Publications & Works

Publication Network

Articles Published in Journals That Entered SCI, SSCI and AHCI Indexes

Maximum Drawdown and Drawdown Duration of Spectrally Negative Levy Processes Decomposed at Extremes

Vardar Acar C. , Caglar M., Avram F.
JOURNAL OF THEORETICAL PROBABILITY, vol.34, no.3, pp.1486-1505, 2021 (Journal Indexed in SCI) identifier identifier

Analysis of Confidence Levels and Application Success Rates in Simulator-Based Dental Anesthesia Education Among Undergraduate Dental Students

Vural Ç., Bozkurt P., Vardar Acar C. , Üçok C.
Journal of Oral and Maxillofacial Surgery, vol.79, no.6, 2021 (Journal Indexed in SCI) identifier identifier identifier

An optimal stopping problem for spectrally negative Markov additive processes

Çağlar M., Kyprianou A., VARDAR ACAR C.
Stochastic Processes and their Applications, 2021 (Journal Indexed in SCI Expanded) identifier

A study on the discretization of fractional Brownian motion

COŞKUN B., VARDAR ACAR C. , Demirtas H.
AIP Conference Proceedings, vol.2293, 2020 (Journal Indexed in SCI) identifier identifier

TheW,Zscale functions kit for first passage problems of spectrally negative Levy processes, and applications to control problems

Avram F., Grahovac D., Vardar Acar C.
ESAIM-PROBABILITY AND STATISTICS, vol.24, pp.454-525, 2020 (Journal Indexed in SCI) identifier identifier identifier

Accuracy of two different voxel sizes for presurgical evaluation of mandibular osteotomy

Bozkurt P., Kurt M., Kolsuz M., Orhan K., Cömert A., Vardar Acar C.
JOURNAL OF STOMATOLOGY ORAL AND MAXILLOFACIAL SURGERY, vol.121, no.2, pp.129-132, 2020 (Journal Indexed in SCI) identifier identifier identifier

Anatomy of Correlational Magnitude Transformations in Latency and Discretization Contexts in Monte-Carlo Studies

Demirtas H., Vardar-Acar C.
MONTE-CARLO SIMULATION-BASED STATISTICAL MODELING, pp.59-84, 2017 (Journal Indexed in SCI) identifier

Bounds on the expected value of maximum loss of fractional Brownian motion

Vardar-Acar C. , Bulut H.
STATISTICS & PROBABILITY LETTERS, vol.104, pp.117-122, 2015 (Journal Indexed in SCI) Creative Commons License identifier identifier

Estimation of the Hurst parameter for fractional Brownian motion using the CMARS method

Yerlikaya-Ozkurt F., Vardar-Acar C. , Yolcu-Okur Y., Weber G. -.
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, vol.259, pp.843-850, 2014 (Journal Indexed in SCI) identifier identifier

Distribution of maximum loss of fractional Brownian motion with drift

Caglar M., Vardar-Acar C.
STATISTICS & PROBABILITY LETTERS, vol.83, no.12, pp.2729-2734, 2013 (Journal Indexed in SCI) identifier identifier

On the correlation of the supremum and the infimum and of maximum gain and maximum loss of Brownian motion with drift

Vardar-Acar C. , Zirbel C. L. , Szekely G. J.
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, vol.248, pp.61-75, 2013 (Journal Indexed in SCI) identifier identifier

Articles Published in Other Journals

An Improved Textbook Rule on the Mean-Median Inequality for Discrete Data

VARDAR ACAR C. , Demirtas H., AYDEMİR İ., YABACI A., gao R.
Türkiye Klinikleri Biyoistatistik Dergisi, vol.12, no.2, pp.158-167, 2020 (Refereed Journals of Other Institutions)

The W,Z/nu,delta Paradigm for the First Passage of Strong Markov Processes without Positive Jumps

Avram F., Grahovac D., Vardar Acar C.
RISKS, vol.7, no.1, 2019 (Journal Indexed in ESCI) identifier identifier

COMPARING METHODS OF ESTIMATION IN NON NORMAL SAMPLES

Vardar Acar C. , Islam Q.
PROCEEDINGS OF FIFTH INTERNATIONAL STATISTICAL CONFERENCE, vol.17, pp.7-14, 2009 (International Conference Book)

Refereed Congress / Symposium Publications in Proceedings

A Generalized

COŞKUN B. , Demirtas H., VARDAR ACAR C.
ICNAAM, 23 - 28 September 2019

Maximum Loss of Spectrally Negative Lévy Processes

VARDAR ACAR C. , ÇAĞLAR M.
InternationalWorkshop on Applied Probability, 18 - 21 June 2018

Towards extending the W, Z/ν, δ paradigm for first passage problems ofL´evy processes to strong Markov processes without positive jumps

