Nalan Bastürk

According to our database, Nalan Bastürk authored at least 18 papers between 2012 and 2024.

Collaborative distances:

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

2024

Multivariate Density Estimation by Neural Networks.

Dewi E. W. Peerlings, Jan A. van den Brakel, Nalan Bastürk, Marco J. H. Puts

IEEE Trans. Neural Networks Learn. Syst., February, 2024

Quantifying Uncertainty of Portfolios using Bayesian Neural Networks.

Süleyman Esener, Enrico Wegner, Rui Jorge Almeida, Nalan Bastürk, Paulo Rodrigues

Proceedings of the International Joint Conference on Neural Networks, 2024

2023

Portfolio Return Maximization using Robust Optimization and Directional Changes.

Rui Jorge Almeida, Nalan Bastürk, Paulo Rodrigues

Proceedings of the IEEE Symposium Series on Computational Intelligence, 2023

Portfolio Re-Balancing and Optimization Using Directional Changes and Genetic Algorithms.

Rui Jorge Almeida, Nalan Bastürk, Paulo Rodrigues

Proceedings of the IEEE Congress on Evolutionary Computation, 2023

2022

Analysis of Graphical Causal Models with Discretized Data.

Ofir Hanoch, Nalan Bastürk, Rui Jorge Almeida, Tesfa Dejenie Habtewold

Proceedings of the Information Processing and Management of Uncertainty in Knowledge-Based Systems, 2022

2021

Multivariate Count Data Models for Time Series Forecasting.

Yuliya Shapovalova, Nalan Bastürk, Michael Eichler

Entropy, 2021

2018

Forecasting Directional Change Uncertainty Using Probabilistic Fuzzy Systems.

Rui Jorge Almeida, Nalan Bastürk

Proceedings of the 2018 IEEE International Conference on Fuzzy Systems, 2018

2017

Intraday value-at-risk estimation for directional change events and investment strategies.

Rui Jorge Almeida, Nalan Bastürk, Robert Golan

Proceedings of the 2017 IEEE Symposium Series on Computational Intelligence, 2017

2016

Multivariate time-varying volatility modeling using Probabilistic Fuzzy Systems.

Nalan Bastürk, Rui Jorge Almeida, Robert Golan, Uzay Kaymak

Proceedings of the 2016 IEEE Symposium Series on Computational Intelligence, 2016

Time Varying Correlation Estimation Using Probabilistic Fuzzy Systems.

Nalan Bastürk, Rui Jorge Almeida

Proceedings of the Information Processing and Management of Uncertainty in Knowledge-Based Systems, 2016

Analysis of probabilistic fuzzy systems' parameters in conditional density estimation.

Rui Jorge Almeida, Nalan Bastürk, Uzay Kaymak, João M. C. Sousa

Proceedings of the 2016 IEEE International Conference on Fuzzy Systems, 2016

2015

Point and density forecasts of US inflation using probabilistic fuzzy systems.

Rui Jorge Almeida, Nalan Bastürk

Proceedings of the 2015 IEEE International Conference on Fuzzy Systems, 2015

2014

Estimation of flexible fuzzy GARCH models for conditional density estimation.

Rui Jorge Almeida, Nalan Bastürk, Uzay Kaymak, João M. C. Sousa

Inf. Sci., 2014

Probabilistic fuzzy systems for seasonality analysis and multiple horizon forecasts.

Rui Jorge Almeida, Nalan Bastürk, Uzay Kaymak

Proceedings of the IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2014

2013

Hit-And-Run enables efficient weight generation for simulation-based multiple criteria decision analysis.

Tommi Tervonen, Gert van Valkenhoef, Nalan Bastürk, Douwe Postmus

Eur. J. Oper. Res., 2013

2012

A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood.

David Ardia, Nalan Bastürk, Lennart F. Hoogerheide, Herman K. van Dijk

Comput. Stat. Data Anal., 2012

Conditional Density Estimation Using Fuzzy GARCH Models.

Rui Jorge Almeida, Nalan Bastürk, Uzay Kaymak, João Miguel da Costa Sousa

Proceedings of the Synergies of Soft Computing and Statistics for Intelligent Data Analysis, 2012

A multi-covariate semi-parametric conditional volatility model using probabilistic fuzzy systems.

Rui Jorge Almeida, Nalan Bastürk, Uzay Kaymak, Viorel Milea

Proceedings of the 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2012