Website is currently being updated.

Erdinç Akyıldırım

Assist. Prof.
Ph.D: 
University of Zurich and Swiss Finance Institute
Teaching Areas: 

Financial Mathematics,
Quantitative Finance, 
Financial Analytics,
Machine Learning in Finance

Research Areas: 

Statistical Arbitrage,
FinTech, Blockchain,
Cryptocurrencies,
Machine Learning Applications,
Climate Finance
 

Phone: 
6806
E-Mail: 
erdinc.akyildirim@boun.edu.tr
Selected Publications: 
Erdinç AKYILDIRIM, Hidayet GÜNEŞ, İsmail ÇELİK (2022). Türkiye’de finansal varlıklar arasında dinamik bağlantılılık: TVP-VAR modelinden kanıtlar. Gazi İktisat ve İşletme Dergisi , 8 (2), 346-363.
T Dogru, E Akyildirim, O Cepni, O Ozdemir, A Sharma, MH Yilmaz (2022). The effect of environmental, social and governance risks. Annals of Tourism Research, 95, 103432.
Akyildirim, Erdinc, Oguzhan Cepni, Linh Pham, and Gazi Salah Uddin (2022). How connected is the agricultural commodity market to the news-based investor sentiment?. Energy Economics , forthcoming, -.
Akyildirim, Erdinc, Oguzhan Cepni, Peter Molnar, and Gazi Salah Uddin (2022). Connectedness of energy markets around the world during the COVID-19 pandemic. Energy economics, 109, 105900.
Akyildirim, Erdinc, Oguzhan Cepni, Shaen Corbet, and Gazi Salah Uddin (2022). Forecasting Mid-Price Movement of Bitcoin Futures Using Machine Learning. Annals of Operations Research, -, 1-32.
Arife ÖZDEMİR HÖL, Erdinç AKYILDIRIM, Şerife KILICASLAN, Kader ÇINAR (2022). Baltık Kuru Yük Endeksi, Petrol, Altın, Dolar, MSCI Dünya Endeksi Arasındaki Volatilite Yayılımı. Ekonomi, Politika & Finans Araştırmaları Dergisi, 7 (2), 386 - 406.
Akyildirim, Erdinc, Ahmet Faruk Aysan, Oguzhan Cepni, and S. Pinar Darendeli (2021). Do investor sentiments drive cryptocurrency prices?. Economics Letters, -, 109980.
Akyildirim, E., Sensoy, A., Corbet, S., and Gulay, G., Novin Salari, H. (2021). Big data analytics, order imbalance and the predictability of stock returns. Journal of Multinational Financial Management, 62, 100717.
Yao, S., Kong, X., Sensoy, A., Akyildirim, E., and Cheng, F. (2021). Investor attention and idiosyncratic risk in cryptocurrency markets. European Journal of Finance, -, 1-19.
Akyildirim, E., Nguyen, D. K., Sensoy, A. and Sikic, M. (2021). Forecasting high-frequency stock returns via data analytics and machine learning. European Financial Management, -, -.

Pages