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Prof. Dr. Nesrin Okay

Nesrin Okay, Professor

Ph.D. : The City University of New York

Teaching Areas: Business Statistics, Economics, Financial Econometrics

Research Areas: Financial Engineering; Economics; Econometrics; Statistical Analysis of Financial Markets; Stock Market Modeling and Forecasting; Time Series Analysis

Ext: 6508

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Selected Publications:

    • M. Serdar Yümlü, Fikret S. Gürgen, A. Taylan Cemgil, Nesrin Okay, Bayesian changepoint and time-varying parameter learning in regime switching volatility models, Digital Signal Processing​, 40​​, 198-212​, 2015 ​​
    • Akman U, Okay E, Okay N, Current Snapshot of the Turkish ESCO Market, Energy Policy​, 60​​, 106-115​, 2013 ​​ SSCI ​ ​ ​​​
    • Okay E, Okay N, Akman U​​​​​, Turkey​​​​​, Langlois P, Hansen SJ ​​​​​, World ESCO Outlook​​​​​, The Fairmont Press​​​​​, 2012​​.​
    • Okay N. and Akman, U. (2010) "Analysis of ESCO Activities Using Country Indicators", Renewable & Sustainable Energy Reviews, 14 , 9, pp. 2760-2771. (SCI)

    • Derelioglu G., Gürgen F., Okay N. (2009) "A Neural Approach for SME's Credit Risk Analysis in Turkey" in: Perner P. (Ed.): Machine Learning and Data Mining in Pattern Recognition, Proceedings of 6th Int. Conference, MLDM 2009, Leipzig, Germany, July 23-25, 2009, Lecture Notes in Artificial Intelligence, Vol: 5632, ISBN: 978-3-642-03069-7.

    • Akman U., Okay N. and Hortacsu O. (2008) "Hierarchical Clustering Analysis for the Distribution of Origanum-Oil Components in Dense CO2", Korean Journal of Chemical Engineering, 25(2), pp. 329-344. (SSCI) CV Personal Website