Publications & Works

Published journal articles indexed by SCI, SSCI, and AHCI

New robust portfolio selection models based on the principal components analysis: An application on the Turkish holding stocks

Journal of Multiple-Valued Logic and Soft Computing, vol.34, pp.43-58, 2020 (Journal Indexed in SCI) identifier identifier

Multiple regression analysis for dynamics of patient volumes

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2020 (Journal Indexed in SCI) Sustainable Development identifier identifier

New Possibilistic Mean - Variance Model Based on the Principal Components Analysis: An Application on the Turkish Holding Stocks

JOURNAL OF MULTIPLE-VALUED LOGIC AND SOFT COMPUTING, vol.32, pp.455-476, 2019 (Journal Indexed in SCI) identifier identifier

Spectral analysis of time-dependent market-adjusted return correlation matrix

Physica A: Statistical Mechanics and its Applications, vol.503, pp.273-282, 2018 (Journal Indexed in SCI) identifier identifier

3D extreme value analysis for stock return, interest rate and speed of mean reversion

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, vol.297, pp.51-64, 2016 (Journal Indexed in SCI) identifier identifier

Application of the Heston stochastic volatility model for Borsa Istanbul using impression matrix norm

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, vol.281, pp.126-134, 2015 (Journal Indexed in SCI) identifier identifier

Scalability of OpenFOAM for bio-medical flow simulations

JOURNAL OF SUPERCOMPUTING, vol.71, pp.938-951, 2015 (Journal Indexed in SCI) identifier identifier

Stability analysis of asset flow differential equations

APPLIED MATHEMATICS LETTERS, vol.24, pp.471-477, 2011 (Journal Indexed in SCI) identifier identifier

A profitable trading and risk management strategy despite transaction costs

QUANTITATIVE FINANCE, vol.11, pp.829-848, 2011 (Journal Indexed in SCI) Sustainable Development identifier identifier

Sensitivity Analysis of Asset Flow Differential Equations and Volatility Comparison of Two Related Variables

NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION, vol.30, pp.82-97, 2009 (Journal Indexed in SCI) identifier identifier

Parameter optimization for differential equations in asset price forecasting

OPTIMIZATION METHODS & SOFTWARE, vol.23, pp.551-574, 2008 (Journal Indexed in SCI) identifier identifier

Overreaction diamonds: precursors and aftershocks for significant price changes

QUANTITATIVE FINANCE, vol.7, pp.321-342, 2007 (Journal Indexed in SCI) identifier identifier

Articles Published in Other Journals

Computation of Kronecker Product for Large Dense Matrices Using GPU Programming

Erciyes Üniversitesi Fen Bilimleri Enstitüsü Dergisi, vol.36, no.1, pp.119-127, 2020 (National Refreed University Journal)

Mathematical analysis of the possibilistic mean –variance model

Balıkesir Üniversitesi Fen Bilimleri Enstitüsü Dergisi, vol.22, no.1, pp.80-91, 2020 (National Refreed University Journal)

Aviation Fuel Hedging and Firm Value Analysis using Dynamic Panel Data Methodology: Evidence from the U.S. Major Passenger Airlines

International Journal of Business and Economic Sciences Applied Research, vol.10, no.3, pp.67-72, 2017 (Refereed Journals of Other Institutions)

Refereed Congress / Symposium Publications in Proceedings

Scalability of OpenFOAM for Simulations of a Novel Electromagnetic Stirrer for Steel Casting

The 2016 International Conference on Parallel and Distributed Processing Techniques and Applications (PDPTA'16), World Congress in Computer Science, Computer Engineering & Applied Computing, ISBN: 1-60132-444-8, CSREA Press, Nevada, United States Of America, 25 - 28 July 2016, no.1601324448, pp.111-116 Creative Commons License

Evaluation of a New Parallel Numerical Parameter Optimization Algorithm for a Dynamical System

2nd International Conference on Numerical Computations - Theory and Algorithms (NUMTA), Pizzo Calabro, Italy, 19 - 25 June 2016, vol.1776 identifier identifier

A Comparison of SuperLU Solvers on the Intel MIC Architecture

2nd International Conference on Numerical Computations - Theory and Algorithms (NUMTA), Pizzo Calabro, Italy, 19 - 25 June 2016, vol.1776 identifier identifier

Evaluating the maturity of OpenFOAM simulations on GPGPU for bio-fluid applications

The Emerging Technology (EMiT) Conference, Barcelona, Spain, 2 - 03 June 2016, pp.11-14 Creative Commons License

Spectral effects of large matrices from oil reservoir simulators on performance of scalable direct solvers

SPE Large Scale Computing and Big Data Challenges in Reservoir Simulation Conference and Exhibition 2014, İstanbul, Turkey, 15 - 17 September 2014, pp.140-149 identifier

Solution behavior of Heston model using impression matrix norm

Gulf International Conference on Applied Mathematics, GICAM 2013, Kuwait, Kuwait, 19 - 21 November 2013, vol.87, pp.215-221 identifier

Spectral analysis of large sparse matrices for scalable direct solvers

Gulf International Conference on Applied Mathematics, GICAM 2013, Kuwait, Kuwait, 19 - 21 November 2013, vol.87, pp.153-160 identifier

Comovement and Polarization of Interest Rate and Stock Market in Turkey

Borsa İstanbul Finance &Economics Conference (BIFEC) 2013 “Policy Issues and Challenges in the Global Financial System and Economies”, İstanbul, Turkey, 30 September - 01 October 2013, vol.1, no.2, pp.130-141

Data Mining for Overreaction in Financial Markets

IASTED International Conference on Software Engineering and Applications (SEA), Arizona, United States Of America, 14 - 16 November 2004, vol.467, pp.28-35

Mobile ad hoc P2P file sharing

IEEE Wireless Communications and Networking Conference, Georgia, United States Of America, 21 - 25 March 2004, pp.114-119 identifier identifier

Hybrid Algorithms for Rank of Sparse Matrices

SIAM Int. Conference on Applied Linear Algebra (SIAM-LA), Virginia, United States Of America, 16 - 19 July 2003, pp.1-12 Creative Commons License