Details about Pınar Kaya Soylu

Access statistics for papers by Pınar Kaya Soylu.

Last updated 2026-05-21. Update your information in the RePEc Author Service.

Short-id: pka1735

Journal Articles

2026

1. The Optimal Threshold Selection for High-Frequency Pairs Trading via Supervised Machine Learning Algorithms
   Computational Economics, 2026, 67, (4), 2399-2427

2024

2. Optimal portfolio selection with volatility information for a high frequency rebalancing algorithm
   Financial Innovation, 2024, 10, (1), 1-28 View citations (1)
3. The Symmetric and Asymmetric Algorithmic Trading Strategies for the Stablecoins
   Computational Economics, 2024, 64, (5), 2663-2684 View citations (1)

2020

4. Long Memory in the Volatility of Selected Cryptocurrencies: Bitcoin, Ethereum and Ripple
   JRFM, 2020, 13, (6), 1-21 View citations (14)

2016

5. Volatility transmission among Latin American stock markets under structural breaks
   Physica A: Statistical Mechanics and its Applications, 2016, 462, (C), 330-340 View citations (15)