Publications & Works

Publication Network
Articles 39
All (39)
SCI-E, SSCI, AHCI (35)
SCI-E, SSCI, AHCI, ESCI (37)
ESCI (2)
Scopus (37)
Other Publications (1)

1. 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 , vol.66, no.1, pp.179-206, 2025 (SCI-Expanded, SSCI, Scopus) identifier identifier

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

Özsoy A. U., UĞUR Ö.
Computational Economics , 2025 (SCI-Expanded, SSCI, Scopus) identifier identifier

3. 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 , vol.451, 2024 (SCI-Expanded, Scopus) identifier identifier

4. 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 , vol.81, 2024 (SCI-Expanded, Scopus) identifier identifier

5. 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 , vol.76, 2024 (SCI-Expanded, Scopus) identifier identifier

6. 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 , vol.14, no.2, pp.520-536, 2024 (ESCI, Scopus) identifier identifier

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

Evcin C., Uğur Ö., Tezer M.
Optimization and Engineering , vol.24, no.4, pp.2855-2885, 2023 (SCI-Expanded, Scopus) identifier identifier

8. Hybrid wavelet-neural network models for time series

Kılıç D. K., Uğur Ö.
APPLIED SOFT COMPUTING , vol.144, 2023 (SCI-Expanded, Scopus) identifier identifier

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

Cengizci S., UĞUR Ö., Natesan S.
COMPUTATIONAL & APPLIED MATHEMATICS , vol.42, no.5, 2023 (SCI-Expanded, Scopus) identifier identifier

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

Cengizci S., Ugur O.
ZAMM-ZEITSCHRIFT FUR ANGEWANDTE MATHEMATIK UND MECHANIK , vol.103, no.6, 2023 (SCI-Expanded, Scopus) identifier identifier

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

Aydoğan B., UĞUR Ö., Aksoy Ü.
Computational Economics , vol.62, no.1, pp.289-324, 2023 (SCI-Expanded, SSCI, Scopus) Creative Commons License identifier identifier

12. 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 , vol.53, pp.392-417, 2023 (SCI-Expanded, SSCI, Scopus) Creative Commons License identifier identifier

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

Cengizci S., UĞUR Ö.
Applied Mathematics and Computation , vol.442, 2023 (SCI-Expanded, Scopus) identifier identifier

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

Koç O., Uğur Ö., Kestel A. S.
arXiv , vol.2303, no.5427, pp.2-14, 2023 (Non Peer-Reviewed Journal) Sustainable Development identifier

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

Cengizci S., UĞUR Ö., Natesan S.
INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS , vol.100, no.2, pp.283-303, 2023 (SCI-Expanded, Scopus) identifier identifier

16. Time varying control of magnetohydrodynamic duct flow

Evcin C., UĞUR Ö., Tezer-Sezgin M.
European Journal of Mechanics, B/Fluids , vol.89, pp.100-114, 2021 (SCI-Expanded, Scopus) identifier identifier

17. 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 , vol.18, no.6, pp.9787-9805, 2021 (SCI-Expanded, Scopus) Sustainable Development identifier identifier identifier

18. 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 , vol.17, no.3, 2020 (SCI-Expanded, Scopus) identifier identifier

19. 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 , vol.76, pp.1338-1355, 2018 (SCI-Expanded, Scopus) identifier identifier

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

Animoku A., UĞUR Ö., Yolcu-Okur Y.
COMPUTATIONAL MANAGEMENT SCIENCE , vol.15, no.2, pp.239-258, 2018 (ESCI, Scopus) identifier identifier

21. Impulsive Expressions in Stochastic Simulation Algorithms

Altintan D., Purutcuoglu V., Uğur Ö.
INTERNATIONAL JOURNAL OF COMPUTATIONAL METHODS , vol.15, no.1, 2018 (SCI-Expanded, Scopus) identifier identifier

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

ARIK A., Yolcu-Okur Y., ŞAHİN Ş., UĞUR Ö.
SCANDINAVIAN ACTUARIAL JOURNAL , no.3, pp.173-190, 2018 (SCI-Expanded, SSCI, Scopus) identifier identifier

23. Multiresolution analysis of S&P500 time series

KILIC D. K., UĞUR Ö.
ANNALS OF OPERATIONS RESEARCH , vol.260, pp.197-216, 2018 (SCI-Expanded, Scopus) identifier identifier

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

AYDOGAN B., Aksoy U., UĞUR Ö.
ANNALS OF OPERATIONS RESEARCH , vol.260, pp.79-94, 2018 (SCI-Expanded, Scopus) identifier identifier

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

Altintan D., UĞUR Ö.
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS , vol.259, pp.790-797, 2014 (SCI-Expanded, Scopus) identifier identifier

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

Cekic A. I., UĞUR Ö.
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS , vol.259, pp.362-370, 2014 (SCI-Expanded, Scopus) identifier identifier

27. On the single name CDS price under structural modeling

GOKGOZ I. H., UĞUR Ö., Okur Y. Y.
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS , vol.259, pp.406-412, 2014 (SCI-Expanded, Scopus) identifier identifier

