2015 PhD – Princeton University

Operations Research and Financial Engineering

Advisor: Birgit Rudloff

Dissertation: “On set-valued functionals: multivariate risk measures and Aumann integrals”

2012 MA – Princeton University

Operations Research and Financial Engineering

2010 BSc – Bilkent University

Industrial Engineering

Rank: Summa Cum Laude

2006 High School – İzmir High School of Science (İzmir Fen Lisesi)

I am broadly interested in vector-valued and set-valued functions in financial mathematics, optimization and stochastics. Much of my research so far has been focused on multivariate risk theory. An incomplete list of the topics that I am interested in is given below.

Financial Mathematics: Risk measures, multivariate risk, systemic risk, shortfall risk, central clearing, Knightian uncertainty

Optimization: Set-valued convex analysis, set optimization, vector optimization, risk-averse stochastic optimization, quasiconvex functions

Stochastics: Random sets, Aumann integrals, set-valued stochastic processes, stochastic differential inclusions, backward stochastic differential equations

Part of my research is funded by the Turkish National Science Foundation (TÜBİTAK) under the National Young Researchers Career Development Program (3501 - CAREER) as a principle investigator.