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563 results for “Intra-day volatility, Calendar Anomalies, Monday Effect, Financial Crisis, Volatility Patterns, High Frequency Trading”

Research Article Open Access Calendar Anomalies in Crisis: Intra-Day Volatility Patterns During the GFC and COVID-19
Naresh Chethala, Chethala N, Syeda Nabeera Suhail, Suhail S
International Conference on Open Finance 2025 https://doi.org/10.36287/setsci.24.1.001

This paper explores how intra-day volatility behaves across different weekdays during periods of major financial stress, focusing specifically on the S&P 500 and NASDAQ-100 indices. The analysis spans two significant market disruptions—the 2008 Global Financia…

Research Article Open Access The Analysis of Intra Industry Trade in The Agricultural Sector Turkey
Gülistan Erdal, Erdal G, Hilmi Erdal, Erdal H
4th International Symposium on Innovative Approaches in Engineering and Natural Sciences 2019 https://doi.org/10.36287/setsci.4.6.026

The primary objective of this study is to examine the structure of Turkey’s foreign trade by pursuing the theory of Intra-Industry Trade (IIT) that has been taking on a growing significance. Intra-industry Trade is of a great importance in understanding the cu…

Research Article Open Access Optimize Edilmiş Trend Takip İndikatörü (OTT) ve Stokastik (STOS) İndikatörleri ile Matriks Veri Terminalinde BİST XELKT Endeksinde Algoritmik Trade Örneği
Yavuzhan Ertürk, Ertürk Y, Nuran Yörükeren, Yörükeren N
Proceedings of the 6th International Symposium on Innovative Approaches in Smart Technologies 2022 https://doi.org/10.36287/setsci.5.2.005

Finansal piyasalarda piyasa katılımcıları; temel analiz ve  teknik analiz yöntemlerini kullanarak ilgilendikleri üründe alım satım kararlarını vermektedir. Temel analiz yöntemlerinde firma, sektör, ekonomi analizlerinden; teknik analiz yöntemlerinde ise trend,…

Research Article Open Access Execution Certificates for Open Finance: Auditable Data Availability, Latency, and Cost in Learned Lead–Lag Trading
Eric Benhamou, Benhamou E, Jean-Jacques Ohana, Ohana J, Beatrice Guez, Guez B, Thomas Jacquot, Jacquot T, Ethan Setrouk, Setrouk E, Chamyl Saadi, Saadi C
Proceedings of the International Conference on Open Finance (ICOF 2026) 2026 https://doi.org/10.36287/setsci.25.2.001

Open-finance interfaces make market data and trading services programmable, but an API response is not an executable signal. Economic information depends on data receipt, inference completion, and feasible order arrival. We propose an execution certificate: a …

Research Article Open Access Enhancing Financial Market Sentiment Analysis Using Dataset Augmentation
Dante Contella, Contella D, Johnson Kinyua, Kinyua J, Charles Mutigwe, Mutigwe C
International Conference on Open Finance 2025 https://doi.org/10.36287/setsci.24.5.039

We developed a series of financial social media sentiment analysis models starting with PyFin-Sentiment, a recent state-of-the-art domain-specific large language model for the financial domain. We focused on label accuracy and improvements in the quality and q…

Research Article Open Access AICrypto‑Assistant: A Multi‑Agent LLM Platform for Democratizing Crypto‑Asset Analysis
Mimoza Dimodugno, Dimodugno M, Mehdi Mammadov, Mammadov M
International Conference on Open Finance 2025 https://doi.org/10.36287/setsci.24.2.017

Market democratization through conversational AI represents a critical frontier in financial technology, yet cryptocurrency analysis remains dominated by institutional players with sophisticated toolchains. We introduce AICrypto-Assistant, the first open-sourc…

Research Article Open Access Gravity Anomalies on Continental Edgings
Ali Elmas, Elmas A
2nd International Symposium on Innovative Approaches in Scientific Studies 2018

