{"id":774,"date":"2025-06-21T17:06:25","date_gmt":"2025-06-21T14:06:25","guid":{"rendered":"https:\/\/blog.metu.edu.tr\/caglart\/?p=774"},"modified":"2025-06-21T17:06:50","modified_gmt":"2025-06-21T14:06:50","slug":"finans-piyasalarinda-rassalligin-ayak-izleri","status":"publish","type":"post","link":"https:\/\/blog.metu.edu.tr\/caglart\/2025\/06\/21\/finans-piyasalarinda-rassalligin-ayak-izleri\/","title":{"rendered":"Finans Piyasalar\u0131nda Rassall\u0131\u011f\u0131n Ayak \u0130zleri"},"content":{"rendered":"

F\u0130NANS F\u0130Z\u0130\u011e\u0130 -18-<\/p>\n

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Ayr\u0131ca, =RASTGELEARADA(0;1000)\/1000 form\u00fcl\u00fc veya P(n) de\u011ferleri herhangi bir Ger\u00e7ek Say\u0131 (Real Number) ile \u00e7arp\u0131lsa da olur. Bu durumda giren\/\u00e7\u0131kan paran\u0131n -0,5 ile +0,5\u2019den daha geni\u015f bir aral\u0131kta de\u011fi\u015fim g\u00f6sterece\u011fi a\u00e7\u0131kt\u0131r. Hatta, P(n) de\u011ferleri, =RASTGELEARADA(0;1000)\/1000 form\u00fcl\u00fcnden ba\u015fka bir form\u00fclle elde edilmi\u015f say\u0131lar\u0131n \u00e7arp\u0131m\u0131 yoluyla da elde edilmi\u015f olabilir. Bu durum da, giren\/\u00e7\u0131kan para miktar\u0131n\u0131n rassal olarak fiyat de\u011fi\u015ftirece\u011fi varsay\u0131m\u0131na g\u00f6t\u00fcr\u00fcr bizi.
\nBiraz daha ar\u0131t\u0131lm\u0131\u015f bir y\u00f6ntem elde etmek amac\u0131yla her i\u015flem periyotunu (diyelim ki, i\u015flem g\u00fcn\u00fcn\u00fc) alt zaman dilimlerine b\u00f6l\u00fcp, bu dilimlerde ayr\u0131 ayr\u0131 olu\u015fan para giri\u015f\/\u00e7\u0131k\u0131\u015flar\u0131n\u0131n sonu\u00e7lad\u0131\u011f\u0131 fiyatlar\u0131 o periyot i\u00e7in ge\u00e7erli k\u0131labiliriz.
\nEkteki \u00d6rnek Excel Sayfas\u0131 1\u2019de A s\u00fctunu s\u0131ra say\u0131lar\u0131n\u0131; B s\u00fctunu rassal Eccel say\u0131lar\u0131n\u0131 (=RASTGELEARADA(0;1000)\/1000 form\u00fcl\u00fc ile \u00fcretilmi\u015f); C s\u00fctunu B-0,5 de\u011ferlerini (giren\/\u00e7\u0131kan paray\u0131) ve D s\u00fctunu da C s\u00fctununun integralini yani yukar\u0131da ortadaki denklemle elde edilmi\u015f de\u011ferleri yani fiyatlardaki de\u011fi\u015fimleri g\u00f6stermektedir. Bkz., RES\u0130M 1.<\/p>\n

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Ekteki \u00d6rnek Excel Sayfas\u0131 2\u2019de A s\u00fctunu s\u0131ra say\u0131lar\u0131n\u0131; B s\u00fctunu rassal Excel say\u0131lar\u0131n\u0131 (=RASTGELEARADA(0;1000)\/1000 form\u00fcl\u00fc ile \u00fcretilmi\u015f); C s\u00fctunu B-0,5 de\u011ferlerini (giren\/\u00e7\u0131kan paray\u0131); D s\u00fctunu giren\/\u00e7\u0131kan paran\u0131n ne kadarl\u0131k bir fiyat de\u011fi\u015fikli\u011fine yol a\u00e7t\u0131\u011f\u0131n\u0131n oran\u0131 olarak ve yine =RASTGELEARADA(0;1000)\/1000 form\u00fcl\u00fc ile \u00fcretilmi\u015f say\u0131larla \u00e7arp\u0131larak \u00fcretilmi\u015f de\u011ferleri ve E s\u00fctunu da D s\u00fctununun integralini (E(6)=D(6)+E(5) yaz\u0131p alta do\u011fru kopyalayarak) yani yukar\u0131da ortadaki denklemle elde edilmi\u015f de\u011ferleri yani fiyatlardaki de\u011fi\u015fimleri g\u00f6stermektedir. Bkz., RES\u0130M 2.<\/p>\n

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Ekteki \u00d6rnek Excel Sayfas\u0131 3\u2019de ise, Ekteki \u00d6rnek Excel Sayfas\u0131 2\u2019de anlat\u0131lan y\u00f6ntemin diyelim g\u00fcn i\u00e7i (intraday) \u00fc\u00e7 ayr\u0131 zaman diliminde elde edilmi\u015f fiyat hareketliliklerinin toplanmas\u0131yla olu\u015fan sonu\u00e7 hareketlili\u011finin elde edili\u015fi g\u00f6sterilmektedir. Bkz., RES\u0130M 3.<\/p>\n

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(*) \u2018SANAL BORSA\u2019 ba\u015fl\u0131kl\u0131 F\u0130NANSAL F\u0130Z\u0130K -11- yaz\u0131daki https:\/\/blog.metu.edu.tr\/caglart\/2024\/11\/27\/sanal-borsa\/ grafikler bu yolla elde edilmi\u015ftir. Ayr\u0131ca, bkz., https:\/\/arxiv.org\/abs\/1109.4372 Analysis of the trends in the index of the Dow Jones Industrial Average (DJIA) of the New York Stock Exchange (NYSE) Caglar Tuncay<\/p>\n

\u00d6rnek Excel Sayfas\u0131 1<\/a>
\n\u00d6rnek Excel Sayfas\u0131 2<\/a>
\n\u00d6rnek Excel Sayfas\u0131 3<\/a><\/p>\n

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

F\u0130NANS F\u0130Z\u0130\u011e\u0130 -18- Ayr\u0131ca, =RASTGELEARADA(0;1000)\/1000 form\u00fcl\u00fc veya P(n) de\u011ferleri herhangi bir Ger\u00e7ek Say\u0131 (Real Number) ile \u00e7arp\u0131lsa da olur. Bu durumda giren\/\u00e7\u0131kan paran\u0131n -0,5 ile +0,5\u2019den daha geni\u015f bir aral\u0131kta de\u011fi\u015fim g\u00f6sterece\u011fi a\u00e7\u0131kt\u0131r. Hatta, P(n) de\u011ferleri, =RASTGELEARADA(0;1000)\/1000 form\u00fcl\u00fcnden ba\u015fka bir form\u00fclle elde edilmi\u015f say\u0131lar\u0131n \u00e7arp\u0131m\u0131 yoluyla da elde edilmi\u015f olabilir. Bu durum da, giren\/\u00e7\u0131kan para […]<\/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-774","post","type-post","status-publish","format-standard","hentry","category-genel"],"_links":{"self":[{"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/posts\/774","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=774"}],"version-history":[{"count":0,"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/posts\/774\/revisions"}],"wp:attachment":[{"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/media?parent=774"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/categories?post=774"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/blog.metu.edu.tr\/caglart\/wp-json\/wp\/v2\/tags?post=774"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}