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akaturk Academic measurement
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Academician

AHMET GÖNCÜ

Doçent

İstanbul Teknik Üniversitesi İşletme Fakültesi İşletme Mühendisliği Bölümü

Research topics OpenAlex
  1. Ana Dal Sosyal-Beşeri ve İdari Bilimler Temel Alanı
  2. Yan Dal Finans
Keywords YÖKSİS
Articles 34 YÖKSİS 34 · OpenAlex 0 Total citations 539 h-index 10 · OpenAlex Q1 articles 10 Scopus · WoS Q1 11 Best field rank #418 / 30,171 Main field · top 1.4% Co-authors 5 2 Turkish institutions

Citation impact

OpenAlex YÖKSİS articles matched in OpenAlex: 25 + YÖKSİS · co-author record: 2
h-index 10 Percentile in Türkiye: 84 #448 of 1,643 at their university by h-index
i10-index
12
Total citations
539
Top 11% in Türkiye
Per article
20.0
FWCI
3.25
1.00 = world average
World top 1%
1
World top 10%
9

Most cited articles

  1. Prediction of cryptocurrency returns using machine learning 2020 world top 1% 267 citations
  2. Generating low-discrepancy sequences from the normal distribution: Box–Muller or inverse transform? 2011 43 citations
  3. Statistical Arbitrage with Pairs Trading 2016 world top 10% 28 citations
How is this computed?

h-index and citations are computed from the citation counts of this academic’s YÖKSİS articles matched in OpenAlex (not Google Scholar, WoS or Scopus). Unmatched articles are not included. 2 articles (12 citations) tagged with this academic’s YÖK author id in co-authors’ YÖKSİS records count only towards citations, h-index and i10; article counts, percentiles and rankings use their own YÖKSİS list.

Field ranking

YÖKSİS ?
Keyword rankings 3

Collaboration network

From the author lists of YÖKSİS publication records. Duplicate records of a work count once; institutions are co-authors’ current YÖKSİS affiliations.

Co-authors
5
With an akaturk profile
3
Turkish institutions
2
Co-authored works
%15

Academic co-authors 3

  1. TOLGA UMUT KUZUBAŞ Doçent · Boğaziçi Üniversitesi 3
  2. VAHAP BURAK SALTOĞLU Profesör · Boğaziçi Üniversitesi 2
  3. AHMET ŞENSOY Doçent · İhsan Doğramacı Bilkent Üniversitesi 1

National collaboration 2 institutions

  1. Boğaziçi Üniversitesi 3 works · 2 academics
  2. İhsan Doğramacı Bilkent Üniversitesi 1 works · 1 academics

Other co-authors (incl. international) 2

ERDİNÇ AKYILDIRIM 2Alper Hekimoglu

Authors without an akaturk profile (international researchers, retired or former academics, students, clinicians) are grouped by name spelling; short forms such as “Gulluce M.” join the single full name they match.

Indexes and citation percentiles

?
TR Index 0 articles
OpenAlex citation percentile
Top 1%1
Top 10%8
Avg · n 25 %76.2
Other counts

Scopus (SJR)

  • YÖKSİS rows 30

WoS (JCR)

  • YÖKSİS rows 26

Articles

Articles with YÖKSİS and OpenAlex source split; narrow by quartile or TR Index.