Large-scale gravity anomalies come from the differences in density situated deep lithosphere. In this study, the analysis of the gravity anomalies of passive margins is made according to the Airy isostasy model. This analysis is made with the data commonly k…

Research Article Open Access Finansal Tutum ve Yaşam Tatmini Arasındaki İlişki: Örnek Olay İncelemesi
Seyfettin Ünal, Ünal S, Sezgin Koyun, Koyun S
4th International Symposium on Innovative Approaches in Social, Human and Administrative Sciences 2019 https://doi.org/10.36287/setsci.4.8.051

Bu çalışmanın temel amacı finansal tutum ile yaşam tatmini arasında bir ilişki olup olmadığının ampirik olarak tespit edilmesidir. Bununla birlikte, finansal tutum ve yaşam tatmini ölçeklerinin, yaş, cinsiyet ve eğitim durumu gibi demografik faktörler üzerinde…

Research Article Open Access Financial Machine Learning
Veysel Yılmaz, Yılmaz V
4th International Symposium on Innovative Approaches in Social, Human and Administrative Sciences 2019 https://doi.org/10.36287/setsci.4.8.035

Machine learning and artificial intelligence have become an integral part of people's culture, influencing the lives of most people today. Machine learning is a subset of data science that uses statistical models to create insights and predictions. Machines sh…

Research Article Open Access Predictive Analytics for Regulatory Risk in Open Finance: A Data-Driven Framework
Madhu Thota, Thota M, Tuncay Bayrak, Bayrak T
International Conference on Open Finance 2025 https://doi.org/10.36287/setsci.24.4.030

The emergence of Open Finance is reshaping the global financial landscape by enabling greater data accessibility, interoperability, and innovation. However, this expanded connectivity introduces new layers of regulatory complexity, raising urgent concerns rega…

Research Article Open Access Comparative Political and Economic Vulnerability: A Composite-Index Approach
Madhu Thota, Thota M, Sri Ram Uppugalla, Uppugalla S, Chaitanya Basava, Basava C
Proceedings of the International Conference on Open Finance (ICOF 2026) 2026 https://doi.org/10.36287/setsci.25.6.001

This study develops the Political and Economic Vulnerability Score (PAVS), a composite index for assessing cross-country differences in macro-financial and institutional vulnerability. Drawing on publicly available World Bank data, the index combines 13 indica…

Research Article Open Access A Data Analysis and Behavior Model for Study of Consumer Service in the Financial Sector
Sultan  Tatlılıoğlu  , Tatlılıoğlu   S, Dionysis  Goularas  , Goularas   D
3rd International Symposium on Innovative Approaches in Scientific Studies (Engineering and Natural Sciences) 2019

In recent years, the financial sector has been considerably developed, especially in electronic banking. As individual users in the financial sector use e-banking and e-finance systems, the concept of loyalty in the banking sector has shifted from traditional …

Research Article Open Access Business-Aware Agentic Forecast Refinement for Enterprise Financial Planning
Hari Rajagopalan, Rajagopalan H
Proceedings of the International Conference on Open Finance (ICOF 2026) 2026 https://doi.org/10.36287/setsci.25.7.001

Enterprise financial forecasts are generated across multiple business dimensions such as products, regions, channels, customer cohorts, and segments. In a large enterprise, this can result in billions of populated intersections that finance teams cannot review…

Research Article Open Access Tilkiköy Mangan Cevherleşmesinin Jeolojik, Gravite ve Manyetik İncelemesi (Orta Anadolu)
Alperen    ŞAHİNOĞLU, ŞAHİNOĞLU A, Adil    ÖZDEMİR, ÖZDEMİR A
3rd International Symposium on Innovative Approaches in Scientific Studies (Engineering and Natural Sciences) 2019

In this study is aimed to investigate manganese mineralization in Tilkiköy (Kalecik, Ankara) area by observational geological survey, gravity and magnetic methods. For this purpose, firstly geological observations were carried out in the study area. After geol…

