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Graduated from Econometrics department
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Graduated from Econometrics department

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mikbalyilmaz/README.md

Muhammed İkbal Yılmaz

I have a B.S. in Econometrics from Ankara Hacı Bayram Veli University and am preparing for graduate study. My interests are time-series and financial econometrics, statistical computing and simulation, and applied machine learning.

Website · CV (PDF) · LinkedIn · myucanlar@gmail.com


Research

  • TÜBİTAK 2209-A undergraduate research project (2023–2024): Brand preference and loyalty. Project lead. Survey design and data collection ($N = 407$); normality checks, Spearman correlations, $\chi^2$ tests of independence, and ANOVA with Tukey's HSD.
  • International Data Science and Statistics Congress (IDSSC 2024): oral presentation. Multi-class random forest classification on imbalanced data with SMOTE resampling.
  • V. International Applied Statistics Congress (UYIK 2024): proceedings paper. Consumer preferences analysed with two-sample tests and correlation analysis.

Selected repositories

I am revising my earlier projects one by one. Each revised repository has unit tests, fixed seeds, figures and tables generated by the code, and a short project note. NEWS.md lists what was corrected relative to the first version, which is kept as the v1.0.0 release.

Econometrics and finance

Repository Question Language
Return-Dynamics-of-ASELSAN How does ASELSAN's daily return move with the market, the exchange rate, global risk and sovereign risk on the same day, and can these factors forecast the next day's return? Python
ADF_Unit_Root What is the order of integration of Turkish card spending, a USD loan rate and consumer prices, once calendar effects, logs, the ADF model, the lag criterion and a structural break are taken into account? Python

Probability and simulation

Repository Question Language
CLT-Zoo-exercise Where do the law of large numbers and the central limit theorem hold for sixteen distributions, and how much does the continuity correction help for discrete sums? Interactive notebook. Python
CLT-speed-race-exercise How fast does the central limit theorem work, and what decides it? Exact Kolmogorov distances, simulation noise, heavy tails. Python
coin-flipping-exercise What do the running mean, the pointwise 95% band and the normal approximation actually show for coin tosses? Python

Numerical computing

Repository Question Language
Naive-Summation How large is the rounding error of naive floating-point summation, and when does it matter? Python
linear-congruential-generator When does a linear congruential generator have full period, and how good are its numbers? R
ASELSAN: same-day versus lagged factors
ASELSAN: explanatory power with and without same-day factors, and the effect of each factor
Monthly inflation with a Zivot-Andrews break
Monthly inflation in Türkiye and its Zivot–Andrews break, autumn 2021
CLT speed race, Exponential
Standardized mean of Exponential draws approaching the normal law
Exact distance to the normal law for discrete sums
Discrete sums: exact distance to the normal law, with and without the continuity correction
Running means of coin tosses
Running means of coin tosses and the pointwise 95% band
Error growth of summation algorithms
Rounding error of naive, pairwise and Kahan summation
RANDU and MINSTD triples
RANDU: consecutive triples fall on 15 planes; MINSTD for comparison

Other projects, not yet revised: OLS diagnostics under multicollinearity and heteroskedasticity compared with random forest regression; a feedforward neural network for classification.


Tools

Python (NumPy, pandas, statsmodels, SciPy, scikit-learn), R, Stata, EViews, SPSS, MATLAB, SQL, LaTeX. Languages: Turkish, English.


Daily music log

Frank Sinatra - The Girl From Ipanema ft. Antonio Carlos Jobim | A Man And His Music (1967)

2026-10-18: Frank Sinatra - The Girl From Ipanema ft. Antonio Carlos Jobim | A Man And His Music (1967) · Frank Sinatra

The full log since January 2026: daily-musiclog.

Pinned Loading

  1. calculus calculus Public

    An applied and visual companion to Tom M. Apostol’s Calculus (Vol. 1–2). Concepts and exercises are explored using Python and Jupyter notebooks through numerical experiments, symbolic computations,…

    HTML 1

  2. coin-flipping-exercise coin-flipping-exercise Public

    Coin tosses: what the running mean, the pointwise 95% band and the normal approximation actually show. Law of the iterated logarithm, exact Kolmogorov distances and histogram binning.

    Jupyter Notebook

  3. Naive-Summation Naive-Summation Public

    How accurate is naive floating-point summation? Exact errors against the worst-case bound, the role of the condition number, and Kahan, pairwise, np.sum and math.fsum compared.

    Jupyter Notebook 1

  4. CLT-speed-race-exercise CLT-speed-race-exercise Public

    How fast does the CLT work? Exact Kolmogorov distances to normality for ten distributions, Edgeworth leading terms, the noise floor that limits Monte Carlo checks, and what heavy tails and infinite…

    Python

  5. CLT-Zoo-exercise CLT-Zoo-exercise Public

    The Law of Large Numbers and the Central Limit Theorem for sixteen distributions: interactive notebook, exact distances and the continuity correction

    Python

  6. ADF_Unit_Root ADF_Unit_Root Public

    Unit root tests (ADF, KPSS, Zivot–Andrews) for Turkish monthly card spending, USD loan rates and prices, 2014–2024

    Jupyter Notebook 1