Uluslararası Lojistik Yönetimi Bölümü Koleksiyonu

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https://hdl.handle.net/20.500.12939/70

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Sağlık turizminde pazarlama aracı olarak akreditasyon ve kalite belgeleri : vakıf ve devlet üniversitesi hastaneleri üzerine
(2023) Delipınar, Gül Esin; Kılıç, Binali
Hizmetler sektörü içinde yer alan sağlık turizmi pazarlaması için somut ürünlerin aksine soyut bir durum söz konusudur. Bu hizmetin önceden kontrol edilmesi, bakılması, incelenmesi ve denenmesi gibi bir durum mümkün değildir. Bu durumda potansiyel sağlık turizmi hizmeti almak isteyen hastalar bazı fiziksel kanıtlara ihtiyaç duyarlar. Bu kanıtlardan birisi de sağlık kurumunun aldığı kalite belgeleri ve akreditasyonlardır. Bu çalışmada sağlık turizmi yetki belgesi almaya hak kazanan sağlık tesisleri içerisinde yer alan devlet üniversitesi hastaneleri ile vakıf üniversiteleri hastaneleri arsında devletin desteklediği akreditasyonlar ve kalite belgelerini alan hastane sayısı üzerinde bir karşılaştırma yapılmıştır. Sağlık turizmi yetki belgesi almaya hak kazanan devlet üniversitesi hastane sayısı 41 adet vakıf üniversitesi hastane sayısı ise 30 adet olarak tespit edilmiştir. Devlet tarafından desteklenen ve teşvik verilen akreditasyon ve kalite belgelerinden alan devlet üniversitesi sayıları şu şekildedir; 3 hastane Joint Comission International (JCI) akreditasyon belgesini, 2 hastane ISO/IEC 14000 Serileri- ISO 14001:2015 Çevre Yönetim Sistemi belgesini, 2 hastane ISO/IEC 27000 Serileri-TS ISO / IEC 27001 Bilgi Güvenliği Yönetim Sistemi belgesini, 1 hastane OHSAS 18000 - TSE ISO OHSAS 18001 İş Sağlığı ve Güvenliği Yönetim Sistemi belgesini ve 1 devlet üniversitesi hastanesi ise TS ISO 10002 Müşteri Memnuniyeti Yönetim Sistemi belgesini aldığı görülmektedir. Devlet tarafından desteklenen ve teşvik verilen akreditasyon ve kalite belgelerinden alan vakıf üniversitesi sayıları şu şekildedir. 8 hastane Joint Comission International (JCI) akreditasyon belgesini, 1 hastane ISO/IEC 14000 Serileri- ISO 14001:2015 Çevre Yönetim Sistemi belgesini, 1 hastane ISO/IEC 27000 Serileri-TS ISO / IEC 27001 Bilgi Güvenliği Yönetim Sistemi belgesini ve 1 adet vakıf üniversitesi hastanesi ise TEMOS Certificate of Accreditation belgesini aldığı görülmektedir. Dünyadaki sağlık turizmi pazarından Türkiye’nin hedeflediği payı almak için bu akreditasyon ve belgelendirmelerin yeterli olmadığı söylenebilir.
Digitalization of business logistics activities and future directions
(Springer, 2020) Bayarçelik, E.B.; Bumin Doyduk, H.B.
Currently we are facing the last industrial revolution, industry 4.0, which enables communication between humans as well as machines in Cyber-Physical-Systems (CPS). The concept industry 4.0 was first brought up in Germany. With the promises of the concept and increasing demand in cost effectiveness, flexibility, and sustainability, industry 4.0 has drawn considerable interest globally. The industry 4.0 era will lead to breakthrough chances in the business world. As the technologies of this era enable ubiquitous presence and real time information about each single piece of a process, it has been used in many firms in developed countries for some time. It is apparent that this new era will cause significant changes in our lives. Concepts of this new era such as cyber physical systems and internet of things have already gained considerable interest. Technologies that will be used widespread in the new future offer big opportunities for cost reduction and assessment of operations. Thus, the emerging developments in technology are closely followed especially by the logistics sector. Industry 4.0 involves numerous technologies and related paradigms (Thames & Schaefer, 2016). In this chapter, after a brief description of digitalization and industry 4.0, some main industry 4.0 technologies used in the logistics sector will be explained. Consequently, the advantages and disadvantages, and the possible opportunities and threats for the logistics sector will be discussed. Finally the current situation of logistics firms all over the world and specifically in Turkey will be discussed. © 2020, Springer Nature Switzerland AG.
Efficient simulations for a bernoulli mixture model of portfolio credit risk
(Springer, 2018) Başoğlu, İsmail; Hormann, Wolfgang; Sak, Halis
We consider the problem of calculating tail loss probability and conditional excess for the Bernoulli mixture model of credit risk. This is an important problem as all credit risk models proposed in literature can be represented as Bernoulli mixture models. Thus, we deviate from the efficient simulation of credit risk literature in that we propose an efficient simulation algorithm for this general Bernoulli mixture model in contrast to previous works that focus on specific credit risk models like CreditRisk or Credit Metrics. The algorithm we propose is a combination of stratification, importance sampling based on cross-entropy, and inner replications using the geometric shortcut method. We evaluate the efficiency of our general method considering three different examples: CreditRisk and two of the latent variable models, the Gaussian and the t-copula model. Numerical results suggest that the proposed general algorithm is more efficient than the benchmark methods for these specific models.