Research Article Open Access Signal Collision in Open Finance: An Auditable Common-Trade Penalty for Learned Portfolios
Eric Benhamou, Benhamou E, Jean-Jacques Ohana, Ohana J, Beatrice Guez, Guez B, Thomas Jacquot, Jacquot T, Ethan Setrouk, Setrouk E, Chamyl Saadi, Saadi C
Proceedings of the International Conference on Open Finance (ICOF 2026) 2026 https://doi.org/10.36287/setsci.25.4.001

Open-finance platforms can combine models from different vendors while still concentrating capital in the same trade. Shared data, objectives, and representations make decision diversity the relevant object, rather than diversity of model names. We call loadin…

Research Article Open Access BENTAR Silikon Bazlı Yapıştırıcısının Halyomorpha halys Üzerindeki Etkisi
Temel  Göktürk  , Göktürk   T, Kibar  Ak  , Ak   K
3rd International Symposium on Innovative Approaches in Scientific Studies (Engineering and Natural Sciences) 2019

Halyomorpha halys (Stål) (Hemiptera: Pentatomidae) is a pest species that has become an important problem for plant breeders all over the world. 2017 in Kemalpasa (Artvin, Turkey) has also been identified and added to our list of alien invasive species. In a…

Research Article Open Access Sürdürülebilirlik Raporlarının İşletmeye Etkisi
Zeynep Şahin, Şahin Z, Fikret Çankaya, Çankaya F
2nd International Symposium on Innovative Approaches in Scientific Studies 2018

İşletmelerin ekonomik , çevresel ve sosyal faaliyetlerinin sonuçlarının raporlanmasını içeren sürdürülebilirlik raporlarının Türkiye’deki işletmelerde kullanımı artmıştır. Teknolojik gelişmeler, artan küresel rekabetle baş edebilmek için işletmeler bu raporl…

Research Article Open Access Üniversite Öğrencilerinin Katılım Bankacılığı Algısı: Çankırı Karatekin Üniversitesi İİBF Öğrencileri Örneği
Bilgehan Tekin, Tekin B
4th International Symposium on Innovative Approaches in Social, Human and Administrative Sciences 2019 https://doi.org/10.36287/setsci.4.8.004

Eğitim, barınma, ulaşım, yeme-içme v.b. gündelik masrafları bağlamında üniversite öğrencileri bankacılık sektörü tarafından sunulan hizmetlere ihtiyaç duymaktadırlar. Aynı zamanda öğrenciler önemli bir ekonomik sistem ve finansal piyasa katılımcısı potansiyeli…

Review Open Access We Are on the Precipice of a Post-Quantum World: Are You Prepared? A Review of NIST-Approved Post-Quantum Cryptographic Mechanisms for Immediate Adoption in Financial Infrastructure
Maria Teigeiro, Teigeiro M
Proceedings of the International Conference on Open Finance (ICOF 2026) 2026 https://doi.org/10.36287/setsci.25.9.001

Post-quantum cryptographic standardization is complete for the algorithms that matter most, yet adoption across financial infrastructure remains uneven and, in critical segments, largely absent. This paper argues that migration is no longer a research question…

Research Article Open Access Can We Stop the Backtest Yet? Anytime-Valid Promotion Tests for Adaptive Financial Research Agents
Eric Benhamou, Benhamou E, Jean-Jacques Ohana, Ohana J, Beatrice Guez, Guez B, Thomas Jacquot, Jacquot T, Ethan Setrouk, Setrouk E, Chamyl Saadi, Saadi C
Proceedings of the International Conference on Open Finance (ICOF 2026) 2026 https://doi.org/10.36287/setsci.25.3.001

Adaptive research systems can generate, discard, revise, and monitor trading rules faster than their selection history can be audited. We ask when such a system may promote a frozen rule to governed forward evaluation. The proposed protocol assigns each candid…

Research Contributions (2019+)Peer reviewed by at least two reviewers
Open AccessCC BY 4.0
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