{"id":1660,"date":"2026-06-10T09:09:00","date_gmt":"2026-06-10T06:09:00","guid":{"rendered":"https:\/\/blog.metu.edu.tr\/caglart\/?p=1660"},"modified":"2026-06-10T13:35:53","modified_gmt":"2026-06-10T10:35:53","slug":"gazli-finans","status":"publish","type":"post","link":"https:\/\/blog.metu.edu.tr\/caglart\/2026\/06\/10\/gazli-finans\/","title":{"rendered":"Gazl\u0131 finans(!)"},"content":{"rendered":"

Diyelim ki, odada hava dingin. Yo\u011funlu\u011fu havan\u0131nki kadar olan bir miktar gaz, ayn\u0131 odadaki \u00f6zel bir kap i\u00e7inde. Odadaki hava bas\u0131nc\u0131na sahip olan bu kab\u0131n i\u00e7indeki gaz k\u00fc\u00e7\u00fck bir delikten havaya sal\u0131n\u0131yor. B\u00f6ylelikle ortaya gaz yay\u0131l\u0131m\u0131 (diffusion) diye bilinen olay \u00e7\u0131k\u0131yor. (#1)
\nAlttaki grafik, (#2) say\u0131l\u0131 nottta adreslenen y\u00f6ntemle \u00e7izildi. Uygulama zaman\u0131 ilerledik\u00e7e, sanal fiyat y\u00f6r\u00fcngelerinin dikey eksende geni\u015fleyece\u011fi a\u00e7\u0131kt\u0131r. Ayn\u0131 sonuca zaman ad\u0131mlar\u0131 k\u0131salt\u0131larak da ula\u015f\u0131labilir. (#3)
\nKaptaki gaz\u0131n bas\u0131nc\u0131 y\u00fcksekse, yay\u0131l\u0131m f\u0131\u015fk\u0131rmaya d\u00f6necektir. Tersine, oda bas\u0131nc\u0131ndan d\u00fc\u015f\u00fckse de, alttaki desen yerine yava\u015f yava\u015f bozulan bulutsu gaz birikimleri g\u00f6zlenecektir.
\nBu son iki durumda da, alttaki desen a\u00e7\u0131klay\u0131c\u0131 olarak kullan\u0131lsa bile arada baz\u0131 bo\u015fluklar \u2018(unoccupied states\u2019) g\u00f6zlemlenebilecektir.<\/p>\n

\"\"<\/a><\/p>\n

(#1) diffusion models
\nhttps:\/\/www.google.com\/search?q=diffusion+models&rlz=1C1CHBF_enTR1209TR1209&oq=diffusion+models&gs_lcrp=EgZjaHJvbWUyBggAEEUYOTIHCAEQABiABDIHCAIQABiABDIHCAMQABiABDIHCAQQABiABDIHCAUQABiABDIHCAYQABiABDIHCAcQABiABDIHCAgQABiABDIHCAkQABiABNIBCDE2MzBqMGo3qAIAsAIA&sourceid=chrome&ie=UTF-8<\/p>\n

(#2) SANAL BORSA
\nhttps:\/\/blog.metu.edu.tr\/caglart\/2024\/11\/27\/sanal-borsa\/<\/p>\n

Finans Piyasalar\u0131nda Rassall\u0131\u011f\u0131n Ayak \u0130zleri
\nhttps:\/\/blog.metu.edu.tr\/caglart\/2025\/06\/21\/finans-piyasalarinda-rassalligin-ayak-izleri\/<\/p>\n

(#3) Yani periyod k\u00fc\u00e7\u00fclt\u00fclerek.<\/p>\n\n\n

Hami\u015f: Hay\u0131r! \u2018diffusion\u2019u bizim Fiyat Modelimize uyarl\u0131yor de\u011filiz. Her ikisinin de alt dinami\u011finin rassall\u0131k oldu\u011funu belirtiyoruz.<\/p>\n\n\n\n

Zaman ilerledik\u00e7e, t\u00fcm fiyat de\u011fi\u015fikliklerinin \u0130lgili grafi\u011fin zarf\u0131 i\u00e7inde olaca\u011f\u0131n\u0131 yani en y\u00fcksek ve en d\u00fc\u015f\u00fck de\u011ferleri aras\u0131nda olaca\u011f\u0131n\u0131 savl\u0131yoruz.<\/p>\n\n\n\n

Fiyat ad\u0131mlar\u0131na (ve periyoda) ba\u011fl\u0131 olarak, birbirini tekrarlamayan (birbiri ile \u00e7ak\u0131\u015fmayan) fiyat y\u00f6r\u00fcngelerinin (profilinin, zaman serisinin) say\u0131s\u0131n\u0131n (diyelim ki, N) belirli oldu\u011funa dikkat edilmelidir. Dolay\u0131s\u0131 ile, N tane fiyat y\u00f6r\u00fcngesinden bir tanesi, o fiyat basama\u011f\u0131na sahip bir ger\u00e7ek grafi\u011fi (\u015fu ya da bu varl\u0131\u011f\u0131n) verecektir.<\/p>\n\n\n\n

Demek ki, \u00f6rneklenen yapay fiyat profillerinin t\u00fcm\u00fc birden yay\u0131l\u0131ma sokulursa, i\u00e7lerinden bir tanesi izlenen ger\u00e7ek fiyat profili ile birebir \u00f6rt\u00fc\u015fecektir.

Dahas\u0131, ba\u015flardaki \u00f6rt\u00fc\u015fmeler dikkate al\u0131narak, sal\u0131n\u0131ma sokulan yapay fiyat profillerinin say\u0131s\u0131 azalt\u0131labilir.

Burada duray\u0131m; Yoksa, bo\u015f bulunup modellerimden birini t\u00fcm\u00fcyle a\u00e7\u0131klam\u0131\u015f duruma d\u00fc\u015fece\u011fim.<\/p>\n\n\n\n

<\/p>\n","protected":false},"excerpt":{"rendered":"

Diyelim ki, odada hava dingin. Yo\u011funlu\u011fu havan\u0131nki kadar olan bir miktar gaz, ayn\u0131 odadaki \u00f6zel bir kap i\u00e7inde. Odadaki hava bas\u0131nc\u0131na sahip olan bu kab\u0131n i\u00e7indeki gaz k\u00fc\u00e7\u00fck bir delikten havaya sal\u0131n\u0131yor. B\u00f6ylelikle ortaya gaz yay\u0131l\u0131m\u0131 (diffusion) diye bilinen olay \u00e7\u0131k\u0131yor. (#1) Alttaki grafik, (#2) say\u0131l\u0131 nottta adreslenen y\u00f6ntemle \u00e7izildi. Uygulama zaman\u0131 ilerledik\u00e7e, sanal fiyat […]<\/p>\n","protected":false},"author":1425,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":"","_links_to":"","_links_to_target":""},"categories":[1],"tags":[],"class_list":["post-1660","post","type-post","status-publish","format-standard","hentry","category-genel"],"_links":{"self":[{"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/posts\/1660","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/users\/1425"}],"replies":[{"embeddable":true,"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/comments?post=1660"}],"version-history":[{"count":0,"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/posts\/1660\/revisions"}],"wp:attachment":[{"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/media?parent=1660"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/categories?post=1660"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/tags?post=1660"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}