In recent years, the tendency of the number of financial institutions to include cryptocurrencies in their portfolios has accelerated. Cryptocurrencies are the first pure digital assets to be included by asset managers. Although they have some commonalities with more traditional assets, they...

Since the emergence of Bitcoin, cryptocurrencies have grown significantly, not only in terms of capitalization but also in number. Consequently, the cryptocurrency market can be a conducive arena for investors, as it offers many opportunities. However, it is difficult to understand. This study...

This study predicts the cash holdings policy of Turkish firms, given the 20 selected features with machine learning algorithm methods. 211 listed firms in the Borsa Istanbul are analyzed over the period between 2006 and 2019. Multiple linear regression (MLR), k-nearest neighbors (KNN), support...

This study examines the predictability of three major cryptocurrencies-bitcoin, ethereum, and litecoin-and the profitability of trading strategies devised upon machine learning techniques (e.g., linear models, random forests, and support vector machines). The models are validated in a period...

The study analyzes the performance of bank-specific characteristics, macroeconomic indicators, and global factors to predict the bank lending in Turkey for the period 2002Q4-2019Q2. The objective of this study is first, to clarify the possible nonlinear and nonparametric relationships between...

This study investigates the need for credit supervision as conducted by on-site banking supervisors. It builds on a real bank on-site credit examination to compare the performance of a hypothetical self-supervision approach, in which banks themselves assess their loan portfolios without external...

Big data analytic techniques associated with machine learning algorithms are playing an increasingly important role in various application fields, including stock market investment. However, few studies have focused on forecasting daily stock market returns, especially when using powerful...

Background: In recent years, blockchain technology has attracted considerable attention. It records cryptographic transactions in a public ledger that is difficult to alter and compromise because of the distributed consensus. As a result, blockchain is believed to resist fraud and hacking....

Some countries have announced national benchmark rates, while others have been working on the recent trend in which the London Interbank Offered Rate will be retired at the end of 2021. Considering that Turkey announced the Turkish Lira Overnight Reference Interest Rate (TLREF), this study...