Projects

2018 - 2019 Spring
Title Coordinator Students
VOLATILITY SPILLOVER EFFECT FROM US TO EMERGING MARKETS... Nesrin OKAY, Professor
  • HÜSEYİN CAN Ö.
Managing FX, Interest and Commodity Price Risk of Turkish... Vedat AKGİRAY, Professor
  • MACİDE BERİL Y.
  • FETTAH MAHMUTCAN T.
  • AHMET SAFFET A.
A Study of Mean-Variance & BlackLitterman Optimization... Refik GÜLLÜ, Professor
  • EROL K.
Hedging by IRS / XCCY Swaps Building the Structure Refik GÜLLÜ, Professor
  • ELİF MERVE K.
Allocation of Default Pension Funds Vedat AKGİRAY, Professor
  • UĞUR TAN U.
  • EDA K.,
  • MORRAN AHMED M G.
USD/TRY Exchange Rate Forecasting with Valuation, Market... Necati ARAS, Ph.D., Professor
  • İREM Ö.
  • OZAN A.
STOCK PRICE PREDICTION BY USING LSTM MACHINE LEARNING MODEL... Necati ARAS, Ph.D., Professor
  • ERDENER T.
  • BURAK Ç.
  • BERK U.
2018 - 2019 Fall
Title Coordinator Students
Tracking the Possible Correlation Roots Between... Nesrin OKAY, Professor
  • ALİ K.
  • YİĞİT E.
EFFECTS OF R&D EXPENDITURE ON BIST-TECHNOLOGY INDEX Nesrin OKAY, Professor
  • ENGİN E.
  • BERİVAN K.
  • CANER Ş.
RELATIONSHIP BETWEEN MACROECONOMIC INDICATIROS, MONETARY... Mine UĞURLU, Professor
  • DOĞUŞ A.
  • HALİT A.
Portfolio Optimization With Machine Learning Models Necati ARAS, Ph.D., Professor
  • DENİZ A.
  • HAVVA ESRA T.
  • HAKAN P.
TIME SERIES VOLATILITY PREDICTION WITH HYBRID NEURAL-GARCH... Nesrin OKAY, Professor
  • BOZKURT TURAN Y.
  • BURAKHAN P.
Impact of Macroeconomic variables on financial resilience of... Vedat AKGİRAY, Professor
  • EŞREF ÖMER Y.
  • MURATCAN Ö.
VOLATILITY MODELLING OF TURKISH ELECTRICITY SPOT PRICES Refik GÜLLÜ, Professor
  • BÜŞRA B.