Publications & Works

Publication Network
Published journal articles indexed by SCI, SSCI, and AHCI

An enhanced random forest approach using CoClust clustering: MIMIC-III and SMS spam collection application

İlhan Taşkın Z., Yıldırak Ş. K., Aladağ Ç. H.
Journal of Big Data , vol.10, no.1, pp.1-38, 2023 (SCI-Expanded)

COVID-19 Vaccination Scenarios: A Cost-Effectiveness Analysis for Turkey

Hagens A., İnkaya A. Ç., Yildirak K., Sancar M., van der Schans J., Acar Sancar A., et al.
VACCINES , vol.9, no.4, 2021 (SCI-Expanded) Creative Commons License Sustainable Development identifier identifier identifier

Spatiotemporal interpolation through an extension of differential evolution algorithm for agricultural insurance claims

NEVRUZ E., YILDIRAK Ş. K.
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS , vol.352, pp.278-292, 2019 (SCI-Expanded) identifier identifier

Optimal investment strategy and liability ratio for insurer with Levy risk process

ÖZALP M. A., Yildirak K., Okur Y. Y.
HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS , vol.48, no.4, pp.1232-1249, 2019 (SCI-Expanded) Creative Commons License identifier identifier

Adjusting SPI for crop specific agricultural drought

Yildirak K., Selcuk-Kestel A. S.
ENVIRONMENTAL AND ECOLOGICAL STATISTICS , vol.22, no.4, pp.681-691, 2015 (SCI-Expanded) Sustainable Development identifier identifier

Bayesian estimation of crop yield function: drought based wheat prediction model for tigem farms

Yildirak K., Kalaylioglu Z., Mermer A.
ENVIRONMENTAL AND ECOLOGICAL STATISTICS , vol.22, no.4, pp.693-704, 2015 (SCI-Expanded) Sustainable Development identifier identifier

Qualitative determinants and credit-default risk: Evidence from Turkey

Yildirak K., Suer O.
Actual Problems of Economics , vol.145, no.7, pp.333-344, 2013 (SCI-Expanded) identifier

A REVIEW OF MARKET RISK MEASURES AND COMPUTATION TECHNIQUES

Yildirak K., Ekinci C. E.
RETHINKING VALUATION AND PRICING MODELS: LESSONS LEARNED FROM THE CRISIS AND FUTURE CHALLENGES , pp.283-302, 2013 (SSCI) identifier

HIGH-FREQUENCY PERFORMANCE OF VALUE AT RISK AND EXPECTED SHORTFALL: EVIDENCE FROM ISE30 INDEX FUTURES

Ekinci C. E., Yildirak K., Taylan A. S.
RETHINKING VALUATION AND PRICING MODELS: LESSONS LEARNED FROM THE CRISIS AND FUTURE CHALLENGES , pp.303-315, 2013 (SSCI) identifier

A classification problem of credit risk rating investigated and solved by optimisation of the ROC curve

Kurum E., Yildirak K., Weber G.
CENTRAL EUROPEAN JOURNAL OF OPERATIONS RESEARCH , vol.20, no.3, pp.529-557, 2012 (SCI-Expanded) identifier identifier

INDEMNITY PAYMENTS IN AGRICULTURAL INSURANCE: RISK EXPOSURE OF EU STATES

Yildirak K., GÜLSEVEN O.
ACTUAL PROBLEMS OF ECONOMICS , no.127, pp.381-388, 2012 (SSCI) identifier
Articles Published in Other Journals

Analysis of Copula Based Variable Clustering Techniques and Application of Mortality Estimation

İlhan Taşkın Z., Yılmaz V., Yıldırak Ş. K.
INTERNATIONAL JOURNAL OF OPERATIONAL RESEARCH , vol.1, no.1, pp.1-15, 2024 (Scopus)

CREDIT SCORING BY USING GENERALIZED MODELS: AN IMPLEMENTATION ON TURKEY’S SMEs

İŞCANOĞLU ÇEKİÇ A., YILDIRAK Ş. K.
Journal of Economics, Finance and Accounting , vol.4, no.2, pp.98-105, 2017 (Peer-Reviewed Journal) Creative Commons License

