Prof. Dr. ÖMÜR UĞUR

Yayın Ağı

Makaleler 41

1. Analytical pricing of time dependent stop-loss reinsurance and exposure curves under time-changed Brownian motion

Yilmaz B., Hekimoglu A. A., UĞUR Ö.

JAPAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS , cilt.43, sa.3, 2026 (SCI-Expanded, Scopus)

2. A PINN-enhanced SUPG-stabilized hybrid finite element framework with shock-capturing for computing steady convection-dominated flows

Cengizci S., UĞUR Ö., Natesan S.

Advances in Engineering Software , cilt.216, 2026 (SCI-Expanded, Scopus)

3. The QLBS Model Within the Presence of Feedback Loops Through the Impacts of a Large Trader

Özsoy A. U., UĞUR Ö.

Computational Economics , cilt.67, sa.3, ss.1849-1876, 2026 (SCI-Expanded, SSCI, Scopus)

4. A Computational Study for Pricing European- and American-Type Options Under Heston's Stochastic Volatility Model: Application of the SUPG-YZβ Formulation

Cengizci S., UĞUR Ö.

COMPUTATIONAL ECONOMICS , cilt.66, sa.1, ss.179-206, 2025 (SCI-Expanded, SSCI, Scopus)

5. SUPG-based stabilized finite element computations of convection-dominated 3D elliptic PDEs using shock-capturing

Cengizci S., Uğur Ö., Natesan S.

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS , cilt.451, 2024 (SCI-Expanded, Scopus)

6. A computational study for simulating MHD duct flows at high Hartmann numbers using a stabilized finite element formulation with shock-capturing

Cengizci S., UĞUR Ö.

Journal of Computational Science , cilt.81, 2024 (SCI-Expanded, Scopus)

7. A stabilized finite element formulation with shock-capturing for solving advection-dominated convection–diffusion equations having time-fractional derivatives

Cengizci S., UĞUR Ö., Natesan S.

Journal of Computational Science , cilt.76, 2024 (SCI-Expanded, Scopus)

8. A COMPARATIVE AND ILLUSTRATIVE STUDY FOR SOLVING SINGULARLY PERTURBED PROBLEMS WITH TWO PARAMETERS

CEngizci S., UĞUR Ö.

Turkish World Mathematical Society Journal of Applied and Engineering Mathematics , cilt.14, sa.2, ss.520-536, 2024 (ESCI, Scopus)

9. Optimal placement of the multiple magnetic sources for the MHD flow in a rectangular duct

Evcin C., Uğur Ö., Tezer M.

Optimization and Engineering , cilt.24, sa.4, ss.2855-2885, 2023 (SCI-Expanded, Scopus)

10. Hybrid wavelet-neural network models for time series

Kılıç D. K., Uğur Ö.

APPLIED SOFT COMPUTING , cilt.144, 2023 (SCI-Expanded, Scopus)

11. A SUPG formulation augmented with shock-capturing for solving convection-dominated reaction-convection-diffusion equations

Cengizci S., UĞUR Ö., Natesan S.

COMPUTATIONAL & APPLIED MATHEMATICS , cilt.42, sa.5, 2023 (SCI-Expanded, Scopus)

12. SUPG formulation augmented with YZ beta shock-capturing for computing shallow-water equations

Cengizci S., Ugur O.

ZAMM-ZEITSCHRIFT FUR ANGEWANDTE MATHEMATIK UND MECHANIK , cilt.103, sa.6, 2023 (SCI-Expanded, Scopus)

13. Optimal Limit Order Book Trading Strategies with Stochastic Volatility in the Underlying Asset

Aydoğan B., UĞUR Ö., Aksoy Ü.

Computational Economics , cilt.62, sa.1, ss.289-324, 2023 (SCI-Expanded, SSCI, Scopus)

14. The impact of simultaneous shocks to financial markets and mortality on pension buy-out prices

Arik A., Ugur Ö., Kleinow T.

ASTIN BULLETIN-THE JOURNAL OF THE INTERNATIONAL ACTUARIAL ASSOCIATION , cilt.53, ss.392-417, 2023 (SCI-Expanded, SSCI, Scopus)

15. A stabilized FEM formulation with discontinuity-capturing for solving Burgers’-type equations at high Reynolds numbers

Cengizci S., UĞUR Ö.

