Yaman, I., & Dalkılıç, T. E. (2021). A hybrid approach to cardinality constraint portfolio selection problem based on nonlinear neural network and genetic algorithm. Expert Systems with Applications, 169, 114517.
Yaman, I., & Dalkılıç, T. E., (2020), A STUDY ON PORTFOLIO OPTIMIZATION BASED ON FUZZY INFERENCE SYSTEM, ISPEC Publishing House/ ISBN: 978-625-7720-06-9
Yaman, I., & Dalkılıç, T. E., (2020), In different exchanges, the usability of the nonlinear neural network for the portfolio optimization method, 20th International Symposium on Econometrics, Operations Research and Statistics.
Yaman I., Erbay Dalkılıç T., 2019, Portfolio Selection based on a nonlinear neural network: An Application on the Istanbul stock exchange (ISE 30), Communications Faculty of sciences university of Ankara Series A1 Mathematics and Statistics, (2019), 1709 – 1723
Yaman I., Erbay Dalkiliç T., "Nicelik Kisitli Portföy Optimizasyonu Problemine Doğrusal Olmayan Sinir Aği Yaklaşimi", 19. Uluslararasi Eyi Sempozyumu, Antalya, Türkiye, 17-20 Ekim 2018, pp.539-542
Yaman I.” Nonlinear Neural Network for Portfolio Optimization based on ARIMA” 11. International Statistics Days Conference, 3 - 7 October 2018, Muğla Sıtkı Koçman University Department of Statistics, TURKEY, pp.240
Yaman I., Erbay Dalkiliç T., "Portfolio Selection Based on Nonlinear Neural Network: An Application on the Istanbul Stock Exchance (ISE 30)", 10. International Statistics Congress, ANKARA, TÜRKIYE, 6-8 Aralık 2017, pp.97
Yaman, I., Aladag, C.H., Modified particle swarm optimization approach in portfolio optimization, Proceeding LINSTAT 2016, International Conferance on Trends and perspectives in Linear Statistical Inference, İstanbul, TURKEY, August 22-25, 2016.