Nalan Bastürk

19 papers B 5Journal 5Unranked 9
YearRankTypeTitle / Venue / Authors
2024 — conf
Graphical Causal Models with Discretized Data and Background Information.
IPMU (1)
Nalan Bastürk, Chumasha Rajapakshe, Rui Jorge Almeida
2024 J jnl
Multivariate Density Estimation by Neural Networks.
IEEE Trans. Neural Networks Learn. Syst.
Dewi E. W. Peerlings, Jan A. van den Brakel, Nalan Bastürk, Marco J. H. Puts
2024 B conf
Quantifying Uncertainty of Portfolios using Bayesian Neural Networks.
IJCNN
Süleyman Esener, Enrico Wegner, Rui Jorge Almeida, Nalan Bastürk, Paulo Rodrigues
2023 B conf
Portfolio Re-Balancing and Optimization Using Directional Changes and Genetic Algorithms.
CEC
Rui Jorge Almeida, Nalan Bastürk, Paulo Rodrigues
2023 — conf
Portfolio Return Maximization using Robust Optimization and Directional Changes.
SSCI
Rui Jorge Almeida, Nalan Bastürk, Paulo Rodrigues
2022 — conf
Analysis of Graphical Causal Models with Discretized Data.
IPMU (2)
Ofir Hanoch, Nalan Bastürk, Rui Jorge Almeida, Tesfa Dejenie Habtewold
2021 J jnl
Multivariate Count Data Models for Time Series Forecasting.
Entropy
Yuliya Shapovalova, Nalan Bastürk, Michael Eichler
2018 B conf
Forecasting Directional Change Uncertainty Using Probabilistic Fuzzy Systems.
FUZZ-IEEE
Rui Jorge Almeida, Nalan Bastürk
2017 — conf
Intraday value-at-risk estimation for directional change events and investment strategies.
SSCI
Rui Jorge Almeida, Nalan Bastürk, Robert Golan
2016 B conf
Analysis of probabilistic fuzzy systems' parameters in conditional density estimation.
FUZZ-IEEE
Rui Jorge Almeida, Nalan Bastürk, Uzay Kaymak, João M. C. Sousa
2016 — conf
Multivariate time-varying volatility modeling using Probabilistic Fuzzy Systems.
SSCI
Nalan Bastürk, Rui Jorge Almeida, Robert Golan, Uzay Kaymak
2016 — conf
Time Varying Correlation Estimation Using Probabilistic Fuzzy Systems.
IPMU (2)
Nalan Bastürk, Rui Jorge Almeida
2015 B conf
Point and density forecasts of US inflation using probabilistic fuzzy systems.
FUZZ-IEEE
Rui Jorge Almeida, Nalan Bastürk
2014 J jnl
Estimation of flexible fuzzy GARCH models for conditional density estimation.
Inf. Sci.
Rui Jorge Almeida, Nalan Bastürk, Uzay Kaymak, João M. C. Sousa
2014 — conf
Probabilistic fuzzy systems for seasonality analysis and multiple horizon forecasts.
CIFEr
Rui Jorge Almeida, Nalan Bastürk, Uzay Kaymak
2013 J jnl
Hit-And-Run enables efficient weight generation for simulation-based multiple criteria decision analysis.
Eur. J. Oper. Res.
Tommi Tervonen, Gert van Valkenhoef, Nalan Bastürk, Douwe Postmus
2012 J jnl
A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood.
Comput. Stat. Data Anal.
David Ardia, Nalan Bastürk, Lennart F. Hoogerheide, Herman K. van Dijk
2012 — conf
A multi-covariate semi-parametric conditional volatility model using probabilistic fuzzy systems.
CIFEr
Rui Jorge Almeida, Nalan Bastürk, Uzay Kaymak, Viorel Milea
2012 — conf
Conditional Density Estimation Using Fuzzy GARCH Models.
SMPS
Rui Jorge Almeida, Nalan Bastürk, Uzay Kaymak, João Miguel da Costa Sousa