Ph.D. in Business Administration · Researcher · Educator
I hold a Ph.D. in Business Administration from Istanbul Technical University with a background in Mathematics from Eskişehir Osmangazi University. Over more than five years, I have built deep expertise in Python programming, machine learning, and statistical modeling — particularly applied to financial markets.
My doctoral thesis explored dynamic market modeling with heterogeneous agents across diverse markets. One of my most significant projects was a data-driven limit order book simulator that enables agents to interact with real historical NASDAQ orders, developed during a visiting researcher position at the University of Liverpool. This work required translating complex financial microstructure theory into working, testable code.
I have contributed to multiple research projects spanning marketing analytics, transportation economics, household expenditure, and social media effects on academic performance. My work has appeared in international journals and been presented at conferences across Europe and Turkey.
Beyond research, I am passionate about education. This website is dedicated to making statistics clear, visual, and accessible — because statistical literacy is increasingly essential in every field.
Thesis: Dynamic market modeling with heterogeneous agents: applications in diverse markets.
Thesis: The optimal out-of-sample length for forecasting FTSE 100 Stock Index Volatility with GARCH(1,1) Model.
Conducts research using Python and R. Supports graduate courses in Statistics, Financial Econometrics, and Machine Learning for Business Applications. Develops problem-solving sessions for graduate students.
Built a limit order book simulator in Python to test machine learning trading strategies, enabling designated agents to interact with real NASDAQ stock orders.
Beyhan, H. & Ulengin, B. (2023). Does more intelligent trading strategy win? Interacting trading strategies: An agent-based approach.
Sivri, M.S. et al. (2022). Financial Analytics. In: Business Analytics for Professionals.
Kaya, G., Beyhan, H. et al. (2022). The Liberalization Effect on Air Transport Expenditure Choices of Turkish Households.
Pekpazar, A., Aydın, G.K., Beyhan, H. et al. (2021). Role of Instagram Addiction on Academic Performance among Turkish University Students.
Beyhan, H. & Ulengin, B. (2021). Modelling an Artificial Financial Market: Agent Based Approach.
Dogan, O., Kaya, G., Kaya, A. & Beyhan, H. (2019). Catastrophic Household Expenditure for Healthcare in Turkey: Clustering Analysis of Categorical Data.