Ahmet Sensoy

12 papers Journal 12
YearRankTypeTitle / Venue / Authors
2024 J jnl
Investor attention and cryptocurrency market liquidity: a double-edged sword.
Ann. Oper. Res.
Shouyu Yao, Ahmet Sensoy, Duc Khuong Nguyen, Tong Li
2024 J jnl
Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints.
Ann. Oper. Res.
Ameet Kumar Banerjee, H. K. Pradhan, Ahmet Sensoy, Frank J. Fabozzi, Biplab Mahapatra
2023 J jnl
Extending the Merton model with applications to credit value adjustment.
Ann. Oper. Res.
Erdinc Akyildirim, Alper A. Hekimoglu, Ahmet Sensoy, Frank J. Fabozzi
2023 J jnl
On the role of commodity futures in portfolio diversification.
Int. Trans. Oper. Res.
Hooi Hooi Lean, Duc Khuong Nguyen, Ahmet Sensoy, Gazi Salah Uddin
2023 J jnl
Statistical arbitrage: factor investing approach.
OR Spectr.
Erdinc Akyildirim, Ahmet Göncü, Alper A. Hekimoglu, Duc Khuong Nguyen, Ahmet Sensoy
2022 J jnl
Forecasting high-frequency stock returns: a comparison of alternative methods.
Ann. Oper. Res.
Erdinc Akyildirim, Aurelio Fernández Bariviera, Duc Khuong Nguyen, Ahmet Sensoy
2022 J jnl
Statistical arbitrage in jump-diffusion models with compound Poisson processes.
Ann. Oper. Res.
Erdinc Akyildirim, Frank J. Fabozzi, Ahmet Göncü, Ahmet Sensoy
2021 J jnl
Prediction of cryptocurrency returns using machine learning.
Ann. Oper. Res.
Erdinc Akyildirim, Ahmet Göncü, Ahmet Sensoy
2020 J jnl
Applications of Machine Learning Methods in Complex Economics and Financial Networks.
Complex.
Benjamin Miranda Tabak, Thiago C. Silva, Liang Zhao, Ahmet Sensoy
2019 J jnl
Dynamic integration and network structure of the EMU sovereign bond markets.
Ann. Oper. Res.
Ahmet Sensoy, Duc Khuong Nguyen, Ahmed Rostom, Erk Hacihasanoglu
2019 J jnl
Financial Networks 2019.
Complex.
Benjamin Miranda Tabak, Thiago Christiano Silva, Ahmet Sensoy
2018 J jnl
Financial Networks.
Complex.
Benjamin Miranda Tabak, Thiago Christiano Silva, Ahmet Sensoy