Financial Engineering
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2018 - 2019 Spring

2018 - 2019 Spring

STOCK PRICE PREDICTION BY USING LSTM MACHINE LEARNING MODEL & MARKOWITZ PORTFOLIO OPTIMIZATION

  • Read more about STOCK PRICE PREDICTION BY USING LSTM MACHINE LEARNING MODEL & MARKOWITZ PORTFOLIO OPTIMIZATION

USD/TRY Exchange Rate Forecasting with Valuation, Market Expectation

  • Read more about USD/TRY Exchange Rate Forecasting with Valuation, Market Expectation

Allocation of Default Pension Funds

  • Read more about Allocation of Default Pension Funds

Hedging by IRS / XCCY Swaps Building the Structure

  • Read more about Hedging by IRS / XCCY Swaps Building the Structure

A Study of Mean-Variance & BlackLitterman Optimization Models

  • Read more about A Study of Mean-Variance & BlackLitterman Optimization Models

Managing FX, Interest and Commodity Price Risk of Turkish Industrial Enterprises with Hedging Structures - Textile Sector Analysis

  • Read more about Managing FX, Interest and Commodity Price Risk of Turkish Industrial Enterprises with Hedging Structures - Textile Sector Analysis

VOLATILITY SPILLOVER EFFECT FROM US TO EMERGING MARKETS INCLUDING TURKISH STOCK MARKET; AND EFFECTS OF GLOBAL LIQUIDITY AND CREDIT GROWTH ON TURKISH ECONOMY

  • Read more about VOLATILITY SPILLOVER EFFECT FROM US TO EMERGING MARKETS INCLUDING TURKISH STOCK MARKET; AND EFFECTS OF GLOBAL LIQUIDITY AND CREDIT GROWTH ON TURKISH ECONOMY

Financial Engineering - 2019