Applied Mathematics and Computation , cilt.442, 2023 (SCI-Expanded, Scopus)

16. The Impact of Feature Selection and Transformation on Machine Learning Methods in Determining the Credit Scoring

Koç O., Uğur Ö., Kestel A. S.

arXiv , cilt.2303, sa.5427, ss.2-14, 2023 (Hakemsiz Dergi) Sürdürülebilir Kalkınma

17. SUPG-YZ beta computation of chemically reactive convection-dominated nonlinear models

Cengizci S., UĞUR Ö., Natesan S.

INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS , cilt.100, sa.2, ss.283-303, 2023 (SCI-Expanded, Scopus)

18. Time varying control of magnetohydrodynamic duct flow

Evcin C., UĞUR Ö., Tezer-Sezgin M.

European Journal of Mechanics, B/Fluids , cilt.89, ss.100-114, 2021 (SCI-Expanded, Scopus)

19. A mathematical model for human-to-human transmission of COVID-19: a case study for Turkey's data

Cengizci S., Cengizci A. D., Uğur Ö.

MATHEMATICAL BIOSCIENCES AND ENGINEERING , cilt.18, sa.6, ss.9787-9805, 2021 (SCI-Expanded, Scopus) Sürdürülebilir Kalkınma

20. Controlling the Power-Law Fluid Flow and Heat Transfer Under the External Magnetic Field Using the Flow Index and the Hartmann Number

Evcin C., UĞUR Ö., Tezer-Sezgin M.

INTERNATIONAL JOURNAL OF COMPUTATIONAL METHODS , cilt.17, sa.3, 2020 (SCI-Expanded, Scopus)

21. Determining the optimal parameters for the MHD flow and heat transfer with variable viscosity and Hall effect

Evcin C., Uğur Ö., Tezer-Sezgin M.

COMPUTERS & MATHEMATICS WITH APPLICATIONS , cilt.76, ss.1338-1355, 2018 (SCI-Expanded, Scopus)

22. Modeling and implementation of local volatility surfaces in Bayesian framework

Animoku A., UĞUR Ö., Yolcu-Okur Y.

COMPUTATIONAL MANAGEMENT SCIENCE , cilt.15, sa.2, ss.239-258, 2018 (ESCI, Scopus)

23. Impulsive Expressions in Stochastic Simulation Algorithms

Altintan D., Purutcuoglu V., Uğur Ö.

INTERNATIONAL JOURNAL OF COMPUTATIONAL METHODS , cilt.15, sa.1, 2018 (SCI-Expanded, Scopus)

24. Multiresolution analysis of S&P500 time series

KILIC D. K., UĞUR Ö.

ANNALS OF OPERATIONS RESEARCH , cilt.260, ss.197-216, 2018 (SCI-Expanded, Scopus)

25. On the methods of pricing American options: case study

AYDOGAN B., Aksoy U., UĞUR Ö.

ANNALS OF OPERATIONS RESEARCH , cilt.260, ss.79-94, 2018 (SCI-Expanded, Scopus)

26. Pricing pension buy-outs under stochastic interest and mortality rates

ARIK A., Yolcu-Okur Y., ŞAHİN Ş., UĞUR Ö.

SCANDINAVIAN ACTUARIAL JOURNAL , sa.3, ss.173-190, 2018 (SCI-Expanded, SSCI, Scopus)

27. On the single name CDS price under structural modeling

GOKGOZ I. H., UĞUR Ö., Okur Y. Y.

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS , cilt.259, ss.406-412, 2014 (SCI-Expanded, Scopus)

28. Solution of initial and boundary value problems by the variational iteration method

Altintan D., UĞUR Ö.

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS , cilt.259, ss.790-797, 2014 (SCI-Expanded, Scopus)

29. Pricing formulae for constant proportion debt obligation notes: The Laplace transform technique

Cekic A. I., UĞUR Ö.

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS , cilt.259, ss.362-370, 2014 (SCI-Expanded, Scopus)

30. Generalisation of the Lagrange multipliers for variational iterations applied to systems of differential equations

ALTINTAN D., UĞUR Ö.

MATHEMATICAL AND COMPUTER MODELLING , cilt.54, ss.2040-2050, 2011 (SCI-Expanded, Scopus)

31. MATHEMATICAL AND DATA MINING CONTRIBUTIONS TO DYNAMICS AND OPTIMIZATION OF GENE-ENVIRONMENT NETWORKS

Weber G. W., Taylan P., ÖZTÜRK B., UĞUR Ö.

