Giray Ökten

Publication Activity (10 Years)

Years Active: 1996-2023
Publications (10 Years): 13

Top Topics

Sensitivity Analysis

Combination Rule

Monte Carlo Methods

Top Venues

Monte Carlo Methods Appl.

J. Comput. Appl. Math.

Reliab. Eng. Syst. Saf.

Publications

Hui Duan, Giray Ökten
Derivative-based Shapley value for global sensitivity analysis and machine learning explainability. CoRR (2023)
Nima Salehy, Giray Ökten
Monte Carlo and quasi-Monte Carlo methods for Dempster's rule of combination. Int. J. Approx. Reason. 145 (2022)
Ruilong Yue, Hui Duan, Giray Ökten, Bahri Uzunoglu
A Comparison of Global Sensitivity Methods for Power Systems. ICSRS (2022)
Nima Salehy, Giray Ökten
Dempster-Shafer Theory for Stock Selection. COMPSAC (2021)
Jamie Fox, Giray Ökten
Polynomial Chaos as a Control Variate Method. SIAM J. Sci. Comput. 43 (3) (2021)
Giray Ökten, Yaning Liu
Randomized quasi-Monte Carlo methods in global sensitivity analysis. Reliab. Eng. Syst. Saf. 210 (2021)
Jamie Fox, Giray Ökten
Brownian Path Generation and Polynomial Chaos. SIAM J. Financial Math. 12 (2) (2021)
Arun Kumar Polala, Giray Ökten
Implementing de-biased estimators using mixed sequences. Monte Carlo Methods Appl. 26 (4) (2020)
Jamie Fox, Giray Ökten, Bahri Uzunoglu
Global Sensitivity Analysis for Power Systems via Quasi-Monte Carlo Methods. ICSRS (2019)
Serdar Cellat, Yu Fan, Washington Mio, Giray Ökten
Learning shape metrics with Monte Carlo optimization. J. Comput. Appl. Math. 348 (2019)
Nguyet Nguyen, Linlin Xu, Giray Ökten
A quasi-Monte Carlo implementation of the ziggurat method. Monte Carlo Methods Appl. 24 (1) (2018)
Nguyet Nguyen, Giray Ökten
The acceptance-rejection method for low-discrepancy sequences. Monte Carlo Methods Appl. 22 (2) (2016)
Yaning Liu, M. Yousuff Hussaini, Giray Ökten
Accurate construction of high dimensional model representation with applications to uncertainty quantification. Reliab. Eng. Syst. Saf. 152 (2016)
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, Matthew Willyard
Parameterization based on randomized quasi-Monte Carlo methods. Parallel Comput. 36 (7) (2010)
Giray Ökten
Generalized von Neumann-Kakutani transformation and random-start scrambled Halton sequences. J. Complex. 25 (4) (2009)
Giray Ökten, Michael Gnewuch
Correction of a proof in "A probabilistic result on the discrepancy of a hybrid-Monte Carlo sequence and applications". Monte Carlo Methods Appl. 15 (2) (2009)
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)
Giray Ökten, Matthew Willyard
Parameterization based on randomized quasi-Monte Carlo methods. IPDPS (2008)
Yevgeny Goncharov, Giray Ökten, Manan Shah
Computation of the endogenous mortgage rates with randomized quasi-Monte Carlo simulations. Math. Comput. Model. 46 (3-4) (2007)
Giray Ökten, Bruno Tuffin, Vadim Burago
A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance. J. Complex. 22 (4) (2006)
Giray Ökten
Solving Linear Equations by Monte Carlo Simulation. SIAM J. Sci. Comput. 27 (2) (2005)
Giray Ökten
A Probabilistic Result on the Discrepancy of a Hybrid-Monte Carlo Sequence and Applications. Monte Carlo Methods Appl. 2 (4) (1996)