Working Papers
We are currently working on the papers below with my colleagues (or current or former students).
- The QLBS Model within the Presence of Feedback Loops through the Impacts of a Large Trader, jointly with Ahmet Umur Özsoy, in arXiv (November 2023), DOI: 10.48550/arXiv.2311.06790. PlumX
- The Impact of Feature Selection and Transformation on Machine Learning Methods in Determining the Credit Scoring, jointly with Oğuz Koç and A. Sevtap Kestel, in arXiv (March 2023), DOI: 10.48550/arXiv.2303.05427. PlumX
Submitted Papers
The following papers are submitted to Journals (or elsewhere).
- Analytical Pricing of Time Dependent Stop-Loss Reinsurance and Exposure Curves under Time-Changed Brownian Motion, jointly with Ali Alper Hekimoğlu and Bilgi Yılmaz.
- SUPG Finite Element Computation of High-Speed Inviscid Flows around a Cylinder using YZβ Shock-Capturing: Thermochemical Equilibrium, jointly with Süleyman Cengizci.
Published Papers
Below is a list of the latest publications; however, you may may check the list of published papers in each of the categories below (or on the menu).
Articles Proceedings Chapters in Books Editorial Work Books Theses