About Me
I am a PhD candidate in Economics with extensive research experience in econometric modeling and financial market analysis. My dissertation focuses on advanced econometric models and AI applications in financial market analysis, with particular emphasis on volatility modeling in cryptocurrency markets using GARCH-family models.
My research bridges traditional econometric theory with cutting-edge AI and machine learning techniques, producing practical solutions for financial market analysis and risk assessment. I have published peer-reviewed articles on cryptocurrency market volatility and have presented my work at international conferences.
Research Highlights
Current focus areas and recent contributions
📊 Econometric Modeling
Advanced time-series analysis, GARCH models, and volatility forecasting with applications to cryptocurrency and traditional financial markets.
🤖 AI & Machine Learning
Integration of artificial intelligence techniques with economic analysis, including predictive modeling and automated decision systems.
Recent Publications
Latest scholarly contributions
Accurate Conditional Variance Models for Predicting Asymmetric Volatility in Cryptocurrency Markets
Economics, Business and Organization Research, Vol. 6, No. 1, 2024
This research demonstrates that GARCH-family models significantly outperform traditional approaches in cryptocurrency volatility forecasting. The study contributes to understanding market efficiency and provides practical insights for risk management in digital asset markets.
Get in Touch
Let's discuss research opportunities and collaborations
Contact Information
celebionur@protonmail.ch
Ankara University
Department of Economics
Research Interests
- Econometric modeling and time-series analysis
- Financial market volatility and risk management
- Artificial intelligence in economics
- Cryptocurrency market dynamics
- Data science and predictive analytics
- Quantitative finance and portfolio optimization