3 citations · 4 across the 2 of their papers we have counts for
2 papers
q-fin.MF2023★ 1 cited
The QLBS Model within the presence of feedback loops through the impacts of a large trader
Ahmet Umur Özsoy, Ömür Uğur
We extend the QLBS model by reformulating via considering a large trader whose transactions leave a permanent impact on the evolution of the exchange rate process and therefore aff…
q-fin.RM2023★ 3 cited
The Impact of Feature Selection and Transformation on Machine Learning Methods in Determining the Credit Scoring
Oguz Koc, Omur Ugur, A. Sevtap Kestel
Banks utilize credit scoring as an important indicator of financial strength and eligibility for credit. Scoring models aim to assign statistical odds or probabilities for predicti…