2017 - 2018 Fall Projects
Team
Name
Surname
Coordinator
Title
1
IŞIK
DURUKAN
Necati Aras
USD/TRY Exchange Rate Modeling with Crowdsourcing
2
GÜNEŞ
ŞENGEL
3
MELTEM
YAĞLI
4
SERKAN KAAN CAN
KOYAK
5
CEM ONAT
YILMAZ
Necati Aras
Needle in the haystack : The search for multi baggers in BIST
6
TAN
NALBANTOĞLU
7
SÜLEYMAN
KATİPOĞLU
Nesrin Okay
Comparison of Risk Measures on Turkısh Money Markets
8
CEM
BÖKEER
9
HASAN BASRİ
TARMAN
10
AYŞE MİNA
ERDUR
Nesrin Okay
Comparison of Risk Measurements in Turkish Fixed Income Market
11
PETEK
SEZGİN
12
MUSTAFA GÖKHAN
SARAÇ
13
İBRAHİM EREN
ERENTOK
Nesrin Okay
Diversification of the eggs and reducing risk using Modern Portfolio Theory
in BIST100 Stocks
14
KADRİ CEM
ALTAY
15
ŞEBNEM
CİNİVİZ
16
METE OĞUZHAN
KARABULUT
Nesrin Okay
Relationship between macroeconomic indicators and the stock market
in Turkey and USA
17
ENGİN FURKAN
İNALKAÇ
18
NİHAN
YILMAZER
Vedat Akgiray
Is financing with project bonds a way forward for ppp projects? Comparison of project bonds versus traditional debt in
ppp applications with renewable energy &infrastructure practices
19
AHMET SALİH
KURUCAN
Vedat Akgiray
Diversification and Regime Identification via Clustering of an Equity Portfolio
20
AHMET FARUK
KAVAK
21
ALPER
ÇOPUR
Taylan Cemgil
HOURLY ELECTRICITY DEMAND FORECASTING
22
RAMAZAN BUĞRA
ÇIKMAZKARA
23
ARTEMİZ
ARBAĞ
24
IŞIK CEREN
ÇEBİ
Mine Uğurlu
Determining How Much and When to Hedge Credit Risk in Turkish Banks
25
KEREM TUNA
İSLAM
26
MELİS ECEM
ÖZDEMİR
27
GÖKHAN
ÖZEL
28
CAN
GÜRKAN
Refik Güllü
Building Portfolio in Istanbul Stock Exchange Market by Using Black-Litterman Model
with Key Financial Indicators
29
MEHMET KAAN
BOZKURT
30
OZAN UMUT
CEBİR
31
HALİT
BALAK
Cenk Karahan
Beta Arbitrage Strategies
2016 - 2017 Fall Projects
Team
Name
Surname
Coordinator
Title
1
SAMET
ÖNOL
Refik Güllü
Incorporating Risk Measures in Portfolio Optimization and Application to IMKB Stocks
2
SEVGİ GÖKÇE
CERAN
3
NİHAT
TUNÇER
Mine Uğurlu
Does hedging affect firm value?
4
EMİN CAN
AYDIN
5
NOYAN UĞUR
RENDA
6
FATİH
ÇETİN
7
FATİH
ONUR
Refik Güllü
2008 Krizi Sonrası Piyasalardaki Volatilite Düşüşü ve Merkez Bankalarının Bundaki Rolü
8
AHMET YETKİN
ŞEŞEN
9
KIVANÇ
DÜNDAR
Nesrin Okay
Asymmetric Volatility Dynamics at The Emerging Markets
10
ÖZGE
SERBEST
11
UFUK
ÖZKUL
12
NİL DENİZ
AYRANCI
Nesrin Okay
Portfolio optimization using precious metals, oils, sp500
13
GÜZİN
ERDEM
14
CEM
YILDIRIMER
15
GİZEM
AKKAN
Vedat Akgiray
Enerji Ticareti ve Asset Optimizasyonu
16
ŞEYDA
DOĞRUER
Nesrin Okay
Comparison of Risk Measures on Turkish Money Markets
17
DİLARA
OKUR
18
MERİÇ SELÇUK
ÇETİNKAYA
Mine Uğurlu
Private Equity and Venture Capital in Turkey
19
ONUR
BAYRAKDAR
20
YİĞİT SAVAŞ
YÜKSEL
Mine Uğurlu
The Financing Mix Decision of a LNG Tanker Investment”
21
TUĞANA
BENGİSU
Mine Uğurlu
Different Aspects of M&A Deals
22
ÜMİT
COŞKUN
Mine Uğurlu
Earnings Management Prediction
23
HALİT
BALAK
Cenk Karahan
Beta Arbitrage Strategies
24
ASLI
KARAGÖL
Taylan Cemgil
Estimating Parameters Of Heston Model With Kalman
Filtering For S&P 500 Index And EUR/USD Exchange Rate and applicaiton
