Giray Ökten

26 papers A 1B 1Journal 21Unranked 3
YearRankTypeTitle / Venue / Authors
2023 J jnl
Derivative-based Shapley value for global sensitivity analysis and machine learning explainability.
CoRR
Hui Duan, Giray Ökten
2022 — conf
A Comparison of Global Sensitivity Methods for Power Systems.
ICSRS
Ruilong Yue, Hui Duan, Giray Ökten, Bahri Uzunoglu
2022 J jnl
Monte Carlo and quasi-Monte Carlo methods for Dempster's rule of combination.
Int. J. Approx. Reason.
Nima Salehy, Giray Ökten
2021 J jnl
Brownian Path Generation and Polynomial Chaos.
SIAM J. Financial Math.
Jamie Fox, Giray Ökten
2021 B conf
Dempster-Shafer Theory for Stock Selection.
COMPSAC
Nima Salehy, Giray Ökten
2021 J jnl
Polynomial Chaos as a Control Variate Method.
SIAM J. Sci. Comput.
Jamie Fox, Giray Ökten
2021 J jnl
Randomized quasi-Monte Carlo methods in global sensitivity analysis.
Reliab. Eng. Syst. Saf.
Giray Ökten, Yaning Liu
2020 J jnl
Implementing de-biased estimators using mixed sequences.
Monte Carlo Methods Appl.
Arun Kumar Polala, Giray Ökten
2019 — conf
Global Sensitivity Analysis for Power Systems via Quasi-Monte Carlo Methods.
ICSRS
Jamie Fox, Giray Ökten, Bahri Uzunoglu
2019 J jnl
Learning shape metrics with Monte Carlo optimization.
J. Comput. Appl. Math.
Serdar Cellat, Yu Fan, Washington Mio, Giray Ökten
2018 J jnl
A quasi-Monte Carlo implementation of the ziggurat method.
Monte Carlo Methods Appl.
Nguyet Nguyen, Linlin Xu, Giray Ökten
2016 J jnl
Accurate construction of high dimensional model representation with applications to uncertainty quantification.
Reliab. Eng. Syst. Saf.
Yaning Liu, M. Yousuff Hussaini, Giray Ökten
2016 J jnl
The acceptance-rejection method for low-discrepancy sequences.
Monte Carlo Methods Appl.
Nguyet Nguyen, Giray Ökten
2014 J jnl
Efficient simulation of a multi-factor stochastic volatility model.
J. Comput. Appl. Math.
Ahmet Göncü, Giray Ökten
2014 — conf
Uncertainty and Robustness in Weather Derivative Models.
MCQMC
Ahmet Göncü, Yaning Liu, Giray Ökten, M. Yousuff Hussaini
2014 J jnl
Uniform point sets and the collision test.
J. Comput. Appl. Math.
Ahmet Göncü, Giray Ökten
2011 J jnl
Generating low-discrepancy sequences from the normal distribution: Box-Muller or inverse transform?
Math. Comput. Model.
Giray Ökten, Ahmet Göncü
2010 J jnl
Parameterization based on randomized quasi-Monte Carlo methods.
Parallel Comput.
Giray Ökten, Matthew Willyard
2009 J jnl
Correction of a proof in "A probabilistic result on the discrepancy of a hybrid-Monte Carlo sequence and applications".
Monte Carlo Methods Appl.
Giray Ökten, Michael Gnewuch
2009 J jnl
Generalized von Neumann-Kakutani transformation and random-start scrambled Halton sequences.
J. Complex.
Giray Ökten
2008 J jnl
On pricing discrete barrier options using conditional expectation and importance sampling Monte Carlo.
Math. Comput. Model.
Giray Ökten, Emmanuel Salta, Ahmet Göncü
2008 A conf
Parameterization based on randomized quasi-Monte Carlo methods.
IPDPS
Giray Ökten, Matthew Willyard
2007 J jnl
Computation of the endogenous mortgage rates with randomized quasi-Monte Carlo simulations.
Math. Comput. Model.
Yevgeny Goncharov, Giray Ökten, Manan Shah
2006 J jnl
A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance.
J. Complex.
Giray Ökten, Bruno Tuffin, Vadim Burago
2005 J jnl
Solving Linear Equations by Monte Carlo Simulation.
SIAM J. Sci. Comput.
Giray Ökten
1996 J jnl
A Probabilistic Result on the Discrepancy of a Hybrid-Monte Carlo Sequence and Applications.
Monte Carlo Methods Appl.
Giray Ökten