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

ALTINTAN D., UĞUR Ö.
MATHEMATICAL AND COMPUTER MODELLING , vol.54, pp.2040-2050, 2011 (SCI-Expanded, Scopus) identifier identifier

29. 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 , pp.151-180, 2010 (SCI-Expanded) Sustainable Development identifier

30. Variational iteration method for Sturm-Liouville differential equations

ALTINTAN D., UĞUR Ö.
COMPUTERS & MATHEMATICS WITH APPLICATIONS , vol.58, no.2, pp.322-328, 2009 (SCI-Expanded, Scopus) identifier identifier

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

WEBER G. -., UĞUR Ö., Taylan P., TEZEL A.
DISCRETE APPLIED MATHEMATICS , vol.157, no.10, pp.2494-2513, 2009 (SCI-Expanded, Scopus) identifier identifier

32. 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 , vol.58, no.1, pp.1-22, 2009 (SCI-Expanded, Scopus) identifier identifier

33. Derivative free optimization methods for optimizing stirrer configurations

UĞUR Ö., Karasoezen B., SCHAEFER M., YAPICI K.
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH , vol.191, no.3, pp.855-863, 2008 (SCI-Expanded, Scopus) identifier identifier

34. 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 , vol.4, no.16, pp.115-146, 2007 (Scopus) identifier

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

Ugur O., Weber G. W.
JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION , vol.3, no.2, pp.357-379, 2007 (SCI-Expanded, Scopus) identifier identifier

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

Ugur O., AKHMET M.
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS , vol.319, no.1, pp.139-156, 2006 (SCI-Expanded, Scopus) identifier identifier

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

Ugur O., Akhmet M.
COMPUTERS & MATHEMATICS WITH APPLICATIONS , vol.51, no.6-7, pp.889-896, 2006 (SCI-Expanded, Scopus) identifier identifier

38. Numerical method for optimizing stirrer configurations

Schafer M., KARASOZEN B., ULUDAĞ Y., YAPICI K., Ugur O.
COMPUTERS & CHEMICAL ENGINEERING , vol.30, no.2, pp.183-190, 2005 (SCI-Expanded, Scopus) identifier identifier

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

TASELI H., Erhan I., Ugur O.
JOURNAL OF MATHEMATICAL CHEMISTRY , vol.32, no.4, pp.323-338, 2002 (SCI-Expanded, Scopus) identifier identifier
Papers Presented at Peer-Reviewed Scientific Conferences 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, United States Of America, 23 October 2025, pp.2201-2210, (Full Text)

2. A Computational Study on Sobol' Sequences

Tokmak B., UĞUR Ö.
VI. International Applied Statistics Congress (UYIK – 2025), 14 - 16 May 2025, (Full Text)

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, Turkey, 7 - 09 June 2023, (Full Text) identifier identifier

4. Numerical Modeling of Hypersonic Air and Carbon Dioxide Flows in Thermochemical Non-Equilibrium with SU2-NEMO Solver

Çelik M., Uğur Ö., Eyi S.
The 2nd International Conference on Flight Vehicles, Aerothermodynamics and Re-entry Missions Engineering (FAR), Heilbronn, Germany, 19 - 23 June 2022, pp.1-6, (Full Text) Creative Commons License

5. Multi-fidelity aerodynamic dataset generation of a fighter aircraft

Kurt H. B., Millidere M., Gomec F. S., Uğur Ö.
AIAA Science and Technology Forum and Exposition, AIAA SciTech Forum 2021, Virtual, Online, 11 - 15 January 2021, pp.1-28, (Full Text) identifier

6. Kalman based neural network analysis with resampling methods for longitudinal aerodynamic coefficient estimation

Millidere M., Kurt H. B., Balli H., Uğur Ö.
AIAA AVIATION 2020 FORUM, Virtual, Online, 15 - 19 June 2020, pp.1-25, (Full Text) identifier

7. Derivative free optimization of stirrer configurations

Schaefer M., KARASÖZEN B., UĞUR Ö., Yapici K.
6th European Conference on Numberical Mathematics and Advanced Applications (ENUMATH2005), Santiago de Compostela, Spain, 01 July 2005, pp.1031-1033, (Full Text) identifier
Books 3

1. A Computational Study on Sobol' Sequences

Tokmak B., UĞUR Ö.
in: Current Approaches in Applied Statistics I, , Editor, Özgür Yayınları, pp.15-48, 2025

2. Application of Various Modelling Techniques into Consumer Confidence Index

Kalayci B., PURUTÇUOĞLU V., WEBER G. W., UĞUR Ö., DEFTERLİ Ö.
in: Operations Research: Evolving Frontiers and Diverse Applications, , Editor, CRC Press, pp.42-66, 2025

3. An Introduction to Computational Finance

Uğur Ö.
Imperial College Press , Singapore, 2009
Other Publications 1

1. 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 M.
Other, pp.1-10, 2018
Metrics

Publication

71

Publication (WoS)

39

Publication (Scopus)

41

Citation (WoS)

259

H-Index (WoS)

10

Citation (Scopus)

319

H-Index (Scopus)

11

Citation (Scholar)

643

H-Index (Scholar)

15

Project

12

Thesis Advisory

44

Open Access

27
UN Sustainable Development Goals