Mobile ad hoc P2P file sharing A Duran, CC Shen 2004 IEEE Wireless Communications and Networking Conference (IEEE Cat. No …, 2004 | 66 | 2004 |
Overreaction diamonds: Precursors and aftershocks for significant price changes A Duran, G Caginalp Quantitative Finance 7 (3), 321-342, 2007 | 44 | 2007 |
Scalability of OpenFOAM for bio-medical flow simulations A Duran, MS Celebi, S Piskin, M Tuncel The Journal of Supercomputing 71, 938-951, 2015 | 27 | 2015 |
A profitable trading and risk management strategy despite transaction costs A Duran, MJ Bommarito Quantitative Finance 11 (6), 829-848, 2011 | 26 | 2011 |
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 | 18 | 2010 |
Parameter optimization for differential equations in asset price forecasting A Duran, G Caginalp Optimization Methods & Software 23 (4), 551-574, 2008 | 17 | 2008 |
Overreaction behavior and optimization techniques in mathematical finance A Duran University of Pittsburgh, 2006 | 16 | 2006 |
Hybrid algorithms for rank of sparse matrices A Duran, BD Saunders, Z Wan Proceedings of the SIAM International Conference on Applied Linear Algebra …, 2003 | 15 | 2003 |
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 | 13 | 2019 |
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 | 12 | 2016 |
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 | 11 | 2009 |
Spectral analysis of time-dependent market-adjusted return correlation matrix MJ Bommarito II, A Duran Physica A 503, 273–282, 2018 | 9 | 2018 |
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 | 9 | 2011 |
Data mining for overreaction in financial markets A Duran, G Caginalp PROCEEDINGS OF THE IASTED INTERNATIONAL CONFERENCE ON SOFTWARE ENGINEERING …, 2005 | 9 | 2005 |
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 | 7 | 2015 |
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 | 7 | 2012 |
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 | 4 | 2020 |
Olabilirlik ortalama–varyans modelinin matematiksel analizi F GÖKTAŞ, A Duran Balıkesir Üniversitesi Fen Bilimleri Enstitüsü Dergisi 22 (1), 80-91, 2020 | 4 | 2020 |