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  • B-Spline Solution Of The Black-Scholes Partial Differential Equation 

    Çağlar, Nazan; İşeri, Müge; Çağlar, Hikmet; Özer, Mehmet (Eudoxus Press, Llc, 1424 Beaver Trail Drive, Cordova, Tn 38016 Usa, 2010-07)
    The numerical solutions of several mathematical models In the financial economics arc arising. Most of the models are based on the Black-Scholes partial differential equations. In this paper, the Black-Scholes option pricing ...
  • B-spline Method For Solving Linear System Of Second-Order Boundary Value Problems 

    Çağlar, Nazan; Çağlar, Hikmet (Pergamon-Elsevier Science Ltd, The Boulevard, Langford Lane, Kidlington, Oxford Ox5 1Gb, England, 2009-03)
    The B-spline method is used for the numerical solution of a linear system of second-order boundary value problems. Two examples are considered for the numerical illustration and the method is also compared with the method ...
  • A model proposal for the chaotic structure of Istanbul stock exchange 

    İşeri, Müge; Çağlar, Hikmet; Çağlar, Nazan (PERGAMON-ELSEVIER SCIENCE LTD, THE BOULEVARD, LANGFORD LANE, KIDLINGTON, OXFORD OX5 1GB, ENGLAND, 2008-06)
    Chaos theory is considered a novel way of understanding the behaviour of nonlinear dynamic systems. It is well known that the evaluation of chaotic systems is dependent on initial conditions since exponential growth error ...
  • A particle swarm optimization algorithm for makespan and total flowtime minimization in the permutation flowshop sequencing problem 

    Taşgetiren, M. Fatih; Liang, Yun-Chia; Şevkli, Mehmet; Gençyılmaz, Güneş (ELSEVIER SCIENCE BV, PO BOX 211, 1000 AE AMSTERDAM, NETHERLANDS, 2007-03-16)
    In this paper, a particle swarm optimization algorithm (PSO) is presented to solve the permutation flowshop sequencing problem (PFSP) with the objectives of minimizing makespan and the total flowtime of jobs. For this ...
  • The modified fuzzy art and a two-stage clustering approach to cell design 

    Özdemir, Rifat Gürcan; Gençyılmaz, Güneş; Aktin, Tülin (ELSEVIER SCIENCE INC, 360 PARK AVE SOUTH, NEW YORK, NY 10010-1710 USA, 2007-12-01)
    This study presents a new pattern recognition neural network for clustering problems, and illustrates its use for machine cell design in group technology. The proposed algorithm involves modifications of the learning ...
  • The principal component analysis of continuous sample curves with higher-order B-spline functions 

    Çağlar, Hikmet; Çağlar, Nazan (EUDOXUS PRESS, LLC, 1424 BEAVER TRAIL DRIVE, CORDOVA, TN 38016 USA, 2006-06)
    This article concerns the Principal Component Analysis (PCA) of a vector process with higher-order B-spline functions. The approximated PCA of this well-known process is compared with the classical PCA of the different ...
  • Particle swarm optimization and differential evolution for the single machine total weighted tardiness problem 

    Taşgetiren, M. Fatih; Liang, Yun-Chia; Şevkli, Mehmet; Gençyılmaz, Güneş (TAYLOR & FRANCIS LTD, 4 PARK SQUARE, MILTON PARK, ABINGDON OX14 4RN, OXON, ENGLAND, 2006-11-15)
    In this paper we present two recent metaheuristics, particle swarm optimization and differential evolution algorithms, to solve the single machine total weighted tardiness problem, which is a typical discrete combinatorial ...
  • B-spline solution of singular boundary value problems 

    Çağlar, Nazan; Çağlar, Hikmet (ELSEVIER SCIENCE INC, 360 PARK AVE SOUTH, NEW YORK, NY 10010-1710 USA, 2006-11-15)
    Homogeneous and non-homogenous singular boundary value problems (special case) are solved using B-splines. The original differential equation is modified at singular point then the boundary value problem is treated by using ...
  • Particle swarm optimization algorithm for permutation flowshop sequencing problem 

    Taşgetiren, M. Fatih; Şevkli, Mehmet; Liang, Y. C.; Gençyılmaz, Güneş (SPRINGER-VERLAG BERLIN, HEIDELBERGER PLATZ 3, D-14197 BERLIN, GERMANY, 2004)
    This paper presents a particle swarm optimization algorithm (PSO) to solve the permutation flowshop sequencing problem (PFSP) with makespan criterion. Simple but very efficient local search based on the variable neighborhood ...