to Turkish Market
25
HÜSEYİN GÜRŞAH
PEKTAŞ
26
ABDULLAH BURAK
POLAT
27
ÇAĞRI
TUNÇBİLEK
Necati Aras
Credit Risk Modelling by Using Data Mining Techniques
28
ORHUN
DİNÇER
Nesrin Okay
Analysis of the Relationship between Oil, Gold, USDX, BIST100 returns and VIX (CBOE Volatility Index)
29
OKAN
ERTÜRK
30
MEHMET UMUT
ÖZDEMİR
Nesrin Okay
Measuring Regime Changes on USD TRY using Markov Switching Regression Model
31
UĞUR
KORKMAZ
32
ÜLKÜ
ÇELEBİOĞLU
33
MURAT
ARDALI
Refik Güllü
Incorporating Risk Measures in Portfolio Optimization and Application to IMKB stocks
34
LÜTFİ EMRE
CEZAİRLİ
35
GÖRKEM
YÜKSEL
36
UMUTCAN
KARAKULLUKCU
37
EVRİM
AYDIN
Vedat Akgiray
The Financing Mix Decision of a LNG Tanker Investment”
2015 - 2016 Fall Projects
Team
Name
Surname
Coordinator
Title
1
Ümit
Coşkun
Mine Uğurlu
Earnings Management Prediction
2
Başak
Bengi
Mine Uğurlu
Effects of group affiliation and Diversification on firm risk
3
Zeynep
Kadak
4
Murat
Şahin
5
Sinem
Ismarlama
Mine Uğurlu
Determinants of Hedging Decisions
6
Merve
Şen
7
Ece Fırat
Uzman
8
Halit
Balak
Cenk Karahan
Beta Arbitrage Strategies
9
Halil
Öz
Refik Güllü
Modelling Price and Demand Relationship in Energy Related Products
10
Ümit
Bozkurt
11
Özgür
Kaçar
12
Önder
Bayülken
13
Ferdi Aydın
Şenaydın
Taylan Cemgil
Performing Credit Risk Models Validations with C++ and R
14
Yiğit Savaş
Yüksel
Mine Uğurlu
The Financing Mix Decision of a LNG Tanker Investment”
15
Ali
Kaplan
Taylan Cemgil
2. Sequential Monte Carlo for stochastic volatility models
16
Kadir
Furtun
17
Burak
Müezzinoğlu
18
Aslı
Karagöl
Taylan Cemgil
Estimating Parameters Of Heston Model With Kalman
Filtering For S&P 500 Index And EUR/USD Exchange Rate and applicaiton
to Turkish Market
19
Hüseyin Gürşah
Pektaş
20
Abdullah Burak
Polat
21
Deniz
Demirci
Nesrin Okay
An Analysis of Bank Growth and Stress
22
Aytaş
Çeki
23
Yusuf
Kuruner
24
Bora
Karaağaçlı
Nesrin
Okay
Markov Switching Regression Analysis of CAB & US-IP
25
Tayfur
Eken
2014 - 2015 Fall Projects
Team
Name
Surname
Coordinator
Title
1
Alper
Topaloğlu
Nesrin
O. Akman
Diversification and Eggs
2
Cihan
Tuncer
3
Ceren
Fırtın
Mine Uğurlu
IPO and SEO Returns
4
Zeynep
Keskin
5
Melike
Şahbaz
6
Rana
Tercan
7
Onur
Balaban
Mine Uğurlu
Different Aspects of M&A Deals
8
Tuğana
Bengisu
9
Berk
Tatlıpınar
10
İrem
Aysan
Nesrin
O. Akman
Volatility Spillover Effects Between Developed Stock Markets and Emerging Stock Markets
11
Mehmet Orkun
Temel
12
Çağatay
Azaklı
13
Turgay Aykut
Akbulut
Refik Güllü
Application of Black-Litterman Approach to Portfolio Optimization for IMKB stocks
14
Halil
Ersu
15
Çağatay
Çelik
16
Arda
Yücekayalı
17
Yiğit
Pamuk
Nesrin
O. Akman
Googling the Turkish Economy
18
Gürşah
Pektaş
Taylan Cemgil
Estimating Parameters Of Heston Model With Kalman
Filtering For S&P 500 Index And EUR/USD Exchange Rate and applicaiton
to Turkish Market
19
Aslı
Karagöl
20
Halit
Balak
21
Özgür
Kaplanlıoğlu
Taylan Cemgil
Monte Carlo For Stochastic Volatility Modls
22
Ferdi Aydın
Şenaydın
Taylan Cemgil
Performing Credit Risk Models Validations with C++ and R