arXiv subjects

Fatma Sevinç Kurnaz

Publications and source records attributed to Fatma Sevinç Kurnaz.

3 recordsLinked to original sources

arXiv2026

Crypto Price Similarity: An Investigation Using Pearson Correlation and Dynamic Time Warping

The cryptocurrency market's volatility and complex price dynamics challenge portfolio diversification and risk management. This study examines price similarity across 347 cryptocurrencies from March 2020 to April 2024 using daily OHLCV data from the Binance API. Daily dynamics are summarized via a signed, capped intraday price-range metric, and pair similarity is assessed using the Pearson cross-correlation coefficient, capturing linear co-movement at a given lag, and Dynamic Time Warping (DTW) distance, capturing shape similarity independent of lag. Data are segmented into three market phases: an uptrend, a decline, and a subsequent uptrend. For each period, the 10 pairs with highest cross-correlation and lowest DTW distance are identified. BNB-CAKE, XLM-XRP, and MANA-SAND show the strongest cross correlations across the three periods, with coefficients of 0.78 or higher and maximum correlations at lag 0, indicating synchronized movements. Three to four of the ten lowest-DTW pairs coincide with the cross-correlation top 10 per period, showing the measures are related but not interchangeable. Two same-platform fan tokens rank among the most DTW-similar pairs despite weak cross-correlation, while a euro pegged asset and gold-backed token show the lowest DTW distance, driven by low volatility rather than shared dynamics. Results demonstrate substantial, measure dependent interconnectedness with implications for diversification strategies.

stat.AP↗

arXiv2025

Crime in Proportions: Applying Compositional Data Analysis to European Crime Trends for 2022

This article investigates crime patterns across European countries in 2022 using Compositional Data Analysis (CoDA) to address limitations of traditional statistical approaches in dealing with the relative nature of crime data. Recognizing crime types as components of a whole, we employ CoDA to explore relationships between different crime categories while respecting their inherent interdependencies. The study utilizes k-means clustering to group countries based on their crime profiles, identifying three distinct clusters largely aligning with geographical locations. This clustering is visualized through t-SNE and geographic mapping, revealing regional similarities. Further analysis using Robust Principal Component Analysis on identified crime clusters reveals insightful relationships between specific crime types, such as homicide, smuggling, and financial crimes, and how their prevalence varies across countries. The findings reveals distinct crime patterns across Europe, highlighting regional commonalities while also highlighting divergences like Norway and Latvia that deviate from their expected geographical classifications. Moreover, the study identifies specific crime groups; for example, it pairs countries high in corruption and smuggling, such as Austria, with those countries that exhibit a higher relevance to homicide and smuggling, such as Luxembourg. It also points to the presence of financial crimes like fraud in countries such as Romania and Estonia.

stat.AP↗

arXiv2022

Robust and Sparse Multinomial Regression in High Dimensions

A robust and sparse estimator for multinomial regression is proposed for high dimensional data. Robustness of the estimator is achieved by trimming the observations, and sparsity of the estimator is obtained by the elastic net penalty, which is a mixture of $L_1$ and $L_2$ penalties. From this point of view, the proposed estimator is an extension of the enet-LTS estimator \citep{Kurnaz18} for linear and logistic regression to the multinomial regression setting. After introducing an algorithm for its computation, a simulation study is conducted to show the performance in comparison to the non-robust version of the multinomial regression estimator. Some real data examples underline the usefulness of this robust estimator.

stat.ME↗