Publications
Li, Y.; Polat, O.; Juan, A.A.; Calvet, L.; Kizys, R. (s-2022.10.21): “Simheuristic and Learnheuristic for Solving Stochastic and/or Dynamic Portfolio Optimization Problems”. The OR Society’s Simulation Workshop. Southampton, UK. March 27-29, 2022.
Li, Y.; Polat, O.; Kizys; R: Calvet, L.; Juan, A.A. (s-2023.11): “A learnheuristic algorithm for the constrained portfolio optimization problem with dynamic covariances”.
Carracedo, P.; Polat, O.; Perez-Bernabeu, E. (s-2023.11): “Systematic Analysis of AI and ML Applications in Finance and Insurance Domains”.
1. Polat, O (2023): “Machine Learning for Constrained Portfolio Optimization with Dynamic Covariances”. Alcoy-Tech. Alcoy, Spain November 7-8, 2023.
Guidotti, R.; Franco, G., Schimid, M., Li, Y., Peyman, M., Ghorbani, E., Tsertsvadze, V., Polat, Juan, A. (s-2023.11): “Design of a Hybrid Ground Motion Index and Cat-in-a-Grid Parametric Earthquake Trigger for Morocco”, 18th. World Conference on Earthquake Engineering (Milan, Italy, 30 June – 5 July 2024 (Conference paper submitted).