Predicting oil prices: A comparative analysis of machine learning and image recognition algorithms for trend prediction
Finance Research Letters, Vol. 67, Eylül 2024, ISSN: 1544-6123
GÖNCÜ AHMET,KUZUBAŞ TOLGA UMUT,SALTOĞLU VAHAP BURAK
@article{article,
author = {GÖNCÜ AHMET,KUZUBAŞ TOLGA UMUT,SALTOĞLU VAHAP BURAK},
title = {Predicting oil prices: A comparative analysis of machine learning and image recognition algorithms for trend prediction},
journal = {Finance Research Letters},
year = 2024,
month = 9,
volume = 67
}
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Topic
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Statistical arbitrage: factor investing approach
OR SPECTRUM, Vol. 45, Eylül 2023, s. 1295-1331, ISSN: 0171-6468
GÖNCÜ AHMET, AKYILDIRIM ERDİNÇ, ŞENSOY AHMET, HEKİMOGLU ALPER
@article{article,
author = {GÖNCÜ AHMET, AKYILDIRIM ERDİNÇ, ŞENSOY AHMET, Hekimoglu Alper},
title = {Statistical arbitrage: factor investing approach},
journal = {OR SPECTRUM},
year = 2023,
pages = {1295-1331},
month = 9,
volume = 45
}
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Topic
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Statistical arbitrage in jump-diffusion models with compound Poisson processes
Springer Science and Business Media LLC, Vol. 313, Şubat 2022, ISSN: 0254-5330
GÖNCÜ AHMET
@article{article,
author = {GÖNCÜ AHMET},
title = {Statistical arbitrage in jump-diffusion models with compound Poisson processes},
journal = {Springer Science and Business Media LLC},
year = 2022,
month = 2,
volume = 313
}
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Topic
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Prediction of cryptocurrency returns using machine learning
Springer Science and Business Media LLC, Vol. 297, Nisan 2020, ISSN: 0254-5330
GÖNCÜ AHMET
@article{article,
author = {GÖNCÜ AHMET},
title = {Prediction of cryptocurrency returns using machine learning},
journal = {Springer Science and Business Media LLC},
year = 2020,
month = 4,
volume = 297
}
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Topic
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Forecasting Daily Residential Natural Gas Consumption: A Dynamic Temperature Modelling Approach
Bogazici University, Vol. 33, Temmuz 2019, ISSN: 1300-9583
GÖNCÜ AHMET
@article{article,
author = {GÖNCÜ AHMET},
title = {Forecasting Daily Residential Natural Gas Consumption: A Dynamic Temperature Modelling Approach},
journal = {Bogazici University},
year = 2019,
month = 7,
volume = 33
}
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Topic
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Momentum and reversal strategies in Chinese commodity futures markets
Elsevier BV, Vol. 60, Kasım 2018, ISSN: 1057-5219
GÖNCÜ AHMET
@article{article,
author = {GÖNCÜ AHMET},
title = {Momentum and reversal strategies in Chinese commodity futures markets},
journal = {Elsevier BV},
year = 2018,
month = 11,
volume = 60
}
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Topic
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Pairs trading with commodity futures: evidence from the Chinese market
Emerald, Vol. 7, Ağustos 2017, ISSN: 2044-1398
GÖNCÜ AHMET
@article{article,
author = {GÖNCÜ AHMET},
title = {Pairs trading with commodity futures: evidence from the Chinese market},
journal = {Emerald},
year = 2017,
month = 8,
volume = 7
}
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Topic
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STATISTICAL ARBITRAGE IN THE MULTI-ASSET BLACK–SCHOLES ECONOMY
World Scientific Pub Co Pte Lt, Vol. 12, Mart 2017, ISSN: 2010-4952
GÖNCÜ AHMET, AKYILDIRIM ERDİNÇ
@article{article,
author = {GÖNCÜ AHMET, AKYILDIRIM ERDİNÇ},
title = {STATISTICAL ARBITRAGE IN THE MULTI-ASSET BLACK–SCHOLES ECONOMY},
journal = {World Scientific Pub Co Pte Lt},
year = 2017,
month = 3,
volume = 12
}
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Topic
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A stochastic model for commodity pairs trading
Informa UK Limited, Vol. 16, Ağustos 2016, ISSN: 1469-7688
GÖNCÜ AHMET
@article{article,
author = {GÖNCÜ AHMET},
title = {A stochastic model for commodity pairs trading},
journal = {Informa UK Limited},
year = 2016,
month = 8,
volume = 16
}
|
Topic
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|
Variance-Gamma and Normal-Inverse Gaussian models: Goodness-of-fit to Chinese high-frequency index returns
Elsevier BV, Vol. 36, Nisan 2016, ISSN: 1062-9408
GÖNCÜ AHMET
@article{article,
author = {GÖNCÜ AHMET},
title = {Variance-Gamma and Normal-Inverse Gaussian models: Goodness-of-fit to Chinese high-frequency index returns},
journal = {Elsevier BV},
