Diversification Benefit and Return Performance of REITs Using CAPM and Fama-French: Evidence from Turkey Y Coskun, AS Selcuk-Kestel, B Yilmaz Borsa Istanbul Review 17 (4), 199-215, 2017 | 39 | 2017 |
Synthetic demand data generation for individual electricity consumers : Generative Adversarial Networks (GANs) B Yilmaz, R Korn Energy and AI, 2022 | 38 | 2022 |
Forecasting House Prices in Turkey: GLM, VAR and Time Series Approaches B Yilmaz, S Selcuk-Kestel, A. Journal of Business Economics and Finance 9 (4), 274-291, 2020 | 12 | 2020 |
A Stochastic Approach to Model Housing Markets: The US Housing Market Case B Yilmaz, AS Selcuk-Kestel Numerical Algebra, Control & Optimization 8 (4), 481-492, 2018 | 12 | 2018 |
Computation of Option Greeks under Hybrid Stochastic Volatility Models via Malliavin Calculus B Yilmaz Modern Stochastics: Theory and Applications 5 (2), 145-165, 2018 | 11 | 2018 |
Understanding the mathematical background of Generative Adversarial Networks (GANs) B YILMAZ, K Ralf Mathematical Modelling and Numerical Simulation with Applications 3 (3), 234-255, 2023 | 10* | 2023 |
A scenario framework for electricity grid using Generative Adversarial Networks B Yilmaz Sustainable Energy, Grids and Networks, 101157, 2023 | 7 | 2023 |
Computation of Hedging Coefficients for Mortgage Default and Prepayment Options: Malliavin Calculus Approach B Yilmaz, AS Selcuk-Kestel Journal of Real Estate Finance & Economics 59 (4), 673 - 697, 2019 | 6 | 2019 |
Generative adversarial network for load data generation: Türkiye energy market case B Yılmaz Mathematical Modelling and Numerical Simulation with Applications 3 (2), 141-158, 2023 | 5 | 2023 |
Housing GANs: Deep Generation of Housing Market Data B Yilmaz Computational Economics, 2023 | 4 | 2023 |
The Impact of Large Investors on the Portfolio Optimization of Single-Family Houses in Housing Markets B Yilmaz, R Korn, S Selcuk-Kestel, A. Computational Economics, 2022 | 4 | 2022 |
Default and Prepayment Options Pricing and Default Probability Valuation under VG Model B Yilmaz, H A.Alper, SK A. Sevtap Journal of Computational and Applied Mathematics, 2022 | 3 | 2022 |
House Prices as a Result of Trading Activities: A Patient Trader Model R Korn, B Yilmaz Computational Economics, 2021 | 3 | 2021 |
Electricity GANs: Generative adversarial networks for electricity price scenario generation B Yilmaz, C Laudagé, R Korn, S Desmettre Commodities 3 (3), 254-280, 2024 | 2 | 2024 |
Optimal Capacity Allocation in accordance with Renewable Energy Sources: The US Electricity Market U Golbasi, B Yilmaz, AS Selcuk-Kestel International Journal of Ambient Energy, 1-42, 2022 | 2 | 2022 |
Housing Market Dynamics and Advances in Mortgages: Option Based Modeling and Hedging B Yilmaz Middle East Technical University, 2019 | 2 | 2019 |
Computation of the Delta of European Options under Stochastic Volatility Models Y Yolcu-Okur, T Sayer, B Yilmaz, BA Inkaya Computational Management Science 15 (52), 1-25, 2018 | 2 | 2018 |
A Comprehensive guide to Generative Adversarial Networks (GANs) and application to individual electricity demand B Yilmaz, R Korn Expert Systems with Applications 250, 123851, 2024 | 1 | 2024 |
Option Pricing in Emerging Markets Using Pure Jump Processes: Explicit Calibration of BIST30 European Option B Yilmaz, A Hekimoglu, Ali Journal of Business, Economics and Finance 11 (4), 161-175, 2022 | 1* | 2022 |
Computation of the Delta of European Options under Stochastic Volatility Models B Yilmaz, Y Yolcu-Okur, BA Inkaya, T Sayer SIAM Conference on Financial Mathematics and Engineering; 10/2014, 2014 | 1 | 2014 |