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Dr. Öğr. Üyesi Kemal Dinçer DİNGEÇ
Endüstri Mühendisliği

Kemal Dinçer DİNGEÇ
Telefon
(262) 6052067
E-Posta
kdingec@gtu.edu.tr
Ofis
F Blok, 113
Çalışma alanları
Simülasyon, Sayısal Finans, Olasılık, İstatistik

Makaleler

1. DİNGEÇ KEMAL DİNÇER, HÖRMANN WOLFGANG (2022). Efficient Algorithms for Tail Probabilities of Exchangeable Lognormal Sums. Methodology and Computing in Applied Probability, 24(3), 2093-2121.

2. B. SİLAHLI, K. D. DİNGEÇ, A. ÇİFTER and N. AYDIN, Portfolio value-at-risk with two-sided Weibull distribution: Evidence from cryptocurrency markets, FINANCE RESEARCH LETTERS, 2021, 38, 101425.

3. K. D. DİNGEÇ, Efficient simulation of the price and the sensitivities of basket options under time-changed Brownian motions, INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, 2019, 0020-7160, 1-20.

4. K. D. DİNGEÇ, H. SAK and W. HÖRMANN, Variance Reduction for Asian Options under a General Model Framework, Review of Finance, 2015, 1573-692X, 19, 2, 907-949.

5. K. D. DİNGEÇ and A. KORUGAN, A stochastic analysis of asynchronous demand in disassembly processes of remanufacturing systems, European J. of Industrial Engineering, 2013, 1751-5254, 7, 2, 175.

6. K. D. DİNGEÇ and W. HÖRMANN, Control variates and conditional Monte Carlo for basket and Asian options, Insurance: Mathematics and Economics, 2013, 01676687, 52, 3, 421-434.

7. A. KORUGAN, K. D. DİNGEÇ, T. ÖNEN and N. Y. ATEŞ, On the quality variation impact of returns in remanufacturing, Computers Industrial Engineering, 2013, 03608352, 64, 4, 929-936.

8. K. D. DİNGEÇ and W. HÖRMANN, A general control variate method for option pricing under Lévy processes, EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2012, 0377-2217, 221, 2, 368-377.

9. K. D. DİNGEÇ and W. HÖRMANN, Using the continuous price as control variate for discretely monitored options, MATHEMATICS AND COMPUTERS IN SIMULATION, 2011, 0378-4754, 82, 4, 691-704.

Bildiriler

1. DİNGEÇ KEMAL DİNÇER, HÖRMANN WOLFGANG (2022).Variance reduction techniques for right-tail probabilities of exchangeable lognormal sums. MCQMC2022: 15th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (Özet Bildiri/Davetli Konuşmacı)

2. AÇA ABDÜLSAMET, DİNGEÇ KEMAL DİNÇER (2022).Crpytocurrencies and Non-linear Autoregressive Distributed Lag (NARDL) Model Under Non-normal Distributions; 5th International Conference on Data Science and Applications (ICONDATA'22) (Özet Bildiri/Sözlü Sunum)

3. DİNGEÇ KEMAL DİNÇER, HÖRMANN WOLFGANG (2021). Efficient Algorithms For Tail Probabilities Of Lognormal Sums And Financial Applications. 40. YÖNEYLEM ARAŞTIRMASI VE ENDÜSTRİ MÜHENDİSLİĞİ KONGRESİ (Özet Bildiri/Davetli Konuşmacı)

4. Alexopoulos Christos, Boone Joseph H, Goldsman David, Lolos Athanasios, DİNGEÇ KEMAL DİNÇER, Wilson James (2020).; Steady-State Quantile Estimation Using Standardized Time Series. 2020 Winter Simulation Conference (WSC), Doi: 10.1109/WSC48552.2020.9384130 (Tam Metin Bildiri/Davetli Konuşmacı)

5. K. D. DİNGEÇ, C. ALEXOPOULOS, D. GOLDSMAN, M. METERELLİYOZ KUYZU and J. WİLSON, MULTIPLY REFLECTED VARIANCE ESTIMATORS FOR SIMULATION, Sözlü Sunum, 2018 Winter Simulation Conference (WSC), 09 Aralık 2018, 12 Aralık 2018.

