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Sensoy, Ahmet

Co-Author Distance
Author ID: sensoy.ahmet Recent zbMATH articles by "Sensoy, Ahmet"
Published as: Sensoy, Ahmet
External Links: ORCID
Documents Indexed: 11 Publications since 2014
Co-Authors: 19 Co-Authors with 11 Joint Publications
317 Co-Co-Authors
all top 5

Co-Authors

0 single-authored
6 Akyildirim, Erdinç
5 Nguyen, Duc Khuong
3 Fabozzi, Frank J.
3 Göncü, Ahmet
2 Hekimoglu, Alper A.
1 Alali, Fatih
1 Banerjee, Ameet Kumar
1 Bariviera, Aurelio F.
1 Duc Khuong Nguyen
1 Hacihasanoglu, Erk
1 Lean, Hooi-Hooi
1 Li, Tong
1 Mahapatra, Biplab
1 Pradhan, H. K.
1 Rostom, Ahmed
1 Sensoy, Sadri
1 Sobaci, Cihat
1 Uddin, Gazi Salah
1 Yao, Shouyu

Serials

7 Annals of Operations Research
1 Chaos, Solitons and Fractals
1 Economics Letters
1 International Transactions in Operational Research
1 OR Spectrum
all top 5

Fields

8 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
3 Statistics (62-XX)
2 Probability theory and stochastic processes (60-XX)
2 Computer science (68-XX)
2 Operations research, mathematical programming (90-XX)
1 Partial differential equations (35-XX)
1 Information and communication theory, circuits (94-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

4 Publications have been cited 25 times in 25 Documents Cited by ▼ Year ▼
Prediction of cryptocurrency returns using machine learning. Zbl 1465.62171
Akyildirim, Erdinc; Goncu, Ahmet; Sensoy, Ahmet
9
2021
Dynamic integration and network structure of the EMU sovereign bond markets. Zbl 1430.91114
Sensoy, Ahmet; Nguyen, Duc Khuong; Rostom, Ahmed; Hacihasanoglu, Erk
8
2019
Effective transfer entropy approach to information flow between exchange rates and stock markets. Zbl 1354.91117
Sensoy, Ahmet; Sobaci, Cihat; Sensoy, Sadri; Alali, Fatih
6
2014
Statistical arbitrage in jump-diffusion models with compound Poisson processes. Zbl 1494.91166
Akyildirim, Erdinc; Fabozzi, Frank J.; Goncu, Ahmet; Sensoy, Ahmet
2
2022
Statistical arbitrage in jump-diffusion models with compound Poisson processes. Zbl 1494.91166
Akyildirim, Erdinc; Fabozzi, Frank J.; Goncu, Ahmet; Sensoy, Ahmet
2
2022
Prediction of cryptocurrency returns using machine learning. Zbl 1465.62171
Akyildirim, Erdinc; Goncu, Ahmet; Sensoy, Ahmet
9
2021
Dynamic integration and network structure of the EMU sovereign bond markets. Zbl 1430.91114
Sensoy, Ahmet; Nguyen, Duc Khuong; Rostom, Ahmed; Hacihasanoglu, Erk
8
2019
Effective transfer entropy approach to information flow between exchange rates and stock markets. Zbl 1354.91117
Sensoy, Ahmet; Sobaci, Cihat; Sensoy, Sadri; Alali, Fatih
6
2014
all cited Publications top 5 cited Publications
all top 5

Cited by 59 Authors

3 Nguyen, Duc Khuong
3 Sensoy, Ahmet
2 Akyildirim, Erdinç
2 Ftiti, Zied
2 Nie, Chun-Xiao
1 Argentiero, Amedeo
1 Bastidon, Cécile
1 Batten, Jonathan A.
1 Bellalah, Makram
1 Ben Ameur, Hachmi
1 Borges, Maria Rosa
1 Bovi, Maurizio
1 Caserini, Nicoló Andrea
1 Cerqueti, Roy
1 Choudhury, Tonmoy
1 Chu, Gang
1 Cui, Jinxin
1 Deng, Shijie
1 Göncü, Ahmet
1 Goodell, John W.
1 Gubareva, Mariya
1 Gupta, Shiv Kumar
1 Gurumurthy, Anand
1 He, Jiayi
1 Hekimoglu, Alper A.
1 Hosseini-Motlagh, Seyyed-Mahdi
1 Johari, Maryam
1 Kchaou, Oussama
1 Kinateder, Harald
1 King, Timothy
1 Koutmos, Dimitrios
1 Kumar, Sumit
1 Laxmi, Scindhiya
1 Li, Tong
1 Louhichi, Waël
1 Marasović, Branka
1 Miled, Wafa
1 Milicevic, Tea Kalinic
1 Nagl, Maximilian
1 Nyawa, Serge
1 Pagnottoni, Paolo
1 Parent, Antoine
1 Puram, Praveen
1 Quax, Rick
1 Roy, Soumya
1 Sahut, Jean-Michel
1 Shang, Pengjian
1 Shen, Dehua
1 Sloot, Peter M. A.
1 Srivastav, Deepak
1 Tahi, Sofiane
1 Tchuente, Dieudonné
1 van Elteren, Casper
1 Wagner, Niklas F.
1 Xiang, Yun
1 Yao, Shouyu
1 Zhang, Yongjie Jessica
1 Zheng, Jinglan
1 Zou, Huiwen
all top 5

Cited in 10 Serials

14 Annals of Operations Research
2 Physica A
2 Economics Letters
1 Chaos, Solitons and Fractals
1 Chaos
1 Journal of Systems Science and Complexity
1 OR Spectrum
1 Advances in Complex Systems
1 Statistical Methods and Applications
1 Croatian Operational Research Review (CRORR)
all top 5

Cited in 8 Fields

21 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
10 Statistics (62-XX)
5 Computer science (68-XX)
2 Probability theory and stochastic processes (60-XX)
1 Mathematical logic and foundations (03-XX)
1 Statistical mechanics, structure of matter (82-XX)
1 Operations research, mathematical programming (90-XX)
1 Information and communication theory, circuits (94-XX)

Citations by Year