Döviz piyasalarında kaotik davranışların tespiti : Türkiye örneği

1

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Bu tezin yazÕOmasÕQGD bilimsel ahlak kurallarÕna uyuldu÷unu, baúkalarÕQÕQ eserlerinden yararlanÕOmasÕ durumunda bilimsel normlara uygun olarak atÕIWD bulunuldu÷unu, kullanÕlan verilerde herhangi bir tahrifat yapÕOmDGÕ÷ÕQÕ tezin herhangi bir NÕVmÕQÕn EX Qiversite veya baúka bir Qiversitedeki bDúka bir tez oalÕúmasÕ olarak sunulmadÕ÷ÕnÕbeyan ederim.

Atilla ARAS 10.11.2014

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%XWH]LQ\D]ÕOPDVÕDúDPDVÕQGDoDOÕúPDPÕVDKLSOHQHUHNWLWLzlikle takip eden GDQÕúPDQÕP<UG'Ro'U)DWLK%XUDN*Pú¶e GH÷HUOLNDWNÕYHHPHNOHUL

LoLQ LoWHQ WHúHNNUOHULPL YH VD\JÕODUÕPÕ VXQDUÕP AyUÕFD 3URI 'U (UKDQ

Birgili, Prof. Dr. Fuat Sekmen'Ro'U+DNDQ7XQDKDQYH<UG'Ro'U

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anneme ve babama úNUDQODUÕPÕVXQDUÕP.

