Παρακολούθηση
Çağın Ararat
Çağın Ararat
Bilkent University
Η διεύθυνση ηλεκτρονικού ταχυδρομείου έχει επαληθευτεί στον τομέα bilkent.edu.tr - Αρχική σελίδα
Τίτλος
Παρατίθεται από
Παρατίθεται από
Έτος
Set-valued shortfall and divergence risk measures
Ç Ararat, AH Hamel, B Rudloff
International Journal of Theoretical and Applied Finance 20 (05), 1750026, 2017
352017
Dual representations for systemic risk measures
Ç Ararat, B Rudloff
Mathematics and Financial Economics 14 (1), 139-174, 2020
332020
A norm minimization-based convex vector optimization algorithm
Ç Ararat, F Ulus, M Umer
Journal of Optimization Theory and Applications 194 (2), 681-712, 2022
182022
MAD risk parity portfolios
Ç Ararat, F Cesarone, MÇ Pınar, JM Ricci
Annals of Operations Research 336 (1), 899-924, 2024
112024
Computation of systemic risk measures: a mixed-integer programming approach
Ç Ararat, N Meimanjanov
Operations Research 71 (6), 2130-2145, 2023
11*2023
Vector Optimization with Stochastic Bandit Feedback
C Ararat, C Tekin
International Conference on Artificial Intelligence and Statistics, 2165-2190, 2023
112023
A characterization theorem for Aumann integrals
Ç Ararat, B Rudloff
Set-Valued and Variational Analysis 23 (2), 305-318, 2015
102015
Set-valued backward stochastic differential equations
Ç Ararat, J Ma, W Wu
The Annals of Applied Probability 33 (5), 3418-3448, 2023
92023
Set-valued risk measures as backward stochastic difference inclusions and equations
Ç Ararat, Z Feinstein
Finance and Stochastics 25 (1), 43-76, 2021
82021
Lower cone distribution functions and set-valued quantiles form Galois connections
Ç Ararat, AH Hamel
Theory of Probability and Its Applications 65 (2), 179-190, 2020
82020
End-of-Life Inventory Management Problem: Results and Insights
E Ozyoruk, NK Erkip, Ç Ararat
International Journal of Production Economics 243, 108313, 2022
62022
Convergence analysis of a norm minimization-based convex vector optimization algorithm
Ç Ararat, F Ulus, M Umer
SIAM Journal on Optimization 34 (3), 2700-2728, 2024
42024
Portfolio optimization with two coherent risk measures
TD Aktürk, Ç Ararat
Journal of Global Optimization 78 (3), 597-626, 2020
42020
Geometric duality results and approximation algorithms for convex vector optimization problems
Ç Ararat, S Tekgül, F Ulus
SIAM Journal on Optimization 33 (1), 116-146, 2023
32023
Pareto Active Learning with Gaussian Processes and Adaptive Discretization
A Nika, K Bozgan, S Elahi, Ç Ararat, C Tekin
arXiv preprint arXiv:2006.14061, 2020
32020
Learning the Pareto Set Under Incomplete Preferences: Pure Exploration in Vector Bandits
EM Karagözlü, YC Yıldırım, C Ararat, C Tekin
International Conference on Artificial Intelligence and Statistics, 3070-3078, 2024
22024
Portfolio optimization with two quasiconvex risk measures
Ç Ararat
Turkish Journal of Mathematics 45 (2), 695-717, 2021
22021
Multi-objective risk-averse two-stage stochastic programming problems
Ç Ararat, Ö Çavuş, Aİ Mahmutoğulları
arXiv preprint arXiv:1711.06403, 2017
22017
Vector Optimization with Gaussian Process Bandits
İO Korkmaz, YC Yıldırım, Ç Ararat, C Tekin
arXiv preprint arXiv:2412.02484, 2024
1*2024
Path-Regularity and Martingale Properties of Set-Valued Stochastic Integrals
Ç Ararat, J Ma
arXiv preprint arXiv:2308.13110, 2023
12023
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