Cem İYİGÜN
(Orta Doğu Teknik Üniversitesi, Uygulamalı Matematik Enstitüsü Finansal Matematik Bölümü, Ankara, Türkiye)
Proje Grubu: TÜBİTAK TBAG ProjeSayfa Sayısı: 29Proje No: 112T744Proje Bitiş Tarihi: 15.02.2014Türkçe

0 0
Finansal krizlerin dinamiklerinin elipsosoidal analiz ve kümeleme metodları aracılığıyla modellenmesi ve anlaşılması
  • 1. Aster, R. C., Borchers, B., Thurber, C., Parameter Estimation and Inverse Problems, Academic Press, 2nd edition, (2012).
  • 2. Calverley, J., Bubbles and How to Survive Them, Boston: N. Brealey Publishing, (2004).
  • 3. Cont, R., Tankov, P., Financial Modelling with Jump Processes, Financial Mathematics Series, Chapman&Hall/CRC, (2004).
  • 4. Feeman, T., The Radon Transform, The Mathematics of Medical Imaging, Springer Undergraduate Texts 11 in Mathematics and Technology, (2013).
  • 5. Hoilund, C., The Radon transform, http://www.cvmt.dk/education/teaching/e07/MED3/IP/Carsten Hoilund - Radon Transform.pdf. Accessed 10 June 2013, (2007).
  • 6. Jacobsson, E., How to predict crashes in financial markets with the log-periodic power law, Technical Report, Stockholm University, (2009).
  • 7. Johansen, A., Ledoit, O., Sornette, D., Crashes as critical points, International Journal of Theoretical and Applied Finance, 3(2), 219-255, (2000).
  • 8. Johansen, A., Sornette, D., Ledoit, O., Predicting financial crashes using discrete scale invariance. Journal of Risk, 1(4), 5-32, (1999).
  • 9. Karatsaz, I., Shreve, S., Brownian Motion and Stochastic Calculus, Springer, New York, USA, (1991).
  • 10. Karplus, W. J., The Heavens are Falling: The Scientific Prediction of Catastrophes in Our Time. New York: Plenum Press, (1992).
  • 11. Kürüm, E., Early Warning on Stock Market Bubbles via Ellipsoidal Clustering and Inverse Problems. PhD Thesis, Middle East Technical University, Ankara, Turkey, (2014).
  • 12. Shreve, S., Stochastic calculus for finance II continuous-time models, Springer, New York, USA, (2001).
  • 13. Sun, P., Freund, R. M., Computation of minimum-volume covering ellipsoids, Operations Research, 52(5), 690-706, (2004).
  • 14. Yan, W., Identification and Forecasts of Financial Bubbles, PhD Thesis, ETH Zurich, Switzerland, (2011).

TÜBİTAK ULAKBİM Ulusal Akademik Ağ ve Bilgi Merkezi Cahit Arf Bilgi Merkezi © 2019 Tüm Hakları Saklıdır.