Atilla ARAS

10.11.2014

i

ødø1'(.ø/(5

KISALTMALAR ... v

T$%/2/ø67(6ø ... vi

ù(.ø//ø67(6ø ... viii

g=(7 ... xi

SUMMARY ... xii

*ø5øù ... 1

%g/h0.$267(25ø6ø9(.$95$0/$5 ... 9

*QON'LOGH.DRVYH5DVWJHOHOLN ... 9

1.2.Genel Olarak Sistemler ... 11

2OD\ODUYH7UOHULùDQV2ODVÕOÕN.DQXQODU'LQYHøOOL\HW ... 11

1.4..kLnat, Matematik ve Determinizm ... 13

1.5..kLQDWWD0HYFXW.DRV*HUoH÷L ... 15

.DRVXQ$QODPÕYH 'L÷HU.DYUDPODULOHøOLúNLVL ... 15

1.5.2..kLQDWWD.DRV ... 18

1.6.Sistemler ... 19

1.7.Finansal Piyasalar, .DRV7HRULVL)HQYH'R÷D%LOLPOeri ... 20

%\N6D\ÕODU.DQXQX Gazlar ve Finansal Piyasalar ... 26

1.9.Kaos TeoriVLYH'L÷HU)LQDQVDO7HRULOHU ... 28

%g/h0.$267(25ø6ø9(0$7(0$7ø. ... 31

2.1.Dinamik Sistemeler, Kaos Teorisi ve BD]Õ0DWHPDWLNVHO7DQÕPODU ... 31

2.2.dHkiciler ... 33

2.3.%DúODQJÕo.RúXOODUÕQDdRN+DVVDV%D÷ÕPOÕOÕN ... 34

2.4.Bir Boyutlu D|QúPOHU ... 35

2.4.1.Xn+1 = 2Xn mod 1 ... 36

2.4.2.Lojistik Model ... 37

2.5.Kaos THRULVLQLQ0DWHPDWLNVHO7DQÕPÕ ... 37

2.5.1.Kaos Teorisinin Birinci MatHPDWLNVHO7DQÕPÕ ... 37

2.5.2.Kaos TeorisinLQøNLQFL0DWHPDWLNVHO7DQÕPÕ ... 39

2.6.Kaos TeorisLQLQ0DWHPDWLNVHOg]HOOLNOHUL ... 40

ii

>@$UDOÕ÷ÕQGD3HUL\RGLN1RNWDODU<R÷XQGXU ... 41

2.6.2.G '|QúP7RSRORMLN2ODUDN.DUÕúÕPGÕU ... 42

2.6.3.f: J -%DúODQJÕo.RúXOODUÕQD+DVVDVWÕU ... 43

2.7.Periyodik Hareket... 43

2.7.13HUL\RGLN1RNWDODUÕQ.DUDUOÕOÕ÷Õ ... 46

<R÷XQOXN ... 48

2.8.%D]Õ0DWHPDWLNVHOøOLúNLOHUYH.DRV7HRULVL ... 52

%g/h0*$5ø3d(.ø&ø/(5... 54

3.1.Sabit Durumlar ... 54

3.2.*DULSdHNLFLOHULQ0DWHPDWLNVHO7DQÕPÕYH<DUÕ3HUL\RGLN+DUHNHW ... 59

3.2.1.*DULSdHNLFLOHULQ%LULQFL0DWHPDWLNVHO7DQÕPÕ ... 61

3.2.2.*DULSdHNLFLOHULQøNLQFL0DWHPDWLNVHO7DQÕPÕ ... 61

gNOLG*HRPHWULVL)UDNWDO*HRPHWULYH.kLQDW ... 62

3.4.Fraktallar ... 64

3.5.'HWHUPLQLVWLNøWHUDWLI)RQNVL\RQ 6LVWHPOHULYH%]OPH '|QúP3UHQVLEL ... 68

3.6.Von Koch kar tanesi ... 72

3.7.*DULSdHNLFLOHULQg]HOOLNOHUL ... 73

%g/h0.$267h5%h/$169(.$26810$7(0$7ø.6(/7(63ø7ø .. 75

4.1..DRWLN'DYUDQÕúÕQ$\ÕUW(GLFLg]HOOLNOHUL ... 75

4.2.Kaos NDVÕO2OXúPDNWDGÕU ... 78

.DRVYH7UEODQV... 79

7UEODQV ... 79

4.5.7UEODQVYH+RSI-Landau Teoremi ... 82

4.6.7UEODQVYH5XHOOH-Takens Teoremi ... 83

4.7.Kaosun Global Nitelikleri ... 86

4.8.Genel Dinamik Bir Sistem 8]XQ'|QHPGH1DVÕO'DYUDQÕU"... 87

4.9.Kaosun Matematiksel Olarak Tespiti ... 88

*OREDO/\DSXQRYhVVHOL ... 88

øNL%R\XWOX'|QúPOHUGH/\DSXQRYhVVHOL ... 89

iii

4.9.3.+HUKDQJLELU%R\XWWD/\DSXQRYhVVHO7D\IÕ ... 90

4.9.4.Kutu Sayma Boyutu ... 91

4.9.5.Bilgi Boyutu ... 93

4.9.6..WOH%R\XWX ... 94

4.9.7.Korelasyon Boyutu ... 94

4.9.8.Kaplan-Yorke Boyutu ... 95

4.9.9.Boyutlar ArasÕQGDNLøOLúNLOHU ... 95

4.9.10.Entropiler... 96

4.9.10.1.Metrik Entropi ... 96

4.9.10.2.Topolojik Entropi ... 98

dRNOX)UDNWDOODU ... 98

%g/h0$03ø5ø.0(72'2/2-ø ... 99

5.1.Metodoloji ... 99

)D]8]D\ÕQÕQ<HQLGHQ2OXúWXUXOPDVÕ ... 100

5.1.2.BDS Testi ... 100

5.1.3.BDS Testinin MatematLNVHOYHøVWDWLVWLNVHO<DSÕVÕ ... 101

5.1.4.Korelasyon Boyutu ... 103

5.2.'|YL].XUODUÕQGDNL.DRVD'DLUgQFHNL$PSLULNdDOÕúPDODU ... 104

5.3.9HULd|]POHPHVL ... 108

'|YL]6HULOHULQLQ'XUD÷DQOÕOÕ÷Õ ... 109

'|YL]6HULOHULQLQøVWDWLVWLNLg]HOOLNOHri ... 111

%g/h0$8*0(17('',&.(<-FULLER VE PHILLIPS-PERRON %ø5ø0.g.7(67/(5ø ... 117

6.1.Augmented Dickey-)XOOHU%LULP.|N7HVWL ... 117

'|YL].XU*HWLULOHUL%LULP.|NYH'XUD÷DQOÕN ... 131

6.3.Augmented Dickey-Fuller ve Phillips-Perron Testleri ... 134

%g/h0%'67(67/(5ø9(02'(/6(dø0/(5ø ... 151

7%LULQFL$GÕP6DI9HULOHULoLQ%'67HVWL ... 151

7.2.øNLQFL$GÕP $50RGHOLLOH)LOWUHOHQPLú*etirilere BDS Testi U\JXODQPDVÕ ... 156

iv

%g/h0 KORELASYON BOYUTU 9(0$.6ø0$/

/<$38129h66(/ø ... 172

8.1.Zaman *HFLNPHVLYH*|PPH Boyutu ... 172

8.1.1.Zaman Gecikmesi... 172

8.1.2.*|PPH%R\XWX ... 173

8.2.Faz Resimleri ... 175

8.3.Korelasyon Boyutu ... 177

8.4.0DNVLPDO/\DSXQRYhVVHOL... 196

BULGULAR ... 199

6218d 9('(ö(5/(1'ø50( ... 202

.$<1$.d$ ... 204

g=*(d0øù ... 209

v

KISALTMALAR

AMI : 2UWDODPD.DUúÕOÕONOÕ%LOJL AR

Model : Otoregresif Model BAD : %HQ]HUYH$\QÕ'D÷ÕOÕP FFN : <DQOÕú(Q<DNÕQ .RPúXOXN GARCH

Model : *HQHOOHúWLULOPLú$UGÕúÕN%D÷ODQÕPOÕ*HFLNPHVL

'D÷ÕWÕOPÕú'H÷LúHQ9DU\DQV0RGHOL IFS : øWHUDWLI)RQNVL\RQ6LVWHPOHUL

vi

7$%/2/ø67(6ø

Tablo 1: Lyapunov hssel TD\IÕ ... 90

Tablo 27/øQJiliz Sterlini) Kuru Seviyesi ... 112

Tablo 3: (TL/Kanada DoODUÕ.XUX6eviyesi ... 113

Tablo 4: (T/øVYHo.URQX.XUX6eviyesi ... 114

Tablo 5: (TL/AmHULNDQ'RODUÕ.XUX6eviyesi ... 115

Tablo 67/øQJLOL]6WHUOLQL.XUX6HYL\HVL%LULP.|N7esti ... 118

Tablo 77/.DQDGD'RODUÕ) Kuru Seviyesi Birim K|k Testi... 123

Tablo 87/øVYHo.URQX.XUX6HYL\HVL%LULP.|N7esti ... 126

Tablo 97/$PHULNDQ'RODUÕ.XUX6HYL\HVL%LULP.|N7esti ... 129

Tablo 107/øQJLOL]6terlini) Kur Getirisi ADF Testi ... 135

Tablo 117/øQJLOL]6terlini) Kur Getirisi PP Testi ... 138

Tablo 12: (TL/KDQDGD'RODUÕ.XU*etirisi ADF Testi ... 139

Tablo 13: (TL/KDQDGD'RODUÕ.XU*etirisi PP Testi ... 142

Tablo 147/øVYHo.URQX.XU*etirisi ADF Testi ... 143

Tablo 157/øVYHo.URQX.XU*etirisi PP Testi ... 146

Tablo 16: (TL/AmeULNDQ'RODUÕ.XU*etirisi ADF Testi ... 147

Tablo 17: (TL/Amerikan DolarÕ.ur getirisi PP Testi ... 150

Tablo 187/øQJLOL]6WHUOLQL.XU*HWLULVLBDS testi ... 151

Tablo 19: (TL/Kanada DRODUÕ.XU*etirisi BDS testi ... 153

Tablo 207/øVYHoKronu) Kur Getirisi BDS testi ... 154

Tablo 217/$PHULNDQ'RODUÕKur Getirisi BDS testi ... 155

Tablo 227/øQJLOL]6WHUOLQL.XU*HWLULVLQH'air )LOWUHOHQPHøoLQ0RGHO6HoLPL ... 156

Tablo 23: Filtrelenme SRQXFX7/øQJLOL]6WHUOLni) Kur Getirisinin TRUWXODUÕ ... 158

Tablo 24: FiltrelenmLú7/øQJLOL]6WHUOLQL.XU*HWLULVLQH'air BDS Testi ... 159

Tablo 257/.DQDGD'RODUÕ.XU*HWLULVLQH'air )LOWUHOHQPHøoLQ0RGHO6HoLPL ... 160

Tablo 26: Filtrelenme Sonucu (TL/Kanada DolarÕ.XU*etirisinin TRUWXODUÕ ... 161

Tablo 27: FiOWUHOHQPLú7/.DQDGD'RODUÕ.XU*HWLULVLQH'air BDS Testi ... 162

Tablo 287/øVYHo.URQX.XU*HWLULVLQH'DLU)LOWUHOHQPHøoLQ0RGHO6HoLPL ... 163

Tablo 29: Filtrelenme Sonucu (TL/øVYHo.URQu) Kur Getirisinin TRUWXODUÕ ... 165

Tablo 30: )LOWUHOHQPLú7/øVYHo.URQX.XU*HWLULVLQH'air BDS Testi ... 166

vii

Tablo 31: (TL/$PHULNDQ'RODUÕ.XU*HWLULVLQH'DLU)LOWUHOHQPHøoLQ0RGHO6HoLPL 167

Tablo 32: Filtrelenme Sonucu (TL/Amerikan DolarÕ.XU*HWLULVLQLQ7ortularÕ ... 169

Tablo 33: FilWUHOHQPLú7/$PHULNDQ'RODUÕ.XU*HWLULVLQH'DLU%'67esti... 170

Tablo 347/øQJLOL]6WHUOLQL.ur Getirisi Korelasyon Boyutu ... 178

Tablo 357/.DQDGD'RODUÕ.ur Getirisi Korelasyon Boyutu ... 181

Tablo 367/øVYHo.URQX.ur Getirisi Korelasyon Boyutu ... 184

Tablo 377/$PHULNDQ'RODUÕ.ur Getirisi Korelasyon Boyutu ... 187

Tablo 387/øQJLOL]6WHUOLQL.ur Getirisi AR(10) TRUWXODUÕ Korelasyon Boyutu .... 190

