Academician
PINAR KAYA SOYLU
Doktor Öğretim Üyesi
Marmara Üniversitesi İşletme Fakültesi Yönetim Bilişim Sistemleri Bölümü
Research topics OpenAlex
- Stock Market Forecasting Methods4
- Market Dynamics and Volatility4
- Financial Markets and Investment Strategies3
- Complex Systems and Time Series Analysis3
- Monetary Policy and Economic Impact3
- Financial Risk and Volatility Modeling2
- Global Financial Crisis and Policies1
- Stochastic processes and financial applications1
- Risk and Portfolio Optimization1
- Imbalanced Data Classification Techniques1
- Neural Networks and Applications1
- Financial Distress and Bankruptcy Prediction1
- Ana Dal Sosyal-Beşeri ve İdari Bilimler Temel Alanı
- Yan Dal Finans
Citation impact
Citation counts of the articles matched in OpenAlex, citing publications from Crossref and the Stanford/Elsevier list. Sources are shown separately and never added up.
h-index
5
Percentile in Türkiye: 60
#738 of 2,222 at their university by h-index
- i10-index
- 4
- Total citations
- 128 Top 33% in Türkiye
- Per article
- 14.2
- FWCI
- 3.07 1.00 = world average
- World top 1%
- 0
- World top 10%
- 4
Most cited articles
How is this computed?
h-index and citations are computed from the citation counts of this academic’s YÖKSİS articles matched in OpenAlex (not Google Scholar, WoS or Scopus). Unmatched articles are not included.
Citing publications Crossref 28 publications citing 9 DOI-bearing articles · 6 Türkiye-affiliated
- 2018 1
- 2019 2
- 2020 5
- 2021 6
- 2022 9
- 2025 4
- 2026 1
- DOI 10.1016/j.physa.2025.131088 2026
- Analysis Pairs Trading Strategy Applied to the Cryptocurrency Market TR José Pedro Ramos-Requena et al. · Computational Economics · 2025 · cites 5 articles of this academic
- Long Memory Analysis and Directional Return Forecasting in Cryptocurrency Markets: An Application of the PATSOS Method TR Ahmet Furkan Sak et al. · Mehmet Akif Ersoy Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi · 2025
- DOI 10.1108/jes-04-2025-0269 2025
- DOI 10.3934/qfe.2025032 2025
- DOI 10.1007/978-3-030-97196-0_19 2022
- DOI 10.1155/2022/8137932 2022
- DOI 10.1007/s10614-022-10237-7 2022
- DOI 10.3390/jrfm15030113 2022
- DOI 10.1186/s40854-021-00331-4 2022
- DOI 10.1177/22779752211050693 2022
- DOI 10.1016/j.heliyon.2022.e09074 2022
- DOI 10.1016/j.ememar.2022.100894 2022
- DOI 10.1108/ajems-03-2021-0109 2022
- Stacking hybrid GARCH models for forecasting Bitcoin volatility TR Serkan Aras · Expert Systems with Applications · 2021
- DOI 10.1016/j.irfa.2021.101698 2021
- DOI 10.1007/s10614-021-10198-3 2021
- DOI 10.1016/j.qref.2021.04.001 2021
- DOI 10.18510/hssr.2021.9236 2021
- DOI 10.3390/jrfm14030091 2021
- HİSSE SENEDİ PİYASALARI ARASINDA OYNAKLIK YAYILIMI ETKİSİ ÜZERİNE BİR İNCELEME: ÇİN, RUSYA VE TÜRKİYE ÖRNEĞİ TR Fatih YİĞİT et al. · Yönetim ve Ekonomi Araştırmaları Dergisi · 2020
- DOI 10.1016/j.najef.2020.101276 2020
- DOI 10.1142/s2194565920500220 2020
- DOI 10.3390/jrfm13090186 2020
- DOI 10.1016/j.energy.2019.116585 2020
- Financial contagion and flight to quality between emerging markets and U.S. bond market TR Pınar Kaya Soylu et al. · The North American Journal of Economics and Finance · 2019
- DOI 10.1016/j.physa.2019.122431 2019
- ANALYZING VOLATILITY TRANSMISSIONS BETWEEN STOCK MARKETS OF TURKEY, ROMANIA, POLAND, HUNGARY AND UKRAINE USING M-GARCH MODEL TR Gürkan BOZMA et al. · Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi · 2018
Where does this list come from?
