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
- 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,
Okay E, Okay N, Akman U,
Turkey, Langlois P, Hansen SJ , World ESCO Outlook, The Fairmont
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)