Exploiting intra-day patterns for market shock prediction: A machine learning approach

J Sun, K ** countries? The case of BRICS and Turkey
H Yildirim, S Akdag, AA Alola - Journal of Economics, Finance and …, 2022 - emerald.com
Purpose The last decades have experienced increasingly integrated global political and
economic dynamics ranging especially from the influence of exchange rates and trade amid …

[HTML][HTML] Heterogeneity in households' expectations of housing prices–evidence from micro data

E Hjalmarsson, P Österholm - Journal of Housing Economics, 2020 - Elsevier
Expectations about future housing prices are arguably an important determinant of actual
housing prices, and an important input in decisions on whether and how to transact in the …

Multi-user mobile sequential recommendation for route optimization

K **ao, Z Ye, L Zhang, W Zhou, Y Ge… - ACM Transactions on …, 2020 - dl.acm.org
We enhance the mobile sequential recommendation (MSR) model and address some
critical issues in existing formulations by proposing three new forms of the MSR from a multi …

Multi-user mobile sequential recommendation: An efficient parallel computing paradigm

Z Ye, L Zhang, K **ao, W Zhou, Y Ge… - Proceedings of the 24th …, 2018 - dl.acm.org
The classic mobile sequential recommendation (MSR) problem aims to provide the optimal
route to taxi drivers for minimizing the potential travel distance before they meet next …

Detecting bubbles in the US and UK real estate markets

FJ Fabozzi, I Kynigakis, E Panopoulou… - The Journal of Real …, 2020 - Springer
This study considers state of the art subset selection and shrinkage procedures− stepwise
regression, ridge regression, lasso, bridge regression and the elastic net along with the …

Türkiye'de reel konut fiyatlarında balonların varlığı üzerine uygulamalı bir analiz

O Iskenderoglu, S Akdag - Business and Economics Research Journal, 2019 - ceeol.com
Spekülatif hareketler nedeniyle varlık fiyatlarındaki artış olarak ifade edilen fiyat balonlarının
tespiti gelecek dönemlerde ortaya çıkabilecek potansiyel finansal dengesizlikler konusunda …

Testing bubbles formation at real‐time commodity prices

H Yildirim - Journal of Public Affairs, 2021 - Wiley Online Library
Price bubbles, which play an important role in financial crises, can be observed in various
assets. Regardless of the type of asset or assets, the resulting price bubble can distort the …

Conceptual framework for real estate transactions: What risk metrics are needed as decision support system? Considerations for German market participants

W Gleißner, C Oertel - Journal of Property Investment & Finance, 2020 - emerald.com
Purpose The purpose of this paper is the development for a conceptual framework with
regard to the risk management of real estate positions as foundation for transaction …