CROSSING IN COMPLEXITY: INTERDISCIPLINARY APPLICATION OF PHYSICS IN BIOLOGICAL AND SOCIAL SYSTEMS , ss.151-180, 2010 (SCI-Expanded) Sürdürülebilir Kalkınma

32. Variational iteration method for Sturm-Liouville differential equations

ALTINTAN D., UĞUR Ö.

COMPUTERS & MATHEMATICS WITH APPLICATIONS , cilt.58, sa.2, ss.322-328, 2009 (SCI-Expanded, Scopus)

33. On optimization, dynamics and uncertainty: A tutorial for gene-environment networks

WEBER G. -., UĞUR Ö., Taylan P., TEZEL A.

DISCRETE APPLIED MATHEMATICS , cilt.157, sa.10, ss.2494-2513, 2009 (SCI-Expanded, Scopus)

34. An algorithmic approach to analyse genetic networks and biological energy production: an introduction and contribution where OR meets biology

UĞUR Ö., PICKL S. W., WEBER G. -., WUENSCHIERS R.

OPTIMIZATION , cilt.58, sa.1, ss.1-22, 2009 (SCI-Expanded, Scopus)

35. Derivative free optimization methods for optimizing stirrer configurations

UĞUR Ö., Karasoezen B., SCHAEFER M., YAPICI K.

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH , cilt.191, sa.3, ss.855-863, 2008 (SCI-Expanded, Scopus)

36. Mathematical and Data Mining Contributions to Dynamics and Optimization of Gene-Environment Networks

WEBER G. W., TAYLAN P., ÖZTÜRK B., UĞUR Ö.

ELECTRONIC JOURNAL OF THEORETICAL PHYSICS , cilt.4, sa.16, ss.115-146, 2007 (Scopus)

37. Optimization and dynamics of gene-environment networks with intervals

Ugur O., Weber G. W.

JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION , cilt.3, sa.2, ss.357-379, 2007 (SCI-Expanded, Scopus)

38. Boundary value problems for higher order linear impulsive differential equations

Ugur O., AKHMET M.

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS , cilt.319, sa.1, ss.139-156, 2006 (SCI-Expanded, Scopus)

39. The Sturm-Liouville operator on the space of functions with discontinuity conditions

Ugur O., Akhmet M.

COMPUTERS & MATHEMATICS WITH APPLICATIONS , cilt.51, sa.6-7, ss.889-896, 2006 (SCI-Expanded, Scopus)

40. Numerical method for optimizing stirrer configurations

Schafer M., KARASOZEN B., ULUDAĞ Y., YAPICI K., Ugur O.

COMPUTERS & CHEMICAL ENGINEERING , cilt.30, sa.2, ss.183-190, 2005 (SCI-Expanded, Scopus)

41. An eigenfunction expansion for the Schrodinger equation with arbitrary non-central potentials

TASELI H., Erhan I., Ugur O.

JOURNAL OF MATHEMATICAL CHEMISTRY , cilt.32, sa.4, ss.323-338, 2002 (SCI-Expanded, Scopus)

Hakemli Bilimsel Toplantılarda Yayımlanmış Bildiriler 7

1. TY-RIST: Tactical YOLO Tricks for Real-time Infrared Small Target Detection

Atrash A., ERTEKİN BOLELLİ Ş., UĞUR Ö., Moured O., Chen Y., Zhang J.

the IEEE/CVF International Conference on Computer Vision (ICCV) Workshops, Amerika Birleşik Devletleri, 23 Ekim 2025, ss.2201-2210, (Tam Metin Bildiri)

2. A Computational Study on Sobol' Sequences

Tokmak B., UĞUR Ö.

VI. International Applied Statistics Congress (UYIK – 2025), 14 - 16 Mayıs 2025, (Tam Metin Bildiri)

3. Data-Driven Model Discovery and Control: Real-Time Implementation to Highly Maneuverable Aircraft Lateral-Directional Dynamics

Oznurlu C., Bayri B., UĞUR Ö.

10th International Conference on Recent Advances in Air and Space Technologies, RAST 2023, İstanbul, Türkiye, 7 - 09 Haziran 2023, (Tam Metin Bildiri)