U. Kaymak

Erasmus University Rotterdam (EUR) - Faculty of Economics - Department of Computer Science

P.O. Box 1738

3000 DR Rotterdam

Netherlands

Erasmus Research Institute of Management (ERIM)

P.O. Box 1738

3000 DR Rotterdam

Netherlands

SCHOLARLY PAPERS

22

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Top 5,609

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6,223

CITATIONS

2

Scholarly Papers (22)

1.

A Conceptual Model of Investor Behavior

ERIM Report Series Reference No. ERS-2008-030-F&A
Number of pages: 55 Posted: 12 Jun 2008
Milan Lovric, U. Kaymak and J. Spronk
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Erasmus University Rotterdam (EUR) - Faculty of Economics - Department of Computer Science and Erasmus Research Institute of Management (ERIM)
Downloads 1,368 (10,393)

Abstract:

investor behavior, financial decision making, behavioral finance, cognitive modeling, agent-based artificial financial markets

2.

Corporate Social Responsibility Reputation (CSSR): Do Companies Comply to their Raised CSR Expectations?

Corporate Reputation Review, Vol. 14, pp. 300-323, November 25, 2011
Number of pages: 27 Posted: 11 Jun 2009 Last Revised: 01 Dec 2014
Erasmus University Rotterdam (EUR) - Erasmus School of Law, Vrije Universiteit Amsterdam, Deloitte Financial Advisory Services and Erasmus University Rotterdam (EUR) - Faculty of Economics - Department of Computer Science
Downloads 843 (20,688)

Abstract:

CSR, reputation

3.

Financial Markets Analysis by Probabilistic Fuzzy Modelling

ERIM Report Series Reference No. ERS-2003-036-LIS
Number of pages: 20 Posted: 30 Mar 2006
Delft University of Technology, Faculty of Technology, Policy and Management, Section of ICT, Erasmus University Rotterdam (EUR) - Faculty of Economics - Department of Computer Science and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 717 (26,650)

Abstract:

probabilistic fuzzy systems, fuzzy reasoning, fuzzy rule base, data-driven design, time series analysis

4.

Neural Networks for Target Selection in Direct Marketing

ERIM Report Series Reference No. ERS-2001-14-LIS
Number of pages: 20 Posted: 10 Feb 2003
Rob Potharst, U. Kaymak and Wim Pijls
Erasmus University Rotterdam - Department of Computer Science, Erasmus University Rotterdam (EUR) - Faculty of Economics - Department of Computer Science and Erasmus Research Institute of Management (ERIM)
Downloads 696 (25,036)
Citation 1

Abstract:

neural networks, data mining, direct mail, direct marketing, target selection

5.

Extended Fuzzy Clustering Algorithms

ERIM Report Series Reference No. ERS-2001-51-LIS
Number of pages: 30 Posted: 13 Feb 2003
U. Kaymak and Magne Setnes
Erasmus University Rotterdam (EUR) - Faculty of Economics - Department of Computer Science and Heineken Technical Services - Research and Development
Downloads 328 (69,901)

Abstract:

Fuzzy Clustering, Cluster Merging, Volume Prototypes, Similarity

6.

Fuzzy Modeling of Client Preference in Data-Rich Marketing Environments

ERIM Report Series Reference No. ERS-2000-49-LIS
Number of pages: 16 Posted: 26 Aug 2006
Magne Setnes and U. Kaymak
Heineken Technical Services - Research and Development and Erasmus University Rotterdam (EUR) - Faculty of Economics - Department of Computer Science
Downloads 257 (93,932)

Abstract:

direct marketing, client segmentation, fuzzy systems, fuzzy clustering

7.

Weighted Constraints in Fuzzy Optimization

ERIM Report Series Reference No. ERS-2001-19-LIS
Number of pages: 25 Posted: 10 Feb 2003
U. Kaymak and João M. C. Sousa
Erasmus University Rotterdam (EUR) - Faculty of Economics - Department of Computer Science and Technical University of Lisbon (UTL) - School of Economics and Management
Downloads 192 (124,744)

Abstract:

fuzzy sets, optimalisatie, wiskundige programmering

8.