Tablo 397/.DQDGD'RODUÕ.ur Getirisi AR(8) TRUWXODUÕ Korelasyon Boyutu ... 191

Tablo 40: 7/øVYHo.URQX.ur Getirisi AR(10) TRUWXODUÕKorelasyon Boyutu ... 192

Tablo 417/$PHULNDQ'RODUÕ.ur Getirisi AR(10) TRUWXODUÕ Korelasyon Boyutu . 193 Tablo 42: '|YL]*HWLULOHULøoLQ+HVDSODQPÕú Maksimal LyapunoYhsselleri ... 196

viii

ù(.ø//ø67(6ø

ùHNLO: Model Tipleri ... 33

ùHNLO'L]LQLQgQDODQYH$UGDODQÕ ... 37

ùHNLO.RPúXOXNøOLúNLOHUL ... 41

ùHNLO: 3RLQFDUp <]H\L ... 45

ùHNLO3RLQFDUp <]H\L ... 45

ùHNLO<R÷XQOXN ... 48

ùHNLO<R÷XQOXN ... 49

ùHNLO<R÷XQOXN ... 50

ùHNLO<R÷XQOXN ... 50

ùHNLO3HUL\RGLN1RNWDODUÕQ>@$UDOÕ÷ÕQGD<R÷XQOX÷X ... 51

ùHNLO$.PHVL%.PHVLQGH<R÷XQGXU ... 51

ùHNLO: Kuyu ... 55

ùHNil 13: Kaynak ... 56

ùHNLO14: Eyer ... 57

ùHNLO: d|]PdHúLWOHUL ... 58

ùHNLO)D]8]D\ÕQÕQ7HNkPO... 59

ùHNLO.RPúXOXN ... 61

ùHNLO: Sonsuz Uzunluk, Sonlu Alan ... 65

ùHNLOgOoHNOHPH Rotasyon Ve dHYLUL ... 66

ùHNLO/LPLW1RNWDVÕ ... 70

ùHNLO: Von Koch Kar Taneleri ... 73

ùHNLO: Kaotik Seriler ... 76

ùHNLO23: Kaotik Seriler ... 77

ùHNLO7UEODQV ... 85

ùHNLO: /RMLVWLN0RGHOLQdDWDOODQPDVÕ ... 87

ùHNLO: Dinamik Bir Sistem ... 88

ùHNLO/\DSXQRYhVVHOLQLQdÕNDUÕP*UDIL÷L ... 89

ùHNLO: Korelasyon-*|PPH Boyutu ile Sistemler ... 103

ùHNLO7/øQJLOL]6WHUOLQL) Kuru Seviyesi... 109

ùHNLO7/.DQDGD'RODUÕ) Kuru Seviyesi ... 110

ùHNLO7/$PHULNDQ'RODUÕ) Kuru Seviyesi... 110

ix

ùHNLO7/øVYHo.URQX) Kuru Seviyesi ... 111

ùHNLO: (TL/øQJLOL]6WHUOLQL) Kur Getirisi ... 132

ùHNLO: (TL/Kanada 'RODUÕ.XU*etirisi ... 133

ùHNLO7/$PHULNDQ'RODUÕ) Kur Getirisi ... 133

ùHNLO7/øVYHo.URQX) Kur Getirisi ... 134

ùHNLO7/øQJLOL]6WHUOLQL) Kur Getirisine Ait AMI ... 172

ùHNLO7/.DQDGD'RODUÕ) Kur Getirisine Ait AMI ... 172

ùHNLO: (7/øVYHo.URQX) Kur Getirisine Ait AMI ... 173

ùHNLO7/$PHULNDQ'RODUÕ) Kur Getirisine Ait AMI ... 173

ùHNLO7/øQJLOL]6WHUOLQL) Kur Getirisine Ait FFN ... 174

ùHNLO7/øVYHo.URQX) Kur Getirisine Ait FFN ... 174

ùHNLO7/$PHULNDQ'RODUÕ) Kur Getirisine Ait FFN ... 175

ùHNLO7/.DQDGD'RODUÕ) Kur Getirisine Ait FFN ... 175

ùHNLO7/øQJLOL]6WHUOLQL) Kur Getirisi Faz Resmi ... 176

ùHNLO7/.DQDGD'RODUÕ) Kur Getirisi Faz Resmi ... 176

ùHNLO7/øVYHo.URQX) Kur Getirisi Faz Resmi ... 176

ùHNLO:(TL/AmHULNDQ'RODUÕ) Kur Getirisi Faz Resmi ... 177

ùHNLO: 7/øQJLOL]6WHUOLQL.XU*etirisi Korelasyon Boyutu-*|PPH Boyutu ... 179

ùHNLO: 7/øQJLOL]6WHUOLQL.XU*etirisi Korelasyon Boyutu-*|PPH Boyutu ... 179

ùHNLO: 7/øQJLOL]6WHUOLQL.XU*etirisi KorelasyoQøQWHJUDOL-Epsilon... 180

ùHNLO: 7/.DQDGD'RODUÕ.XU*etirisi Korelasyon Boyutu-*|PPH Boyutu ... 182

ùHNLO: 7/.DQDGD'RODUÕ.XU*etirisi Korelasyon Boyutu-*|PPH Boyutu ... 182

ùHNLO: 7/.DQDGD'RODUÕ.XU*etirisi .RUHODV\RQøQWHJUDOL-Epsilon ... 183

ùHNil 55: 7/øVYHo.URQX.XU*etirisi Korelasyon Boyutu-*|PPH Boyutu ... 185

ùHNLO: 7/øVYHo.URQX.XU*etirisi Korelasyon Boyutu-*|PPH Boyutu ... 185

ùekil 57: 7/øVYHo.URQX.XU*etirisi .RUHODV\RQøntegrali-Epsilon ... 186

ùHNLO7/$PHULNDQ'RODUÕ.XU*etirisi Korelasyon Boyutu-*|PPH Boyutu ... 188

ùHNLO: 7/$PHULNDQ'RODUÕ.XU*etirisi Korelasyon Boyutu-*|PPH Boyutu ... 188

ùHNLO: 7/$PHULNDQ'RODUÕ.XU*etirisi .RUHODV\RQøntegrali-Epsilon... 189

x

ùHNLO: 7/øQJLOL]6WHUOLQL.XU*etirisi AR(10) Tortusu Korelasyon Boyutu-*|PPH Boyutu ... 194 ùHNLO: 7/.DQDGD'RODUÕ.XU*etirisi AR(8) 7RUWXODUÕ.RUHODV\RQ%R\XWX-*|PPH Boyutu ... 194 ùHNLO: 7/øVYHo.URQX.XU*etirisi AR(10) 7RUWXODUÕ Korelasyon Boyutu-*|PPH Boyutu ... 195 ùHNLO: (TL/$PHULNDQ'RODUÕ.XU*etirisi AR(10) 7RUWXODUÕ Korelasyon Boyutu-

