Research output per year
Research output per year
Personal profile
Curriculum Vitae
Habilitation in Financial Mathematics, WU, Institute for Statistics and Mathematics
2017
PhD in Mathematics, University of Vienna
2011
MSc in Applied Mathematics, Middle East Technical University
2005
BSc in Economics, Middle East Technical University
2003
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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Filtering market signals: dynamic asset allocation with momentum and hidden mean reversion
Altay, S., Colaneri, K., Eksi-Altay, Z. & Flonner, E., 10 Mar 2026, (E-pub ahead of print) In: Quantitative Finance.Publication: Scientific journal › Journal article › peer-review
Open Access -
A Tour Into Dark Pools
Altay, S., Colaneri, K. & Eksi-Altay, Z., Jun 2025, Philosophy and Finance: Ten Open Questions. Ippoliti, E., Vergara-Fernandez, M. & Zennaro, F. (eds.). Cham: Springer Nature, p. 29-48 (Synthese Library, Vol. 504).Publication: Chapter in book/Conference proceeding › Chapter in edited volume
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Regime-switching affine term structures
Celary, A., Krühner, P. & Eksi-Altay, Z., Jan 2024, In: Quantitative Finance. 24, 1Publication: Scientific journal › Journal article › peer-review
Open Access -
On the information content of implied liquidity measure: Evidence from S&P 500 index options
Yerli, C., Eksi-Altay, Z. & Selcuk-Kestel, S., 11 Jul 2023, In: Finance Research Letters. 57, November 2023Publication: Scientific journal › Journal article › peer-review
Open Access -
Regime-switching affine term structures
Celary, A., Eisenberg, P. & Eksi, Z., 15 Feb 2023, (E-pub ahead of print).Publication: Working/Discussion Paper › Working Paper/Preprint
File188 Downloads (Pure)
Activities
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University of Zurich, Institute for Mathematical Modelling and Machine Learning
Eksi-Altay, Z. (Visiting researcher)
17 Jun 2025 → 22 Jun 2025Activity: Research and teaching visit (outgoing) › Research and teaching visits
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Vienna University of Economics and Business (Organisational unit)
Eksi-Altay, Z. (Member)
1 Apr 2025 → …Activity: Membership/function › University self-administration, Cooperation manager
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PhD Thesis Committee (Andreas Celary)
Eksi-Altay, Z. (Chair) & Eisenberg, P. (Chair)
Mar 2025Activity: Review activities and consultancy › Thesis peer-review
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PhD Thesis Committee (Eva Flonner)
Eksi-Altay, Z. (Chair) & Cuchiero, C. (Chair)
Jan 2025Activity: Review activities and consultancy › Thesis peer-review
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Vienna Congress on Mathematical Finance-2025
Eksi-Altay, Z. (Organiser) & Eisenberg, P. (Organiser)
2025Activity: Event participation/organisation › Organisation of conference/workshop/congress