Nalan Bastürk

Research output per year

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Forecast density combinations of dynamic models and data driven portfolio strategies
Bastürk, N., Borowska, A., Grassi, S., Hoogerheide, L. & van Dijk, H. K., May 2019, In: Journal of Econometrics. 210, 1, p. 170-186 17 p.
Research output: Contribution to journal › Article › Academic › peer-review
Forecasting Directional Change Uncertainty Using Probabilistic Fuzzy Systems
De Almeida e Santos Nogueira, R. J. & Bastürk, N., 2018, Proceedings of the 2018 IEEE International Conference on Fuzzy Systems: FUZZ-IEEE 2018. IEEE, p. 1-8
Research output: Chapter in Book/Report/Conference proceeding › Conference article in proceeding › Academic › peer-review
Intraday Value-at-Risk Estimation for Directional Change Events and Investment Strategies
Almeida, R. J., Bastürk, N. & Golan, R., 2018, p. 1-8. 8 p.
Research output: Contribution to conference › Paper › Academic
Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced Rank
Bastürk, N., Hoogerheide, L. & van Dijk, H. K., Sep 2017, In: Bayesian Analysis. 12, 3, p. 879-917
Research output: Contribution to journal › Article › Academic › peer-review

Open Access
The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference
Basturk, N., Grassi, S., Hoogerheide, L., Opschoor, A. & van Dijk, H. K., Jul 2017, In: Journal of Statistical Software. 79, 1, p. 1-40
Research output: Contribution to journal › Article › Academic › peer-review

Open Access

Bootstrap Inference for Conditional Risk Measures
Nalan Bastürk (Assessment committee member)
20 Jun 2019
Activity: PhD examination › Academic
Inspiration Sessions, BISS Brightlands Campus. Fundamentals of Data Science: Session on Statistical Methods
Nalan Bastürk (Speaker)
13 Jun 2019
Activity: Talk or presentation (speaker at event) › Talk or presentation › Professional
Bayesian Inference in Multivariate Non-linear State Space Models
Nalan Bastürk (Assessment committee member)
20 Sep 2019
Activity: PhD examination › Academic
Inspiration Sessions, BISS Brightlands Campus. Fundamentals of Data Science: Session on Statistical Methods.
Nalan Bastürk (Speaker)
14 Mar 2019
Activity: Talk or presentation (speaker at event) › Talk or presentation › Professional
BISS Certified Lectures: Introduction to statistical methods and time series analysis
Nalan Bastürk (Speaker) & Stephan Smeekes (Speaker)
6 May 2019 → 13 May 2019
Activity: Talk or presentation (speaker at event) › Talk or presentation › Professional