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2017 - 2018 Fall Projects |
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|
Team |
Name |
Surname |
Coordinator |
Title |
|
1 |
IŞIK |
DURUKAN |
Necati Aras |
USD/TRY Exchange Rate Modeling with Crowdsourcing |
|
2 |
GÜNEŞ |
ŞENGEL |
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|
3 |
MELTEM |
YAĞLI |
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|
4 |
SERKAN KAAN CAN |
KOYAK |
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|
5 |
CEM ONAT |
YILMAZ |
Necati Aras |
Needle in the haystack : The search for multi baggers in BIST |
|
6 |
TAN |
NALBANTOĞLU |
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|
7 |
SÜLEYMAN |
KATİPOĞLU |
Nesrin Okay |
Comparison of Risk Measures on Turkısh Money Markets |
|
8 |
CEM |
BÖKEER |
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|
9 |
HASAN BASRİ |
TARMAN |
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|
10 |
AYŞE MİNA |
ERDUR |
Nesrin Okay |
Comparison of Risk Measurements in Turkish Fixed Income Market |
|
11 |
PETEK |
SEZGİN |
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|
12 |
MUSTAFA GÖKHAN |
SARAÇ |
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|
13 |
İBRAHİM EREN |
ERENTOK |
Nesrin Okay |
Diversification of the eggs and reducing risk using Modern Portfolio Theory |
|
14 |
KADRİ CEM |
ALTAY |
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|
15 |
ŞEBNEM |
CİNİVİZ |
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|
16 |
METE OĞUZHAN |
KARABULUT |
Nesrin Okay |
Relationship between macroeconomic indicators and the stock market |
|
17 |
ENGİN FURKAN |
İNALKAÇ |
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|
18 |
NİHAN |
YILMAZER |
Vedat Akgiray |
Is financing with project bonds a way forward for ppp projects? Comparison of project bonds versus traditional debt in |
|
19 |
AHMET SALİH |
KURUCAN |
Vedat Akgiray |
Diversification and Regime Identification via Clustering of an Equity Portfolio |
|
20 |
AHMET FARUK |
KAVAK |
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|
21 |
ALPER |
ÇOPUR |
Taylan Cemgil |
HOURLY ELECTRICITY DEMAND FORECASTING |
|
22 |
RAMAZAN BUĞRA |
ÇIKMAZKARA |
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|
23 |
ARTEMİZ |
ARBAĞ |
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|
24 |
IŞIK CEREN |
ÇEBİ |
Mine Uğurlu |
Determining How Much and When to Hedge Credit Risk in Turkish Banks |
|
25 |
KEREM TUNA |
İSLAM |
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|
26 |
MELİS ECEM |
ÖZDEMİR |
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|
27 |
GÖKHAN |
ÖZEL |
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|
28 |
CAN |
GÜRKAN |
Refik Güllü |
Building Portfolio in Istanbul Stock Exchange Market by Using Black-Litterman Model |
|
29 |
MEHMET KAAN |
BOZKURT |
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|
30 |
OZAN UMUT |
CEBİR |
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|
31 |
HALİT |
BALAK |
Cenk Karahan |
Beta Arbitrage Strategies |
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|
2016 - 2017 Fall Projects |
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|
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 |
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|
3 |
NİHAT |
TUNÇER |
Mine Uğurlu |
Does hedging affect firm value? |
|
4 |
EMİN CAN |
AYDIN |
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|
5 |
NOYAN UĞUR |
RENDA |
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|
6 |
FATİH |
ÇETİN |
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|
7 |
FATİH |
ONUR |
Refik Güllü |
2008 Krizi Sonrası Piyasalardaki Volatilite Düşüşü ve Merkez Bankalarının Bundaki Rolü |
|
8 |
AHMET YETKİN |
ŞEŞEN |
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|
9 |
KIVANÇ |
DÜNDAR |
Nesrin Okay |
Asymmetric Volatility Dynamics at The Emerging Markets |
|
10 |
ÖZGE |
SERBEST |
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|
11 |
UFUK |
ÖZKUL |
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|
12 |
NİL DENİZ |
AYRANCI |
Nesrin Okay |
Portfolio optimization using precious metals, oils, sp500 |
|
13 |
GÜZİN |
ERDEM |
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|
14 |
CEM |
YILDIRIMER |
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|
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 |
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|
18 |
MERİÇ SELÇUK |
ÇETİNKAYA |
Mine Uğurlu |
Private Equity and Venture Capital in Turkey |
|
19 |
ONUR |
BAYRAKDAR |
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|
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 |
|
25 |
HÜSEYİN GÜRŞAH |
PEKTAŞ |
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|
26 |
ABDULLAH BURAK |
POLAT |
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|
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 |
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|
30 |
MEHMET UMUT |
ÖZDEMİR |
Nesrin Okay |
Measuring Regime Changes on USD TRY using Markov Switching Regression Model |
|
31 |
UĞUR |
KORKMAZ |
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|
32 |
ÜLKÜ |
ÇELEBİOĞLU |
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|
33 |
MURAT |
ARDALI |
Refik Güllü |
Incorporating Risk Measures in Portfolio Optimization and Application to IMKB stocks |
|
34 |
LÜTFİ EMRE |
CEZAİRLİ |
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|
35 |
GÖRKEM |
YÜKSEL |
||
|
36 |
UMUTCAN |
KARAKULLUKCU |
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|
37 |
EVRİM |
AYDIN |
Vedat Akgiray |
The Financing Mix Decision of a LNG Tanker Investment” |
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|
|
2015 - 2016 Fall Projects |
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|
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 |
|
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 |
Markov Switching Regression Analysis of CAB & US-IP |
|
25 |
Tayfur |
Eken |
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|
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|
|
2014 - 2015 Fall Projects |
||||
|
Team |
Name |
Surname |
Coordinator |
Title |
|
1 |
Alper |
Topaloğlu |
Nesrin |
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 |
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 |
Googling the Turkish Economy |
|
18 |
Gürşah |
Pektaş |
Taylan Cemgil |
Estimating Parameters Of Heston Model With Kalman |
|
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 |
