Giray Okten

Publications

Search Google Scholar for Giray Okten OpenAlex Works Search

More Publications (Last OpenAlex import 11/7/24)

1. "Derivative-based Shapley value for global sensitivity analysis and machine learning explainability"
   2024 ▪ International Journal for Uncertainty Quantification
   Giray Ökten; Hui Duan;
   https://openalex.org/W4399110757
2. "Control variate Monte Carlo estimators based on sparse polynomial chaos expansions"
   2023 ▪ Socio-Environmental Systems Modeling
   Giray Ökten; Hui Duan;
   https://openalex.org/W4389291793
3. "A Comparison of Global Sensitivity Methods for Power Systems"
   2022 ▪
   Giray Ökten; Hui Duan; Bahri Uzunoglu; Ruilong Yue;
   https://openalex.org/W4352981561
4. "Monte Carlo and quasi-Monte Carlo methods for Dempster's rule of combination"
   2022 ▪ International Journal of Approximate Reasoning
   Giray Ökten; Nima Salehy;
   https://openalex.org/W4220841120
5. "A goodness-of-fit test for copulas based on the collision test"
   2022 ▪ Statistical Papers
   Yiran Chen; Giray Ökten;
   https://openalex.org/W4205132453
6. "Dempster-Shafer Theory for Stock Selection"
   2021 ▪
   Giray Ökten; Nima Salehy;
   https://openalex.org/W3200424882
7. "Randomized quasi-Monte Carlo methods in global sensitivity analysis"
   2021 ▪ Reliability Engineering & System Safety
   Giray Ökten; Yaning Liu;
   https://openalex.org/W3131548635
8. "Brownian Path Generation and Polynomial Chaos"
   2021 ▪ SIAM Journal on Financial Mathematics
   Giray Ökten; Jamie Fox;
   https://openalex.org/W3172464766
9. "Polynomial Chaos as a Control Variate Method"
   2021 ▪ SIAM Journal on Scientific Computing
   Giray Ökten; Jamie Fox;
   https://openalex.org/W3175533034
10. "Implementing de-biased estimators using mixed sequences"
    2020 ▪ Monte Carlo Methods and Applications
    Giray Ökten; Arun Kumar Polala;
    https://openalex.org/W3092214866
11. "Brownian Motion"
    2020 ▪ Springer undergraduate texts in mathematics and technology
    Giray Ökten;
    https://openalex.org/W4206355034
12. "Continuous Random Variables"
    2020 ▪ Springer undergraduate texts in mathematics and technology
    Giray Ökten;
    https://openalex.org/W3110896628
13. "Discrete Random Variables"
    2020 ▪ Springer undergraduate texts in mathematics and technology
    Giray Ökten;
    https://openalex.org/W3119749340
14. "Markov Chains"
    2020 ▪ Springer undergraduate texts in mathematics and technology
    Giray Ökten;
    https://openalex.org/W4210777271
15. "Probability"
    2020 ▪ Springer undergraduate texts in mathematics and technology
    Giray Ökten;
    https://openalex.org/W4206693799
16. "Probability and Simulation"
    2020 ▪ Springer undergraduate texts in mathematics and technology
    Giray Ökten;
    https://openalex.org/W4206376407
17. "Randomized Global Sensitivity Analysis and Model Robustness"
    2020 ▪ Springer proceedings in mathematics & statistics
    Giray Ökten; David Mandel;
    https://openalex.org/W3021773341
18. "Global Sensitivity Analysis for Power Systems via Quasi-Monte Carlo Methods"
    2019 ▪
    Giray Ökten; Jamie Fox; Bahri Uzunoglu;
    https://openalex.org/W3006215384
19. "First Semester in Numerical Analysis with Julia"
    2019 ▪ Florida State University Libraries eBooks
    Giray Ökten;
    https://openalex.org/W2942572406
20. "Learning shape metrics with Monte Carlo optimization"
    2018 ▪ Journal of Computational and Applied Mathematics
