Erdinc Akyildirim

Publication Activity (10 Years)

Years Active: 2021-2023
Publications (10 Years): 8

Top Topics

Poisson Processes

Machine Learning

Anomaly Detection

Top Venues

Ann. Oper. Res.

Publications

Erdinc Akyildirim, Oguzhan Cepni, Shaen Corbet, Gazi Salah Uddin
Forecasting mid-price movement of Bitcoin futures using machine learning. Ann. Oper. Res. 330 (1) (2023)
Erdinc Akyildirim, Ahmet Göncü, Alper A. Hekimoglu, Duc Khuong Nguyen, Ahmet Sensoy
Statistical arbitrage: factor investing approach. OR Spectr. 45 (4) (2023)
Erdinc Akyildirim, Matteo Gambara, Josef Teichmann, Syang Zhou
Randomized Signature Methods in Optimal Portfolio Selection. CoRR (2023)
Erdinc Akyildirim, Alper A. Hekimoglu, Ahmet Sensoy, Frank J. Fabozzi
Extending the Merton model with applications to credit value adjustment. Ann. Oper. Res. 326 (1) (2023)
Erdinc Akyildirim, Aurelio Fernández Bariviera, Duc Khuong Nguyen, Ahmet Sensoy
Forecasting high-frequency stock returns: a comparison of alternative methods. Ann. Oper. Res. 313 (2) (2022)
Erdinc Akyildirim, Matteo Gambara, Josef Teichmann, Syang Zhou
Applications of Signature Methods to Market Anomaly Detection. CoRR (2022)
Erdinc Akyildirim, Frank J. Fabozzi, Ahmet Göncü, Ahmet Sensoy
Statistical arbitrage in jump-diffusion models with compound Poisson processes. Ann. Oper. Res. 313 (2) (2022)
Erdinc Akyildirim, Ahmet Göncü, Ahmet Sensoy
Prediction of cryptocurrency returns using machine learning. Ann. Oper. Res. 297 (1) (2021)