Ticarileşen, Ticarileşme Aşamasında olan veya Ticarileşme Potansiyeli olan Ürünler
Geliştirilen Başlıca Yöntemler, Prosedürler, Mekanizmalar, Ürünler, Yönetmelikler
Yayınlar, Patentler vb.
1. A. Duran and B. İzgi, Application of the Heston stochastic volatility model for Borsa Istanbul using impression matrix norm,
Journal of Computational and Applied Mathematics, 281, 2015, pp. 126-134, DOI 10.1016/j.cam.2014.12.020
2. A. Duran and M. Tuncel, Scalable Parallel Nonlinear Parameter Optimization Algorithm with Parameter Pools, PRACE PN:
283493,
PRACE-2IP Extension white paper, Scalable Algorithms, WP 185, August 11, 2014
3. A. Duran,
Stability analysis of asset flow differential equations,
Applied Mathematics Letters, 24(4), 471-477, 2011, doi: 10.1016/j.aml.2010.10.044
4. A. Duran and M.J. Bommarito, A profitable trading and risk management strategy despite transaction cost,
Quantitative Finance, 11(6),
2011, pp. 829-848, doi: 10.1080/14697680903449815, among key papers in risk
5. A. Duran,
Sensitivity analysis of asset flow differential equations and volatility comparison of two related variables,
Numerical Functional Analysis and Optimization, 30(1), 2009, pp. 82-97
6. A. Duran and G. Caginalp,
Parameter optimization for differential equations in asset price forecasting,
Optimization Methods & Software, 23(4), 2008, pp. 551-574
7. A. Duran and G. Caginalp,
Overreaction diamonds: Precursors and aftershocks for significant price changes,
Quantitative Finance, 7(3), 2007, pp. 321-342
http://web.itu.edu.tr/aduran/duran_cfe_research_group.htm