A multi-covariate semi-parametric conditional volatility model using probabilistic fuzzy systems. - Rui Jorge Almeida; Nalan Bastürk; Uzay Kaymak; Viorel Milea (CIFEr, 2012)

Conditional Density Estimation Using Fuzzy GARCH Models. - Rui Jorge Almeida; Nalan Bastürk; Uzay Kaymak; João Miguel da Costa Sousa (SMPS, 2012)

A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood. - David Ardia; Nalan Bastürk; Lennart F. Hoogerheide; Herman K. van Dijk (Comput. Stat. Data Anal., 2012)

Hit-And-Run enables efficient weight generation for simulation-based multiple criteria decision analysis. - Tommi Tervonen; Gert van Valkenhoef; Nalan Bastürk; Douwe Postmus (Eur. J. Oper. Res., 2013)

Probabilistic fuzzy systems for seasonality analysis and multiple horizon forecasts. - Rui Jorge Almeida; Nalan Bastürk; Uzay Kaymak (CIFEr, 2014)

Estimation of flexible fuzzy GARCH models for conditional density estimation. - Rui Jorge Almeida; Nalan Bastürk; Uzay Kaymak; João M. C. Sousa (Inf. Sci., 2014)

Point and density forecasts of US inflation using probabilistic fuzzy systems. - Rui Jorge Almeida; Nalan Bastürk (FUZZ-IEEE, 2015)

Analysis of probabilistic fuzzy systems' parameters in conditional density estimation. - Rui Jorge Almeida; Nalan Bastürk; Uzay Kaymak; João M. C. Sousa (FUZZ-IEEE, 2016)

Time Varying Correlation Estimation Using Probabilistic Fuzzy Systems. - Nalan Bastürk; Rui Jorge Almeida (IPMU (2), 2016)

Multivariate time-varying volatility modeling using Probabilistic Fuzzy Systems. - Nalan Bastürk; Rui Jorge Almeida; Robert Golan; Uzay Kaymak (SSCI, 2016)

Intraday value-at-risk estimation for directional change events and investment strategies. - Rui Jorge Almeida; Nalan Bastürk; Robert Golan (SSCI, 2017)

Forecasting Directional Change Uncertainty Using Probabilistic Fuzzy Systems. - Rui Jorge Almeida; Nalan Bastürk (FUZZ-IEEE, 2018)

Multivariate Count Data Models for Time Series Forecasting. - Yuliya Shapovalova; Nalan Bastürk; Michael Eichler (Entropy, 2021)

Analysis of Graphical Causal Models with Discretized Data. - Ofir Hanoch; Nalan Bastürk; Rui Jorge Almeida; Tesfa Dejenie Habtewold (IPMU (2), 2022)

Portfolio Re-Balancing and Optimization Using Directional Changes and Genetic Algorithms. - Rui Jorge Almeida; Nalan Bastürk; Paulo Rodrigues (CEC, 2023)

Portfolio Return Maximization using Robust Optimization and Directional Changes. - Rui Jorge Almeida; Nalan Bastürk; Paulo Rodrigues (SSCI, 2023)

Quantifying Uncertainty of Portfolios using Bayesian Neural Networks. - Süleyman Esener; Enrico Wegner; Rui Jorge Almeida; Nalan Bastürk; Paulo Rodrigues (IJCNN, 2024)

Graphical Causal Models with Discretized Data and Background Information. - Nalan Bastürk; Chumasha Rajapakshe; Rui Jorge Almeida (IPMU (1), 2024)

Multivariate Density Estimation by Neural Networks. - Dewi E. W. Peerlings; Jan A. van den Brakel; Nalan Bastürk; Marco J. H. Puts (IEEE Trans. Neural Networks Learn. Syst., 2024)