Ahmet Göncü

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

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

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