (real numbers, opinions) evolve into order (regularity) with time? We study some polarization and symmetry properties, which emerge in time evolution of opinions (real numbers) within entries of two and three-dimensional lattices, which had initial randomness.

physics.soc-ph↗

arXiv2006

A new model for competition between many languages

Time evolutions of number of cities, population of cities, world population, and size distribution of present languages are studied in terms of a new model, where population of each city increases by a random rate and decreases by a random division. World population and size distribution of languages come out in good agreement with the available empirical data.

physics.soc-ph↗

arXiv2006

Formation of lightning in terms of opinion dynamics in three dimension

Formation of a lightning within a cloud, between clouds and towards the earth is studied as an application of sociophysics. The three dimensional society is sky or cloud, which has members as electrically charged clouds (in sky) or patches (in cloud). Members interact with the neighboring ones and all are convinced to average their charges (opinion). Yet, big external drives (mass media) as winds and turbulences may load new charges or may force the present ones to accumulate temporally at a site. For a lightning towards the earth, similarly charged clouds in sky (patches carrying big charges in a cloud) are expected to come close to each other. In all, discharging process is nothing, but what is called lightning.

physics.soc-ph↗

arXiv2006

Formation of Languages; Equality, Hierarchy and Teachers

A quantitative method is suggested, where meanings of words, and grammatic rules about these, of a vocabulary are represented by real numbers. People meet randomly, and average their vocabularies if they are equal; otherwise they either copy from higher hierarchy or stay idle. Presence of teachers broadcasting the same (but arbitrarily chosen) vocabulary leads the language formations to converge more quickly.

physics.soc-ph↗