Ahmet Sensoy

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

Collaborative distances:

• Dijkstra number of four.
• Erdős number of five.

2024

Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints.

Ameet Kumar Banerjee, H. K. Pradhan, Ahmet Sensoy, Frank J. Fabozzi, Biplab Mahapatra

Ann. Oper. Res., June, 2024

Investor attention and cryptocurrency market liquidity: a double-edged sword.

Shouyu Yao, Ahmet Sensoy, Duc Khuong Nguyen, Tong Li

Ann. Oper. Res., March, 2024

2023

Statistical arbitrage: factor investing approach.

Erdinc Akyildirim, Ahmet Göncü, Alper A. Hekimoglu, Duc Khuong Nguyen, Ahmet Sensoy

OR Spectr., December, 2023

Extending the Merton model with applications to credit value adjustment.

Erdinc Akyildirim, Alper A. Hekimoglu, Ahmet Sensoy, Frank J. Fabozzi

Ann. Oper. Res., July, 2023

On the role of commodity futures in portfolio diversification.

Hooi Hooi Lean, Duc Khuong Nguyen, Ahmet Sensoy, Gazi Salah Uddin

Int. Trans. Oper. Res., 2023

2022

Statistical arbitrage in jump-diffusion models with compound Poisson processes.

Erdinc Akyildirim, Frank J. Fabozzi, Ahmet Göncü, Ahmet Sensoy

Ann. Oper. Res., 2022

Forecasting high-frequency stock returns: a comparison of alternative methods.

Erdinc Akyildirim, Aurelio Fernández Bariviera, Duc Khuong Nguyen, Ahmet Sensoy

Ann. Oper. Res., 2022

2021

Prediction of cryptocurrency returns using machine learning.

Erdinc Akyildirim, Ahmet Göncü, Ahmet Sensoy

Ann. Oper. Res., 2021

2020

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

Benjamin Miranda Tabak, Thiago C. Silva, Liang Zhao, Ahmet Sensoy

Complex., 2020

2019

Financial Networks 2019.

Benjamin Miranda Tabak, Thiago Christiano Silva, Ahmet Sensoy

Complex., 2019

Dynamic integration and network structure of the EMU sovereign bond markets.

Ahmet Sensoy, Duc Khuong Nguyen, Ahmed Rostom, Erk Hacihasanoglu

Ann. Oper. Res., 2019

2018

Financial Networks.

Benjamin Miranda Tabak, Thiago Christiano Silva, Ahmet Sensoy

Complex., 2018