Ahmet Göncü

Publication Activity (10 Years)

Years Active: 2008-2023
Publications (10 Years): 4

Top Topics

Poisson Process

Diffusion Models

Top Venues

Ann. Oper. Res.

J. Comput. Appl. Math.

Publications

Erdinc Akyildirim, Ahmet Göncü, Alper A. Hekimoglu, Duc Khuong Nguyen, Ahmet Sensoy
Statistical arbitrage: factor investing approach. OR Spectr. 45 (4) (2023)
Erdinc Akyildirim, Frank J. Fabozzi, Ahmet Göncü, Ahmet Sensoy
Statistical arbitrage in jump-diffusion models with compound Poisson processes. Ann. Oper. Res. 313 (2) (2022)
Erdinc Akyildirim, Ahmet Göncü, Ahmet Sensoy
Prediction of cryptocurrency returns using machine learning. Ann. Oper. Res. 297 (1) (2021)
Ahmet Göncü
Prediction of exchange rates with machine learning. AIIPCC (2019)
Srdjan Stojanovic, Ahmet Göncü
Pricing portfolios of contracts on cumulative temperature with risk premium determination. Risk Decis. Anal. 5 (1) (2014)
Ahmet Göncü, Giray Ökten
Uniform point sets and the collision test. J. Comput. Appl. Math. 259 (2014)
Ahmet Göncü, Giray Ökten
Efficient simulation of a multi-factor stochastic volatility model. J. Comput. Appl. Math. 259 (2014)
Ahmet Göncü, Yaning Liu, Giray Ökten, M. Yousuff Hussaini
Uncertainty and Robustness in Weather Derivative Models. MCQMC (2014)
Giray Ökten, Ahmet Göncü
Generating low-discrepancy sequences from the normal distribution: Box-Muller or inverse transform? Math. Comput. Model. 53 (5-6) (2011)
Giray Ökten, Emmanuel Salta, Ahmet Göncü
On pricing discrete barrier options using conditional expectation and importance sampling Monte Carlo. Math. Comput. Model. 47 (3-4) (2008)