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    Omission and commission errors in network cognition and network estimation using ROC curve
    (Elsevier, 2017-07-01) Yenigün, Cemal Deniz; Ertan, G; Siciliano, M
    Network studies on cognitive social structures collect relational data on respondents’ direct ties and their perception of ties among all other individuals in the network. When reporting their perception networks, respondents commit two types of errors, namely, omission (false negatives) and commission (false positives) errors. We first assess the relationship between these two error types, and their contributions on overall respondent accuracy. Next we propose a method for estimating networks based on perceptions of a random sample of respondents from a bounded social network, which utilizes the receiver operator characteristic curve for balancing the tradeoffs between omission and commission errors. © 2017 Elsevier B.V.
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    On the Modeling of CO2 EUA and CER Prices of EU-ETS for the 2008-2012 Period
    (Wiley-Blackwell, 2016-07) Yenigün, Cemal Deniz; Gürler, Ülkü; Çağlar, Mine; Berk, Emre
    Abstract Increased consumption of fossil fuels in industrial production has led to a significant elevation in the emission of greenhouse gases and to global warming. The most effective international action against global warming is the Kyoto Protocol, which aims to reduce carbon emissions to desired levels in a certain time span. Carbon trading is one of the mechanisms used to achieve the desired reductions. One of the most important implications of carbon trading for industrial systems is the risk of uncertainty about the prices of carbon allowance permits traded in the carbon markets. In this paper, we consider stochastic and time series modeling of carbon market prices and provide estimates of the model parameters involved, based on the European Union emissions trading scheme carbon allowances data obtained for 2008-2012 period. In particular, we consider fractional Brownian motion and autoregressive moving average-generalized autoregressive conditional heteroskedastic modeling of the European Union emissions trading scheme data and provide comparisons with benchmark models. Our analysis reveals evidence for structural changes in the underlying models in the span of the years 2008-2012. Data-driven methods for identifying possible change-points in the underlying models are employed, and a detailed analysis is provided. Our analysis indicated change-points in the European Union Allowance (EUA) prices in the first half of 2009 and in the second half of 2011, whereas in the Certified Emissions Reduction (CER) prices three change-points have appeared, in the first half of 2009, the middle of 2011, and in the second half of 2012. These change-points seem to parallel the global economic indicators as well. Copyright (c) 2016 John Wiley & Sons, Ltd.