Publications & Works

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

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

JOURNAL OF THEORETICAL PROBABILITY, vol.34, no.3, pp.1486-1505, 2021 (Journal Indexed in SCI) identifier identifier

An optimal stopping problem for spectrally negative Markov additive processes

Stochastic Processes and their Applications, 2021 (Journal Indexed in SCI Expanded) identifier

A study on the discretization of fractional Brownian motion

AIP Conference Proceedings, vol.2293, 2020 (Journal Indexed in SCI) identifier identifier

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

JOURNAL OF STOMATOLOGY ORAL AND MAXILLOFACIAL SURGERY, vol.121, no.2, pp.129-132, 2020 (Journal Indexed in SCI) identifier identifier identifier

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

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

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

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

Articles Published in Other Journals

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

Türkiye Klinikleri Biyoistatistik Dergisi, vol.12, no.2, pp.158-167, 2020 (Refereed Journals of Other Institutions)

COMPARING METHODS OF ESTIMATION IN NON NORMAL SAMPLES

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

Refereed Congress / Symposium Publications in Proceedings

A Generalized

ICNAAM, 23 - 28 September 2019

Maximum Loss of Spectrally Negative Lévy Processes

InternationalWorkshop on Applied Probability, 18 - 21 June 2018

A GENERALIZED CORRELATED RANDOM WALK APPROXIMATION TO FRACTIONAL BROWNIANMOTION

4th International Researchers, Statisticians, Young Statisticians Congress, 28 - 30 April 2018

ESTIMATION OF DURATION OF MAXIMUM DRAWDOWN IN OIL PRICES

4th International Researchers, Statisticians and Young Statisticians Congress, 28 - 30 April 2018

Maximum Loss and Maximum Gain of Spectrally Negative Levy Processes

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

21st International Congress onInsurance: Mathematics and Economics - IME 2017, 6 - 07 July 2017

Stochastic Delay Differential Equations and TheirApplications to Finance

IV. Kadın Matematikçiler Derneği Çalıştayı, Turkey, 28 - 29 April 2017

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

1ST ANKARA-İSTANBUL WORKSHOP ON STOCHASTİC PROCESSES, İstanbul, Turkey, 12 - 13 June 2014, pp.1

Distribution of Maximum Loss for Fractional BrownianMotion

26th European Conference on Operational Research, 1 - 04 July 2013

Correlation of Infimum and Supremum of Brownian Motion with drift

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

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

ODTÜ, İstatistik Bölümü Seminer Günleri, Ankara, Turkey, 03 May 2012

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

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

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

Kesirli Brown Hareketinde Supremum Dağılımı Üzerine Sonuçlar

5nci Ankara Matematik Günleri Kongresi, Ankara, Turkey, 3 - 04 June 2010

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

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

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