Research output per year
Research output per year
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Publications
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A Tour into Dark Pools
Altay, S., Colaneri, K. & Eksi-Altay, Z., 25 Oct 2023, (Submitted) In: Synthese.Publication: Scientific journal › Journal article › peer-review
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Optimal Convergence Trading with Unobservable Pricing Errors
Altay, S., Colaneri, K. & Eksi-Altay, Z., 2020, In: Annals of Operations Research.Publication: Scientific journal › Journal article › peer-review
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Optimal Portfolio Allocation with Momentum and Mean Reversion under Partial Information
Altay, S., Colaneri, K. & Eksi-Altay, Z., 2020.Publication: Working/Discussion Paper › Working Paper/Preprint
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Portfolio optimization for a large investor controlling market sentiment under partial information
Altay, S., Eksi-Altay, Z. & Colaneri, K., 2019, In: SIAM Journal on Financial Mathematics. 10, 2, p. 512 - 546Publication: Scientific journal › Journal article › peer-review
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Pairs Trading under Drift Uncertainty and Risk Penalization
Altay, S., Colaneri, K. & Eksi-Altay, Z., 2018, In: International Journal of Theoretical and Applied Finance. 21, 07, p. 1850046Publication: Scientific journal › Journal article › peer-review
Activities
- 6 Science to science
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Optimal Convergence Trading with Unobservable Pricing Errors
Altay, S. (Speaker)
9 Sept 2019 → 11 Sept 2019Activity: Talk or presentation › Science to science
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Optimal Convergence Trading with Unobservable Pricing Errors
Altay, S. (Speaker)
11 Jun 2019 → 14 Jun 2019Activity: Talk or presentation › Science to science
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Portfolio optimization for a large investor: an intensity-based control framework for a pure-jump model under partial information
Altay, S. (Speaker)
2017Activity: Talk or presentation › Science to science
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A joint term structure model for credit and interest rate risk with flexible correlation structure
Altay, S. (Speaker)
2017Activity: Talk or presentation › Science to science
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Term structure of defaultable bonds, an approach with Jacobi processes
Altay, S. (Speaker)
2016Activity: Talk or presentation › Science to science