Sürdürülebilir Kalkınma Amaçları
Yayınlar
- MakaleAçık Erişim2025Future of Clean Cooking Energy Access in Emerging Economies by 2030
Cakir, Mehmet Ali; Unlu, Ramazan; Cakir, Sümeyra Cay; Xanthopoulos, Petros
This study assesses the future of clean energy and technology access for cooking in emerging economic blocs—BRICS, MINT, ASEAN, and MENA—through 2030. Cooking contributes 3% of global greenhouse gas emissions, with over half of household emissions coming from cooking. Therefore, clean cooking energy is critical for sustainability and human health. The study aims to evaluate the likelihood of achieving the UN Sustainable Development Goal of universal clean cooking energy access by 2030 and the 2050 net-zero emissions target. Machine learning techniques, such as support vector regression, gradient boosting, and linear regression, alongside an ensemble approach, provide forecasts for these regions. The findings show a varied outlook. Within ASEAN, two countries are expected to reach 100% clean energy access for cooking by 2030, while two are likely to experience a decline. The MENA region shows stronger progress, with eight countries expected to meet the 2030 target. Among BRICS countries, only India is projected to reach full accessibility, while Russia faces a decline. The MINT countries face challenges, with none expected to meet the target, and Nigeria is projected to experience a decrease in clean energy access. The study concludes that the current trajectory makes achieving the 2030 Sustainable Development Goals and the 2050 net-zero emissions target unlikely for these regions. Policymakers must reassess their strategies and learn from successful countries to improve outcomes.
- MakaleAçık Erişim2021Predicting stock prices using machine learning methods and deep learning algorithms: The sample of the istanbul stock exchange
Demirel, Ugur; Cam, Handan; Unlu, Ramazan
Stock market prediction in financial and commodity markets is a major challenge for speculators, investors, and companies but also profitable with an accurate prediction. Thus, obtaining accurate prediction results becomes extremely important especially while the stock market is essentially volatile, nonlinear, complicated, adaptive, nonparametric and unpredictable in nature. This study aims to forecast the opening and closing stock prices of 42 firms listed in Istanbul Stock Exchange National 100 Index (ISE-100) using well-known machine learning methods, Multilayer Perceptrons (MLP) and Support Vector Machines (SVM) models and deep learning algorithm, Long Short Term Memory (LSTM) by comparing their forecasting performances. The analysis includes 9 years of data from 01.01.2010 to 01.01.2019. For each firm 2249 data for the opening and 2249 for the closing stock prices were established as daily data sets. Forecasting performance of these methods was evaluated by applying different criteria for each model: root mean squared error (RMSE), mean squared error (MSE) and R-squared (R2). The results of this study show that MLP and LSTM models become advantageous in estimating the opening and closing stock prices comparing to SVM model.




