Giray Ökten

According to our database, Giray Ökten authored at least 25 papers between 1996 and 2023.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2023

Derivative-based Shapley value for global sensitivity analysis and machine learning explainability.

Hui Duan, Giray Ökten

CoRR, 2023

2022

Monte Carlo and quasi-Monte Carlo methods for Dempster's rule of combination.

Nima Salehy, Giray Ökten

Int. J. Approx. Reason., 2022

A Comparison of Global Sensitivity Methods for Power Systems.

Ruilong Yue, Hui Duan, Giray Ökten, Bahri Uzunoglu

Proceedings of the 6th International Conference on System Reliability and Safety, 2022

2021

Polynomial Chaos as a Control Variate Method.

Jamie Fox, Giray Ökten

SIAM J. Sci. Comput., 2021

Brownian Path Generation and Polynomial Chaos.

Jamie Fox, Giray Ökten

SIAM J. Financial Math., 2021

Randomized quasi-Monte Carlo methods in global sensitivity analysis.

Giray Ökten, Yaning Liu

Reliab. Eng. Syst. Saf., 2021

Dempster-Shafer Theory for Stock Selection.

Nima Salehy, Giray Ökten

Proceedings of the IEEE 45th Annual Computers, Software, and Applications Conference, 2021

2020

Implementing de-biased estimators using mixed sequences.

Arun Kumar Polala, Giray Ökten

Monte Carlo Methods Appl., 2020

2019

Learning shape metrics with Monte Carlo optimization.

Serdar Cellat, Yu Fan, Washington Mio, Giray Ökten

J. Comput. Appl. Math., 2019

Global Sensitivity Analysis for Power Systems via Quasi-Monte Carlo Methods.

Jamie Fox, Giray Ökten, Bahri Uzunoglu

Proceedings of the 4th International Conference on System Reliability and Safety, 2019

2018

A quasi-Monte Carlo implementation of the ziggurat method.

Nguyet Nguyen, Linlin Xu, Giray Ökten

Monte Carlo Methods Appl., 2018

2016

Accurate construction of high dimensional model representation with applications to uncertainty quantification.

Yaning Liu, M. Yousuff Hussaini, Giray Ökten

Reliab. Eng. Syst. Saf., 2016

The acceptance-rejection method for low-discrepancy sequences.

Nguyet Nguyen, Giray Ökten

Monte Carlo Methods Appl., 2016

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

2010

Parameterization based on randomized quasi-Monte Carlo methods.

Giray Ökten, Matthew Willyard

Parallel Comput., 2010

2009

Correction of a proof in "A probabilistic result on the discrepancy of a hybrid-Monte Carlo sequence and applications".

Giray Ökten, Michael Gnewuch

Monte Carlo Methods Appl., 2009

Generalized von Neumann-Kakutani transformation and random-start scrambled Halton sequences.

Giray Ökten

J. Complex., 2009

2008

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

Giray Ökten, Emmanuel Salta, Ahmet Göncü

Math. Comput. Model., 2008

2007

Computation of the endogenous mortgage rates with randomized quasi-Monte Carlo simulations.

Yevgeny Goncharov, Giray Ökten, Manan Shah

Math. Comput. Model., 2007

2006

A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance.

Giray Ökten, Bruno Tuffin, Vadim Burago

J. Complex., 2006

2005

Solving Linear Equations by Monte Carlo Simulation.

Giray Ökten

SIAM J. Sci. Comput., 2005

1996

A Probabilistic Result on the Discrepancy of a Hybrid-Monte Carlo Sequence and Applications.

Giray Ökten

Monte Carlo Methods Appl., 1996