Prof. HAKAN ER


Faculty of Applied Sciences, Department of Finance and Banking

Department of Finance


Research Areas: Social Sciences and Humanities, Banking - Insurance, Banking and Finance, Financial Economics, Computer Sciences, Artificial Intelligence, Computer Learning and Pattern Recognition, Evolutionary Computing, Neural Networks, Engineering and Technology

Email: erhakan@akdeniz.edu.tr
Office Phone: +90 242 227 4400 Extension: 3533
Web: https://avesis.akdeniz.edu.tr/erhakan
Office: Uygulamalı Bilimler Fakültesi No: 205
Address: Akdeniz Üniversitesi, İktisadi ve İdari Bilimler Fakültesi, İşletme Bölümü, Dumlupınar Bulvarı, KAMPÜS, ANTALYA

Metrics

Publication

33

Citation (WoS)

3

H-Index (WoS)

2

Citation (Scopus)

8

H-Index (Scopus)

2

Thesis Advisory

8

Open Access

2
UN Sustainable Development Goals

Education Information

1996 - 2002

1996 - 2002

Doctorate

University of Essex, Faculty Of Social Sciences, İktisat, United Kingdom

1994 - 1995

1994 - 1995

Postgraduate

University of Reading, Isma Institute, İktisat, United Kingdom

1987 - 1992

1987 - 1992

Undergraduate

Middle East Technical University, Faculty Of Economic And Administrative Sciences, İşletme, Turkey

Dissertations

2002

2002

Doctorate

Cross market arbitrage and option pricing with long memory in volatility: theory and evidence from LIFFE FTSE-100 index futures and options

University of Essex, Faculty Of Social Sciences, Department Of Economics

1995

1995

Postgraduate

Leasing in Turkey

University of Reading, Isma Institute

Foreign Languages

C1 Advanced

C1 Advanced

English

Research Areas

Social Sciences and Humanities

Banking - Insurance

Banking and Finance

Financial Economics

Computer Sciences

Artificial Intelligence, Computer Learning and Pattern Recognition

Evolutionary Computing

Neural Networks

Engineering and Technology

Academic Titles / Tasks

2018 - Continues

2018 - Continues

Professor

Akdeniz University, Faculty of Applied Sciences, Department of Finance and Banking

2016 - 2018

2016 - 2018

Professor

Akdeniz University, Faculty of Economics and Administrative Sciences, Department of Banking and Finance

2011 - 2016

2011 - 2016

Associate Professor

Akdeniz University, Faculty of Economics and Administrative Sciences, Department of Business

2005 - 2011

2005 - 2011

Assistant Professor

Akdeniz University, Faculty of Economics and Administrative Sciences, Department of Business

2002 - 2005

2002 - 2005

Lecturer PhD

Akdeniz University, Faculty of Economics and Administrative Sciences, Department of Business

2001 - 2002

2001 - 2002

Instructor

London Guildhall University, Faculty Of Social Sciences, Department Of Economics

2000 - 2001

2000 - 2001

Research Assistant

University of Essex, Faculty Of Social Sciences, Department Of Accounting, Finance And Management

1999 - 2001

1999 - 2001

Research Assistant

University of Essex, Faculty Of Social Sciences, Department Of Economics

1999 - 2000

1999 - 2000

Research Assistant

University of Essex, Faculty Of Social Sciences, Department Of Economics

Courses

Postgraduate

Postgraduate

Türev Piyasaları

Undergraduate

Undergraduate

Mathematics of Finance

Undergraduate

Undergraduate

Finans Matematiği

Undergraduate

Undergraduate

Financial Forecasting

Undergraduate

Undergraduate

Genel Muhasebe II

Undergraduate

Undergraduate

Yatırım Projeleri

Doctorate

Doctorate

Güncel Finans Konuları Semineri

Undergraduate

Undergraduate

Finansal Tablolar Analizi

Undergraduate

Undergraduate

Türev Piyasaları I

Undergraduate

Undergraduate

Türev Piyasaları I

Articles Published in Other Journals

Refereed Congress / Symposium Publications in Proceedings

2016

2016

Price Discovery Dynamics in Turkish Equity Index Futures Market

ATEŞ A., ER H.

Vietnam International Conference in Finance, Danang, Vietnam, 9 - 10 June 2016, vol.1, no.1, pp.36-37 Sustainable Development

2016

2016

Pricing Efficiency of a Failed Futures Contract: A Transactions Data Analysis of the ISE 100 Futures

ER H.

IX. European Conference on Social and Behavioral Sciences, Paris, France, 3 - 06 February 2016, pp.387

2015

2015

The Relationship Between The Hedging Effectiveness And The Failure Of Futures Contracts: An Analysis Of The Istanbul Stock Exchange 100 Index Futures

ER H., Peker İ.

International Conference on the Changing World and Social Research, Viyana, Austria, 25 August - 28 May 2015, vol.1, pp.492-501

2014

2014

Intraday Price Discovery Process in the ISE 30 Stock Index Futures

ATEŞ A., ER H.

