Ahmet Göncü

558 total citations
33 papers, 360 citations indexed

About

Ahmet Göncü is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Ahmet Göncü has authored 33 papers receiving a total of 360 indexed citations (citations by other indexed papers that have themselves been cited), including 22 papers in Finance, 21 papers in Economics and Econometrics and 9 papers in Management Science and Operations Research. Recurrent topics in Ahmet Göncü's work include Market Dynamics and Volatility (11 papers), Financial Markets and Investment Strategies (10 papers) and Financial Risk and Volatility Modeling (10 papers). Ahmet Göncü is often cited by papers focused on Market Dynamics and Volatility (11 papers), Financial Markets and Investment Strategies (10 papers) and Financial Risk and Volatility Modeling (10 papers). Ahmet Göncü collaborates with scholars based in China, Türkiye and United Kingdom. Ahmet Göncü's co-authors include Erdinç Akyıldırım, Ahmet Şensoy, Giray Ökten, Athanasios A. Pantelous, Hao Yang, Murat Tiryakioğlu, Osman İmamoğlu, Burak Saltoğlu, Srdjan Stojanović and Frank J. Fabozzi and has published in prestigious journals such as Annals of Operations Research, Journal of Computational and Applied Mathematics and Finance research letters.

In The Last Decade

Ahmet Göncü

32 papers receiving 348 citations

Peers

Ahmet Göncü

EE

FINAN

MSOR

IS

NA

Nien‐Fan Zhang United States

Marco Corazza Italy

Antonio Heras Spain

Tim Leung United States

Fei Lung Yuen Hong Kong

Bertrand Maillet France

Eric Benhamou France

Zachary Feinstein United States

Julian Lorenz Switzerland

Kyoung-Kuk Kim South Korea

Nien‐Fan Zhang United States

Ahmet Göncü

223 ×1.0

EE

207 ×1.3

FINAN

31 ×0.2

MSOR

59 ×0.5

IS

4 ×0.2

NA

Citations per year, relative to Ahmet Göncü Ahmet Göncü (= 1×) peers Nien‐Fan Zhang

Countries citing papers authored by Ahmet Göncü

Since Specialization

Citations

This map shows the geographic impact of Ahmet Göncü's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Ahmet Göncü with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Ahmet Göncü more than expected).

Fields of papers citing papers by Ahmet Göncü

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Ahmet Göncü. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Ahmet Göncü. The network helps show where Ahmet Göncü may publish in the future.

Co-authorship network of co-authors of Ahmet Göncü

This figure shows the co-authorship network connecting the top 25 collaborators of Ahmet Göncü. A scholar is included among the top collaborators of Ahmet Göncü based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Ahmet Göncü. Ahmet Göncü is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

1.

Göncü, Ahmet, et al.. (2024). Predicting oil prices: A comparative analysis of machine learning and image recognition algorithms for trend prediction. Finance research letters. 67. 105874–105874. 5 indexed citations

2.

Akyıldırım, Erdinç, et al.. (2023). Statistical arbitrage: factor investing approach. OR Spectrum. 45(4). 1295–1331. 1 indexed citations

3.

Akyıldırım, Erdinç, et al.. (2021). Statistical arbitrage: Factor investing approach. LA Referencia (Red Federada de Repositorios Institucionales de Publicaciones Científicas). 1 indexed citations

4.

Akyıldırım, Erdinç, Ahmet Göncü, & Ahmet Şensoy. (2020). Prediction of cryptocurrency returns using machine learning. Annals of Operations Research. 297(1-2). 3–36. 165 indexed citations

5.

Göncü, Ahmet. (2019). Prediction of exchange rates with machine learning. 1–5. 4 indexed citations

6.

Göncü, Ahmet, et al.. (2018). Momentum and reversal strategies in Chinese commodity futures markets. International Review of Financial Analysis. 60. 177–196. 16 indexed citations

7.

Göncü, Ahmet, et al.. (2017). Pairs trading with commodity futures: evidence from the Chinese market. China Finance Review International. 7(3). 274–294. 6 indexed citations

8.

Göncü, Ahmet, et al.. (2017). STATISTICAL ARBITRAGE IN THE MULTI-ASSET BLACK–SCHOLES ECONOMY. Annals of Financial Economics. 12(1). 1750004–1750004. 3 indexed citations

9.

Göncü, Ahmet & Erdinç Akyıldırım. (2016). A stochastic model for commodity pairs trading. Quantitative Finance. 16(12). 1843–1857. 15 indexed citations

10.

Yuan, Wei, Ahmet Göncü, & Giray Ökten. (2015). Estimating sensitivities of temperature-based weather derivatives. Applied Economics. 47(19). 1942–1955. 4 indexed citations

11.

Göncü, Ahmet & Giray Ökten. (2013). Efficient simulation of a multi-factor stochastic volatility model. Journal of Computational and Applied Mathematics. 259. 329–335. 2 indexed citations

12.

Göncü, Ahmet & Giray Ökten. (2013). Uniform point sets and the collision test. Journal of Computational and Applied Mathematics. 259. 798–804. 6 indexed citations

13.

Göncü, Ahmet, et al.. (2013). Fitting the Variance-Gamma Model: A Goodness-of-Fit Check for Emerging Markets. 27(2). 1–10. 1 indexed citations

14.

Göncü, Ahmet. (2013). A New Interpretation of the Logistic Model in Estimating Seasonal and Yearly Natural Gas Consumption. 5(4). 97–97. 2 indexed citations

15.

Göncü, Ahmet, et al.. (2012). An analysis of the extreme returns distribution: the case of the Istanbul Stock Exchange. Applied Financial Economics. 22(9). 723–732. 11 indexed citations

16.

Göncü, Ahmet. (2011). Pricing temperature‐based weather derivatives in China. The Journal of Risk Finance. 13(1). 32–44. 18 indexed citations

17.

Göncü, Ahmet. (2011). Pricing temperature-based weather contracts: an application to China. Applied Economics Letters. 18(14). 1349–1354. 2 indexed citations

18.

Ökten, Giray & Ahmet Göncü. (2010). Generating low-discrepancy sequences from the normal distribution: Box–Muller or inverse transform?. Mathematical and Computer Modelling. 53(5-6). 1268–1281. 29 indexed citations

19.

Göncü, Ahmet. (2009). Monte Carlo and quasi-Monte Carlo methods in financial derivative pricing. 3 indexed citations

20.

Ökten, Giray, et al.. (2007). On pricing discrete barrier options using conditional expectation and importance sampling Monte Carlo. Mathematical and Computer Modelling. 47(3-4). 484–494. 4 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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