Prof. Dr. Ahmet Duran
Prof. Dr. Ahmet Duran
Mathematical Engineering, Istanbul Technical University
itu.edu.tr üzerinde doğrulanmış e-posta adresine sahip - Ana Sayfa
Başlık
Alıntı yapanlar
Alıntı yapanlar
Yıl
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
352007
Scalability of OpenFOAM for bio-medical flow simulations
A Duran, MS Celebi, S Piskin, M Tuncel
The Journal of Supercomputing 71 (3), 938-951, 2015
192015
A profitable trading and risk management strategy despite transaction costs
A Duran, MJ Bommarito
Quantitative Finance 11 (6), 829-848, 2011
162011
Overreaction behavior and optimization techniques in mathematical finance
A Duran
University of Pittsburgh, 2006
142006
Parameter optimization for differential equations in asset price forecasting
A Duran, G Caginalp
Optimization Methods & Software 23 (4), 551-574, 2008
132008
Hybrid algorithms for rank of sparse matrices
A Duran, BD Saunders, Z Wan
Proceedings of the SIAM International Conference on Applied Linear Algebra …, 2003
132003
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
122010
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
112016
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
92009
Data mining for overreaction in financial markets
A Duran, G Caginalp
PROCEEDINGS OF THE IASTED INTERNATIONAL CONFERENCE ON SOFTWARE ENGINEERING …, 2005
92005
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
8*2012
Scalability of SuperLU solvers for large scale complex reservoir simulations
A Duran, MS Celebi, M Tuncel, B Akaydin
SPE and, 2012
62012
Stability analysis of asset flow differential equations
A Duran
Applied Mathematics Letters 24 (4), 471-477, 2011
62011
Spectral analysis of time-dependent market-adjusted return correlation matrix
MJ Bommarito II, A Duran
Physica A 503, 273–282, 2018
52018
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
32015
Solution behavior of heston model using impression matrix norm
A Duran, B Izgi
Advances in Applied Mathematics, 215-221, 2014
22014
Structural analysis of large sparse matrices for scalable direct solvers
A Duran, MS Celebi, M Tuncel, F Oztoprak
PRACE-2IP white paper, Scalable Algorithms, 283493, WP 82, 1-8, 2013
22013
Scalable and improved SuperLU on GPU for heterogeneous systems
MS Celebi, A Duran, M Tuncel, B Akaydin
PRACE-2IP white paper, Libraries, 283493, WP 44, 1-4, 2012
22012
Overreaction and risk for closed end funds
A Duran, G Caginalp
SIAM Conf. on Mathematics for Industry: Challenges and Frontiers, Detroit …, 2005
2*2005
Sistem, işlemi şu anda gerçekleştiremiyor. Daha sonra yeniden deneyin.
Makaleler 1–20