Prof. Dr. VAHAP BURAK SALTOĞLU

ATLAS Yayın Analitiği

Makaleler 22

1. Machine learning for risk profiling: An analysis of pension fund participants

Göncü A., KUZUBAŞ T. U., Saltoğlu B.

Borsa Istanbul Review , cilt.26, sa.3, 2026 (SSCI, Scopus)

2. Machine learning in oil market volatility forecasting: the role of feature selection and forecast horizon

SALTOĞLU V. B., KUZUBAŞ T. U., GÖNCÜ A.

Journal of Energy Markets , cilt.17, sa.4, ss.23-54, 2025 (ESCI)

3. Survey-based measures of risk attitudes and portfolio risk: Evidence from pension participants

KUZUBAŞ T. U., Saltoğlu B.

Journal of Behavioral and Experimental Finance , cilt.43, 2024 (SSCI, Scopus) Sürdürülebilir Kalkınma

4. Predicting oil prices: A comparative analysis of machine learning and image recognition algorithms for trend prediction

Göncü A., KUZUBAŞ T. U., Saltoğlu B.

Finance Research Letters , cilt.67, 2024 (SSCI, Scopus) Sürdürülebilir Kalkınma

5. Performance evaluation of the Turkish pension fund system

KUZUBAŞ T. U., Saltoğlu B., Sert A., YÜKSEL A.

Journal of Capital Markets Studies , cilt.3, sa.1, ss.18-33, 2019 (Scopus)

6. Measures of individual risk attitudes and portfolio choice: Evidence from pension participants

GÜRDAL M. Y., KUZUBAŞ T. U., Saltoğlu B.

Journal of Economic Psychology , cilt.62, ss.186-203, 2017 (SSCI, Scopus) Sürdürülebilir Kalkınma

7. Systemic risk and heterogeneous leverage in banking networks

KUZUBAŞ T. U., Saltoğlu B., Sever C.

Physica A: Statistical Mechanics and its Applications , cilt.462, ss.358-375, 2016 (SCI-Expanded, Scopus) Sürdürülebilir Kalkınma

8. Macroeconomic Drivers of Loan Quality in Turkey

Aysan A. F., Ozturk H., Polat A. Y., Saltoʇlu B.

EMERGING MARKETS FINANCE AND TRADE , cilt.52, sa.1, ss.98-109, 2016 (SSCI, Scopus)

9. When does low interconnectivity cause systemic risk?

Saltoglu B., Yenilmez T.

Quantitative Finance , cilt.15, sa.12, ss.1933-1942, 2015 (SCI-Expanded, SSCI, Scopus) Sürdürülebilir Kalkınma

10. Network centrality measures and systemic risk: An application to the Turkish financial crisis

KUZUBAŞ T. U., Ömercikoǧlu I., Saltoǧlu B.

Physica A: Statistical Mechanics and its Applications , cilt.405, ss.203-215, 2014 (SCI-Expanded, Scopus) Sürdürülebilir Kalkınma

11. Turkish Banking Sector Current Status and the Future Challenges

Saltoǧlu B.

Atlantic Economic Journal , cilt.41, sa.1, ss.75-86, 2013 (Scopus)

12. MIDAS volatility forecast performance under market stress: Evidence from emerging stock markets

Emre Alper C., Fendoglu S., Saltoglu B.

Economics Letters , cilt.117, sa.2, ss.528-532, 2012 (SSCI, Scopus) Sürdürülebilir Kalkınma

13. The Role of Regime Shifts in the Term Structure of Interest Rates: Further Evidence from an Emerging Market

SALTOĞLU V. B., Yazgan M.

EMERGING MARKETS FINANCE AND TRADE , cilt.48, ss.48-63, 2012 (SSCI, Scopus)

14. Comparing density forecast models

Bao Y., Lee T., Saltoǧlu B.

Journal of Forecasting , cilt.26, sa.3, ss.203-225, 2007 (SSCI, Scopus) Sürdürülebilir Kalkınma

15. Emerging markets in financial crisis: Capital flows, savings, debt and banking reform

SALTOĞLU V. B.

WORLD ECONOMY , cilt.29, sa.9, ss.1295-1296, 2006 (SSCI, Scopus)

16. Evaluating predictive performance of value-at-risk models in emerging markets: A reality check

Bao Y., Lee T., SALTOĞLU V. B.

Journal of Forecasting , cilt.25, sa.2, ss.101-128, 2006 (SSCI, Scopus)

17. An empirical comparison of interest rates using an interest rate model and nonparametric methods

Nowman K. B., SALTOĞLU V. B.

Applied Economics Letters , cilt.10, sa.10, ss.643-645, 2003 (Scopus)

18. Comparing forecasting ability of parametric and non-parametric methods: An applications with Canadian monthly interest rates

SALTOĞLU V. B.

Applied Financial Economics , cilt.13, sa.3, ss.169-176, 2003 (Scopus)

19. Continuous time and nonparametric modelling of U.S. interest rate models

Nowman K. B., SALTOĞLU V. B.

