Giray Ökten

Giray Ökten

Florida State University

H-index: 19

North America-United States

About Giray Ökten

Giray Ökten, With an exceptional h-index of 19 and a recent h-index of 10 (since 2020), a distinguished researcher at Florida State University, specializes in the field of Monte Carlo and quasi-Monte Carlo methods.

His recent articles reflect a diverse array of research interests and contributions to the field:

Control variate Monte Carlo estimators based on sparse polynomial chaos expansions

The Global Active Subspace Method

Derivative-based Shapley value for global sensitivity analysis and machine learning explainability

Monte Carlo and quasi-Monte Carlo methods for Dempster's rule of combination

A comparison of global sensitivity methods for power systems

A goodness-of-fit test for copulas based on the collision test

Dempster-Shafer theory for stock selection

Randomized quasi-Monte Carlo methods in global sensitivity analysis

Giray Ökten Information

University

Position

Professor of Mathematics

Citations(all)

940

Citations(since 2020)

335

Cited By

728

hIndex(all)

19

hIndex(since 2020)

10

i10Index(all)

29

i10Index(since 2020)

12

Email

University Profile Page

Florida State University

Google Scholar

View Google Scholar Profile

Giray Ökten Skills & Research Interests

Monte Carlo and quasi-Monte Carlo methods

Top articles of Giray Ökten

Title

Journal

Author(s)

Publication Date

Control variate Monte Carlo estimators based on sparse polynomial chaos expansions

Socio-Environmental Systems Modelling

Hui Duan

Giray Okten

2023/12/4

The Global Active Subspace Method

arXiv preprint arXiv:2304.14142

Ruilong Yue

Giray Ökten

2023/3/28

Derivative-based Shapley value for global sensitivity analysis and machine learning explainability

arXiv preprint arXiv:2303.15183

Hui Duan

Giray Ökten

2023/3/24

Monte Carlo and quasi-Monte Carlo methods for Dempster's rule of combination

International Journal of Approximate Reasoning

Nima Salehy

Giray Ökten

2022/6/1

A comparison of global sensitivity methods for power systems

Ruilong Yue

Hui Duan

Giray Ökten

Bahri Uzunoğlu

2022/11/23

A goodness-of-fit test for copulas based on the collision test

Statistical Papers

Yiran Chen

Giray Ökten

2022/10

Dempster-Shafer theory for stock selection

Nima Salehy

Giray Ökten

2021/7/12

Randomized quasi-Monte Carlo methods in global sensitivity analysis

Giray Ökten

Yaning Liu

2021/6/1

Polynomial chaos as a control variate method

SIAM Journal on Scientific Computing

Jamie Fox

Giray Okten

2021

Brownian path generation and polynomial chaos

SIAM Journal on Financial Mathematics

Jamie Fox

Giray Okten

2021

First Semester in Numerical Analysis with Python

Yaning Liu

2020

Brownian Motion

Brownian Motion and its Applications to Mathematical Analysis: École d'Été de Probabilités de Saint-Flour XLIII–2013

Krzysztof Burdzy

Krzysztof Burdzy

2014

Randomized Global Sensitivity Analysis and Model Robustness

David Mandel

Giray Ökten

2020

Discrete Random Variables

A Modern Introduction to Probability and Statistics: Understanding Why and How

Frederik Michel Dekking

Cornelis Kraaikamp

Hendrik Paul Lopuhaä

Ludolf Erwin Meester

Frederik Michel Dekking

...

2005

Probability and Simulation

Giray Ökten

2020/10/15

Markov Chains

Rabi Bhattacharya

Edward Waymire

2022/4/20

Continuous Random Variables

James Sneyd

Rachel M Fewster

Duncan McGillivray

2022/6/28

Implementing de-biased estimators using mixed sequences

Monte Carlo Methods and Applications

Arun Kumar Polala

Giray Ökten

2020/12/1

See List of Professors in Giray Ökten University(Florida State University)

Co-Authors

H-index: 40
Murat Tiryakioğlu

Murat Tiryakioğlu

Jacksonville University

H-index: 26
Aruna Sivakumar

Aruna Sivakumar

Imperial College London

H-index: 24
Ashok Srinivasan

Ashok Srinivasan

Florida State University

H-index: 23
Washington Mio

Washington Mio

Florida State University

H-index: 20
Michael Gnewuch

Michael Gnewuch

Universität Osnabrück

H-index: 15
james mcclure

james mcclure

Ball State University

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