Çağın Ararat

Assistant Professor at Bilkent University

Assistant Professor

Department of Industrial Engineering, Bilkent University

Address: Bilkent University Main Campus, Faculty of Engineering EA209
   06800 Bilkent, Ankara, Turkey

Email: cararat@bilkent.edu.tr (also cagin.ararat@fulbrightmail.org)

Phone: +90-312-290-6940

ResearchGate: https://www.researchgate.net/profile/Cagin_Ararat2

Fulbright Scholar (2022-2023)

I spent the academic year 2022-2023 as a Visiting Fulbright Scholar at the Department of Mathematics, University of Southern California.

Co-organized: Set Optimization for Applications, May 30 - June 3, 2022

Fifth International Conference on Set Optimization with Applications to Economics, Finance, Statistics and Game Theory

Education

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)

Research Interests

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, set-valued risk measures, systemic risk, dynamic risk measures

Stochastics: Set-valued stochastic analysis, set-valued martingales, Aumann integrals, stochastic differential inclusions, backward stochastic differential equations

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

Machine Learning: Multi-objective and vector optimization with Gaussian process, adaptive discretizations, active learning

During 2018-2021, part of my research was funded by the Turkish National Science Foundation (TÜBİTAK) under the National Young Researchers Career Development Program (3501 - CAREER) as a principle investigator.

During 2024-2026, part of my research is funded by the Turkish National Science Foundation (TÜBİTAK) under the Scientific and Technological Research Projects Support Program (1001) as a principle investigator.

Students