Eliciting Expert Knowledge for Fuzzy Evaluation of Agricultural Production Systems

ERIM Report Series Reference No. ERS-2002-108-LIS
Number of pages: 38 Posted: 28 Jan 2003
Wageningen UR - Animal Sciences Group, Delft University of Technology, Faculty of Technology, Policy and Management, Section of ICT, Wageningen UR - Animal Sciences Group and Erasmus University Rotterdam (EUR) - Faculty of Economics - Department of Computer Science
Downloads 184 (134,855)

Abstract:

evaluation, fuzzy models, expert knowledge, knowledge elicitation, subjectivity

9.

On the Design of Artificial Stock Markets

ERIM Report Series Reference No. ERS-2005-001-LIS
Number of pages: 48 Posted: 06 Apr 2005
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Erasmus Research Institute of Management (ERIM) and Erasmus University Rotterdam (EUR) - Faculty of Economics - Department of Computer Science
Downloads 179 (131,474)
Citation 1

Abstract:

market microstructure, financial markets, agent-based computational economics, artificial stock markets, uncertainty modeling

10.

Hybrid Meta-Heuristics for Robust Scheduling

ERIM Report Series Reference No. ERS-2006-018-LIS
Number of pages: 23 Posted: 26 Aug 2006
M. Surico, U. Kaymak, D. Naso and R. Dekker
Politecnico di Bari - Dipartimento di Elettrotecnica ed Elettronica, Erasmus University Rotterdam (EUR) - Faculty of Economics - Department of Computer Science, Politecnico di Bari - Dipartimento di Elettrotecnica ed Elettronica and affiliation not provided to SSRN
Downloads 163 (150,252)

Abstract:

Meta-Heuristics, Multi-Objective Genetic Optimization, Robust Scheduling, Supply Networks

11.

Probabilistic and Statistical Fuzzy Set Foundations of Competitive Exception Learning

ERIM Report Series Reference No. ERS-2001-40-LIS
Number of pages: 15 Posted: 21 Feb 2003
Delft University of Technology, Faculty of Technology, Policy and Management, Section of ICT, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Faculty of Economics - Department of Computer Science
Downloads 146 (156,847)

Abstract:

probability theory, statistics, fuzzy set, exception learning

12.

From Discrete-Time Models to Continuous-Time, Asynchronous Models of Financial Markets

ERIM Report Series Reference No. ERS-2006-009-LIS
Number of pages: 34 Posted: 26 Aug 2006
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Erasmus University Rotterdam (EUR) - Faculty of Economics - Department of Computer Science and affiliation not provided to SSRN
Downloads 145 (155,977)

Abstract:

Agent-Based Computational Finance, Artificial Stock Markets, Autonomous Behaviour, Continuous Trading, Glosten and Milgrom Model, Informational Asymmetry, Market Microstructure

13.

A Theoretical Analysis of Cooperative Behavior in Multi-Agent Q-Learning

ERIM Report Series Reference No. ERS-2006-006-LIS
Number of pages: 23 Posted: 07 Feb 2006
Ludo Waltman and U. Kaymak
Erasmus University Rotterdam - Faculty of Economics and Business and Erasmus University Rotterdam (EUR) - Faculty of Economics - Department of Computer Science
Downloads 131 (173,852)

Abstract:

Cooperation, Multi-Agent Q-Learning, Multi-Agent Reinforcement Learning, Nash Equilibrium, Prisoner’s Dilemma

14.

A Lotting Method for Electronic Reverse Auctions

ERIM Report Series Reference No. ERS-2003-042-LIS
Number of pages: 32 Posted: 26 Aug 2006
Erasmus University Rotterdam (EUR) - Faculty of Economics - Department of Computer Science, Independent and Independent
Downloads 128 (174,851)

Abstract:

Reverse auctions, e-commerce, e-procurement, lotting, hierarchical clustering

15.