34articles

Journals with publications

23 journals

Narrow down

Scopus (SJR)
Q110 Q27 Q36 Q46
WoS (JCR)
Q111 Q24 Q35 Q46
TR Index
0articles

Article list

  1. 2026 Machine learning for risk profiling: An analysis of pension fund participants Borsa Istanbul Review DOI 10.1016/j.bir.2026.100800 YÖKSİS SJR Q1 JCR Q1 OpenAlex top 10% OpenAlex 96.8%
  2. 2025 Forecasting Crude Oil Market Volatility with High Dimensional Features: A Machine Learning Application with Stacking The Journal of Energy Markets YÖKSİS SJR Q4 JCR Q4
  3. 2024 Predicting oil prices: A comparative analysis of machine learning and image recognition algorithms for trend prediction Finance Research Letters DOI 10.1016/j.frl.2024.105874 YÖKSİS SJR Q1 JCR Q1
  4. 2023 Statistical arbitrage: factor investing approach OR SPECTRUM DOI 10.1007/s00291-023-00733-z YÖKSİS SJR Q1 JCR Q3 OpenAlex 69.8%
  5. 2022 Statistical arbitrage in jump-diffusion models with compound Poisson processes Springer Science and Business Media LLC DOI 10.1007/s10479-021-03965-w YÖKSİS SJR Q1 JCR Q1 OpenAlex 63.2%
  6. 2020 Prediction of cryptocurrency returns using machine learning Springer Science and Business Media LLC DOI 10.1007/s10479-020-03575-y YÖKSİS SJR Q1 JCR Q1 OpenAlex top 1% OpenAlex 99.7%
  7. 2019 Forecasting Daily Residential Natural Gas Consumption: A Dynamic Temperature Modelling Approach Bogazici University DOI 10.21773/boun.33.1.3 YÖKSİS SJR Q4 OpenAlex 52.4%
  8. 2018 Momentum and reversal strategies in Chinese commodity futures markets Elsevier BV DOI 10.1016/j.irfa.2018.09.012 YÖKSİS SJR Q2 JCR Q2 OpenAlex top 10% OpenAlex 96.3%
  9. 2017 Pairs trading with commodity futures: evidence from the Chinese market Emerald DOI 10.1108/CFRI-09-2016-0109 YÖKSİS SJR Q3 JCR Q1 OpenAlex top 10% OpenAlex 96.6%
  10. 2017 STATISTICAL ARBITRAGE IN THE MULTI-ASSET BLACK–SCHOLES ECONOMY World Scientific Pub Co Pte Lt DOI 10.1142/S201049521750004X YÖKSİS SJR Q3 JCR Q1 OpenAlex 70.6%
  11. 2016 A stochastic model for natural gas consumption: an application for Turkey Iktisat Isletme Finans YÖKSİS JCR Q4
  12. 2016 A stochastic model for commodity pairs trading Informa UK Limited DOI 10.1080/14697688.2016.1211793 YÖKSİS SJR Q1 JCR Q2 OpenAlex top 10% OpenAlex 91.4%
  13. 2016 Statistical Arbitrage with Pairs Trading Wiley DOI 10.1111/irfi.12074 YÖKSİS SJR Q2 JCR Q4 OpenAlex top 10% OpenAlex 95.3%
  14. 2016 A comparative goodness-of-fit analysis of distributions of some Lévy processes and Heston model to stock index returns Elsevier BV DOI 10.1016/j.najef.2015.12.001 YÖKSİS SJR Q2 JCR Q3 OpenAlex top 10% OpenAlex 95.3%
  15. 2016 Variance-Gamma and Normal-Inverse Gaussian models: Goodness-of-fit to Chinese high-frequency index returns Elsevier BV DOI 10.1016/j.najef.2016.02.004 YÖKSİS SJR Q2 JCR Q3 OpenAlex 82.6%
  16. 2015 Estimating sensitivities of temperature-based weather derivatives Informa UK Limited DOI 10.1080/00036846.2014.1002888 YÖKSİS SJR Q2 JCR Q3 OpenAlex 68.6%
  17. 2015 Statistical arbitrage in the Black–Scholes framework Informa UK Limited DOI 10.1080/14697688.2014.961531 YÖKSİS SJR Q1 JCR Q3 OpenAlex top 10% OpenAlex 93.0%
  18. 2014 Modeling Long-term Seasonality and Spikes of the Spot Electricity Prices in Turkey Iktisat Isletme Finans YÖKSİS JCR Q4
  19. 2014 Pricing portfolios of contracts on cumulative temperature with risk premium determination IOS Press DOI 10.3233/RDA-140102 YÖKSİS SJR Q4 OpenAlex 77.3%
  20. 2014 Fitting the Heston Stochastic Volatility Model to Chinese Stocks International Finance and Banking YÖKSİS

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