Assessment of Index-based Drought Insurance

EVKAYA Ö. O., YILDIRAK Ş. K., KESTEL A. S.
Ekonomik Yaklaşım , vol.28, no.105, pp.1-18, 2017 (Peer-Reviewed Journal) Sustainable Development

Credit scoring by using generalized models: an implementation on Turkey s SMSs

İŞCANOĞLU ÇEKİÇ A., YILDIRAK Ş. K.
JOURNAL OF ECONOMICS,FINANCE AND ACCOUNTING , vol.4, no.2, pp.98-105, 2017 (Peer-Reviewed Journal)

Türkiye de Buğday Bitkisel Ürün Sigortası için Aktüeryal Prim Hesabı

ŞAHİN Ş., KARABEY U., BULUT KARAGEYİK B., NEVRUZ E., YILDIRAK Ş. K.
Tarım Ekonomisi Dergisi , vol.22, pp.37-47, 2016 (Peer-Reviewed Journal)

Choosing the Appropriate Amount of Mortgage Loan Risk Based Decision Making

GÜNAY S. G., YILDIRAK Ş. K.
International Journal of Economics and Finance , vol.8, no.11, pp.12-29, 2016 (Peer-Reviewed Journal) Creative Commons License

AN ALTERNATIVE APPROACH TO ANALYZE THE MONETARY TRANSMISSION IN TURKEY: AN EMPIRICAL ANALYSIS ON SPEED OF ADJUSTMENT

UÇAK A., YILDIRAK Ş. K.
Finansal Araştırmalar ve Çalışmalar Dergisi , vol.3, no.7, 2012 (Peer-Reviewed Journal)

Do we adequately respect the potential of routine primary health care services in reducing neonatal mortality in developing countries? The example of the Denizli cohort.

ÜNER S., Cakir B., Yildirak K.
Cahiers de sociologie et de demographie medicales , vol.50, no.4, pp.477-99, 2010 (Scopus) Sustainable Development identifier identifier

Financial Regression and Organization, in the Special Issue on Optimization in Finance

YILDIRAK Ş. K., taylan p., weber g. w.
Dynamics of Continuous, Discrete and Impulsive Systems (Series B)) , vol.17, pp.149-174, 2010 (Scopus)

Time varying Beta Risk of Turkish Real Estate Investment Trusts

gözde a., EROL I., YILDIRAK Ş. K.
Metu Studies in Development , no.37, pp.83-114, 2010 (Peer-Reviewed Journal)
Refereed Congress / Symposium Publications in Proceedings

Kopulalar Aracılığıyla Kümeleme Yöntemi: Mortalite Riski Tahmininde Kullanılacak Değişkenlerin Seçimi

İLHAN Z., YILMAZ V., YILDIRAK Ş. K.
20. Uluslararası Ekonometri, Yöneylem Araştırması ve İstatistik Sempozyumu, 12 - 14 February 2020

Akut gastroenterit salgınlarına yönelik günlük yağış miktarına göre erken uyarı sistemi modellemesi

TELATAR T. G., YILDIRAK Ş. K., ÜNER S.
3. Uluslararası 21. Ulusal Halk Sağlığı, Antalya, Turkey, 26 - 30 November 2019, pp.334-335

Risk Classification with Artificial Neural Networks Models in Motor Third Party Liability

YILDIRAK Ş. K., KESTEL A. S., GÜR İ.
International Conference on Data Science, Machine Learning and Statistics - 2019(DMS-2019), Van, Turkey, 26 - 29 June 2019

Toplam Hasar Fazlası Sıralandırma Bağıntısı Altında Beklenen Fayda Kuramı ile Kümülatif Beklenti Teorisinin Karşılaştırılması

NEVRUZ E., YILDIRAK Ş. K., SENGUPTA A.
Ulusal Sigorta ve Aktüerya Kongresi (USAK) 2019, Turkey, 24 - 25 June 2019

Actuarial Premium Calculation by Using Multi-Stage Clustering in Agricultural Insurance

YILDIRAK Ş. K., GÜR İ., SENGUPTA A.
19. Uluslararası Ekonometri, Yöneylem Araştırması ve İstatistik (EYİ 2018) Sempozyumu, Antalya, Turkey, 17 - 20 October 2018

Cluster-Based Multivariate Stochastic Prioritization of Dependent Actuarial Risks in Crop-Hail Insurance

