Ali Caner Türkmen

Orcid: 0000-0003-2593-1824

Affiliations:
  • Boğaziçi University, Istanbul, Turkey


According to our database1, Ali Caner Türkmen authored at least 23 papers between 2014 and 2024.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

Legend:

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PhD thesis 
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Links

Online presence:

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Bibliography

2024
Chronos: Learning the Language of Time Series.
CoRR, 2024

2023
Deep Learning for Time Series Forecasting: Tutorial and Literature Survey.
ACM Comput. Surv., 2023

AutoGluon-TimeSeries: AutoML for Probabilistic Time Series Forecasting.
Proceedings of the International Conference on Automated Machine Learning, 2023

2022
Dirichlet-Luce choice model for learning from interactions.
User Model. User Adapt. Interact., 2022

Testing Granger Non-Causality in Panels with Cross-Sectional Dependencies.
Proceedings of the International Conference on Artificial Intelligence and Statistics, 2022

2021
Detecting Anomalous Event Sequences with Temporal Point Processes.
Proceedings of the Advances in Neural Information Processing Systems 34: Annual Conference on Neural Information Processing Systems 2021, 2021

Deep Explicit Duration Switching Models for Time Series.
Proceedings of the Advances in Neural Information Processing Systems 34: Annual Conference on Neural Information Processing Systems 2021, 2021

Neural Temporal Point Processes: A Review.
Proceedings of the Thirtieth International Joint Conference on Artificial Intelligence, 2021

2020
Fast high-dimensional temporal point processes with applications (Hızlı yüksek boyutlu zamansal nokta süreçleri ve uygulamaları)
PhD thesis, 2020

Clustering Event Streams With Low Rank Hawkes Processes.
IEEE Signal Process. Lett., 2020

GluonTS: Probabilistic and Neural Time Series Modeling in Python.
J. Mach. Learn. Res., 2020

Intermittent Demand Forecasting with Renewal Processes.
CoRR, 2020

Neural forecasting: Introduction and literature overview.
CoRR, 2020

2019
Intermittent Demand Forecasting with Deep Renewal Processes.
CoRR, 2019

A Bayesian Choice Model for Eliminating Feedback Loops.
CoRR, 2019

GluonTS: Probabilistic Time Series Models in Python.
CoRR, 2019

FastPoint: Scalable Deep Point Processes.
Proceedings of the Machine Learning and Knowledge Discovery in Databases, 2019

2018
Testing for Self-excitation in Financial Events: A Bayesian Approach.
Proceedings of the ECML PKDD 2018 Workshops, 2018

2016
Text classification with coupled matrix factorization.
Proceedings of the 24th Signal Processing and Communication Application Conference, 2016

Sentiment extraction from financial public disclosure documents.
Proceedings of the First Workshop on MIning DAta for financial applicationS (MIDAS 2016) co-located with the 2016 European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases (ECML-PKDD 2016), 2016

2015
A Review of Nonnegative Matrix Factorization Methods for Clustering.
CoRR, 2015

An application of deep learning for trade signal prediction in financial markets.
Proceedings of the 2015 23nd Signal Processing and Communications Applications Conference (SIU), 2015

2014
Political interest and tendency prediction from microblog data.
Proceedings of the 2014 22nd Signal Processing and Communications Applications Conference (SIU), 2014


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