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Prof. Dr. Ahmet Duran
Prof. Dr. Ahmet Duran
Mathematics Engineering, Istanbul Technical University, previously University of Michigan Ann Arbor
Verified email at itu.edu.tr - Homepage
Title
Cited by
Cited by
Year
Mobile ad hoc P2P file sharing
A Duran, CC Shen
2004 IEEE Wireless Communications and Networking Conference (IEEE Cat. No …, 2004
662004
Overreaction diamonds: Precursors and aftershocks for significant price changes
A Duran, G Caginalp
Quantitative Finance 7 (3), 321-342, 2007
442007
Scalability of OpenFOAM for bio-medical flow simulations
A Duran, MS Celebi, S Piskin, M Tuncel
The Journal of Supercomputing 71, 938-951, 2015
272015
A profitable trading and risk management strategy despite transaction costs
A Duran, MJ Bommarito
Quantitative Finance 11 (6), 829-848, 2011
262011
APACHE III score on ICU admission predicts hospital mortality after open thoracoabdominal and open abdominal aortic aneurysm repair
LS Kabbani, GA Escobar, B Knipp, CB Deatrick, A Duran, GR Upchurch Jr, ...
Annals of Vascular Surgery 24 (8), 1060-1067, 2010
182010
Parameter optimization for differential equations in asset price forecasting
A Duran, G Caginalp
Optimization Methods & Software 23 (4), 551-574, 2008
172008
Overreaction behavior and optimization techniques in mathematical finance
A Duran
University of Pittsburgh, 2006
162006
Hybrid algorithms for rank of sparse matrices
A Duran, BD Saunders, Z Wan
Proceedings of the SIAM International Conference on Applied Linear Algebra …, 2003
152003
A New Possibilistic Mean--Variance Model Based on the Principal Components Analysis: An Application on the Turkish Holding Stocks.
F Goktas, A Duran
Journal of Multiple-Valued Logic & Soft Computing 32 (5), 455-476, 2019
132019
3D extreme value analysis for stock return, interest rate and speed of mean reversion
B Izgi, A Duran
Journal of Computational and Applied Mathematics, 2016
122016
Sensitivity analysis of asset flow differential equations and volatility comparison of two related variables
A Duran
Numerical Functional Analysis and Optimization 30 (1-2), 82-97, 2009
112009
Spectral analysis of time-dependent market-adjusted return correlation matrix
MJ Bommarito II, A Duran
Physica A 503, 273–282, 2018
92018
Design and implementation of new hybrid algorithm and solver on CPU for large sparse linear systems
A Duran, MS Celebi, M Tuncel, B Akaydın
PRACE-2IP white paper, Libraries 283493, WP 43, 1-10, 2012
9*2012
Stability analysis of asset flow differential equations
A Duran
Applied Mathematics Letters 24 (4), 471-477, 2011
92011
Data mining for overreaction in financial markets
A Duran, G Caginalp
PROCEEDINGS OF THE IASTED INTERNATIONAL CONFERENCE ON SOFTWARE ENGINEERING …, 2005
92005
Application of the Heston stochastic volatility model for Borsa Istanbul using impression matrix norm
A Duran, B İzgi
Journal of Computational and Applied Mathematics 281, 126-134, 2015
72015
Scalability of SuperLU solvers for large scale complex reservoir simulations
A Duran, MS Celebi, M Tuncel, B Akaydin
Int. Conference for Mathematical Methods in Fluid Dynamics and Simulation of …, 2012
72012
Gen_SuperLU package (version 1.0, August 2002), referenced as GSLU also, a part of LinBox package
A Duran, BD Saunders
GSLU contains a set of subroutines to solve a sparse linear system A* X= B …, 0
5
New Robust Portfolio Selection Models Based on the Principal Components Analysis: An Application on the Turkish Holding Stocks.
F Goktas, A Duran
Journal of Multiple-Valued Logic & Soft Computing 34 (1), 43-58, 2020
42020
Olabilirlik ortalama–varyans modelinin matematiksel analizi
F GÖKTAŞ, A Duran
Balıkesir Üniversitesi Fen Bilimleri Enstitüsü Dergisi 22 (1), 80-91, 2020
42020
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