International Review of Financial Analysis , cilt.12, sa.1, ss.25-34, 2003 (Scopus)

20. Assessing the risk forecasts for Japanese stock market

Lee T., SALTOĞLU V. B.

Japan and the World Economy , cilt.14, sa.1, ss.63-85, 2002 (SSCI, Scopus)

21. Estimating a continuous time portfolio selection model: An application with UK data

SALTOĞLU V. B.

Empirical Economics , cilt.25, sa.1, ss.93-109, 2000 (Scopus)

22. Speed of adjustment to the long-run equilibrium: An application with US Stock Price and Dividend data

SALTOĞLU V. B.

Applied Financial Economics , cilt.8, sa.4, ss.367-375, 1998 (Scopus)

Hakemli Bilimsel Toplantılarda Yayımlanmış Bildiriler 4

1. Biopsychosocial and physiological correlates of risk-taking behavior in undergraduates from Turkey: A study protocol

DUMAN E. A., Atesyakar N., Boduroglu A., Kuzubas T., Gurdal M., SALTOĞLU V. B.

cilt.119, (Özet Bildiri)

2. A new interconnectivity measure for financial networks

YENİLMEZ T. E., SALTOĞLU V. B.

6th International Conference of the Financial Engineering and Banking Society, Malaga, İspanya, 10 Haziran 2016, (Özet Bildiri)

3. Systemic Risk and Heteregoneous Leverage in Banking Networks

KUZUBAŞ T. U., SALTOĞLU V. B., SEVER C.

Türkiye Ekonomi Kurumu: Uluslararası Ekonomi Konferansı, 18 - 20 Ekim 2014, (Özet Bildiri)

4. Analyzing Systemic Risk with Financial Networks During a Financial Crash

YENİLMEZ T. E., SALTOĞLU V. B.

4th Financial Risks International Forum, Paris, Fransa, 10 Mart 2011, (Özet Bildiri)

Kitaplar 3

Metrikler

Yayın

Yayın (Scopus)

Atıf (Scopus)

413

H-İndeks (Scopus)

Proje

Tez Danışmanlığı

Açık Erişim

BM Sürdürülebilir Kalkınma Amaçları

SDG 8: AMAÇ 8: İNSANA YAKIŞIR İŞ VE EKONOMİK BÜYÜME

SDG 9: AMAÇ 9: SANAYİ, YENİLİKÇİLİK VE ALTYAPI

SDG 10: AMAÇ 10: EŞİTSİZLİKLERİN AZALTILMASI

Prof. Dr. VAHAP BURAK SALTOĞLU

Yayınlar & Eserler

1. Machine learning for risk profiling: An analysis of pension fund participants

2. Machine learning in oil market volatility forecasting: the role of feature selection and forecast horizon

3. Survey-based measures of risk attitudes and portfolio risk: Evidence from pension participants

4. Predicting oil prices: A comparative analysis of machine learning and image recognition algorithms for trend prediction

5. Performance evaluation of the Turkish pension fund system

6. Measures of individual risk attitudes and portfolio choice: Evidence from pension participants

7. Systemic risk and heterogeneous leverage in banking networks

8. Macroeconomic Drivers of Loan Quality in Turkey

9. When does low interconnectivity cause systemic risk?

10. Network centrality measures and systemic risk: An application to the Turkish financial crisis

11. Turkish Banking Sector Current Status and the Future Challenges

12. MIDAS volatility forecast performance under market stress: Evidence from emerging stock markets

13. The Role of Regime Shifts in the Term Structure of Interest Rates: Further Evidence from an Emerging Market

14. Comparing density forecast models

15. Emerging markets in financial crisis: Capital flows, savings, debt and banking reform

16. Evaluating predictive performance of value-at-risk models in emerging markets: A reality check

17. An empirical comparison of interest rates using an interest rate model and nonparametric methods

18. Comparing forecasting ability of parametric and non-parametric methods: An applications with Canadian monthly interest rates

19. Continuous time and nonparametric modelling of U.S. interest rate models

20. Assessing the risk forecasts for Japanese stock market

21. Estimating a continuous time portfolio selection model: An application with UK data

22. Speed of adjustment to the long-run equilibrium: An application with US Stock Price and Dividend data

1. Biopsychosocial and physiological correlates of risk-taking behavior in undergraduates from Turkey: A study protocol

2. A new interconnectivity measure for financial networks

3. Systemic Risk and Heteregoneous Leverage in Banking Networks

4. Analyzing Systemic Risk with Financial Networks During a Financial Crash

1. Financial Economics

2. finansal risk yönetimi

3. IMKB Getiri Volatilitesinin Makroekonomik Konjonktür bağlamında İrdelenmesi

Yayın

Yayın (Scopus)

Atıf (Scopus)

H-İndeks (Scopus)

Proje

Tez Danışmanlığı

Açık Erişim