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Bilgi Yilmaz
Title
Cited by
Cited by
Year
Diversification Benefit and Return Performance of REITs Using CAPM and Fama-French: Evidence from Turkey
Y Coskun, AS Selcuk-Kestel, B Yilmaz
Borsa Istanbul Review 17 (4), 199-215, 2017
39*2017
Synthetic demand data generation for individual electricity consumers : Generative Adversarial Networks (GANs)
B Yilmaz, R Korn
Energy and AI, 2022
272022
A Stochastic Approach to Model Housing Markets: The US Housing Market Case
B Yilmaz, AS Selcuk-Kestel
Numerical Algebra, Control & Optimization 8 (4), 481-492, 2018
112018
Computation of Option Greeks under Hybrid Stochastic Volatility Models via Malliavin Calculus
B Yilmaz
Modern Stochastics: Theory and Applications 5 (2), 145-165, 2018
102018
Understanding the mathematical background of Generative Adversarial Networks (GANs)
B YILMAZ, K Ralf
Mathematical Modelling and Numerical Simulation with Applications 3 (3), 234-255, 2023
9*2023
Forecasting House Prices in Turkey: GLM, VAR and Time Series Approaches
B Yilmaz, S Selcuk-Kestel, A.
Journal of Business Economics and Finance 9 (4), 274-291, 2020
72020
Computation of Hedging Coefficients for Mortgage Default and Prepayment Options: Malliavin Calculus Approach
B Yilmaz, AS Selcuk-Kestel
Journal of Real Estate Finance & Economics 59 (4), 673 - 697, 2019
52019
Generative adversarial network for load data generation: Türkiye energy market case
B Yilmaz
Mathematical Modelling and Numerical Simulation with Applications 3 (2), 141-158, 2023
22023
Optimal Capacity Allocation in accordance with Renewable Energy Sources: The US Electricity Market
U Golbasi, B Yilmaz, AS Selcuk-Kestel
International Journal of Ambient Energy, 1-42, 2022
22022
The Impact of Large Investors on the Portfolio Optimization of Single-Family Houses in Housing Markets
B Yilmaz, R Korn, S Selcuk-Kestel, A.
Computational Economics, 2022
22022
Default and Prepayment Options Pricing and Default Probability Valuation under VG Model
B Yilmaz, H A.Alper, SK A. Sevtap
Journal of Computational and Applied Mathematics, 2022
22022
House Prices as a Result of Trading Activities: A Patient Trader Model
R Korn, B Yilmaz
Computational Economics, 2021
22021
Housing Market Dynamics and Advances in Mortgages: Option Based Modeling and Hedging
B Yilmaz
Middle East Technical University, 2019
22019
Computation of the Delta of European Options under Stochastic Volatility Models
Y Yolcu-Okur, T Sayer, B Yilmaz, BA Inkaya
Computational Management Science 15 (52), 1-25, 2018
22018
A scenario framework for electricity grid using Generative Adversarial Networks
B Yilmaz
Sustainable Energy, Grids and Networks, 2023
12023
Housing GANs: Deep Generation of Housing Market Data
B Yilmaz
Computational Economics, 2023
12023
Computation of the Delta of European Options under Stochastic Volatility Models
B Yilmaz, Y Yolcu-Okur, BA Inkaya, T Sayer
SIAM Conference on Financial Mathematics and Engineering; 10/2014, 2014
12014
Computation of the Greeks in Black-Sholes-Merton and Stochastic Volatility Models Using Malliavin Calculus
B Yilmaz
Institute of Applied Mathematics, METU, 2014
12014
A Comprehensive guide to Generative Adversarial Networks (GANs) and application to individual electricity demand
B Yilmaz, R Korn
Expert Systems with Applications, 123851, 2024
2024
Credit Portfolio Modelling and Pricing Using Poisson Binomial Distribution
B Yilmaz, A Hekimoglu
Available at SSRN 4751318, 2024
2024
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Articles 1–20