*|PPHBoyutu ... 195 ùHNLO: (7/øQJLOL]6WHUOLQL.XU*etirisi Maksimal Lyapunov hVVHOL

+HVDSODPDVÕ ... 197 ùHNLO: (TL/Kanada 'RODUÕ.XU*etirisi Maksimal Lyapunov hVVHOi

+HVDSODPDVÕ ... 197 ùHNil 677/øVYHo.URQX.XU*etirisi Maksimal Lyapunov hVVHOL

+HVDSODPDVÕ ... «««« 198 ùHNLO7/$PHULNDQ'RODUÕ.XU*etirisi Maksimal Lyapunov hVVHOL

+HVDSODPDVÕ ... 198

xi

S$h Sosyal Bilimler EnstitV Doktora Tez gzeti

Tezin BaúlÕ÷Õ: '|YL]3L\DVDODUÕQGD.DRWLN'DYUDQÕúODUÕQ7HVSLWL7UNL\HgUQH÷L

Tezin YazarÕ: Atilla ARAS DanÕúman: <UG'Ro Dr. )DWLK%XUDN*h0hù Kabul Tarihi: .DVÕP 2014 Sayfa SayÕsÕ: xii |Q kÕsÕm) + 203 (tez)

AnabilimdalÕ: øúOHWPe BilimdalÕ: Muhasebe-Finansman

(WUDIÕPÕ]GD J|UGNOHULPL]L DQOD\DELOPHQLQ HQ HWNLQ YH JYHQLOLU \ROXQXQ PDWHPDWLN

ELOLPLQGHQ JHoWL÷L ILNULQH DVÕUODUGÕU LQVDQR÷OX WDUDIÕQGDQ VDKLS oÕNÕOPDNWDGÕU %LUoRN ELOLP

DGDPÕWDELDWNDQXQODUÕQÕQPDWHPDWLNVHOROGX÷XQGan bahsetmekte ve teorilerini matematiksel JHUoHNOHU]HULQHNXUPDNWDGÕU 7DELDWELOLPOHULQGHPDWHPDWL÷LQNXOODQÕPÕDUWÕNoDNDRVWHRULVL

GH EX ELOLPVHO DODQODUGDQ ILQDQV ELOLPLQH DNWDUÕODUDN ILQDQVDO SL\DVDODUÕQ DQDOL]LQGH

NXOODQÕOPD\D EDúODPÕúWÕU 'R÷UXVDO ROPDPD JDULS ELU oHNLFL\H VDKLS ROPD YH EDúODQJÕo

úDUWODUÕQD KDVVDV ED÷ÕPOÕOÕN LOH LIDGH HGLOHQ deterministik NDRWLN GDYUDQÕú EWQ NkLQDWWD

J|UOG÷JLELILQDQVDOSL\DVDODUGDGDPúDKHGHHGLOPHNWHGLU

.DRV WHRULVL EX WH]GHLON RODUDN LoLQGH JHoHQ NDYUDPODUÕQ ELUELUOHUL LOH HWNLOHúLPOHUL DOWÕQGD

LQFHOHQPLú NDRV WHRULVL DoÕVÕQGDQ EX NDYUDPODUÕQ PDQDODUÕ DoÕNODQPÕúWÕU .DYUDPODUÕQ

PDWHPDWLNVHOL]DKODUÕQGDQVRQUDNDRVWHRULVLQLQGL÷HUWHRULOHUYHIUDNWDOJHRPHWULLOHLOLúNLVL

LQFHOHQPLú NDRVXQ WHVSLWLQGH NXOODQÕODQ PDWHPDWLNVHO DUDoODU GH÷HUOHQGLULOPLútir. '|YL]

SL\DVDODUÕQGDNDRWLNGDYUDQÕúODUÕQDPSLULNWHVSLWLLoLQPDWHPDWLNYHIL]LNDODQODUÕQGDQELUoRN

WHNQL÷LQNDRVWHRULVLQHX\JXODQPDVÕVHEHEL\OHLOJLOLPHWRWODUGDQVHoLP\DSÕODUDNELUDPSLULN

strDWHMLL]OHQPLúWLU

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konusu hipotezler EViews ve Auguri prograPODUÕ NXOODQÕODUDN VÕQDQPÕúWÕU 6RQXo RODUDN

seoLOHQG|UWG|YL]NXUXQGDQKLoELULQGH deterministik kaotik GDYUDQÕúWHVSLWHGLOPHPLúWLU

Anahtar Kelimeler: .DRVWHRULVL'R÷UXVDO2OPDPD*DULSdHNLFL%DúODQJÕoùDUWODUÕQD

+DVVDV%D÷ÕPOÕOÕN)LQDQVDO3L\DVDODU

xii

Sakarya University Institute of Social Sciences Abstract of PhD Thesis

Title of the Thesis: Detecting chaotic behaviors in foreign exchange market: The case of Turkey

Author: Atilla ARAS Supervisor: Assist.Prof'U)DWLK%XUDN*Pú Date: 10 November 2014 Nu. of pages: xii (pre text) + 203 (main body) Department: Management Subfield: Accounting-Finance

The idea that the most effective and trustable way to understand our universe is through mathematics has been kept up by human-being for centuries. Many scientists believe that the laws of nature are based on mathematics and so they build their theories on the realities of mathematics. As the use of mathematics increases in natural sciences, chaos theory has been applied to the science of finance by being transferred from those fields. The deterministic chaotic behavior which is nonlinear, has a fractal attractor and is sensitive to beginning conditions is both observed in financial markets and all nature.

Chaos theory in this thesis is examined firstly in the context of interactions of concepts that the chaos theory contains and then these concepts are explained to make theory more clear.

After explaining the mathematical meanings of concepts, the relations of chaos theory with other theories and fractal geometry have been studied and mathematical tools used in detecting chaos have been evaluated. Because various techniques from mathematics and physics have been applied to chaos theory, an empirical strategy has been followed by choosing among related methods to detect chaotic behaviors empirically.

The method of the thesis is based on the hypothesizes which are tested at the 1 percent significance level. The related hypothesizes are tested by using EViews and Auguri software. As a result, deterministic chaos was not detected in the chosen foreign exchange rates.

