Research output per year
Research output per year
Search results
-
2019
Prediction of exchange rates with machine learning
Goncu, A., 19 Dec 2019, Proceedings of 2019 International Conference on Artificial Intelligence, Information Processing and Cloud Computing, AIIPCC 2019. Tavares, J. M. R. S. (ed.). Association for Computing Machinery, a8. (ACM International Conference Proceeding Series).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review
5 Citations (Scopus) -
2016
Uncertainty and robustness in weather derivative models
Göncü, A., Liu, Y., Ökten, G. & Hussaini, M. Y., 2016, Monte Carlo and Quasi-Monte Carlo Methods - MCQMC 2014. Cools, R. & Nuyens, D. (eds.). Springer New York LLC, p. 351-365 15 p. (Springer Proceedings in Mathematics and Statistics; vol. 163).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review
2 Citations (Scopus) -
2012
Monte Carlo simulation of a two-factor stochastic volatility model
Göncü, A., 2012, International MultiConference of Engineers and Computer Scientists, IMECS 2012. Newswood Limited, p. 1495-1500 6 p. (Lecture Notes in Engineering and Computer Science; vol. 2196).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review