Extracted from the reference lists in Crossref’s public March 2026 data file; 20.3% of the file has been processed, so the list may be incomplete. Crossref citations are never added to or compared with the OpenAlex citation counts; the two sources have different coverage.
Field ranking
Position in the main-field, side-field and keyword cohorts by YÖKSİS article score; each card opens that ranking.
YÖKSİS
?
-
Main field Sosyal-Beşeri ve İdari Bilimler Temel AlanıPoints rank #4,395/ 30,171 top 14.6% At university #91/ 734Score 8.6 journal 7.6 · OA add 1
- Article rank12,041/30,171
- Scopus rank2,536/30,171
- WoS rank2,625/30,171
- YÖKSİS12
- Scopus8
- WoS8
-
Side field FinansPoints rank #264/ 1,209 top 21.8% At university #6/ 31Score 8.6 journal 7.6 · OA add 1
- Article rank572/1,209
- Scopus rank139/1,209
- WoS rank154/1,209
- YÖKSİS12
- Scopus8
- WoS8
Keyword rankings 3
-
Kw. Finansal Risk YönetimiPoints rank #51/ 186 top 27.4% At university #1/ 3Score 8.6 journal 7.6 · OA add 1
-
Kw. Finansal Tahmin ve ModellemePoints rank #64/ 239 top 26.8% At university #2/ 6Score 8.6 journal 7.6 · OA add 1
-
Kw. Yatırımlar ve Portföy YönetimiPoints rank #115/ 377 top 30.5% At university #2/ 12Score 8.6 journal 7.6 · OA add 1
Works 12
YÖKSİS and OpenAlex records: index distribution, journals published in, a filterable article list and the other output types.
Indexes and citation percentiles
?Top 1%0
Top 10%4
Avg · n 9
%88.5
Other counts
Scopus (SJR)
- YÖKSİS rows 8
WoS (JCR)
- YÖKSİS rows 7
Articles
Articles with YÖKSİS and OpenAlex source split; narrow by quartile or TR Index.
Journals with publications
11 journals
- Computational Economics 2
- ISSN 1302-552X 1
- ISSN 1307-5705 1
- ISSN 2148-2950 1
- ISSN 2149-1844 1
- Borsa Istanbul Review 1
- Computational Statistics 1
- Financial Innovation 1
- Journal of Risk and Financial Management 1
- North American Journal of Economics and Finance 1
- Physica A: Statistical Mechanics and its Applications 1
Narrow down
Article list
- 2026 The Optimal Threshold Selection for High-Frequency Pairs Trading via Supervised Machine Learning Algorithms YÖKSİS SJR Q2 JCR Q2 OpenAlex 84.4%
- 2026 A multi-stage machine learning approach to portfolio selection and weight optimization for pairs trading YÖKSİS SJR Q2 JCR Q2 OpenAlex 88.2%
- 2024 The Symmetric and Asymmetric Algorithmic Trading Strategies for the Stablecoins YÖKSİS SJR Q2 JCR Q2 OpenAlex 82.4%
- 2024 Classification of the optimal rebalancing frequency for pairs trading using machine learning techniques YÖKSİS SJR Q1 JCR Q1 OpenAlex 82.5%
- 2024 Optimal portfolio selection with volatility information for a high frequency rebalancing algorithm YÖKSİS SJR Q1 JCR Q1 OpenAlex top 10% OpenAlex 93.8%
- 2020 Long Memory in the Volatility of Selected Cryptocurrencies: Bitcoin, Ethereum and Ripple YÖKSİS SJR Q3 OpenAlex top 10% OpenAlex 98.0%
- 2019 Financial contagion and flight to quality between emerging markets and U.S. bond market YÖKSİS SJR Q2 JCR Q2 OpenAlex top 10% OpenAlex 94.8%
- 2019 Quality Management Approaches and Their Comparison in Higher Education: Marmara University Faculty of Business Administration Quality Studies YÖKSİS
