ARAMA SONUÇLARI

Toplam 8 adet sonuçtan 8 tanesi görüntülenmektedir.

A profitable risk management despite transaction cost

Society for Industrial and Applied Mathematics (SIAM) Conference on Financial Mathematics and Engineering, Volatility & 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

Overreaction and optimization in stock markets

Society for Industrial and Applied Mathematics (SIAM) Conference on Financial Mathematics and Engineering, Boston, Massachusetts/AMERİKA BİRLEŞİK DEVLETLERİ, 9 Temmuz 2006

DURAN AHMET,CAGINALP GUNDUZ

Ahmet Duran Özet Bildiri Price dynamicsfinancial mathematicsbehavioral financeoverreactionpredictioncomputational optimization

Hopf bifurcation of a financial dynamical system with delay

Mathematics and Computers in Simulation, Vol. 201, Ocak 2022, ISSN: 0378-4754

ÇALIŞ YASEMİN, DEMİRCİ ALİ, ÖZEMİR CİHANGİR

Cihangir Özemir Özgün Makale

Sensitivity analysis of asset flow differential equations and a new volatility approach

American Mathematical Society (AMS) Joint Mathematics Meetings, session on Financial Mathematics, Washington, DC/AMERİKA BİRLEŞİK DEVLETLERİ, 7 Ocak 2009

DURAN AHMET

Ahmet Duran Özet Bildiri Sensitivity analysisasset flow differential equationsnonlinear differential equationsvolatility

Quantitative behavioral finance and out-of-sample prediction via asset flow differential equations

World Congress of Nonlinear Analysts, Advances in Financial Mathematics, Orlando, Florida/AMERİKA BİRLEŞİK DEVLETLERİ, 2 Temmuz 2008

DURAN AHMET

Ahmet Duran Özet Bildiri quantitative behavioral financeout-of-sample predictionasset flow differential equationsnonlinear differential equations

A multi-start approach for parameter optimization of asset flow differential equations

American Mathematical Society (AMS) Sectional Meeting, AMS Special Session on Financial Mathematics, Indiana University, Bloomington, Indiana/AMERİKA BİRLEŞİK DEVLETLERİ, 5 Nisan 2008

DURAN AHMET,CAGINALP GUNDUZ

Ahmet Duran Özet Bildiri Multi-start approachnonlinear differential equationsasset flow differential equationsparameter optimization

Deviation model for financial overreaction

American Mathematical Society (AMS) Special Session on Financial and Actuarial Mathematics, Cincinnati, Ohio/AMERİKA BİRLEŞİK DEVLETLERİ, 21 Ekim 2006

DURAN AHMET,CAGINALP GUNDUZ

Ahmet Duran Özet Bildiri Deviation modeloverreaction diamondmathematical modelbehavioral financealgorithmmathematical finance

A comparison of numerical optimization techniques for financial markets

Society for Industrial and Applied Mathematics (SIAM) Annual Meeting, Boston, Massachusetts/AMERİKA BİRLEŞİK DEVLETLERİ, 10 Temmuz 2006

DURAN AHMET,CAGINALP GUNDUZ

Ahmet Duran Özet Bildiri dynamical systemnonlinear differential equationparameter identificationmathematical model

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