Efficient randomized quasi-Monte Carlo methods for portfolio market risk
(Elsevier, 2017) Sak, Halis; Başoğlu, İsmail
We consider the problem of simulating loss probabilities and conditional excesses for linear asset portfolios under the t-copula model. Although in the literature on market risk management there are papers proposing efficient variance reduction methods for Monte Carlo simulation of portfolio market risk, there is no paper discussing combining the randomized quasi-Monte Carlo method with variance reduction techniques. In this paper, we combine the randomized quasi-Monte Carlo method with importance sampling and stratified importance sampling. Numerical results for realistic portfolio examples suggest that replacing pseudorandom numbers (Monte Carlo) with quasi-random sequences (quasi-Monte Carlo) in the simulations increases the robustness of the estimates once we reduce the effective dimension and the impact of the non-smoothness of the integrands. (C) 2017 Elsevier B.V. All rights reserved.
Gender differences in macroeconomic expectations: evidence from Turkey
(Springer, 2013) Çifter, Atilla; Teker, Dilek
The aim of this study is to examine how men and women's expectations differ about macroeconomic outlook. We examine whether there exist similarities or differences in men and women's macroeconomic expectations. For this paper, 365 of Turkey's leading business economists, strategists, portfolio managers and industry managers participated in a survey titled "Economic Expectations in Turkey for 2010." The survey investigates gender differences in regards to four macroeconomic expectations; namely, inflation, unemployment, growth and exports. The survey participants are first classified according to their gender, and then their economic perceptions are analyzed. Initially, Kolmogorov-Smirnov statistics are implemented to test normality of data. Then, the Chi-square test of independence is used to compare macroeconomic expectations of men and women. The empirical findings show that macroeconomic expectations of males and females are not statistically different for inflation, unemployment, and exports. On the other hand, macroeconomic expectations of males and females are statistically different only for economic growth at a 10% level. The results indicate that gender is not one of the main determinants for macroeconomic expectations.
Forecasting electricity price volatility with the Markov-switching GARCH model: Evidence from the Nordic electric power market
(Elsevier Science Sa, 2013) Çifter, Atilla
In this paper, electricity price behavior in the Nordic electric power market is forecasted with both the Markov-switching generalized autoregressive conditional heteroskedasticity (MS-GARCH) model and a set of different volatility models. The MS-GARCH model is estimated with two regimes, representing periods of low and high volatility. This study shows that electricity price volatility is not only highly volatile but also strongly regime-dependent. The empirical results show that the MS-GARCH model enables more accurate forecasting than the standard GARCH models, according to tail loss and reality check tests for one- and multi-step ahead forecasts. The results suggest that both the electricity generation companies and consumers of electricity could carry out better price forecasts by using the proposed MS-GARCH model. (C) 2013 Elsevier B.V. All rights reserved.
Efficient stratified sampling implementations in multiresponse simulation
(Ieee, 2014) Başoğlu, İsmail; Hormann, Wolfgang
Often the accurate estimation of multiple values from a single simulation is of practical importance. Among the many variance reduction methods known in the literature, stratified sampling is especially useful for such a task as the allocation fractions can be used as decision variables to minimize the overall error of all estimates. Two different classes of overall error functions are proposed. The first, including the mean squared absolute and the mean squared relative error, allows for a simple closed-form solution. For the second class of error functions, including the maximal absolute and the maximal relative error, a simple and fast heuristic is proposed. The application of the new method, called "multiresponse stratified sampling", and its performance are demonstrated with numerical examples.
Oil prices and stock returns in the MENA countries: A firm-level data analysis
(Routledge Journals, Taylor & Francis Ltd, 2020) Çifter, Atilla; Akay, Gökhan H.; Doğan, F. İrem
This article analyzes the effect of oil prices on real stock returns in the MENA countries. We use a panel of stock indexes from nine MENA countries: Saudi Arabia, Kuwait, Qatar, Oman, Egypt, Tunisia, Israel, Jordan, and Morocco. We employ extended version of the arbitrage pricing theory by using the linear and nonlinear panel autoregressive distributed lag (ARDL) models, and the data consist of a balanced panel of 339 firms during the period 2005-2015. The results indicate that oil prices asymmetrically affect real stock returns in the short- and the long run, as well as at the industry levels. These results highlight the importance of asymmetric effect between macroeconomic factors and stock returns.

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