Large Language Models
Natural Language Processing
Machine Learning
Transformer-based Language Models
Lexicon-based NLP Methods
Text Mining
Sentiment Analysis
Prompt Engineering
Econometric Modelling
Panel Data Econometrics
Time Series Econometrics
Predictive Modelling & Forecasting
Causal Inference
Instrumental Variable Methods
Survey Research
Contingent Valuation Methods
Financial Economics
Behavioral Finance
Asset Pricing
Investor Sentiment
Financial Text Analytics
Stock Return Prediction
Financial Risk Assessment
Energy, Environment & Sustainability
Sustainable Development
Renewable Energy Economics
Environmental Economics
Energy Transition
Climate Policy
Carbon Emissions
Willingness-to-Pay Analysis
Data Collection & Curation
Dataset & Corpus Development
Data Annotation
Financial News Analytics
Topic: Firm-Specific News Sentiment and Short-Horizon Risk-Adjusted Return Predictability: Evidence from Large Language Models
Description: Investigating whether firm-specific narrative sentiment embedded in financial news contains economically meaningful information for predicting short-horizon stock returns. The research develops a novel firm-level sentiment analysis framework that aligns textual sentiment with the economic unit of analysis—the individual firm. To support this objective, two expert-annotated Bloomberg-based datasets of financial news headlines and full-length articles were constructed using comprehensive annotation guidelines and validated through high inter-annotator agreement. These datasets are used to benchmark lexicon-based approaches, discriminative transformer models, and state-of-the-art generative Large Language Models (LLMs) under zero-shot and few-shot prompting strategies for target-level financial sentiment analysis. The extracted sentiment signals are subsequently integrated with technical indicators and historical market data to develop machine learning models for short-horizon stock return prediction. Finally, the economic value of LLM-derived firm-specific sentiment is evaluated through out-of-sample forecasting, trading strategy performance, Sharpe ratios, and Fama-French five-factor risk-adjusted alpha, demonstrating how advances in generative AI can improve sentiment measurement and contribute to behavioural asset pricing and quantitative finance.
Topic: Analysis of Factors Influencing Willingness to Pay for Renewable Energy: The Case of Turkey
Description: Investigating the socioeconomic and behavioral determinants of households' willingness to pay for renewable energy in Turkey. The research employed the contingent valuation method to design and administer a large-scale survey of 2,500 households across 12 major metropolitan cities, collecting data on income, education, age, environmental awareness, and renewable energy preferences. Statistical and econometric analyses were conducted to identify the key factors influencing public support for green electricity and the willingness to finance renewable energy expansion. The findings provide evidence-based policy recommendations for promoting renewable energy adoption, supporting sustainable energy transition, and reducing dependence on conventional energy sources in developing economies.
University of Hamburg Hamburg, Germany
Hub of Computing & Data Science | Visiting Researcher Oct 2025 – Feb 2026
Host Supervisor: Prof. Dr. Chris Biemann
Research: Forecasting Risk-Adjusted Stock Returns with LLM-Derived Firm-Level Sentiment
National Centre for Physics Islamabad, Pakistan
Artificial Intelligence Technology Center | Visiting Researcher Jul 2025 – Sep 2025
Host Supervisor: Prof. Dr. Syed Khursheed Hasnain
Research: Firm-Level Financial Sentiment Analysis and Asset Pricing
University of Ljubljana Ljubljana, Slovenia
Faculty of Computer and Information Science | Visiting Researcher Sep 2024 – Nov 2024
Host Supervisor: Prof. Dr. Slavko Žitnik
Research: Benchmarking Large Language Models for Target-Based Financial Sentiment Analysis
Abdullah Gül University, Kayseri, Türkiye
May 2017 – April 2018
Supervisor: Prof. Dr. Eyüp Doğan
Contributed to a TÜBİTAK-funded research project investigating Turkish households' willingness to pay for renewable electricity. Designed and implemented a contingent valuation survey of 2,500 households across 12 metropolitan cities in Turkey using a stratified random sampling approach. Applied Tobit, Probit, and Logit econometric models to estimate willingness to pay and identify the socioeconomic determinants of public support for renewable energy, including income, education, age, environmental awareness, and household characteristics. The project resulted in peer-reviewed publications in The Electricity Journal and Environmental Science and Pollution Research, providing evidence-based policy recommendations for supporting Turkey's renewable energy transition.