The 24th International Conference of The International Trade and Finance Association, Kayseri, Turkey, 21 - 24 May 2014, vol.1, pp.1

2009

2009

Interval Effect on the Estimation of Beta: Evidence from Istanbul Stock Exchange

ER H., Aydın S.

Annual American Business Research Conference, New York, United States Of America, 28 - 29 September 2009, vol.1, pp.1-8

2008

2008

Constructing Trading Rules Using Technical Analysis and EDDIE: Evidence from an Emerging Market

ER H., ÇETİN M. K.

The 6th International Symposium on Intelligent and Manufacturing Systems, Sakarya, Turkey, 14 - 17 October 2008, vol.1, pp.695-703

2008

2008

CONSTRUCTING TRADING RULES USING TECHNICAL ANALYSIS AND EDDIE: EVIDENCE FROM AN EMERGING MARKET

ER H., ÇETİN M. K.

6th International Symposium on Intelligent and Manufacturing Systems, Sakarya, Turkey, 14 - 16 October 2008, pp.695-703 Sustainable Development

2008

2008

An Application of Artificial Intelligence Methods on an Emerging Market’s Foreign Exchange Rates

ÇETİN M. K., ER H., TOSUN Ö.

International Conference on Social Sciences-Sobiad, Turkey, 1 - 04 August 2008, pp.129-142

2007

2007

Importance of Solid Waste Recycling for Organizations

ER H., Herguner S. A.

16th World Business Congress, Maastricht, Netherlands, 4 - 08 July 2007, vol.16, pp.539-543 Sustainable Development identifier

2006

2006

Profit Maximization Obtained from Solid Waste Recycling: A Linear Program Model for a Compost Establishment

Aydın S., YENİDOĞAN T., Turan G., ER H.

18th International Congress on Social and Environmental Accounting Research, St-Andrews, United Kingdom, 6 - 08 September 2006 Sustainable Development

2005

2005

Using EDDIE to Search for Profitable Investment Opportunities in Istanbul Stock Exchange (ISE)

ER H., ÇETİN M. K., İPEKÇİ ÇETİN E., Sekreter S.

9th International Research/Expert Conference, Antalya, Turkey, 26 - 30 September 2005, pp.697-700

2005

2005

Using EDDIE to Search for Profitable Investment Opportunities in Istanbul Stock Exchange (ISE)

ER H., ÇETİN M. K., İPEKÇİ ÇETİN E., Sekreter S.

The 9th International Research/Expert Conference, Antalya, Turkey, 26 - 30 September 2005, vol.1, pp.697-700

2005

2005

Using EDDIE to Search for Profitable Investment Opportunities in Istanbul Stock Exchange (ISE)

ER H., ÇETİN M. K., İPEKÇİ ÇETİN E., SEKRETER M. S.

9th International Research/Expert Conference “Trends in the Development of Machinery and Associated Technology, Antalya, Turkey, 26 - 30 September 2005, pp.697-700

2005

2005

Ussing EDDIE to search for profitable Investment Opportunities in İstanbul Stock Exchange (ISE)

ER H., ÇETİN M. K., İPEKÇİ ÇETİN E., Sekreter M.

9th International Research/Expert Conference, Antalya, Turkey, 26 - 30 September 2005, pp.697-700

2005

2005

Long Memory in Volatility: An Examination of Turkish Foreign Exchange Market

ÇETİN M. K., ER H.

The Fourteenth Annual World Business Congress of the IMDA, Granada, Spain, 10 - 14 July 2005, vol.1, pp.422-427

2005

2005

Long Memory in Volatility: An Examination of Turkish Foreign Exchange Market

ÇETİN M. K., ER H.

14th World Business Congress, Granada, Spain, 10 - 14 July 2005, pp.422-427

2001

2001

Evolutionary arbitrage for FTSE index options and futures

Markose S., Tsang E., ER H., Salhi A.

Congress on Evolutionary Computation, CEC 2001 (Special Session on Time Series Analysis & Compumetric Forecasting), Seul, South Korea, 27 - 30 May 2001, vol.1, pp.275-282

2001

2001

Evolutionary arbitrage for FTSE-100 index options and futures

Markose S., Tsang E., Er H., Salhi A.

Congress on Evolutionary Computation 2001, Soul, South Korea, 27 - 30 May 2001, vol.1, pp.418-425 identifier

Books & Book Chapters

2008

2008

EDDIE for Discovering Arbitrage Opportunities

Markose S., Tsang E., Garcia A., ER H.

in: Numerical Methods for Finance, John Miller, David Edelman, John Appleby, Editor, Chapman & Hall/Crc, Boca Raton, Fl, pp.281-284, 2008

2002

2002

Evolutionary Decision Trees in FTSE-100 Index Options and Futures Arbitrage

Markose S., Tsang E., ER H.

in: Genetic Algorithms and Programming in Computational Finance, S-H. Chen , Editor, Kluwer Academic Publishers, Norwell, Ma, pp.231-308, 2002

Awards

April 2005

April 2005

Barlas Küntay Turizm Araştırma Ödülü -2005. “

Türkiye Turizm Yatırımcıları Derneği.



Citations

Total Citations (WOS): 5

h-index (WOS): 2