Ticari Bilimler Fakültesi / Faculty of Commercial Science

Permanent URI for this collectionhttps://hdl.handle.net/11727/2074

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Reduced-Order Modeling For Heston Stochastic Volatility Model
(HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS, 2024) Kozpinar, Sinem; Uzunca, Murat; Karasozen, Bulent
In this paper, we compare the intrusive proper orthogonal decomposition (POD) with Galerkin projection and the data-driven dynamic mode decomposition (DMD), for Heston's option pricing model. The full order model is obtained by discontinuous Galerkin discretization in space and backward Euler in time. Numerical results for butterfly spread, European and digital call options reveal that in general DMD requires more modes than the POD modes for the same level of accuracy. However, the speed-up factors are much higher for DMD than POD due to the non-intrusive nature of the DMD.
Use Of Advanced Measurement And Reality Technologies In Cultural Heritage Sites From The Perspective Of Technology And Tourism
(Başkent Üniversitesi Ticari Bilimler Fakültesi, 2024-03-12) Varol, Fatih; Oksuz, Merve
In recent years, in parallel with technological innovations, the use of modern techniques instead of traditional methods has become widespread in studies on archiving, preserving, restoring and visiting cultural heritage (CH) in the digital environment. Reality technologies, advanced measurement methods in engineering and mobile applications have brought a multidisciplinary perspective to the subject of sustainability of CH sites and visiting them within the scope of tourism. This study investigates the contribution of studies carried out with the latest technological opportunities in CH areas to sustainability and tourism activities. It reveals with the most concrete examples how the fastest LIDAR (Light Detection and Ranging) technology used in remote sensing of concrete objects, as well as close range photogrammetry and unmanned aerial vehicle (UAV) photogrammetry applications can be integrated into the sustainability of CH and reality technologies. The three-dimensional (3D) images obtained in this way have enabled world-famous ancient cities, museums, natural and archaeological sites to be visited virtually with the help of augmented reality (AR), virtual reality (VR) and mixed reality (MR) applications. These methods also provide significant advantages in terms of time and cost compared to traditional technologies in the digital documentation of CH and VR studies.