year = 2016,
month = 4,
volume = 36
}
|
Topic
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|
A comparative goodness-of-fit analysis of distributions of some Lévy processes and Heston model to stock index returns
Elsevier BV, Vol. 36, Nisan 2016, ISSN: 1062-9408
GÖNCÜ AHMET
@article{article,
author = {GÖNCÜ AHMET},
title = {A comparative goodness-of-fit analysis of distributions of some Lévy processes and Heston model to stock index returns},
journal = {Elsevier BV},
year = 2016,
month = 4,
volume = 36
}
|
Topic
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|
Statistical Arbitrage with Pairs Trading
Wiley, Vol. 16, Ocak 2016, ISSN: 1369-412X
GÖNCÜ AHMET
@article{article,
author = {GÖNCÜ AHMET},
title = {Statistical Arbitrage with Pairs Trading},
journal = {Wiley},
year = 2016,
month = 1,
volume = 16
}
|
Topic
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|
A stochastic model for natural gas consumption: an application for Turkey
Iktisat Isletme Finans, Ocak 2016, ISSN: 1300-610X
GÖNCÜ AHMET
@article{article,
author = {GÖNCÜ AHMET},
title = {A stochastic model for natural gas consumption: an application for Turkey},
journal = {Iktisat Isletme Finans},
year = 2016,
month = 1
}
|
Topic
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|
Statistical arbitrage in the Black–Scholes framework
Informa UK Limited, Vol. 15, Ekim 2015, ISSN: 1469-7688
GÖNCÜ AHMET
@article{article,
author = {GÖNCÜ AHMET},
title = {Statistical arbitrage in the Black–Scholes framework},
journal = {Informa UK Limited},
year = 2015,
month = 10,
volume = 15
}
|
Topic
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|
Estimating sensitivities of temperature-based weather derivatives
Informa UK Limited, Vol. 47, Ocak 2015, ISSN: 0003-6846
GÖNCÜ AHMET
@article{article,
author = {GÖNCÜ AHMET},
title = {Estimating sensitivities of temperature-based weather derivatives},
journal = {Informa UK Limited},
year = 2015,
month = 1,
volume = 47
}
|
Topic
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|
Uniform point sets and the collision test
Elsevier BV, Vol. 259, Mart 2014, ISSN: 0377-0427
GÖNCÜ AHMET
@article{article,
author = {GÖNCÜ AHMET},
title = {Uniform point sets and the collision test},
journal = {Elsevier BV},
year = 2014,
month = 3,
volume = 259
}
|
Topic
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|
Pricing portfolios of contracts on cumulative temperature with risk premium determination
IOS Press, Vol. 5, Ocak 2014, ISSN: 1569-7371
GÖNCÜ AHMET
@article{article,
author = {GÖNCÜ AHMET},
title = {Pricing portfolios of contracts on cumulative temperature with risk premium determination},
journal = {IOS Press},
year = 2014,
month = 1,
volume = 5
}
|
Topic
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|
Fitting the Variance-Gamma Model: A goodness-of-fit check for emerging markets
Bogazici Journal: Review of Social, Economic and Administrative Studies, Ocak 2014, ISSN: 1300-9583
GÖNCÜ AHMET
@article{article,
author = {GÖNCÜ AHMET},
title = {Fitting the Variance-Gamma Model: A goodness-of-fit check for emerging markets},
journal = {Bogazici Journal: Review of Social, Economic and Administrative Studies},
year = 2014,
month = 1
}
|
Topic
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|
Modeling Long-term Seasonality and Spikes of the Spot Electricity Prices in Turkey
Iktisat Isletme Finans, Ocak 2014, ISSN: 1300-610X
GÖNCÜ AHMET
@article{article,
author = {GÖNCÜ AHMET},
title = {Modeling Long-term Seasonality and Spikes of the Spot Electricity Prices in Turkey},
journal = {Iktisat Isletme Finans},
year = 2014,
month = 1
}
|
Topic
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|
Fitting the Heston Stochastic Volatility Model to Chinese Stocks
International Finance and Banking, Ocak 2014, ISSN: 2374-2089
GÖNCÜ AHMET
@article{article,
author = {GÖNCÜ AHMET},
title = {Fitting the Heston Stochastic Volatility Model to Chinese Stocks},
journal = {International Finance and Banking},
year = 2014,
month = 1
}
|
Topic
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|
Modeling Long-term Seasonality and Spikes of the Spot Electricity Prices in Turkey
Bogazici Journal: Review of Social, Economic and Administrative Studies, Ocak 2014, ISSN: 1300-9583
GÖNCÜ AHMET
@article{article,
author = {GÖNCÜ AHMET},
title = {Modeling Long-term Seasonality and Spikes of the Spot Electricity Prices in Turkey},
journal = {Bogazici Journal: Review of Social, Economic and Administrative Studies},
year = 2014,
month = 1
}
|
Topic
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|
Efficient simulation of a multi-factor stochastic volatility model
Elsevier BV, Vol. 259, Mart 2013, ISSN: 0377-0427
GÖNCÜ AHMET
