Ömür Uğur, PhD
Recently Published
A Computational Study on Sobol' Sequences
Bahri Tokmak, Ömür Uğur, A Computational Study on Sobol' Sequences, in: VI. International Applied Statistics Congress (UYIK – 2025), 14–16 May 2025.
The QLBS Model Within the Presence of Feedback Loops Through the Impacts of a Large Trader
Ahmet Umur Özsoy, Ömür Uğur, The QLBS Model Within the Presence of Feedback Loops Through the Impacts of a Large Trader, Computational Economics, XX: XX (April 2025).
Application of Various Modelling Techniques into Consumer Confidence Index
Betül Kalayci, Vilda Purutçuoğlu, Gerhard Wilhelm Weber, Ömür Uğur, Özlem Defterli, Application of Various Modelling Techniques into Consumer Confidence Index, in: Operations Research: Evolving Frontiers and Diverse Applications, Vilda Purutçuoğlu, Gerhard Wilhelm Weber, Hajar Farnoudkia (editors), CRC Press, pp. 42-66, 2025.
ISBN: 978-1-032-84304-9 | eBook ISBN: 9781003540434
A Computational Study for Pricing European- and American-type Options under Heston's Stochastic Volatility Model: application of the SUPG-YZβ Formulation
Süleyman Cengizci, Ömür Uğur, A Computational Study for Pricing European- and American-type Options under Heston's Stochastic Volatility Model: application of the SUPG-YZβ Formulation, Computational Economics, 66: pp. 179 - 206, (August 2024, July 2025).
A Computational Study for Simulating MHD Duct Flows at High Hartmann Numbers using a Stabilized Finite Element Formulation with Shock-Capturing
Süleyman Cengizci, Ömür Uğur, A Computational Study for Simulating MHD Duct Flows at High Hartmann Numbers using a Stabilized Finite Element Formulation with Shock-Capturing, Journal of Computational Science, 81: 102381 (September 2024, June 2024).
Latest Research Completed (Projects & Theses)
- Infrared Small Target Detection with YOLO: performance analysis and optimization
- An Optimal Pairs Trading Strategy Based on the Inhomogeneous Geometric Brownian Motion
- Option Pricing under Delay Effect
- Deep Ensembles Approach for Energy Forecasting
- In the Context of Control Approach to the Risks Posed by COVID-19 in the Field of Banking within the COSO Internal Control-Integrated Framework
