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Toplam 4 adet sonuçtan 4 tanesi görüntülenmektedir.

A profitable trading and risk management strategy despite transaction costs

Quantitative Finance, Vol. 11, No. 6, Haziran 2011, s. 829-848, ISSN: 1469-7688

DURAN AHMET,MİCHAEL J BOMMARİTO

Ahmet Duran Özgün Makale Behavioral financeanomalies in pricesmarket efficiencymarket predictioncomputational financefinancial marketsfinancial modellinglearning algorithmstock correlation matrixmatrix spectral analysisprincipal component analysisrisk

A profitable risk management despite transaction cost

Society for Industrial and Applied Mathematics (SIAM) Conference on Financial Mathematics and Engineering, Volatility and Trading, New Brunswick, New Jersey/AMERİKA BİRLEŞİK DEVLETLERİ, 21 Kasım 2008

DURAN AHMET,BOMMARITO II MICHAEL J

Ahmet Duran Özet Bildiri risk managementlearning algorithmbehavioral financeprincipal component analysisportfolio theoryfinancial marketsfinancial mathematicsrandom correlation matrixmatrix spectral analysis

Spectral Analysis of Time-Dependent Market-Adjusted Return Correlation Matrix

International Conference on Mathematical Finance and Economics (ICMFE), İstanbul Teknik Üniversitesi, İstanbul/TÜRKİYE, 6 Temmuz 2011

DURAN AHMET,BOMMARITO II MICHAEL J

Ahmet Duran Özet Bildiri Matrix spectral analysistime dependent matrixreturn correlation matrixmaximum eigenvalueco-movementpolarization

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

Physica A, Vol. 503, 2018, s. 273-282

BOMMARİTO II MİCHAEL J,DURAN AHMET

Ahmet Duran Özgün Makale

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