- 2019 LATİN AMERİKA VE ABD HİSSE SENEDİ PİYASALARI ARASINDA RİSK YAYILIMI: MOMENTLERDE NEDENSELLİK TESTLERİNDEN YENİ BULGULAR YÖKSİS TR Index OpenAlex 77.0%
- 2017 Modeling and Forecating the Markets Volatility and VAR Dynamics of Commodity YÖKSİS
- 2016 Volatility transmission among Latin American stock markets under structural breaks YÖKSİS SJR Q2 JCR Q1 OpenAlex top 10% OpenAlex 95.8%
- 2012 AN EMPIRICAL STUDY OF THE MEASUREMENT OF THE LEVEL OF COMPETITION IN THE TURKISH BANKING SYSTEM USING PANZAR ROSSE METHODOLOGY YÖKSİS TR Index
Projects 2
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2025 YÜKSEK RİSK MOMENTLERİ VE MAKİNE ÖĞRENİMİ İLE PORTFÖY OPTİMİZASYONU: YÜKSEK FREKANSLI VERİ KULLANARAK KRİPTO PARA PİYASALARINDA BİR UYGULAMA
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2016 Kuyruk Bağımlılığı Ölçümündeki Yeni Gelişmeler Işığında Türkiye ile Gelişmiş ve Gelişmekte Olan Hisse Senedi Piyasaları Arasında Risk Yayılımı, Finansal Bulaşma, Kaliteye Kaçış ve Kaliteden Kaçış Analizi
Books 2
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2021 SCIENTIFIC EVALUATION OF ECONOMIC AND FINANCIAL ISSUES: Theory and Practice
-
2021 Gayrimenkul Değerlemesi ve Finansı
Proceedings 12 See all (12) →
-
— Dependency Analysis Between Ethereum and Sustainability Indices in PoW and PoS Periods Using Copula Approach
-
— Determination of Optimal Threshold for Pairs Trading Using Hierarchical Machine Learning Methods
-
2018 Yükseköğretimde Kalite Yönetim Yaklaşımları Ve Karşılaştırması: Marmara Üniversitesi İşletme Fakültesi Kalite Çalışmaları
-
— Proxy-Based Manipulation Detection and Evaluation Framework in Limit Order Book Data for Financial Market Surveillance
-
2018 MEASURING TAIL DEPENDENCY BETWEEN EUROPEAN BANKS CDS SPREADS AND VIX
Collaboration network
From the author lists of YÖKSİS publication records. Duplicate records of a work count once; institutions are co-authors’ current YÖKSİS affiliations.
- Co-authors
- 13
- With an akaturk profile
- 8
- Turkish institutions
- 1
- Co-authored works
- %92
Academic co-authors 8
- BÜLENT GÜLOĞLU Profesör · İstanbul Teknik Üniversitesi 4
- MAHMUT BAĞCI Doçent · Marmara Üniversitesi same university 4
- DAMLA KARAKÖY ÇAKAREL Araştırma Görevlisi · Marmara Üniversitesi same university 1
- MUSTAFA OKUR Profesör · Marmara Üniversitesi same university 1
- RESUL AYDEMİR Profesör · İstanbul Teknik Üniversitesi 1
- SELÇUK KIRAN Doçent · Marmara Üniversitesi same university 1
- ÖZGÜR ÇATIKKAŞ Profesör · Marmara Üniversitesi same university 1
- İLKER AKGÜN Doçent · Marmara Üniversitesi same university 1
National collaboration 1 institutions
Within own university6 joint works · Marmara Üniversitesi
- İstanbul Teknik Üniversitesi 4 works · 2 academics
Other co-authors (incl. international) 5
AYÇA ALTINTIĞKAYA PINARMELİSA ERDİLEK KARABAYNURAN CÖMERTPınar Okay
Authors without an akaturk profile (international researchers, retired or former academics, students, clinicians) are grouped by name spelling; short forms such as “Gulluce M.” join the single full name they match.