Keywords: Chaos theory, Nonlinearity, Strange Attractor, Sensitivity to Beginning Conditions, Financial Markets,

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PDNLQDODU LFDW HWPHN YH EHOOL GXUXPODUGD NRQWURO HGLOHELOHQ VRQXoODU ROXúWXUDELOPHN

LQVDQÕQ NkLQDW YH PDWHPDWLN DUDVÕQGD ED÷ODQWÕODU NXUPD PDFHUDVÕQÕQ ELU VRQXFXGXU (Stewart, 2004:36). 'HWHUPLQL]P ]DPDQ DNWÕNoD NkLQDWÕ DQODPDN LoLQ PDWHPDWLN

ELOLPLQGHQ\DUDUODQPDILNULQLQELUVRQXFXRODUDNSDUDGLJPD\DG|QúPúWU

1.5-.kLQDWWD0HYFXW2ODQ.DRV*HUoH÷L

1.5.1-Kaosun AQODPÕ YH'L÷HU.DYUDPODULOHøOLúNLVLYH(WNLOHúLPL

.DRVV|]ONDQODPÕRODUDNoDQODPDJHOPHNWHGLU.DRVLONRODUDNNkLQDWYDUROPDGDQ

|QFH PHYFXW ROGX÷X GúQOHQ G]HQVL] YH ELoLPVL] PDGGH RODUDN WDQÕPODQmakta;

LNLQFL RODUDN PXWODN NDUÕúÕNOÕN YH NDWL G]HQVL]OLN DQODPÕQD JHOPHNWH VRQ RODUDN LVH

GHWHUPLQLVWLN ELU VLVWHPGH ROXúDQ VWRNDVWLN GDYUDQÕú ELoLPL RODUDN WDQÕPODQPDNWDGÕU (Stewart, 2004:12). Tam, kesin ve aksi ispatlanamaz kanunlar deterministik davrDQÕúODUD

\RODoDUNHQVWRNDVWLNGDYUDQÕúODULVHG]HQVL]OLNYHúDQVIDNW|UOHULLOHWDQÕPODQPDNWDGÕU (Stewart, 2004:12).

øQVDQR÷OXQFD NODVLN PHNDQL÷LQ GHWHUPLQLVWLN HúLWOLNOHULQLQ J|UQPGH G]HQVL]

GDYUDQÕúODUD GD \RO DoWÕ÷Õ NHúIL X]XQ \ÕOODU DOÕUNHQ -HQVHQ  LQVDQR÷OXQXQ

\DúDPÕQÕQELUoRNHYUHVLQGHEDVLWHúLWOLNOHULQEDVLWGLQDPLN|]HOOLNOHUJ|VWHUPH\HELOHFH÷L

JHUoH÷L oR÷X ]DPDQ XQXWXOPDNWDGÕU 0DWHPDWLNoLOHU GHWHUPLQL]P NDYUDPÕQÕQ KHP

G]HQ KHP GH NDRV LoHUGL÷LQH LQDQPDNWDGÕUODU (Stewart, 2004 ']HQVL]OLN YH

G]HQLQ ELUELUOHULQGHQ D\UÕ YH ]ÕW RODUDN ROXúDPD\DFD÷Õ JHUoH÷LQGHQ \ROD oÕNDUDN ELU

VLVWHPLQ ED]HQ J|UQPGH G]HQVL]OLN YH ED]HQ GH G]HQ LoHUHQ KDOOHUGH EXOXQDFD÷Õ

JHUoH÷LED]HQLQVDQR÷OXQFD\DGVÕQÕUNHQEL]FHELULQVDQÕQ\DúDPÕH÷er matematiksel bir HúLWOLNRODUDNLIDGHHGLOHELOVH\GLHOEHWWHEXHúLWOLNWHGHJ|UQPGHG]HQVL]OLNPHVHOD

QHJDWLI DQÕODU YH DQODP YHULOHPH\HQ DQODU YH G]HQ PHVHOD SR]LWLI DQÕODU YH DQODP

YHULOHELOHQDQODUELUELULDUGÕQFDWHFUEHHGLOLSDQODúÕODELOHFHNLGL0HVHODLQVDQR÷OXQXQ

16

KD\DWÕGLQDPLNELUVLVWHPRODUDNGúQOG÷QGH+LWOHULQoRNDU]XHWWL÷LVDQDWRNXOXQD

girememesi; VÕUDGDQ ELUHúLWOL÷LQ\XPXUWDLOHVSHUPLQELUOHúPHVLQLVSHWHQ|QHPVL]ELU

HYUHVLRODUDNJ|]NVHELOH WÕSNÕGR÷UXVDOWHNER\XWOXPRGHOOHUGHROGX÷XJLELbu basit HúLWOLN EDVLW GLQDPLN |]HOOLNOHU J|VWHUPHPHNWHGLU dok arzu edilen sanat okuluna DOÕQPDPDN HYUHVLQL GQ\DGD PLO\RQODUFD LQVDQÕQ |OPHVLQH \RO DoPÕú ROPDN HYUHVL

WDNLSHGHELOPHNWHGLU(÷HUGHWHUPLQL]PHLQDQÕOÕ\RUVDKHUELUúH\LoLQD\UÕELUGHQNOHP

DUDPDNDQODPVÕ]ROPDPDNWDGÕU

%LUVLVWHPLQGHWHUPLQLVWLN|]HOOLNOHUPL\RNVDUDVWJHOHOLNPLWDúÕ\ÕSWDúÕPDGÕ÷ÕoRNEDVLW

ELU WHVW LOH WHVSLW HGLOHELOLU %LU VLVWHPLQ EDúODQJÕo GXUXPX WHVSLW HGLOLS VRQXFXQD

XODúÕOGÕNWDQVRQUDLONEDúODQJÕoGXUXPXWHNUDUX\JXODQGÕ÷ÕQGDLONWHVSLWHGLOHQVRQXFD

KHU ]DPDQ WHNUDU XODúÕOÕ\RUVD VLVWHP GHWHUPLQLVWLN H÷HU LON VRQXFD KHU ]DPDQ

XODúÕODPÕ\RULVHVLVWHPUDVWJHOHOLNJ|VWHUL\RUGHPHNWLU6WHZDUW, 2004:280).

