Dr Mehmet Sahiner

Dr Mehmet Sahiner is a Lecturer in Financial Economics at the University of Dundee's School of Business. He holds a PhD in Finance from the University of Stirling, MSc in Finance from Queen Mary University of London, and a BSc in Economics from Ankara University. Prior to his current position, Mehmet was a Research Associate in FinTech at Nottingham Business School and a Visiting Lecturer at Stirling Management School.

Mehmet's research spans several areas, including risk management, the application of machine learning in finance, financial market volatility, and FinTech more generally.  Mehmet is accepting PhD candidates and welcomes collaboration with potential candidates who are familiar with Quantitative Finance and Fintech topics at large.

External activity

Mehmet currently serves as an Executive Committee Member for Turkey AI Consortium. He also acts as a reviewer for academic journals, including Finance Research Letters, Journal of Economics and Finance, and Computational Economics.

Membership of organisations

• Member of American Finance Association (AFA)
• Board Member of Turkey AI Consortium
• Member of European Economics and Business Society (EBES)
• Member of the Researcher group for The British Academy
   

Publications

Sahiner, M., 2023. The New Economic Models of Metaverse and Its Implications in International Financial Markets. In Metaverse: Technologies, Opportunities and Threats (pp. 177-186). Singapore: Springer Nature Singapore.

Sahiner, M., 2023. Volatility Spillovers and Contagion During Major Crises: An Early Warning Approach Based on a Deep Learning Model. Computational Economics, pp.1-65.

Sahiner, M., McMillan, D.G. and Kambouroudis, D., 2023. Do artificial neural networks provide improved volatility forecasts: Evidence from Asian markets. Journal of Economics and Finance, pp.1-40.

Sahiner, M., 2022. Forecasting volatility in Asian financial markets: evidence from recursive and rolling window methods. SN Business & Economics, 2(10), p.157.