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Mehmet Caner

Mathematics · The Ohio State University

OpenAlex ORCID
Established · publishing since 1967
Statistical Methods and InferenceMonetary Policy and Economic ImpactFinancial Risk and Volatility ModelingFinancial Markets and Investment StrategiesEconomic Policies and Impacts

Publications

149

Citations

3,648

Est. group size

—

Recurring co-author estimate

Active years

60

Publishing since 1967

Research summary
AI-generated

Mehmet Caner works at the intersection of statistics, econometrics, and finance, developing methods for analyzing large, high-dimensional datasets—such as estimating precision matrices and building investment portfolios when there are many assets or variables. Recent work incorporates machine learning and AI techniques (like Lasso, deep learning, and agentic AI screening) into financial modeling, with a focus on portfolio construction, risk estimation, and the reliability of these methods when used by or against strategic actors.

High-dimensional statistics and econometricsPortfolio and risk analysis in financeMachine learning methods (Lasso, sparsity, deep learning) for economicsPrecision matrix and factor model estimationAI applications in investment decision-making

Publication output has fluctuated over the past decade with a dip around 2022-2023, but shows a sharp recent increase, especially projected for 2026.

Generated by claude-sonnet-5 from public bibliographic data · Jul 20, 2026

Publication cadence
Publications per year over the last 10 years — averaging 3.2/year recently
2017: 3 publications172018: 2 publications182019: 5 publications192020: 6 publications202021: 5 publications212022: 1 publication222023: 2 publications232024: 4 publications242025: 1 publication252026: 8 publications826
Recent publications
Publishes in
  • arXiv (Cornell University)×14
  • Figshare×6
  • SSRN Electronic Journal×6
  • Journal of Econometrics×4
  • Econometric Reviews×3
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This profile was generated automatically from public scholarly data (OpenAlex). Group size and activity levels are estimates derived from co-authorship patterns.

Last updated Jul 19, 2026.

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