Ahmet Sensoy

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

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

Research outcomes over time

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