6. K. D. DİNGEÇ and W. HÖRMANN, Optimal Importance Sampling Density 2: Evaluating CDF and PDF of the Sum of Lognormals, Sözlü Sunum, MCQMC 2018: 13th International Conference in Monte Carlo Quasi-Monte Carlo Methods in Scientific Computing, 01 Temmuz 2018, 06 Temmuz 2018.

7. M. METERELLİYOZ KUYZU, K. D. DİNGEÇ, D. GOLDSMAN and C. ALEXOPOULOS, Multiply Reflected Variance Estimators for Simulation, Sözlü Sunum, 2017 INFORMS Annual Meeting, 22 Ekim 2017, 25 Ekim 2017.

8. K. D. DİNGEÇ, C. ALEXOPOULOS, D. GOLDSMAN and M. METERELLİYOZ KUYZU, Benzetim için Çoklu Yansıtılmış Varyans Tahmin Edicileri, Sözlü Sunum, YAEM 2017: 37. YÖNEYLEM ARAŞTIRMASI ve ENDÜSTRİ MÜHENDİSLİĞİ ULUSAL KONGRESİ, 05 Temmuz 2017, 07 Temmuz 2017.

9. K. D. DİNGEÇ and D. GOLDSMAN, Polynomial Approximations for Asian Options, Davetli Konuşmacı, YAEM 2016: Yöneylem Araştırması ve Endüstri Mühendisliği 36. Ulusal Kongresi, 13 Temmuz 2016, 15 Temmuz 2016.

10. K. D. DİNGEÇ, C. ALEXOPOULOS, D. GOLDSMAN, J. R WİLSON, W. CHİU and T. A. KALAYCİ, Jackknifed variance estimators for simulation output analysis, Sözlü Sunum, 2015 Winter Simulation Conference (WSC), 06 Aralık 2015, 09 Aralık 2015.

11. K. D. DİNGEÇ, H. SAK and W. HÖRMANN, Asya Opsiyonlarının Stokastik Volatilite Modelleri Altında Etkin Simülasyonu, Sözlü Sunum, 17. Finans Sempozyumu, 23 Ekim 2013, 26 Ekim 2013.

12. K. D. DİNGEÇ and W. HÖRMANN, Control Variates and Conditional Monte Carlo for Asian and Basket Options, Sözlü Sunum, 9th IMACS Seminar on Monte Carlo Method, 15 Temmuz 2013, 19 Temmuz 2013.

13. K. D. DİNGEÇ, H. SAK and W. HÖRMANN, Variance Reduction for Asian Options under a General Model Framework, Sözlü Sunum, The International Conference on Computational Science (ICCS) 2013, Workshop on Computational and Algorithmic Finance (WCAF) 2013, 05 Haziran 2013, 07 Haziran 2013.

14. K. D. DİNGEÇ and W. HÖRMANN, A General Control Variate Method for Option Pricing under Levy Processes, Sözlü Sunum, 8th WorldCongress in Probability and Statistics, 09 Temmuz 2012, 14 Temmuz 2012.

15. K. D. DİNGEÇ and W. HÖRMANN, Variance Reduction for Asian Options, Sözlü Sunum, International Conference on Mathematical Financeand Economics (ICMFE) 2011, 06 Temmuz 2011, 08 Temmuz 2011.

16. K. D. DİNGEÇ and W. HÖRMANN, A New Control Variate Method for Discrete Barrier and Lookback Options, Sözlü Sunum, 24th MiniEURO Conference on Continuous Optimization and Information-Based Technologiesin the Financial Sector, MEC-EurOPT-2010, 23 Haziran 2010, 26 Haziran 2010.

17. K. D. DİNGEÇ and A. KORUGAN, Analysis of Disassembly Systems in Remanufacturing using Kanban Control, Sözlü Sunum, POMS 2007: 18th Annual Conference of the Production and Operations Management Society, 04 Mayıs 2007, 07 Mayıs 2007.

  • Doktora: Boğaziçi Üniversitesi, 2013
  • Yüksek lisans: Boğaziçi Üniversitesi, 2007
  • Lisans: İstanbul Teknik Üniversitesi, 2005