Metrikler
Yayın
11
BM Sürdürülebilir Kalkınma Amaçları
Yönetimsel Görevler
2023 - Devam Ediyor
2023 - Devam EdiyorAnabilim/Bilim Dalı Başkanı
Orta Doğu Teknik Üniversitesi, Uygulamalı Matematik Enstitüsü, Aktüerya Bilimleri Anabilim Dalı
Akademi Dışı Deneyim
2010 - Devam Ediyor
2010 - Devam EdiyorAraştırma Görevlisi
Ankara Üniversitesi, Araştırma Görevlisi
Makaleler
Tümü (11)
SCI-E, SSCI, AHCI (8)
SCI-E, SSCI, AHCI, ESCI (10)
ESCI (1)
Scopus (9)
TRDizin (2)
2026
20261. Strong Order Runge-Kutta Method for Stochastic Optimal Control Problems of the Merton Jump Diffusion Model
YILMAZ F. N., Aydın E., TEMOÇİN B. Z., ALTINTAN D.
Optimal Control Applications and Methods
, cilt.47, sa.2, ss.671-683, 2026 (SCI-Expanded, Scopus)
2025
20252. A Machine Learning Integrated Portfolio Rebalance Framework with Risk Aversion Adjustment
Temoçin B. Z.
BDDK Bankacılık ve Finansal Piyasalar Dergisi , cilt.19, sa.2, ss.173-197, 2025 (TRDizin)
2025
20253. Network Analysis of BIST 100: Crisis Precursors and Influential Nodes
Işlak Ü., TEMOÇİN B. Z.
COMPUTATIONAL ECONOMICS
, 2025 (SCI-Expanded, SSCI, Scopus)
2025
20254. Cushion option on CPPI strategy for defined-contribution pension plans
Gulveren A., TEMOÇİN B. Z., KESTEL A. S.
JOURNAL OF PENSION ECONOMICS & FINANCE
, cilt.24, sa.4, ss.501-515, 2025 (SSCI, Scopus)
2025
20255. OPTIMAL PORTFOLIO ALLOCATION UNDER FRACTAL THEORY
ACIKGOZ T., TEMOCIN B. Z.
FRACTALS-COMPLEX GEOMETRY PATTERNS AND SCALING IN NATURE AND SOCIETY
, cilt.33, sa.09, 2025 (SCI-Expanded, Scopus)
2018
20186. Constant proportion portfolio insurance in defined contribution pension plan management
Temoçin B. Z., Korn R., Selcuk-Kestel A. S.
ANNALS OF OPERATIONS RESEARCH
, cilt.266, ss.329-348, 2018 (SCI-Expanded, Scopus)
2018
20187. Constant proportion portfolio insurance in defined contribution pension plan management under discrete-time trading
Temoçin B. Z., Korn R., Selcuk-Kestel A. S.
ANNALS OF OPERATIONS RESEARCH
, cilt.260, ss.515-544, 2018 (SCI-Expanded, Scopus)
2017
20178. Applications of the central limit theorem for pricing Cliquet-style options
Korn R., Temocin B. Z., Wenzel J.
EUROPEAN ACTUARIAL JOURNAL
, cilt.7, sa.2, ss.465-480, 2017 (ESCI, Scopus)
2016
20169. Estimation of earthquake insurance Premium rates Turkish catastrophe insurance pool case
Temoçin B. Z., Kestel A. S.
AÜÜF Communications: Series A1: Mathematics and Statistics
, cilt.65, ss.161-173, 2016 (Hakemli Dergi)
2014
201410. Optimal control of stochastic hybrid system with jumps: A numerical approximation
TEMOÇİN B. Z., Weber G.
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
, cilt.259, ss.443-451, 2014 (SCI-Expanded, Scopus)
2012
201211. PRICING AND COMPLETION IN A LEVY MARKET MODEL WITH TEUGEL MARTINGALES
Okur Y. Y., TEMOÇİN B. Z., HAYFAVİ A.
HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS
, cilt.41, sa.5, ss.767-783, 2012 (SCI-Expanded, Scopus, TRDizin)