Person:552151

Available identifiers

zbMath Open goncu.ahmetMaRDI QIDQ552151

List of research outcomes

Publication	Date of Publication	Type
Statistical arbitrage: factor investing approach	2024-02-21	Paper
Statistical arbitrage in jump-diffusion models with compound Poisson processes	2022-07-05	Paper
Prediction of cryptocurrency returns using machine learning	2021-05-05	Paper
Pricing portfolios of contracts on cumulative temperature with risk premium determination	2019-03-12	Paper
A stochastic model for commodity pairs trading	2018-11-13	Paper
Statistical arbitrage in the Black–Scholes framework	2018-09-19	Paper
Efficient simulation of a multi-factor stochastic volatility model	2015-06-17	Paper
Uniform point sets and the collision test	2015-06-17	Paper
https://portal.mardi4nfdi.de/entity/Q4917938	2013-05-03	Paper
Generating low-discrepancy sequences from the normal distribution: Box-Muller or inverse transform?	2011-07-21	Paper
On pricing discrete barrier options using conditional expectation and importance sampling Monte Carlo	2008-02-26	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Ahmet Göncü