VARDAR ACAR C. , AVRAM F.
SPA 2018, 11 - 15 June 2018

A GENERALIZED CORRELATED RANDOM WALK APPROXIMATION TO FRACTIONAL BROWNIANMOTION

VARDAR ACAR C. , COŞKUN B.
4th International Researchers, Statisticians, Young Statisticians Congress, 28 - 30 April 2018

ESTIMATION OF DURATION OF MAXIMUM DRAWDOWN IN OIL PRICES

SALCI BİLİCİ M., KÜÇÜKBIÇAKCI P., VARDAR ACAR C. , ÜNALMIŞ İ.
4th International Researchers, Statisticians and Young Statisticians Congress, 28 - 30 April 2018

Maximum Loss and Maximum Gain of Spectrally Negative Levy Processes

VARDAR ACAR C. , ÇAĞLAR M.
10th ISC 2017 International Statistics Congress, 6 - 08 December 2017 Creative Commons License identifier identifier

A review of the scale functions method for spectrally negative Levy processes

AVRAM F., ÇAĞLAR M., VARDAR ACAR C.
21st International Congress onInsurance: Mathematics and Economics - IME 2017, 6 - 07 July 2017

Stochastic Delay Differential Equations and TheirApplications to Finance

ALADAĞLI E. E. , VARDAR ACAR C. , YOLCU OKUR Y.
IV. Kadın Matematikçiler Derneği Çalıştayı, Turkey, 28 - 29 April 2017

Examination and Parameter estimation of single species Population Models in presence of randomness and delay

ÖLMEZ S. B. , VARDAR ACAR C. , YOLCU OKUR Y.
3rd Ankara Istanbul Workshop on Stochastic Processes, Turkey, 16 June 2016

Estimation of the Relation Between the Maximum Loss of Fractional Brownian Motion and Its Duration Using SMARS Method

VARDAR ACAR C. , KARTAL KOÇ E.
APMOD 2016, 8 - 10 June 2016

Distribution of Maximum Loss of Fractional Brownian Motion with Drift

VARDAR ACAR C. , ÇAĞLAR M.
European Meeting of Statisticians, 6 - 10 July 2015

On the Supremum Infimum Maximum Gain and Maximum Loss of Brownian Motion

VARDAR ACAR C. , CRAIG Z., GABOR S.
1ST ANKARA-İSTANBUL WORKSHOP ON STOCHASTİC PROCESSES, İstanbul, Turkey, 12 - 13 June 2014, pp.1

Distribution of Maximum Loss for Fractional BrownianMotion

VARDAR ACAR C.
26th European Conference on Operational Research, 1 - 04 July 2013

Correlation of Infimum and Supremum of Brownian Motion with drift

VARDAR ACAR C.
4th Berlin Worhshop on Mathematical Finance for Young Researcher, Berlin, Germany, 11 - 13 October 2012

On Supremum Infimum Maximum Gain andMaximum Loss of Brownian Motion with driftand of Fractional Brownian Motion

VARDAR ACAR C. , ÇAĞLAR M.
1st AMAT International Conference on Applied Mathematics & Approximation Theory, Ankara, Turkey, 17 - 20 May 2012

On the Supremum Infimum Maximum Gain and Maximum Loss of Fractional Brownian Motion

VARDAR ACAR C. , ÇAĞLAR M.
ODTÜ, İstatistik Bölümü Seminer Günleri, Ankara, Turkey, 03 May 2012

The Supremum the Infimum Maximum Gain and Maximum Loss of Brownian Motion with Drift

VARDAR ACAR C.
7th International Congress on Industrial and Applied Mathematics, Vancouver, Canada, 18 - 22 July 2011

On the Supremum the Infimum and Maximum Gain and Maximum Loss of BrownianMotion with Drift

VARDAR ACAR C.
International Conference on Mathematical Finance and Economics, İstanbul, Turkey, 6 - 08 July 2011, pp.134

Supremum Infimum Maximum Gain and Maximum Loss of Brownian Motion with Drift

VARDAR ACAR C.
24th Mini Euro Conference, İzmir, Turkey, 23 - 26 June 2010

Kesirli Brown Hareketinde Supremum Dağılımı Üzerine Sonuçlar

VARDAR ACAR C.
5nci Ankara Matematik Günleri Kongresi, Ankara, Turkey, 3 - 04 June 2010

On the Correlation of Maximu Loss and Maximum Gain of Stock Price Processes

VARDAR ACAR C.
The workshop on Recent Developments in Applied Probability and Statistics, Ankara, Turkey, 23 - 24 April 2009

Books & Book Chapters

Anatomy of correlational magnitudetransformations in latency and discretizationcontexts in Monte Carlo studies

Demirtas H., Vardar Acar C.
in: Monte-Carlo Simulation-Based Statistical ModelingPart of the series ICSA Book Series in Statistics, Ding-Geng (Din) Chen,John Dean Chen, Editor, Springer, New York, pp.59-84, 2017