Muzaffer Akat

Özyeğin University — Turkey

Economics, Econometrics and Finance · Social Sciences

4h-index34citations11works0.02yr avg
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Research Topics

Stochastic processes and financial applications(5), Financial Markets and Investment Strategies(3), Stock Market Forecasting Methods(3), Banking stability, regulation, efficiency(2), Housing Market and Economics(2)

Publications11 total

Numerical discretization of stochastic oscillators with generalized numerical integrators
Thermal Science·2021Open Access
On the numerical schemes for Langevin-type equations
BULLETIN OF THE KARAGANDA UNIVERSITY-MATHEMATICS·2020· 1 citedOpen Access
Market-neutral trading with fuzzy inference, a new method for the pairs trading strategy
Engineering Economics·2019· 5 citedOpen Access
Algorithmic pairs trading with expert inputs, a fuzzy statistical arbitrage framework
Journal of Intelligent & Fuzzy Systems·2019
DOES THE AUCTION CYCLE HAVE AN EFFECT ON THE MOMENTUM STRATEGIES IN TURKISH BOND MARKET?
DergiPark (Istanbul University)·2019Open Access
Will Switching From The Var To The Expected Shortfall Provide The Efficiency In The Capital Adequacy? Evidence From The Fx Positions
Nihon Keiei Gakkaishi·2018· 1 cited
An approximation of stochastic hyperbolic equations: case with Wiener process
Mathematical Methods in the Applied Sciences·2013· 15 cited
Valuing Default and Defeasence Option for Commercial Mortgage Backed Securities
RePEc: Research Papers in Economics·2012· 1 cited
An approximation of stochastic telegraph equations
AIP conference proceedings·2012· 4 cited
An Approximation of Stochastic Hyperbolic Equations
AIP conference proceedings·2011· 7 cited
Pricing and Modeling Credit Derivatives
Brazilian Review of Econometrics·2007

Frequent Co-authors

Allaberen Ashyralyev(3), M. Baha Bayram(2), Reşat Köşker(2), Ali Sırma(2), Theodore E. Simos(1), George Psihoyios(1), Ch. Tsitouras(1), Zacharias Anastassi(1), Brent W. Ambrose(1), Orhan Erdem(1), Yıldıray Yıldırım(1), Cahit Memiş(1), Serol Bulkan(1), İlkay ÖZTÜRK(1), Caio Almeida(1), George Papanicolaou(1)