Research | SSRN working paper · further research ongoing
Real-Time Macroeconomic Nowcasting with Stage-Dependent Model Policies
Evidence from U.S. GDP, Inflation, and Labour Markets
Cenk Yildiran / Research website
Research
Current research in macroeconomic nowcasting and quantitative financial economics.
My current research includes real-time macroeconomic nowcasting and empirical research on short-horizon returns in U.S. mid-cap equities.
The papers below distinguish between a publicly available SSRN working paper and two manuscripts in preparation. Only publicly released material is linked. For completed or released work, see Publications; for broader academic themes, see Areas of Interest.
Current research
3 papersResearch | Manuscript in preparation
From Breakouts and Momentum to Short-Term Reversal
Sequential Strategy Development and Out-of-Sample Validation in U.S. Mid-Cap Equities
Research | Manuscript in preparation
Machine-Learning Ranking for Short-Horizon Return Targets in U.S. Mid-Cap Equities
Walk-Forward Validation, Portfolio Constraints, and Forward Shadow Testing