Prediction of cryptocurrency returns using machine learning. - Erdinc Akyildirim; Ahmet Göncü; Ahmet Sensoy (Ann. Oper. Res., 2021)

Forecasting high-frequency stock returns: a comparison of alternative methods. - Erdinc Akyildirim; Aurelio Fernández Bariviera; Duc Khuong Nguyen; Ahmet Sensoy (Ann. Oper. Res., 2022)

Statistical arbitrage in jump-diffusion models with compound Poisson processes. - Erdinc Akyildirim; Frank J. Fabozzi; Ahmet Göncü; Ahmet Sensoy (Ann. Oper. Res., 2022)

Applications of Signature Methods to Market Anomaly Detection. - Erdinc Akyildirim; Matteo Gambara; Josef Teichmann; Syang Zhou (CoRR, 2022)

Randomized Signature Methods in Optimal Portfolio Selection. - Erdinc Akyildirim; Matteo Gambara; Josef Teichmann; Syang Zhou (CoRR, 2023)

Extending the Merton model with applications to credit value adjustment. - Erdinc Akyildirim; Alper A. Hekimoglu; Ahmet Sensoy; Frank J. Fabozzi (Ann. Oper. Res., 2023)

Forecasting mid-price movement of Bitcoin futures using machine learning. - Erdinc Akyildirim; Oguzhan Cepni; Shaen Corbet; Gazi Salah Uddin (Ann. Oper. Res., 2023)

Statistical arbitrage: factor investing approach. - Erdinc Akyildirim; Ahmet Göncü; Alper A. Hekimoglu; Duc Khuong Nguyen; Ahmet Sensoy (OR Spectr., 2023)