    W. Mio; Serdar Cellat; Yu Fan; Giray Ökten;
    https://openalex.org/W2888902562
21. "A quasi-Monte Carlo implementation of the ziggurat method"
    2018 ▪ Monte Carlo Methods and Applications
    Giray Ökten; Nguyet Nguyen; Linlin Xu;
    https://openalex.org/W2794752230
22. "Randomized Sobol’ Sensitivity Indices"
    2018 ▪ Springer proceedings in mathematics & statistics
    Giray Ökten; David Mandel;
    https://openalex.org/W2810986712
23. "Time Series Simulation with Randomized Quasi-Monte Carlo Methods: An Application to Value at Risk and Expected Shortfall"
    2017 ▪ Computational Economics
    Paul M. Beaumont; Giray Ökten; Yu-Ying Tzeng;
    https://openalex.org/W2583608498
24. "The acceptance-rejection method for low-discrepancy sequences"
    2016 ▪ Monte Carlo Methods and Applications
    Giray Ökten; Nguyet Nguyen;
    https://openalex.org/W1665171140
25. "Accurate construction of high dimensional model representation with applications to uncertainty quantification"
    2016 ▪ Reliability Engineering & System Safety
    M. Y. Hussaini; Giray Ökten; Yaning Liu;
    https://openalex.org/W2317659929
26. "CAM Stochastic Volatility Model for Option Pricing"
    2016 ▪ Mathematical Problems in Engineering
    Giray Ökten; Wanwan Huang; Brian Ewald;
    https://openalex.org/W2346729281
27. "Uncertainty and Robustness in Weather Derivative Models"
    2016 ▪ Springer proceedings in mathematics & statistics
    M. Y. Hussaini; Giray Ökten; Yaning Liu; Ahmet Göncü;
    https://openalex.org/W2482393757
28. "Global sensitivity analysis for the Rothermel model based on high-dimensional model representation"
    2015 ▪ Canadian Journal of Forest Research
    M. Y. Hussaini; Giray Ökten; Yaning Liu;
    https://openalex.org/W1857089916
29. "High-performance financial simulation using randomized quasi-Monte Carlo methods"
    2015 ▪ Quantitative Finance
    Giray Ökten; Linlin Xu;
    https://openalex.org/W2121969527
30. "Estimating sensitivities of temperature-based weather derivatives"
    2015 ▪ Applied Economics
    Giray Ökten; Ahmet Göncü; Wei Yuan;
    https://openalex.org/W2003978364
31. "Parametric uncertainty quantification in the Rothermel model with randomised quasi-Monte Carlo methods"
    2015 ▪ International Journal of Wildland Fire
    S. Goodrick; M. Y. Hussaini; Giray Ökten; Yaning Liu; Edwin Jimenez;
    https://openalex.org/W2037839682
32. "Uniform point sets and the collision test"
    2013 ▪ Journal of Computational and Applied Mathematics
    Giray Ökten; Ahmet Göncü;
    https://openalex.org/W2084417714
33. "Optimization of a Monte Carlo variance reduction method based on sensitivity derivatives"
    2013 ▪ Applied Numerical Mathematics
    M. Y. Hussaini; Giray Ökten; Yaning Liu;
    https://openalex.org/W2003077027
34. "Efficient simulation of a multi-factor stochastic volatility model"
    2013 ▪ Journal of Computational and Applied Mathematics
    Giray Ökten; Ahmet Göncü;
    https://openalex.org/W1964169343
35. "Uniform point sets and the collision test"
    2012 ▪ International Conference on Applied and Computational Mathematics
    Giray Ökten; Ahmet Göncü;
    https://openalex.org/W2225167748
36. "Random and Deterministic Digit Permutations of the Halton Sequence"
    2012 ▪ Springer proceedings in mathematics & statistics
    Giray Ökten; Manan Shah; Yevgeny Goncharov;
    https://openalex.org/W1819831867
37. "Generating low-discrepancy sequences from the normal distribution: Box–Muller or inverse transform?"