Nevruz E., Yıldırak Ş. K., Sengupta A.
EAJ 2018: 4 th European Actuarial Journal Conference, Leuven, Belgium, 10 - 11 September 2018

Multivariate Stochastic Prioritization of Dependent Actuarial Risks in Agricultural Insurance

NEVRUZ E., YILDIRAK Ş. K., SENGUPTA A.
ASTIN and AFIR/ERM Colloquia 2017, PANAMA CITY, Panama, 20 - 24 August 2017

Optimal Investment and Insurance Policy for an Insurer with Random Size Jump-Diffusion Risk process

Özalp M. A., Yıldırak Ş. K., Yolcu Okur Y.
21. International Congress on Insurance: Mathematics and Economics, Vienna, Austria, 3 - 05 July 2017

Risk Classification in Agricultural Insurance under Dependency Assumption

NEVRUZ E., YILDIRAK Ş. K.
3rd International Researchers, Statisticians and Young StatisticiansCongress, Konya, Turkey, 24 - 26 May 2017

Frost Risk Premium CalculationUsing Spatial Clustering

GÜR İ., YILDIRAK Ş. K., LAZOĞLU Ç.
3ND INTERNATIONAL RESEARCHERS, STATISTICIANS AND YOUNG STATISTICIANS CONGRESS(IRSYSC 2017), Konya, Turkey, 24 - 26 May 2017

Prioritization of Dependent Actuarial Risks: Stochastic Majorization

NEVRUZ E., YILDIRAK Ş. K.
Innovations in Insurance, Risk- and Asset Management Conference, Munich, Germany, 5 - 07 April 2017

Stochastic Prioritisation of Dependent Actuarial Risks Preferences Among Prospects

NEVRUZ E., YILDIRAK Ş. K., SENGUPTA A.
ICASQF 2016: 18th International Conference on Actuarial Science and Quantitative Finance, Amsterdam, Netherlands, 1 - 02 December 2016, pp.240

How Effective Is Scr When The Association Is Measured With Copulas

HASGÜL E., KESTEL A. S., YILDIRAK Ş. K.
9th International Statistics Congress, 28 October - 01 November 2015

Bir Sigorta Şirketi İçin Optimal Yatırım Stratejisinin ve Optimal Yükümlülük Oranın Hamilton Jacobi Bellman Metodu ile Belirlenmesi

ASIM O., YILDIRAK Ş. K.
2. Ulusal Sigorta ve Aktüerya Kongresi, Turkey, 17 - 18 September 2015

Stochastic Mortality Models Cross Country Comparison

çatinkaya ş., YILDIRAK Ş. K.
16th International Symposium on Econometrics, Operations Research and Statistics, 7 - 12 October 2015
Books & Book Chapters

Wind Speed and Wind Direction Prediction: An Implementation of a Deep Learning Algorithm Enriched by SWT and Circular PCA

Yıldırak Ş. K.
in: Directional Statistics for Innovative Applications A Bicentennial Tribute to Florence Nightingale, Ashis Sengupta,Barry C. Arnold, Editor, Springer Nature, Singapore, pp.475-488, 2022

Review of Market Risk Computation Techniques

YILDIRAK Ş. K., EKİNCİ C. E.
in: Review of Market Risk Computation Techniques Rethinking Valuation and Pricing Models Lessons Learned from the Crisis and Future Challenges Elsevier 2013, Carsten Wehn, Christian Hoppe and Greg N. Gregoriou, Editor, elsevier, pp.283-302, 2013

High-Frequency Performance of Value at Risk and Expected Shortfall: Evidence from ISE30 Index Futures

EKİNCİ C. E., YILDIRAK Ş. K., Ali Sabri T.
in: Rethinking Valuation and Pricing Models, Carsten Wehn, Christian Hoppe and Greg N. Gregoriou , Editor, elsevier, pp.303-3015, 2013

Türev Ürün Fiyatlama Teknikleri

YILDIRAK Ş. K., çetinkaya ş., çalışkan n.
Literatür, 2008
Metrics

Publication

42

Citation (WoS)

71

H-Index (WoS)

4

Citation (Scopus)

78

H-Index (Scopus)

4

Project

16

Thesis Advisory

15

Open Access

4
UN Sustainable Development Goals