| Prediction of cryptocurrency returns using machine learning E Akyildirim, A Goncu, A Sensoy Annals of Operations Research 297, 3-36, 2021 | 220 | 2021 |
| Generating low-discrepancy sequences from the normal distribution: Box–Muller or inverse transform? G Ökten, A Göncü Mathematical and Computer Modelling 53 (5-6), 1268-1281, 2011 | 59 | 2011 |
| Pricing temperature‐based weather derivatives in China A Göncü The Journal of Risk Finance 13 (1), 32-44, 2011 | 41 | 2011 |
| Statistical arbitrage with pairs trading A Göncü, E Akyıldırım International Review of Finance 16 (2), 307-319, 2016 | 34 | 2016 |
| A stochastic model for commodity pairs trading A Göncü, E Akyildirim Quantitative Finance 16 (12), 1843-1857, 2016 | 24 | 2016 |
| A comparative goodness-of-fit analysis of distributions of some Lévy processes and Heston model to stock index returns A Göncü, MO Karahan, TU Kuzubaş The North American Journal of Economics and Finance 36, 69-83, 2016 | 21 | 2016 |
| On pricing discrete barrier options using conditional expectation and importance sampling Monte Carlo G Ökten, E Salta, A Göncü Mathematical and Computer Modelling 47 (3-4), 484-494, 2008 | 21 | 2008 |
| Statistical Arbitrage in the Black-Scholes Framework A Goncu Quantitative Finance, 0 | 20* | |
| An analysis of the extreme returns distribution: The case of the Istanbul Stock Exchange A Goncu, AK Akgul, O Imamoğlu, M Tiryakioğlu, M Tiryakioğlu Applied Financial Economics 22 (9), 723-732, 2012 | 19 | 2012 |
| Momentum and reversal strategies in Chinese commodity futures markets Y Yang, A Göncü, AA Pantelous International Review of Financial Analysis 60, 177-196, 2018 | 18 | 2018 |
| Forecasting daily residential natural gas Consumption: A dynamic temperature modelling approach A Goncu, MO Karahan, TU Kuzubas Bogazici University, Department of Economics, 2013 | 18* | 2013 |
| Modeling and pricing precipitation-based weather derivatives A Goncu Financial Mathematics and Applications 1 (1), 9-18, 2011 | 14 | 2011 |
| Variance-Gamma and Normal-Inverse Gaussian models: Goodness-of-fit to Chinese high-frequency index returns A Göncü, H Yang The North American Journal of Economics and Finance 36, 279-292, 2016 | 13 | 2016 |
| Prediction of exchange rates with machine learning A Goncu Proceedings of the International Conference on Artificial Intelligence …, 2019 | 11 | 2019 |
| Pairs trading with commodity futures: evidence from the Chinese market Y Yang, A Goncu, A Pantelous China Finance Review International 7 (3), 274-294, 2017 | 11 | 2017 |
| Pricing temperature-based weather contracts: an application to China A Goncu Applied Economics Letters 18 (14), 1349-1354, 2011 | 10 | 2011 |
| Estimating sensitivities of temperature-based weather derivatives W Yuan, A Göncü, G Ökten Applied Economics 47 (19), 1942-1955, 2015 | 9 | 2015 |
| Fitting the heston stochastic volatility model to chinese stocks A Goncu, H Yang International Finance and Banking 1 (1), 74-85, 2014 | 9 | 2014 |
| Fitting the variance-gamma model: A goodness-of-fit check for emerging markets A Göncü, MO Karahan, TU Kuzubas Bogazici Journal of Economics and Administrative Sciences 27 (2), 1-10, 2013 | 9 | 2013 |
| Monte Carlo and quasi-Monte Carlo methods in financial derivative pricing A Goncu The Florida State University, 2009 | 9 | 2009 |
Tolga Umut KuzubasBogazici University在 boun.edu.tr 的电子邮件经过验证
