Ahmet Sensoy

Orcid: 0000-0001-7967-5171

According to our database1, Ahmet Sensoy authored at least 12 papers between 2018 and 2024.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
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Links

Online presence:

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Bibliography

2024
Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints.
Ann. Oper. Res., June, 2024

Investor attention and cryptocurrency market liquidity: a double-edged sword.
Ann. Oper. Res., March, 2024

2023
Statistical arbitrage: factor investing approach.
OR Spectr., December, 2023

Extending the Merton model with applications to credit value adjustment.
Ann. Oper. Res., July, 2023

On the role of commodity futures in portfolio diversification.
Int. Trans. Oper. Res., 2023

2022
Statistical arbitrage in jump-diffusion models with compound Poisson processes.
Ann. Oper. Res., 2022

Forecasting high-frequency stock returns: a comparison of alternative methods.
Ann. Oper. Res., 2022

2021
Prediction of cryptocurrency returns using machine learning.
Ann. Oper. Res., 2021

2020
Applications of Machine Learning Methods in Complex Economics and Financial Networks.
Complex., 2020

2019
Financial Networks 2019.
Complex., 2019

Dynamic integration and network structure of the EMU sovereign bond markets.
Ann. Oper. Res., 2019

2018
Financial Networks.
Complex., 2018


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