Yayınlar & Eserler

SCI, SSCI ve AHCI İndekslerine Giren Dergilerde Yayınlanan Makaleler

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, cilt.34, ss.43-58, 2020 (SCI İndekslerine Giren Dergi) identifier identifier

Multiple regression analysis for dynamics of patient volumes

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2020 (SCI İndekslerine Giren Dergi) 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, cilt.32, ss.455-476, 2019 (SCI İndekslerine Giren Dergi) identifier identifier

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

Physica A: Statistical Mechanics and its Applications, cilt.503, ss.273-282, 2018 (SCI İndekslerine Giren Dergi) identifier identifier

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

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, cilt.297, ss.51-64, 2016 (SCI İndekslerine Giren Dergi) identifier identifier

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

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, cilt.281, ss.126-134, 2015 (SCI İndekslerine Giren Dergi) identifier identifier

Scalability of OpenFOAM for bio-medical flow simulations

JOURNAL OF SUPERCOMPUTING, cilt.71, ss.938-951, 2015 (SCI İndekslerine Giren Dergi) identifier identifier

Stability analysis of asset flow differential equations

APPLIED MATHEMATICS LETTERS, cilt.24, ss.471-477, 2011 (SCI İndekslerine Giren Dergi) identifier identifier

A profitable trading and risk management strategy despite transaction costs

QUANTITATIVE FINANCE, cilt.11, ss.829-848, 2011 (SCI İndekslerine Giren Dergi) identifier identifier

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

NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION, cilt.30, ss.82-97, 2009 (SCI İndekslerine Giren Dergi) identifier identifier

Parameter optimization for differential equations in asset price forecasting

OPTIMIZATION METHODS & SOFTWARE, cilt.23, ss.551-574, 2008 (SCI İndekslerine Giren Dergi) identifier identifier

Overreaction diamonds: precursors and aftershocks for significant price changes

QUANTITATIVE FINANCE, cilt.7, ss.321-342, 2007 (SCI İndekslerine Giren Dergi) identifier identifier

Diğer Dergilerde Yayınlanan Makaleler

GPU Programlama ile Yüksek Boyutlu Yoğun Matrislerin Kronecker Çarpımlarının Hesaplanması

Erciyes Üniversitesi Fen Bilimleri Enstitüsü Dergisi, cilt.36, ss.119-127, 2020 (Hakemli Üniversite Dergisi)

Olabilirlik ortalama –varyans modelinin matematiksel analizi

Balıkesir Üniversitesi Fen Bilimleri Enstitüsü Dergisi, cilt.22, ss.80-91, 2020 (Hakemli Üniversite Dergisi)

The source of error behavior for the solution of Black-Scholes PDE by finite difference and finite element methods

INTERNATIONAL JOURNAL OF FINANCIAL ENGINEERING, cilt.5, 2018 (ESCI İndekslerine Giren Dergi) identifier

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, cilt.10, ss.67-72, 2017 (Diğer Kurumların Hakemli Dergileri)

Hakemli Kongre / Sempozyum Bildiri Kitaplarında Yer Alan Yayınlar

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, Amerika Birleşik Devletleri, 25 - 28 Temmuz 2016, no.1601324448, ss.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, İtalya, 19 - 25 Haziran 2016, cilt.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, İtalya, 19 - 25 Haziran 2016, cilt.1776 identifier identifier

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

The Emerging Technology (EMiT) Conference, Barcelona, İspanya, 2 - 03 Haziran 2016, ss.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, Türkiye, 15 - 17 Eylül 2014, ss.140-149 identifier

Solution behavior of Heston model using impression matrix norm

Gulf International Conference on Applied Mathematics, GICAM 2013, Kuwait, Kuveyt, 19 - 21 Kasım 2013, cilt.87, ss.215-221 identifier

Spectral analysis of large sparse matrices for scalable direct solvers

Gulf International Conference on Applied Mathematics, GICAM 2013, Kuwait, Kuveyt, 19 - 21 Kasım 2013, cilt.87, ss.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, Türkiye, 30 Eylül - 01 Ekim 2013, cilt.1, no.2, ss.130-141

Data Mining for Overreaction in Financial Markets

IASTED International Conference on Software Engineering and Applications (SEA), Arizona, Amerika Birleşik Devletleri, 14 - 16 Kasım 2004, cilt.467, ss.28-35

Mobile ad hoc P2P file sharing

IEEE Wireless Communications and Networking Conference, Georgia, Amerika Birleşik Devletleri, 21 - 25 Mart 2004, ss.114-119 identifier identifier

Hybrid Algorithms for Rank of Sparse Matrices

SIAM Int. Conference on Applied Linear Algebra (SIAM-LA), Virginia, Amerika Birleşik Devletleri, 16 - 19 Temmuz 2003, ss.1-12 Creative Commons License