Mehmet Sahiner is a Research Associate in FinTech in the Centre for Finance, Technology and Society and the Department of Accounting and Finance at Nottingham Business School. Mehmet holds a PhD in Finance. Prior to that, he obtained his M.Sc. in Finance from Queen Mary University of London and his B.Sc. in Economics from Ankara University. Before joining Nottingham Trent University, Mehmet worked as a Visiting Lecturer at Stirling Management School.
Mehmet’s research interests include topics in risk management, machine learning in finance, financial market volatility, and FinTech more generally.
Mehmet has researched and published on Financial Market Volatility and his current research interests include cryptocurrencies, metaverse and AI applications in Finance.
Mehmet currently serves as an executive committee member for Turkey AI Consortium. He also acts as a reviewer for academic journals, including Journal of Business and Economics.
Membership of organisations:
- Member of European Economics and Business Society (EBES)
- Member of American Finance Association (AFA)
- Board Member of Turkey AI Consortium
- Member of the Researcher group for The British Academy
Sahiner, M., 2022. Forecasting Volatility in Asian Financial Markets: Evidence from Recursive and Rolling Window Methods. SN Business & Economics.
Sahiner, M., McMillan, D.G. and Kambouroudis, D.S., 2021. Do Artificial Neural Networks Provide Improved Volatility Forecasts: Evidence from Asian Markets. Available at SSRN 3989873.
Financial markets and Cryptocurrencies