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
Mustafa Çolak (MSc, 2022-ongoing)
Wissam Al Ali (MSc, 2021-2023)
Muhammad Umer (PhD, 2016-2022, co-advised with Firdevs Ulus)
Umur Çetin (MSc, 2019-2021)
Seyit Emre Düzoylum (MSc, 2019-2021)
Simay Tekgül (MSc, 2018-2021, co-advised with Firdevs Ulus)
Mücahit Aygün (MSc, 2018-2021)
Barış Bilir (MSc, 2018-2020)
Emin Özyörük (MSc, 2018-2020, co-advised with Nesim Erkip)
Nurtai Meimanjan (MSc, 2016-2019)