%LU Nk÷ÕW R\XQXQX HOH DOGÕ÷ÕPÕ]GD LON Nk÷ÕWODU GD÷ÕWÕOGÕNWDQ VRQUD WHNUDU GD÷ÕWÕODFDN

Nk÷ÕWODUÕQ QH RODFD÷ÕQD GDLU NHQGLQH KDV NXUDOODUÕPÕ] ROPDPDVÕ YH\D NXUDOODU

NXUDPDPDPÕ] Nk÷ÕWODUÕQ GD÷ÕWÕOÕúÕQGD UDVWJHOHOLN YDU GHPHPL]H \RO DoPDNWDGÕU

(Stewart, 2004 .k÷ÕWODUÕQ GD÷ÕWÕOÕúÕQGD EHOOL NXUDOODU EXODUDN Nk÷ÕWODUÕQ ELU HO

VRQUD QH RODFD÷ÕQD GDLU NHVLQ ELOJLPL] ROPDVÕ Nk÷ÕWODUÕQ UDVWODQWÕVDO |]HOOLNOHU

J|VWHUPHVLVUHFLQLQNk÷ÕWODUÕQGHWHUPLQLVWLNNXUDOODUJ|VWHUL\RUVUHFLQHJHoPHVLQH\RO

DoDU .k÷ÕWGD÷ÕWÕOÕúÕQGDPHYFXWJL]OLGH÷LúNHQOHULQWHVSLWHGLOPHVLELOLPDGDPODUÕQFD

rastgele teriminin elemine edilPHVLQH \RO DoDFDNWÕU 6WHZDUW  Bilimsel DQODPGDNXOODQÕODQNDRVYHUDVWJHOHOLNELUELUOHULQGHQIDUNOÕDQODPODUGDNXOODQÕOPDNWDGÕU

*QONGLOGHoRNNRPSOHNVELU\DSÕ\DVDKLSELUVLVWHPHUDVWODQWÕVDO|]HOOLNOHUJ|VWHUL\RU

GHPHN \DQOÕúWÕU *QON GLOGH NXOODQÕODQ úHNOL LOH oRN NRPSOHNV ELU \DSÕ LoLQGH oRN

E\N VD\ÕGD ELOLQPH\HQ GH÷LúNHQ LoHUGL÷LQGHQ EX \DSÕQÕQ D\UÕQWÕOÕ GDYUDQÕúODUÕQÕ

DQODPDN úX DQ LoLQ LQVDQ DNOÕQÕQ NDSDVLWH VÕQÕUODUÕ GÕúÕQGDGÕU GHPHN GDKD GR÷UX

J|]NPHNWHGLU

Deterministik bir sistemin UDVWJHOHGDYUDQDELOLUJHUoH÷L\LQHJQONGLOGHNXOODQGÕ÷ÕPÕ]

NHOLPHOHULQ EL]GH oD÷UÕúWÕUGÕ÷Õ \DQOÕú DQODPODU GROD\ÕVÕ\OD \DQOÕú DODQODUD oHNLOHELOLU

Bilimsel DQODPGD GHWHUPLQLVWLN ELU VLVWHP UDVWJHOH GDYUDQDELOLU GHPHN ³HNVLN ELOJL

17

VHEHEL\OH EL]LP EH\QLPL]LQ NDSDVLWHVL GkKLOLQGH VLVWHP UDVWJHOH GDYUDQÕ\RU

J|UQPQGHGLU´ DQODPÕQD JHOPHNWHGLU %LOLPVHO NDSDVLWHPL]LQ XODúWÕ÷Õ VHYL\H

kompleks bir sistemi sebep-VRQXo GkKLOLQGH DQDOL] HGHPHGL÷LQGHQ V|] NRQXVX

NRPSOHNV VLVWHPLQ J|UQP stokDVWLNWLU GHQPHVLQH \RO DoPDNWDGÕU *QON GLOGH

UDVWJHOH NHOLPHVL NXUDOVÕ]OÕN DQODPÕQGD NXOODQÕODELOLUNHQ ELOLPVHO DQODPGD VWRNastik NHOLPHVLNXUDOOÕOÕ÷ÕLoHULSNXUDOVÕ]OÕ÷ÕHOHPLQHHWPHNWHGLU

.ÕVDFD |]HWOHPHN JHUHNLUVH GDKD |QFH EDVNHWERO GHQH\LPL oRN D] ELU NLúLQLQ WRSX

EDVNHWERO D÷ÕQÕQ LoHULVLQGHQ JHoLUPHVL |UQH÷LQH EDNDELOLUL] +D\DWWDQ HGLQLOPLú oHúLWOL

LVWDWLVWLNLYHULOHUNXOODQÕODUDNNÕVDG|QHPOLGR÷UX|QJ|UOHU \DSÕODELOPHNWHGLU0HVHOD

VRNDNWD \U\HQ ELULQLQ NDGÕQ PÕ \RNVD HUNHN PL ROGX÷XQX GDKD |QFHNL

GHQH\LPOHULPL]LOHLVWDWLVWLNLYHULOHUHGD\DQDUDNELOHELOLUL]5XHOOHøVWDWLVWLNL

YHULOHUHUNHNOHULQNDGÕQODUGDQJHQHOOLNOHGDKDX]XQER\OXGDKDNÕVDVDoOÕGDKDE\N

D\DNOÕ YV ROGX÷XQX V|\OHU YH EL] GH WDQÕPÕ]Õ EX JLEL YHULOHUH GD\DQDUDN \DSDUÕ]

5XHOOH  *|]P] LOH EH\QLPL] DUDVÕQGDNL EX LOHWLúLP ³EX HUNHNWLU´

GL\HELOPHPL]L VD÷OD\DQ LVWDWLVWLNVHO YHULOHUL DQÕQGD NDSDELOHQ NXVXUVX] Eir sistemdir (Ruelle, 1999:115).

%DVNHWERO |UQH÷LPL]H G|QHUVHN EDVNHWERO WRSXQXQ D÷ÕQ LoHULVLQGHQ JHoPHVL

GHWHUPLQLVWLN NXUDOODU GkKLOLQGH ROPDNWDGÕU 7RSD HWNL HGHQ NXYYHWOHU HO NXYYHWL

KDYDGDNLU]JkU\HUoHNLPLWRSXQDWÕOÕúDoÕVÕYV matematiksel olarak fiziki yasalarda NHQGLOHULQL J|VWHUPHNWH YH WRS D÷ÕQ LoHULVLQGHQ EX IL]LNL \DVDODU oHUoHYHVLQGH