Pattern-Based Target Selection Applied to Fund Raising

ERIM Report Series Reference No. ERS-2001-56-LIS
Number of pages: 17 Posted: 18 Feb 2003
Wim Pijls, Rob Potharst and U. Kaymak
Erasmus Research Institute of Management (ERIM), Erasmus University Rotterdam - Department of Computer Science and Erasmus University Rotterdam (EUR) - Faculty of Economics - Department of Computer Science
Downloads 97 (214,159)

Abstract:

frequent item sets, target selection, datamining, frequent patterns

16.

Economic Modeling Using Evolutionary Algorithms: The Effect of a Binary Encoding of Strategies

ERIM Report Series Reference No. ERS-2009-028-LIS
Number of pages: 25 Posted: 08 Jun 2009
Erasmus University Rotterdam - Faculty of Economics and Business, Erasmus University Rotterdam - Erasmus School of Economics, Erasmus University, Rotterdam (EUR) - Erasmus School of Economics and Erasmus University Rotterdam (EUR) - Faculty of Economics - Department of Computer Science
Downloads 96 (208,485)

Abstract:

agent-based computational economics, evolutionary algorithm, genetic algorithm, binary encoding, premature convergence

17.

A Modular Agent-Based Environment for Studying Stock Markets

ERIM Report Series Reference No. ERS-2005-017-LIS
Number of pages: 26 Posted: 26 Feb 2008
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Erasmus University Rotterdam (EUR) - Faculty of Economics - Department of Computer Science and Erasmus Research Institute of Management (ERIM)
Downloads 76 (255,960)

Abstract:

computational economics, agent-based modelling, artificial stock markets, behavioural finance, simulatiemodellen

18.

Function Approximation Using Probabilistic Fuzzy Systems

ERIM Report Series Reference No. ERS-2011-026-LIS
Number of pages: 29 Posted: 17 Jan 2012
affiliation not provided to SSRN, Erasmus University Rotterdam (EUR) - Faculty of Economics - Department of Computer Science and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 65 (268,103)

Abstract:

fuzzy set, additive reasoning, function approximation, fuzzy partitioning, probabilistic fuzzy system

19.

Distributed Services with Foreseen and Unforeseen Tasks: The Mobile Re-Allocation Problem

ERIM Report Series Reference No. ERS-2007-087-LIS
Number of pages: 45 Posted: 29 Jan 2008
Erasmus University Rotterdam (EUR) - Department of Technology and Operations Management, Erasmus University, Rotterdam (EUR) - Erasmus School of Economics and Erasmus University Rotterdam (EUR) - Faculty of Economics - Department of Computer Science
Downloads 62 (292,753)

Abstract:

routing, location, reliability, distributed services

20.

Auk: A Simple Alternative to the Auc

ERIM Report Series Reference No. ERS-2010-024-LIS
Number of pages: 22 Posted: 07 Jun 2010
U. Kaymak and Rob Potharst
Erasmus University Rotterdam (EUR) - Faculty of Economics - Department of Computer Science and Erasmus University Rotterdam - Department of Computer Science
Downloads 58 (283,404)

Abstract:

ROC curve, area under ROC curve, AUC, H-measure, Kappa index, AUK, model ranking, model selection

21.

A Temporal Web Ontology Language

ERIM Report Series Reference No. ERS-2009-050-LIS
Number of pages: 44 Posted: 05 Oct 2009
U. Kaymak
Erasmus University Rotterdam (EUR) - Faculty of Economics - Department of Computer Science
Downloads 23 (392,902)

Abstract:

concrete domains, web, time, OWL, fluents

22.

Estimation of Flexible Fuzzy GARCH Models for Conditional Density Estimation

ERIM Report Series Reference No. ERS-2013-13-LIS
Number of pages: 33 Posted: 01 Aug 2013
Erasmus University Rotterdam (EUR) - Department of Econometrics, Maastricht University - Department of Quantitative Economics, Erasmus University Rotterdam (EUR) - Faculty of Economics - Department of Computer Science and Technical University of Lisbon (UTL) - School of Economics and Management
Downloads 16 (420,552)

Abstract:

Linguistic descriptions, Volatility forecasting, Conditional density estimation, Fuzzy GARCH models