Erdinc Akyildirim

According to our database, Erdinc Akyildirim authored at least 8 papers between 2021 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2023

Statistical arbitrage: factor investing approach.

Erdinc Akyildirim, Ahmet Göncü, Alper A. Hekimoglu, Duc Khuong Nguyen, Ahmet Sensoy

OR Spectr., December, 2023

Forecasting mid-price movement of Bitcoin futures using machine learning.

Erdinc Akyildirim, Oguzhan Cepni, Shaen Corbet, Gazi Salah Uddin

Ann. Oper. Res., November, 2023

Extending the Merton model with applications to credit value adjustment.

Erdinc Akyildirim, Alper A. Hekimoglu, Ahmet Sensoy, Frank J. Fabozzi

Ann. Oper. Res., July, 2023

Randomized Signature Methods in Optimal Portfolio Selection.

Erdinc Akyildirim, Matteo Gambara, Josef Teichmann, Syang Zhou

CoRR, 2023

2022

Applications of Signature Methods to Market Anomaly Detection.

Erdinc Akyildirim, Matteo Gambara, Josef Teichmann, Syang Zhou

CoRR, 2022

Statistical arbitrage in jump-diffusion models with compound Poisson processes.

Erdinc Akyildirim, Frank J. Fabozzi, Ahmet Göncü, Ahmet Sensoy

Ann. Oper. Res., 2022

Forecasting high-frequency stock returns: a comparison of alternative methods.

Erdinc Akyildirim, Aurelio Fernández Bariviera, Duc Khuong Nguyen, Ahmet Sensoy

Ann. Oper. Res., 2022

2021

Prediction of cryptocurrency returns using machine learning.

Erdinc Akyildirim, Ahmet Göncü, Ahmet Sensoy

Ann. Oper. Res., 2021