Browsing International Finance by Author "(ORCID 0000-0003-1680-2158 & YÖK ID 177201) Akat, Muzaffer"
Now showing items 1-6 of 6
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Algorithmic pairs trading with expert inputs, a fuzzy statistical arbitrage framework
Bayram, M.; Akat, Muzaffer; Bulkan, S. (IOS Press, 2020)Pairs trading is a widespread market-neutral trading strategy aiming to utilize the relationship between pairs of financial instruments in efficient markets, where predictability of separate asset movements is theoretically ... -
An approximation of stochastic hyperbolic equations: case with Wiener process
Ashyralyev, A.; Akat, Muzaffer (Wiley, 2013-06)In the present paper, the two-step difference scheme for the Cauchy problem for the stochastic hyperbolic equation is presented. The convergence estimate for the solution of the difference scheme is established. In ... -
An approximation of stochastic telegraph equations
Ashyralyev, A.; Akat, Muzaffer (AIP Publishing, 2012)In the present paper the two-step difference scheme for the telegraph equation is presented. The convergence estimate for the solution of the difference scheme is established. In applications, the convergence estimates for ... -
Market-neutral trading with fuzzy inference, a new method for the pairs trading strategy
Bayram, M.; Akat, Muzaffer (Kaunas University of Technology, 2019)Pricing of financial instruments and stock market predictions is a specific and relatively narrow field, which has been mainly explored by mathematicians, economists and financial engineers. Prediction to make profits in ... -
Numerical discretization of stochastic oscillators with generalized numerical integrators
Sirma, A.; Kosker, R.; Akat, Muzaffer (Vinča Institute of Nuclear Sciences, 2021)In this study, we propose a numerical scheme for stochastic oscillators with additive noise obtained by the method of variation of constants formula using generalized numerical integrators. For both of the displacement and ... -
On the numerical schemes for Langevin-type equations
Akat, Muzaffer; Kosker, R.; Sirma, A. (Karaganda University, 2020)In this paper, a numerical approach is proposed based on the variation-of-constants formula for the numerical discretization Langevin-type equations. Linear and non-linear cases are treated separately. The proofs of ...
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