Zobrazeno 1 - 6
of 6
pro vyhledávání: '"I İlkay Boduroğlu"'
Autor:
İ. İlkay Boduroğlu, Bartu Köksal
Publikováno v:
Advances in Systems Engineering ISBN: 9783030926038
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5e043e80d228f118f70cdcd8f631436a
https://doi.org/10.1007/978-3-030-92604-5_14
https://doi.org/10.1007/978-3-030-92604-5_14
Autor:
I. İlkay Boduroğlu
Publikováno v:
Lecture Notes in Computer Science ISBN: 9783030053475
LION
LION
A risk measure that specifies minimum capital requirements is the amount of cash that must be added to a portfolio to make its risk acceptable to regulators. The 2008 financial crisis highlighted the demise of the most widely used risk measure, Value
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f5152b861677b338c4b9ab98d514aa67
https://doi.org/10.1007/978-3-030-05348-2_23
https://doi.org/10.1007/978-3-030-05348-2_23
Publikováno v:
The Manchester School. 78:114-134
We investigate several market-neutral trading strategies and find empirical evidence that market-neutral equity trading outperforms in 2008, the first full year of the global financial meltdown. In our experiments we use 14 distinct market-neutral tr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bdf9f1cc3ae14df464e0afd3f5556e9b
https://doi.org/10.1111/j.1467-9957.2010.02204.x
https://doi.org/10.1111/j.1467-9957.2010.02204.x
Publikováno v:
Parallel Computing. 33:92-108
We discuss the use of parallel computing in Asian option pricing and evaluate the efficiency of various algorithms. We only focus on "backward-starting fixed strike" Asian options that are continuously averaged. We implement a partial differential eq
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::be2825e099e920c6a67c8dda33069ad5
https://doi.org/10.1016/j.parco.2006.11.002
https://doi.org/10.1016/j.parco.2006.11.002
Autor:
Zeynep Erenay, I İlkay Boduroğlu
Publikováno v:
The International Journal of High Performance Computing Applications. 21:5-20
Using the pattern recognition paradigm, we have designed a scalar composite leading indicator that predicts a financial crisis in Turkey about six months in advance. Logistic regression was employed to distinguish between near-crisis months and safe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2095750aa0e77c09981c8c7e4bcd7918
https://doi.org/10.1177/1094342006074848
https://doi.org/10.1177/1094342006074848
Publikováno v:
ORSA Journal on Computing. 7:402-416
We describe three data-parallel implementations of the simplex method for dense linear programming problems. The first implementation uses a full tableau and the most-negative reduced cost pivot rule, the second uses a tableau and the steepest-edge p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bd493b3579d7b22c3430e841984b8556
https://doi.org/10.1287/ijoc.7.4.402
https://doi.org/10.1287/ijoc.7.4.402