Erdinç Akyıldırım

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
Statistical arbitrage: factor investing approach OR Spectrum	2024-02-21	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
Do investor sentiments drive cryptocurrency prices? Economics Letters	2021-09-16	Paper
Prediction of cryptocurrency returns using machine learning Annals of Operations Research	2021-05-05	Paper
A tale of two risks in the EMU sovereign debt markets Economics Letters	2018-12-12	Paper
A stochastic model for commodity pairs trading Quantitative Finance	2018-11-13	Paper
Approximating stochastic volatility by recombinant trees The Annals of Applied Probability	2014-09-25	Paper
Approximating stochastic volatility by recombinant trees The Annals of Applied Probability	2014-09-25	Paper
Optimal dividend policy with random interest rates Journal of Mathematical Economics	2014-04-10	Paper

Research outcomes over time

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