Ahmet Duran

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Spectral analysis of time-dependent market-adjusted return correlation matrix Physica A	2022-06-28	Paper
Multiple regression analysis for dynamics of patient volumes Communications in Statistics. Simulation and Computation	2022-06-13	Paper
A new possibilistic mean-variance model based on the principal components analysis: an application on the Turkish holding stocks	2020-01-28	Paper
3D extreme value analysis for stock return, interest rate and speed of mean reversion Journal of Computational and Applied Mathematics	2015-12-14	Paper
Spectral analysis of large sparse matrices for scalable direct solvers Springer Proceedings in Mathematics & Statistics	2015-07-23	Paper
Solution behavior of Heston model using impression matrix norm Springer Proceedings in Mathematics & Statistics	2015-07-23	Paper
Application of the Heston stochastic volatility model for Borsa Istanbul using impression matrix norm Journal of Computational and Applied Mathematics	2015-02-11	Paper
Stability analysis of asset flow differential equations Applied Mathematics Letters	2011-01-20	Paper
Sensitivity Analysis of Asset Flow Differential Equations and Volatility Comparison of Two Related Variables Numerical Functional Analysis and Optimization	2009-03-20	Paper
Parameter optimization for differential equations in asset price forecasting Optimization Methods & Software	2009-01-16	Paper
Overreaction diamonds: precursors and aftershocks for significant price changes Quantitative Finance	2007-10-09	Paper

Research outcomes over time

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