Ahmet Göncü

According to our database, Ahmet Göncü authored at least 10 papers between 2008 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2023

Statistical arbitrage: factor investing approach.

Erdinc Akyildirim, Ahmet Göncü, Alper A. Hekimoglu, Duc Khuong Nguyen, Ahmet Sensoy

OR Spectr., December, 2023

2022

Statistical arbitrage in jump-diffusion models with compound Poisson processes.

Erdinc Akyildirim, Frank J. Fabozzi, Ahmet Göncü, Ahmet Sensoy

Ann. Oper. Res., 2022

2021

Prediction of cryptocurrency returns using machine learning.

Erdinc Akyildirim, Ahmet Göncü, Ahmet Sensoy

Ann. Oper. Res., 2021

2019

Prediction of exchange rates with machine learning.

Ahmet Göncü

Proceedings of the International Conference on Artificial Intelligence, 2019

2014

Pricing portfolios of contracts on cumulative temperature with risk premium determination.

Srdjan Stojanovic, Ahmet Göncü

Risk Decis. Anal., 2014

Uniform point sets and the collision test.

Ahmet Göncü, Giray Ökten

J. Comput. Appl. Math., 2014

Efficient simulation of a multi-factor stochastic volatility model.

Ahmet Göncü, Giray Ökten

J. Comput. Appl. Math., 2014

Uncertainty and Robustness in Weather Derivative Models.

Ahmet Göncü, Yaning Liu, Giray Ökten, M. Yousuff Hussaini

Proceedings of the Monte Carlo and Quasi-Monte Carlo Methods, 2014

2011

Generating low-discrepancy sequences from the normal distribution: Box-Muller or inverse transform?

Giray Ökten, Ahmet Göncü

Math. Comput. Model., 2011

2008

On pricing discrete barrier options using conditional expectation and importance sampling Monte Carlo.

Giray Ökten, Emmanuel Salta, Ahmet Göncü

Math. Comput. Model., 2008