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Erdinç Akyıldırım

Assist. Prof.
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,
Machine Learning Applications,
Climate Finance

Selected Publications: 
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.
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, Ahmet Faruk Aysan, Oguzhan Cepni, and S. Pinar Darendeli (2021). Do investor sentiments drive cryptocurrency prices?. Economics Letters, -, 109980.
Akyildirim, Erdinc, Frank J. Fabozzi, Ahmet Goncu, and Ahmet Sensoy (2021). Statistical arbitrage in jump-diffusion models with compound Poisson processes. Annals of Operations Research, -, 1-15.
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, -, -.
Akyildirim, Erdinc, Shaen Corbet, Brian Lucey, Ahmet Sensoy, and Larisa Yarovaya (2020). The relationship between implied volatility and cryptocurrency returns. Finance Research Letters, 33, 101212.
Akyildirim, Erdinc, Ahmet Goncu, and Ahmet Sensoy (2020). Prediction of cryptocurrency returns using machine learning. Annals of Operations Research, -, 1-34.
Akyildirim, Erdinc, Shaen Corbet, Paraskevi Katsiampa, Neil Kellard, and Ahmet Sensoy (2020). The development of bitcoin futures: Exploring the interactions between cryptocurrency derivatives. Finance Research Letters, 34, 101234.