Nalan Bastürk

Publication Activity (10 Years)

Years Active: 2012-2024
Publications (10 Years): 10

Top Topics

Conditional Density Estimation

Investment Strategies

Evolutionary Computing

Top Venues

IEEE Trans. Neural Networks Learn. Syst.

Publications

Dewi E. W. Peerlings, Jan A. van den Brakel, Nalan Bastürk, Marco J. H. Puts
Multivariate Density Estimation by Neural Networks. IEEE Trans. Neural Networks Learn. Syst. 35 (2) (2024)
Rui Jorge Almeida, Nalan Bastürk, Paulo Rodrigues
Portfolio Return Maximization using Robust Optimization and Directional Changes. SSCI (2023)
Rui Jorge Almeida, Nalan Bastürk, Paulo Rodrigues
Portfolio Re-Balancing and Optimization Using Directional Changes and Genetic Algorithms. CEC (2023)
Ofir Hanoch, Nalan Bastürk, Rui Jorge Almeida, Tesfa Dejenie Habtewold
Analysis of Graphical Causal Models with Discretized Data. IPMU (2) (2022)
Yuliya Shapovalova, Nalan Bastürk, Michael Eichler
Multivariate Count Data Models for Time Series Forecasting. Entropy 23 (6) (2021)
Rui Jorge Almeida, Nalan Bastürk
Forecasting Directional Change Uncertainty Using Probabilistic Fuzzy Systems. FUZZ-IEEE (2018)
Rui Jorge Almeida, Nalan Bastürk, Robert Golan
Intraday value-at-risk estimation for directional change events and investment strategies. SSCI (2017)
Nalan Bastürk, Rui Jorge Almeida
Time Varying Correlation Estimation Using Probabilistic Fuzzy Systems. IPMU (2) (2016)
Rui Jorge Almeida, Nalan Bastürk, Uzay Kaymak, João M. C. Sousa
Analysis of probabilistic fuzzy systems' parameters in conditional density estimation. FUZZ-IEEE (2016)
Nalan Bastürk, Rui Jorge Almeida, Robert Golan, Uzay Kaymak
Multivariate time-varying volatility modeling using Probabilistic Fuzzy Systems. SSCI (2016)
Rui Jorge Almeida, Nalan Bastürk
Point and density forecasts of US inflation using probabilistic fuzzy systems. FUZZ-IEEE (2015)
Rui Jorge Almeida, Nalan Bastürk, Uzay Kaymak, João M. C. Sousa
Estimation of flexible fuzzy GARCH models for conditional density estimation. Inf. Sci. 267 (2014)
Rui Jorge Almeida, Nalan Bastürk, Uzay Kaymak
Probabilistic fuzzy systems for seasonality analysis and multiple horizon forecasts. CIFEr (2014)
Tommi Tervonen, Gert van Valkenhoef, Nalan Bastürk, Douwe Postmus
Hit-And-Run enables efficient weight generation for simulation-based multiple criteria decision analysis. Eur. J. Oper. Res. 224 (3) (2013)
David Ardia, Nalan Bastürk, Lennart F. Hoogerheide, Herman K. van Dijk
A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood. Comput. Stat. Data Anal. 56 (11) (2012)
Rui Jorge Almeida, Nalan Bastürk, Uzay Kaymak, João Miguel da Costa Sousa
Conditional Density Estimation Using Fuzzy GARCH Models. SMPS (2012)
Rui Jorge Almeida, Nalan Bastürk, Uzay Kaymak, Viorel Milea
A multi-covariate semi-parametric conditional volatility model using probabilistic fuzzy systems. CIFEr (2012)