    2010 ▪ Mathematical and Computer Modelling
    Giray Ökten; Ahmet Göncü;
    https://openalex.org/W2005561019
38. "Parameterization based on randomized quasi-Monte Carlo methods"
    2010 ▪ Parallel Computing
    Giray Ökten; Matthew Willyard;
    https://openalex.org/W2138643898
39. "On evaluating fit of the Lifshitz–Slyozov–Wagner (LSW) distribution to particle size data"
    2009 ▪ Materials Science and Engineering A
    Giray Ökten; Murat Tiryakio?lu; David Hudak; Ralph T. Shuey; Jaakko P. Suni;
    https://openalex.org/W2049340824
40. "Statistics for estimating the population average of a Lifshitz–Slyozov–Wagner (LSW) distribution"
    2009 ▪ Journal of Materials Science
    Giray Ökten; Murat Tiryakio?lu; David Hudak;
    https://openalex.org/W2056021069
41. "On evaluating Weibull fits to mechanical testing data"
    2009 ▪ Materials Science and Engineering A
    Giray Ökten; Murat Tiryakio?lu; David Hudak;
    https://openalex.org/W2041100406
42. "Correction of a proof in “A probabilistic result on the discrepancy of a hybrid-Monte Carlo sequence and applications”"
    2009 ▪ Monte Carlo Methods and Applications
    Giray Ökten; Michael Gnewuch;
    https://openalex.org/W2031919844
43. "Some Anomalies Arising from Bandwagons that Impart Upward Sloping Segments to Market Demand"
    2009 ▪ Econ journal watch
    Giray Ökten; Micha Gisser; James E. McClure; Gary Santoni;
    https://openalex.org/W3122893997
44. "Generalized von Neumann–Kakutani transformation and random-start scrambled Halton sequences"
    2008 ▪ Journal of Complexity
    Giray Ökten;
    https://openalex.org/W1964425534
45. "Parameterization based on randomized quasi-Monte Carlo methods"
    2008 ▪ Proceedings - IEEE International Parallel and Distributed Processing Symposium
    Giray Ökten; Matthew Willyard;
    https://openalex.org/W2020366386
46. "On pricing discrete barrier options using conditional expectation and importance sampling Monte Carlo"
    2007 ▪ Mathematical and Computer Modelling
    Giray Ökten; Ahmet Göncü; Emmanuel Salta;
    https://openalex.org/W1968611368
47. "Primes and Probability: The Hawkins Random Sieve"
    2007 ▪ Mathematics Magazine
    Giray Ökten; John Lorch;
    https://openalex.org/W22651203
48. "Computation of the endogenous mortgage rates with randomized quasi-Monte Carlo simulations"
    2006 ▪ Mathematical and Computer Modelling
    Giray Ökten; Manan Shah; Yevgeny Goncharov;
    https://openalex.org/W1991170880
49. "A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance"
    2006 ▪ Journal of Complexity
    Giray Ökten; Bruno Tuffin; Vadim Burago;
    https://openalex.org/W1970797868
50. "Simulation Estimation of Mixed Discrete Choice Models with the Use of Randomized Quasi-Monte Carlo Sequences: A Comparative Study"
    2005 ▪ Transportation Research Record Journal of the Transportation Research Board
    Giray Ökten; Aruna Sivakumar; Chandra Bhat;
    https://openalex.org/W1970841624
51. "Simulation Estimation of Mixed Discrete Choice Models with the Use of Randomized Quasi–Monte Carlo Sequences"
    2005 ▪ Transportation Research Record Journal of the Transportation Research Board
    Giray Ökten; Aruna Sivakumar; Chandra Bhat;
    https://openalex.org/W4253005269
52. "Solving Linear Equations by Monte Carlo Simulation"
    2005 ▪ SIAM Journal on Scientific Computing
    Giray Ökten;
    https://openalex.org/W2092826966
53. "Randomized quasi-Monte Carlo methods in pricing securities"
    2004 ▪ Journal of Economic Dynamics and Control
    Giray Ökten; Warren Eastman;
    https://openalex.org/W1966558972
54. "Random sampling from low discrepancy sequences: Applications to option pricing"
    2003 ▪ Quality Engineering
    Giray Ökten;
    https://openalex.org/W2290277573
55. "Random sampling from low-discrepancy sequences: applications to option pricing"
    2002 ▪ Mathematical and Computer Modelling
    Giray Ökten;
    https://openalex.org/W2060916381
56. "ON-LINE ASSESSMENT OF HIGHER-ORDER THINKING SKILLS: A JAVA-BASED EXTENSION TO CLOSED-FORM TESTING"
    2002 ▪
    Giray Ökten; David A. Thomas; Paul Buis;
    https://openalex.org/W2183768029
57. "Parallel Quasi-Monte Carlo Methods on a Heterogeneous Cluster"
    2002 ▪ Springer eBooks
    Ashok Srinivasan; Giray Ökten;
    https://openalex.org/W1557102941
58. "High dimensional simulation"
    2001 ▪ Mathematics and Computers in Simulation
    Giray Ökten;
    https://openalex.org/W2066642495
59. "Applications of a Hybrid-Monte Carlo Sequence to Option Pricing"
    2000 ▪ Springer eBooks
    Giray Ökten;
    https://openalex.org/W2496159098
60. "Error reduction techniques in quasi-monte carlo integration"
    1999 ▪ Mathematical and Computer Modelling
    Giray Ökten;
    https://openalex.org/W2031962678
61. "Contributions to the Theory of Monte Carlo and Quasi-Monte Carlo Methods"
    1999 ▪
    Giray Ökten;
    https://openalex.org/W2170185227
62. "Error Estimation for Quasi-Monte Carlo Methods"
    1998 ▪ Lecture notes in statistics
    Giray Ökten;
    https://openalex.org/W190312100
63. "A Probabilistic Result on the Discrepancy of a Hybrid-Monte Carlo Sequence and Applications"
    1996 ▪ Monte Carlo Methods and Applications
    Giray Ökten;
    https://openalex.org/W2067654310