JHoPHNWHGLU GHPHPL]H \RO DoPDNWDGÕU <DQL WRSXQ D÷GDQ JHoPHVL IL]LNL \DVDODUFD

DoÕNODQDELOPHNWH WRSD HWNL HGHQ NXYYHWOHU ELU |QFHNL DWÕúWDNL GH÷HUOHULQL DOGÕ÷ÕQGD

PHVHODLNLNLORPHWUHX]DNWDEXOXQDQPROHNOQKDYD\DHWNLVLJLELoRNNoNHWNLOHUEX

GHQH\GH LKPDO HGLOHELOLU WRS WHNUDU EDVNHWERO D÷ÕQÕQ LoHULVLQGHQ JHoHELOPHNWHGLU

7RSXQD÷GDQJHoPHVLQLDoÕNOD\DQIL]LNIRUPOOHULWRSXQD÷GDQJHoPHVLQi deterministik ELUVLVWHPRODUDNJ|UPHNWHGLU

ùLPGL EDVNHWERO GHQH\LPL oRN D] RODQ úDKVD G|QHOLP +LoELU IL]LNL \DVD\Õ GLNNDWH

DOPDNVÕ]ÕQ WRSXQ EDVNHWERO D÷ÕQÕQ LoHULVLQGHQ JHoPHVL LoLQ úDKVÕQ WRSX HOLQGHQ

oÕNDUPDVÕDQÕQGDEXKDUHNHWEXWH]LQVDKLELQHJ|UHELOLPVHOoHUoHYHGHUDVWJHOHDWÕOPÕú

18

ELUKDUHNHWRODUDNDGODQGÕUÕODELOLU(÷HUúDKÕVED]ÕIL]LNL\DVDODUÕELOLSX\JXOX\RU\DQL

HNVLN ELOJL LOH KDUHNHW HGL\RU LVH YH\D GDKD |QFHNL DWÕúODUÕQGDQ HOGH HWWL÷L LVWDWLVWLNL

YHULOHUHJ|UHDWÕú\DSÕ\RULVH, bXDWÕúELOLPVHOoHUoHYHGHVWRNDVWLN|]HOOLNOHUJ|VWHUL\RU

denebilir.

%X |UQHN oHUoHYHVLQGH DWÕú KDUHNHWL GHWHUPLQLVWLN NXUDOODU GkKLOLQGH JHOLúPHNWH LNHQ

DWÕúÕ\DSDQúDKÕVHNVLNELOJLLOHDWÕú\DSWÕ÷ÕQGDQ³WRSEDVNHWEROD÷ÕQÕQLoHULVLQGHQJHoHU

PLJHoPH]PL´GL\HúDKVÕQNÕVDG|QHPOLELU|QJ|UGHEXOXQPDVÕELOLPVHOoHUoHYHGH

GHWHUPLQLVWLNELUVLVWHPGHROXúDQVWRNDVWLNGDYUDQÕúELoLPLRODUDNWDQÕPODQDELOLU

1.5.2-.kLQDWWD.DRV

.kLQDWWD GD NDRV NDYUDPÕ PúDKHGH HGLOHELOLU )L]LNoLOHU PDWHPDWLNoLOHULQ EXOGX÷X

PDWHPDWLNVHO LOLúNLOHUH H÷HU R LOLúNLOHU NkLQDWWD PHYFXW GH÷LOVH LQDQPDPDNWDGÕUODU

1HZWRQ YH /HLEQLW] JHOLúWLUGLNOHUL OLPLW NDYUDPÕQD NHQGLOHUL EX PDWHPDWLNVHO LOLúNL\L

JHOLúWLUPHOHULQHUD÷PHQWDPYDNÕIRODPD\ÕSOLPLWNDYUDPÕQGDQ úSKHGX\PXúODUIDNDW

NkLQDWWDEXLOLúNLOHULQEXOXQGX÷XQXGúQGNOHULQGHQOLPLWNDYUDPÕQDLQDQPÕúODUGÕU

)LQDQV ELOLPLQLQ JHOLúPLúOL÷LQLQ \]\ÕO NLP\D ELOLPL JHOLúPLúOL÷L LOH SDUDOHOOLN

J|VWHUPHVL EL]FH ILQDQV LOH X÷UDúDQ ELOLP DGDPODUÕQÕQ GD EHOOL KXGXWODU GkKLOLQGH

IL]LNoLOHULQ ELOLPVHO \DNODúÕPÕQÕ EHQLPVHPHOHUL JHUHNOLOL÷LQL GR÷XUPDNWDGÕU $úD÷ÕGD

NkLQDWWDJ|UOHQNDRWLNGDYUDQÕúODUD dair |UQHNOHUPHvcuttur.

6DWUQ JH]HJHQLQLQ NoN X\GXVX +\SHULRQ 6DWUQ JH]HJHQLQLQ HWUDIÕQGD G|QHUNHQ

kaotik hareketler sergilemektedir. 1HSWQ¶Q HQ E\N X\GXVX 7ULWRQ NDRWLN HYUHGH

EXOXQGX÷X G|QHPGH SHN oRN GL÷HU X\GXQXQ \RN ROPDVÕQD VHEHEL\HW YHUPLúWLU <LQH

Laskar¶DJ|UH$\ÕQPHYFXGL\HWL'Q\DQÕQNDRWLNROPD\DQELUGHQJHGHNDOPDVÕQD\RO

DoPDNWDGÕU

%LU NÕ]DPÕN VDOJÕQÕQGD VDOJÕQÕQ úLGGHW YH PGGHWLQL NÕ]DPÕN YLUV SRSODV\RQX

belirlemektedir (Stewart, 2004 .Õ]DPÕN YLUV SRSODV\RQ GLQDPL÷L NÕ]DPÕN

VDOJÕQODUÕ DoÕVÕQGDQ |QHP DU] HWPHNWHGLU 0D\¶H J|UH 1HZ <RN úHKULQH DLW NÕ]DPÕN

19

KDVWDOÕ÷Õ YHULOHUL GúN ER\XWOX NDRWLN ELU oHNLFL\H LúDUHW HWPHNWHGLU (Stewart, 2004:269).

%LUELUOHULLOHHWNLOHúLPGHRODQVRQVX]WDQHYHVRQVX]GHUHFHGHNoNDNÕúNDQVÕYÕJD]

YH\D SOD]PD HOHPDQÕQGDQ ROXúDQ DNÕúNDQODUÕQ hareketleri de kaotiktir. Krema ile NDKYHQLQNDUÕúÕPÕNDRWLNELUSURVHVWLU6SURWW'XUJXQELUQHKUHODPLQDUDNÕú EÕUDNÕODQLNLND]ÕNELUELUOHULQGHQD\UÕOPDGÕNODUÕKDOGHWUEODQVNDRWLNKDOGHDNDQELU

QHKUHEÕUDNÕODQLNLND]ÕNELUELUOHULQGHQVUDWOHD\UÕODFDNODUGÕU6SURWW

Atomlarda elektronlDUÕQ KDUHNHWL NDODEDOÕNODUÕQ GDYUDQÕúÕ VLJDUD GXPDQÕ RUPDQ

\DQJÕQODUÕQÕQ\D\ÕOÕúÕYHKDYDWUDIL÷LGHNDRWLNGDYUDQÕúODUJ|VWHULU6SURWW

1.6-Sistemler

=DPDQOD GH÷LúHQ YDUROXúD VLVWHP GHQLOLU $QWDUNWLND¶GDNL SHQJXHQ QIXVX ELU ONHGH

ilerleyHQJULSPLNUREXLQVDQYFXGXYHKD\DOLELUNXWXGDNLPROHNOOHUVLVWemlere dair

|UQHNOHUGLU6DUGDUYH Abrams, 2011:11).

