Sercan Yildiz

Analytics Research
SimCorp

I am an operations research scientist at SimCorp, where I work on optimization methods for portfolio construction. I like doing research on mathematical optimization , particularly integer programming, conic optimization, and polynomial optimization.

Previously, I was a postdoctoral researcher at the Statistical and Applied Mathematical Sciences Institute (SAMSI) and in the Department of Statistics and Operations Research at the University of North Carolina at Chapel Hill.  During the 2016-2017 academic year, I participated in SAMSI's Program on Optimization, where I worked on sum-of-squares programming and optimization methods for radiation treatment planning, under the mentorship of Prof. David Papp. Prior to joining SAMSI, I completed my doctorate in the Algorithms, Combinatorics, and Optimization program at Carnegie Mellon University, under the guidance of Prof. Gerard Cornuejols. In the summer of 2015, I was a research intern in the Mathematical Sciences Department of the IBM Thomas J. Watson Research Center.