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Ramazan Gencay

According to our database1, Ramazan Gencay authored at least 7 papers between 2001 and 2018.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

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PhD thesis 
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Links

On csauthors.net:

Bibliography

2018
Long-run wavelet-based correlation for financial time series.
[BibTeX]
[DOI]
Thomas Conlon
,
John Cotter
,
Ramazan Gencay
Eur. J. Oper. Res., 2018

2017
The Tale of Two Financial Crises: An Entropic Perspective.
[BibTeX]
[DOI]
Ramazan Gencay
,
Nikola Gradojevic
Entropy, 2017

How Successful Are Wavelets in Detecting Jumps?
[BibTeX]
[DOI]
Burak Alparslan Eroglu
,
Ramazan Gencay
,
Ege Yazgan
Entropy, 2017

2011
Financial Applications of Nonextensive Entropy [Applications Corner].
[BibTeX]
[DOI]
Nikola Gradojevic
,
Ramazan Gencay
IEEE Signal Process. Mag., 2011

2009
Option Pricing With Modular Neural Networks.
[BibTeX]
[DOI]
Nikola Gradojevic
,
Ramazan Gencay
,
Dragan Kukolj
IEEE Trans. Neural Networks, 2009

2007
Model Risk for European-Style Stock Index Options.
[BibTeX]
[DOI]
Ramazan Gencay
,
Rajna Gibson
IEEE Trans. Neural Networks, 2007

2001
Pricing and hedging derivative securities with neural networks: Bayesian regularization, early stopping, and bagging.
[BibTeX]
[DOI]
Ramazan Gencay
,
Min Qi
IEEE Trans. Neural Networks, 2001


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