Assistant Professor at Bilkent University
Address: Bilkent University Main Campus, Faculty of Engineering EA209
06800 Bilkent, Ankara, Turkey
2015 PhD – Princeton University
Advisor: Birgit Rudloff
2012 MA – Princeton University
Operations Research and Financial Engineering
2010 BSc – Bilkent University
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.