5 citations · 5 across the 3 of their papers we have counts for
4 papers
Representation Measurements Under Function-Preserving Reparameterizations
Abdullah Karasan
Hidden coordinates are not uniquely determined by a language model's input--output function, so representation-derived measurements should be invariant to function-preserving chang…
Statistical Properties and Power Analysis of Divergence Measures for Credit Risk Model Monitoring
Abdullah Karasan, Alper Hekimoğlu
Divergence measures are essential tools for detecting distributional shifts in model monitoring, particularly crucial given the volatility of financial data. While the Population S…
Signal from Noise Signal from Noise: A Neural Network-Based Denoising Approach for Measuring Global Financial Spillovers
Abdullah Karasan, Özge Sezgin Alp
Filtering signal from noise is fundamental to accurately assessing spillover effects in financial markets. This study investigates denoised return and volatility spillovers across…
Machine learning approach to stock price crash risk
Abdullah Karasan, Ozge Sezgin Alp, Gerhard-Wilhelm Weber
In this study, we propose a novel machine-learning-based measure for stock price crash risk, utilizing the minimum covariance determinant methodology. Employing this newly introduc…