Determinist sistemler WDKPLQ HGLOHELOLU YH EWQ\OH ELOLQHELOLU ROPDVÕQD NDUúÕQ

SHUL\RGLNVLVWHPGHELUGH÷LúNHQ|QFHGHQEHOLUOHQHQ GDYUDQÕúÕEHOOL]DPDQDUDOÕNODUÕQGD

WHNUDUODUNHQ DSHUL\RGLN GDYUDQÕú KHUKDQJL ELU GH÷LúNHQLQ HWNLVL DOWÕQGD NDOPDGDQ

VLVWHPLQ VUHNOL WHNUDUODU \DSPDVÕ GXUXPXGXU 6DUGDU YH $EUDPV  .DUDUVÕ]

DSHUL\RGLNGDYUDQÕú LVH DVODNHQGLQLWHNUDUODPD]YHVLVWHPH \DSÕODQKHU PGDKDOHQLQ

HWNLVLDOWÕQGDNDOPDNODEHUDEHUEXGDYUDQÕúWDWDKPLQOHPHLPNkQVÕ]ROXUYHUDVWODQWÕVDO

|OoPOHUEXGDYUDQÕúoHúLGLQGHGHYUH\HJLUHU (Sardar ve Abrams, 2011:14).

.DUPDúÕNVLVWHPOHUGHKHUúH\KHUúH\LOHLOLúNLOLGLU|\OHNLWHRULKHUúH\LQELUELULQHED÷OÕ

ROGX÷XQX YXUJXODU PHVHOD D÷DoODU LNOLPOH LQVDQODU oHYUH\OH WRSOXPODU ELUELUOHUL\OH

LOLúNLOLGLUOHU (Sardar ve Abrams, 2011:84).

.DUPDúÕNVLVWHPOHUoHD\UÕOÕU

1-Kaotik Sistemler

2-.DUPDúÕN8\XPOX6LVWHPOHU

20 3-'R÷UXVDOOlmayan Sistemler

1.7-Finansal Pi\DVDODU.DRV7HRULVL)HQYH'R÷D Bilimleri

3LHUUH /DSODFH¶D J|UHLQVDQGDYUDQÕúODUÕGDGkKLOROPDN]HUHKHUúH\LG]HQOH\HQYH

IL]LNNDQXQODUÕQDEHQ]H\HQoHYUHPL]GHNDQXQODUPHYFXWWXU<DQLLQVDQR÷OXQXQ\DúDGÕ÷Õ

boyutta KHU úH\L G]HQOH\HQ NDQXQODU EXOXQPDNWDGÕU (÷HU EX GúQFH\L GR÷UX NDEXO

HGHUVHN ELOLPVHO GLVLSOLQOHU DUDVÕQGD EHQ]HUOLNOHU NXUPDN KLoWH \DQOÕú ROPDPDNWDGÕU

7DELDWWDEXOXQDQVLVWHPOHULOHLQVDQR÷OX-\DSÕPÕVLVWHPOHUGR÷UXVDOROPD\DQGLIHUDQVL\HO

denklemOHU IDUN GHQNOHPOHUL YH IX]]\ NPHOHUL LOH PRGHOOHQHELOPHNWH ROXS EX

VLVWHPOHULQRUWDN \|QOHUL]DPDQGH÷LúNHQLQLGHQNOHPOHULQLoLQHNR\XSEXODQÕNOÕ÷ÕYH

NHVLQROPDPD\ÕELUDOJRULWPDGDWRSOD\DELOPHOHULGLU&KRUDIDV)L]LNEL\RORML

ve kimya biOLPOHULQGHEX\|QWHPOHUNXOODQÕOÕUNHQILQDQVLOHX÷UDúDQELOLPDGDPODUÕGD

NDRWLN \DSÕODUÕ PHVHOD G|YL] NXUODUÕ DQDOL] HGHUNHQ EX \|QWHPOHUL

NXOODQDELOPHNWHGLUOHU 0HVHOD GR÷UXVDO ROPD\DQ GLIHUDQVL\HO GHQNOHPOHULQ WHN ELU

VRQXFX EXOXQPDPDNWD J|UQúWH ELUELUL LOH LOLúNLOL ROPD\DQ oRNOX VRQXoODUÕ

EXOXQPDNWDGÕU '|YL] NXUODUÕQGDNL NDRWLN GDYUDQÕúODU LQFHOHQLUNHQ GH G|YL] NXUODUÕQÕ

DQDOL] HWPHN LoLQ NXOODQÕODQ GR÷UXVDO ROPD\DQ DOJRULWPDODU VRQOX ELU X]D\GD VRQVX]

VD\ÕGDo|]PHVDKLSRODELOPHNWHGLU

Chorafas (1994:9¶D J|UH IL]LN ELOLPOHULQGHQ ILQDQV ELOLPLQH JHoHQ WHRULOHULQ EDVNÕQ

YDVÕIODUÕLNLWDQHGLU:

1-'H÷LúLP 2-']HQ

'H÷LúLP YH G]HQ ELUELUOHULQH ]ÕW VUHoOHU ROPDNOD ELUOLNWH GH÷LúLP VWDWNRGDQ \HQL

JHOLúPHOHUYHLQRYDV\RQROXúWXUDUDNX]DNODúPD ile NDUDNWHUL]HHGLOLUNHQG]HQHWNLQOLN

YHUDV\RQDOLWHoDWÕVÕDOWÕQGDVWDWNRGDQROXúPDNWDGÕU&KRUDIDV'RQDOG6K|Q¶H

J|UHELUDODQGDQDOÕQDQNDYUDPODUEDúNDELUDODQDX\JXODQGÕ÷ÕQGD\HQLEDNÕúDoÕODUÕQD

NDYXúXOXU

21

\]\ÕOGD VLVWHP |QJ|UOHUL 1HZWRQ NDYUDPODUÕ ]HULQH NXUXOX WHUPRGLQDPLN

NDQXQODUÕQD GD\DQPDNOD ELUOLNWH WHUPRGLQDPLN NDQXQODUÕQÕQ NDUPDúÕN VLVWHP

HWNLOHúLPLQLWDPo|]HPH\LúLELOLPDGDPODUÕQÕ\HQLDUD\ÕúODUDLWPLúWLU

%X\HQLDUD\ÕúODUGDQ3RLQFDUp¶LQILNLUOHUL GHYULPQLWHOL÷LQGHGLU3RLQFDUp¶e J|UHH÷HUELU

VLVWHPELUELULLOHoRNJoOHWNLOHúLPGHRODQD]VD\ÕGDSDUoDGDQPH\GDQDJHOL\RULVHEX

VLVWHP |QJ|UOHPH] GDYUDQÕúWD EXOXQX\RU GHPHNWLU %X J|Uú NDUPDúÕNOÕN WHRULVLQLQ

GR÷XúXQD\RODoPÕúWÕU

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