@article{article,
author = {GÖNCÜ AHMET},
title = {Efficient simulation of a multi-factor stochastic volatility model},
journal = {Elsevier BV},
year = 2013,
month = 3,
volume = 259
}
|
Topic
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|
Comparison of temperature models using heating and cooling degree days futures
Emerald, Vol. 14, Şubat 2013, ISSN: 1526-5943
GÖNCÜ AHMET
@article{article,
author = {GÖNCÜ AHMET},
title = {Comparison of temperature models using heating and cooling degree days futures},
journal = {Emerald},
year = 2013,
month = 2,
volume = 14
}
|
Topic
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|
Pricing Futures and Options on a Basket of Temperature Indices
Review of Futures Markets, Ocak 2013, ISSN: 0898-011X
GÖNCÜ AHMET
@article{article,
author = {GÖNCÜ AHMET},
title = {Pricing Futures and Options on a Basket of Temperature Indices},
journal = {Review of Futures Markets},
year = 2013,
month = 1
}
|
Topic
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|
Comparison of temperature models using heating and cooling degree days futures
Journal of Risk Finance, Ocak 2013, ISSN: 1526-5943
GÖNCÜ AHMET
@article{article,
author = {GÖNCÜ AHMET},
title = {Comparison of temperature models using heating and cooling degree days futures},
journal = {Journal of Risk Finance},
year = 2013,
month = 1
}
|
Topic
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|
An analysis of the extreme returns distribution: the case of the Istanbul Stock Exchange
Informa UK Limited, Vol. 22, Mart 2012, ISSN: 0960-3107
GÖNCÜ AHMET
@article{article,
author = {GÖNCÜ AHMET},
title = {An analysis of the extreme returns distribution: the case of the Istanbul Stock Exchange},
journal = {Informa UK Limited},
year = 2012,
month = 3,
volume = 22
}
|
Topic
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|
Modelling Temperatures in Shanghai using Fractional Brownian Motion
Far East Journal of Mathematical Sciences, Ocak 2012, ISSN: 0972-0871
GÖNCÜ AHMET
@article{article,
author = {GÖNCÜ AHMET},
title = {Modelling Temperatures in Shanghai using Fractional Brownian Motion},
journal = {Far East Journal of Mathematical Sciences},
year = 2012,
month = 1
}
|
Topic
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|
Modelling Temperatures in Shanghai using Fractional Brownian Motion
Modelling Temperatures in Shanghai using Fractional Brownian Motion, Ocak 2012, ISSN: 0972-0871
GÖNCÜ AHMET
@article{article,
author = {GÖNCÜ AHMET},
title = {Modelling Temperatures in Shanghai using Fractional Brownian Motion},
journal = {Modelling Temperatures in Shanghai using Fractional Brownian Motion},
year = 2012,
month = 1
}
|
Topic
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|
Pricing temperature‐based weather derivatives in China
Emerald, Vol. 13, Aralık 2011, ISSN: 1526-5943
GÖNCÜ AHMET
@article{article,
author = {GÖNCÜ AHMET},
title = {Pricing temperature‐based weather derivatives in China},
journal = {Emerald},
year = 2011,
month = 12,
volume = 13
}
|
Topic
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|
Pricing temperature-based weather contracts: an application to China
Informa UK Limited, Vol. 18, Eylül 2011, ISSN: 1350-4851
GÖNCÜ AHMET
@article{article,
author = {GÖNCÜ AHMET},
title = {Pricing temperature-based weather contracts: an application to China},
journal = {Informa UK Limited},
year = 2011,
month = 9,
volume = 18
}
|
Topic
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Generating low-discrepancy sequences from the normal distribution: Box–Muller or inverse transform?
Elsevier BV, Vol. 53, Mart 2011, ISSN: 0895-7177
GÖNCÜ AHMET
@article{article,
author = {GÖNCÜ AHMET},
title = {Generating low-discrepancy sequences from the normal distribution: Box–Muller or inverse transform?},
journal = {Elsevier BV},
year = 2011,
month = 3,
volume = 53
}
|
Topic
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|
Pricing of Temperature-based Weather Options for Turkey
Iktisat Istletme Finans, Ocak 2011, ISSN: 1300-610X
GÖNCÜ AHMET
@article{article,
author = {GÖNCÜ AHMET},
title = {Pricing of Temperature-based Weather Options for Turkey},
journal = {Iktisat Istletme Finans},
year = 2011,
month = 1
}
|
Topic
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|
On pricing discrete barrier options using conditional expectation and importance sampling Monte Carlo
Elsevier BV, Vol. 47, Şubat 2008, ISSN: 0895-7177
GÖNCÜ AHMET
@article{article,
author = {GÖNCÜ AHMET},
title = {On pricing discrete barrier options using conditional expectation and importance sampling Monte Carlo},
journal = {Elsevier BV},
year = 2008,
month = 2,
volume = 47
}
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