Projects
| Title | Coordinator | Students |
|---|---|---|
| Macroeconomic Indicators and Their Effects on Stock Markets | NESRİN OKAY |
|
| Game Theoretic Analysis of Credit Lending Strategies in a Competitive Market Using Scorecards | NESRİN OKAY |
|
| Comparing the Impact of Macroeconomic Factors on Stock Market Returns in Turkey and Emerging Markets |
NESRİN OKAY |
|
| Analyzing the carbon pricing and implementations of the carbon market in the field of sustainable finance. |
NESRİN OKAY |
|
| Chatting Your Way To Profit: Implementing And Evaluating The Performance Of ChatGPT - Generated Algorithmic Trading Strategies In Financial Markets |
REFİK GÜLLÜ |
|
| Turkish Monetary Policy and Possible Bank Fragility: Prospective Outcomes of Inevitable Monetary Tightening |
REFİK GÜLLÜ |
|
| An Analysis of the Impact of Natural Disasters on Stock Exchange Performance and Commodity Prices | REFİK GÜLLÜ |
|
| Title | Coordinator | Students |
|---|---|---|
| Diversification and Eggs | NESRİN OKAY |
|
| enerji piyasası | NESRİN OKAY |
|
| Short term effects of narratives and rumors on FX markets asymmetric to economic picture. |
NESRİN OKAY |
|
| Global Imbalance and Global Trade Scenarios | NESRİN OKAY |
|
| Comperative Analysis of Exchange Rate, Monetary and International Risk Spillovers In Case of Turkey |
NESRİN OKAY |
|
| tangency portfolio | REFİK GÜLLÜ |
|
| Portfolio Management Using Black Litterman Model | REFİK GÜLLÜ |
|
| Bitcoin opsiyon fiyatlamalar | REFİK GÜLLÜ |
|
| valuation | MİNE UĞURLU |
|
| MİNE UĞURLU |
|
|
| MİNE UĞURLU |
|
|
| Gelismekte olan ulkelerin cds primleri ile borsa endeksleri arasindaki etkilesim | VEDAT AKGİRAY |
|
| algoritmik trading ve modelleme | VEDAT AKGİRAY |
|
| Title | Coordinator | Students |
|---|---|---|
| Diversification and Eggs | NESRİN OKAY |
|
| enerji piyasası | NESRİN OKAY |
|
| Short term effects of narratives and rumors on FX markets asymmetric to economic picture. |
NESRİN OKAY |
|
| Global Imbalance and Global Trade Scenarios | NESRİN OKAY |
|
| Comperative Analysis of Exchange Rate, Monetary and International Risk Spillovers In Case of Turkey |
NESRİN OKAY |
|
| tangency portfolio | REFİK GÜLLÜ |
|
| Portfolio Management Using Black Litterman Model | REFİK GÜLLÜ |
|
| Bitcoin opsiyon fiyatlamalar | REFİK GÜLLÜ |
|
| valuation | MİNE UĞURLU |
|
| MİNE UĞURLU |
|
|
| MİNE UĞURLU |
|
|
| Gelismekte olan ulkelerin cds primleri ile borsa endeksleri arasindaki etkilesim | VEDAT AKGİRAY |
|
| algoritmik trading ve modelleme | VEDAT AKGİRAY |
|
| Title | Coordinator | Students |
|---|---|---|
| Forecasting Syndicated Loan Margins of Turkish Banks Using High Frequency Data | NESRİN OKAY AKMAN |
|
| Near Future of Money | NESRİN OKAY AKMAN |
|
| EFFECT OF THE EXHANGE RATE FLUCTUATIONS ON AUTOMOTIVE COMPANIES’ STOCK VALUES LISTED ON BIST 100 | NESRİN OKAY AKMAN |
|
| Effect of FED’s Balance Sheet Expansion on the London Interbank Offered Rate (LIBOR) | NESRİN OKAY AKMAN |
|
| Portfolio Optimization With Machine Learning Models | NECATİ ARAS |
|
| Comparison of various derivative instruments through financial modeling | VEDAT AKGİRAY |
|
| Effect of Working Capital Policy on Firm Performance | MİNE UĞURLU |
|
| Nowcasting Various Economic Indicators and Their Risk Implications on Turkish Banking Industry |
VEDAT AKGİRAY |
|
| Option pricing in Turkish Energy Market | REFİK GÜLLÜ |
|
| Portfolio Optimization via Tail Hedging | CENK CEVAT KARAHAN |
|
| Credit Risk Modeling | NECATİ ARAS |
|
| Türkiye'deki Bireysel Emeklilik Sistemi | VEDAT AKGİRAY |
|
| P2P LENDING SYSTEMS IN TURKEY | REFİK GÜLLÜ |
|
| Forecasting investors’ mutual fund type preferences by learning from historical data with data mining. | REFİK GÜLLÜ |
|
| new industrial product growth standard costing at emerging market countries and how its effect on project feasibility |
REFİK GÜLLÜ |
|
| Title | Coordinator | Students |
|---|---|---|
|
VOLATILITY SPILLOVER EFFECT FROM US TO EMERGING MARKETS INCLUDING TURKISH STOCK MARKET; AND EFFECTS OF GLOBAL LIQUIDITY AND CREDIT GROWTH ON TURKISH ECONOMY |
Nesrin OKAY, Professor |
|
|
Managing FX, Interest and Commodity Price Risk of Turkish Industrial Enterprises with Hedging Structures - Textile Sector Analysis
|
Vedat AKGİRAY, Professor |
|
|
A Study of Mean-Variance & BlackLitterman Optimization Models
|
Refik GÜLLÜ, Professor |
|
| Hedging by IRS / XCCY Swaps Building the Structure | Refik GÜLLÜ, Professor |
|
| Allocation of Default Pension Funds | Vedat AKGİRAY, Professor |
|
|
USD/TRY Exchange Rate Forecasting with Valuation, Market Expectation
|
Necati ARAS, Ph.D., Professor |
|
|
STOCK PRICE PREDICTION BY USING LSTM MACHINE LEARNING MODEL & MARKOWITZ PORTFOLIO OPTIMIZATION |
Necati ARAS, Ph.D., Professor |
|
| Title | Coordinator | Students |
|---|---|---|
|
TIME SERIES VOLATILITY PREDICTION WITH HYBRID NEURAL-GARCH MODELS IN BIST 30 INDEX |
Nesrin OKAY, Professor |
|
|
Impact of Macroeconomic variables on financial resilience of conventional and renewable power plants and hedging tools to mitigate the risks
|
Vedat AKGİRAY, Professor |
|
| VOLATILITY MODELLING OF TURKISH ELECTRICITY SPOT PRICES | Refik GÜLLÜ, Professor |
|
|
Tracking the Possible Correlation Roots Between Cryptocurrencies and Regular Investment Markets
|
Nesrin OKAY, Professor |
|
| EFFECTS OF R&D EXPENDITURE ON BIST-TECHNOLOGY INDEX | Nesrin OKAY, Professor |
|
|
RELATIONSHIP BETWEEN MACROECONOMIC INDICATIROS, MONETARY POLICIES AND MONEY MARKETS IN USA, EUROPE AND TURKEY
|
Mine UĞURLU, Professor |
|
| Portfolio Optimization With Machine Learning Models | Necati ARAS, Ph.D., Professor |
|
