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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

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

SCHOLARLY PAPERS

22

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6,356

CITATIONS

2

Scholarly Papers (22)

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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 1,424 (11,097)

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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
Aloy Soppe, Marc Schauten, Jurjen Soppe and U. Kaymak
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 (22,941)

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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
J. van den Berg, U. Kaymak and W. M. van den Bergh
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 (29,774)

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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 (26,504)
Citation 1

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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 (76,568)

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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 (103,709)

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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 (137,674)

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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
A.M.G. Cornelissen, J. van den Berg, Wiebe J. Koops and U. Kaymak
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 186 (147,353)

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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
Katalin Boer-Sorban, Arie de Bruin and U. Kaymak
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 (144,494)
Citation 1

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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 165 (163,884)

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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
J. van den Berg, W. M. van den Bergh and U. Kaymak
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 (172,893)

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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
Katalin Boer-Sorban, U. Kaymak and J. Spiering
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 (170,171)

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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 (190,309)

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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
U. Kaymak, J. P. Verkade and H. A. B. te Braake
Erasmus University Rotterdam (EUR) - Faculty of Economics - Department of Computer Science, Independent and Independent
Downloads 128 (192,544)

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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 (235,366)

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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
Ludo Waltman, Nees Jan van Eck, Rommert Dekker and U. Kaymak
Erasmus University Rotterdam - Faculty of Economics and Business, Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute and Erasmus University Rotterdam (EUR) - Faculty of Economics - Department of Computer Science
Downloads 96 (229,237)

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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
Katalin Boer-Sorban, U. Kaymak and Arie de Bruin
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 (278,506)

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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
Jan van den Berg, U. Kaymak and Rui Jorge Almeida
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 (287,048)

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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
Jose Antonio Larco, Rommert Dekker and U. Kaymak
Erasmus University Rotterdam (EUR) - Department of Technology and Operations Management, Econometric Institute and Erasmus University Rotterdam (EUR) - Faculty of Economics - Department of Computer Science
Downloads 62 (320,655)

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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 (305,570)

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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 (423,539)

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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
Rui Jorge Almeida, Nalan Basturk, U. Kaymak and João M. C. Sousa
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 (437,009)

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