Browsing by Author "Tabak, B. M."

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    Applications of machine learning methods in complex economics and financial networks
    (Hindawi Limited, 2020-04) Tabak, B. M.; Silva, T. C.; Zhao, L.; Şensoy, Ahmet
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    Financial networks
    (Hindawi Limited, 2018-04-23) Tabak, B. M.; Silva, T. C.; Sensoy A.
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    Financial networks 2019
    (Hindawi, 2019) Tabak, B. M.; Silva, T. C.; Şensoy, Ahmet
    This special issue on financial networks seeks to bring novel methods and discussions to improve our understanding of financial markets. The bulk of the literature studies, interbank markets, or stock markets networks. This literature has provided important insights for the development of portfolio and risk management and financial regulation.
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    High-frequency return and volatility spillovers among cryptocurrencies
    (Routledge, 2021-03-22) Şensoy, Ahmet; Silva, T. C.; Corbet, S.; Tabak, B. M.
    We examine the high-frequency return and volatility of major cryptocurrencies and reveal that spillovers among them exist. Our analysis shows that return and volatility clustering structures are distinct among different cryptocurrencies, suggesting that return and volatility might have different spillover patterns. Further investigation via minimal spanning trees points out that BTC, LTC and ETH are the most relevant cryptocurrencies in general, serving as connection hubs for linking many other cryptocurrencies. However, their role is challenged lately, potentially due to the increased usage of other cryptocurrencies in time.