Ahmet Sensoy

Available identifiers

Publication	Date of Publication	Type
Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints	2024-07-16	Paper
Investor attention and cryptocurrency market liquidity: a double-edged sword	2024-05-30	Paper
Statistical arbitrage: factor investing approach	2024-02-21	Paper
On the role of commodity futures in portfolio diversification	2023-09-29	Paper
Extending the Merton model with applications to credit value adjustment	2023-07-31	Paper
Forecasting high-frequency stock returns: a comparison of alternative methods	2022-07-05	Paper
Statistical arbitrage in jump-diffusion models with compound Poisson processes	2022-07-05	Paper
Prediction of cryptocurrency returns using machine learning	2021-05-05	Paper
Dynamic integration and network structure of the EMU sovereign bond markets	2020-01-20	Paper
A tale of two risks in the EMU sovereign debt markets	2018-12-12	Paper
Effective transfer entropy approach to information flow between exchange rates and stock markets	2017-02-01	Paper

This page was built for person: Ahmet Sensoy