DOÇ. DR. AHMET DURAN

Transkript

1 DOÇ. DR. AHMET DURAN 1/5/2015 İstanbul Teknik Üniversitesi Matematik Mühendisliği Bölümü Ulusal Yüksek Başarımlı Hesaplama Merkezi (UHeM) Maslak, İstanbul Telefon GSM E-posta Web : : : aduran@itu.edu.tr : EĞİTİM Doktora University of Pittsburgh, ABD, Matematik/Matematiksel Finans ve Ekonomi, 2006 Y. Lisans University of Delaware, ABD, Mühendislik Fakültesi, Bilgisayar ve Enformasyon Bilimleri, 2003 Y. Lisans University of Pittsburgh, ABD, Matematik 2001 Y. Lisans Orta Doğu Teknik Üniversitesi, Matematik, 1998 Lisans Orta Doğu Teknik Üniversitesi, Matematik, 1995 Assistant Professor ÖNCEKİ İŞ TECRÜBESİ University of Michigan, Matematik Bölümü, Finansal Matematik Araştırma Grubu, Ann Arbor, Michigan, ABD, Araş. Gör. University of Pittsburgh, Matematik Bölümü, ABD, , Araş. Gör. Araştırmacı University of Delaware, Mühendislik Fakültesi, Bilgisayar ve Enformasyon Bilimleri, ABD, Türkiye Bilimsel ve Teknik Araştırma Kurumu (TÜBİTAK), Ulusal Elektronik Kriptoloji Araştırma Enstitüsü (UEKAE), Gebze, Kocaeli, Araş. Gör. ODTÜ Matematik Bölümü, Ankara, ARAŞTIRMA İLGİ ALANLARI Matematiksel finans ve ekonomi, yüksek başarımlı hesaplama, optimizasyon, sayısal analiz, veri analizi, matematiksel modelleme, diferansiyel denklemlerin sayısal çözümleri

2 Başkan Organizatör Organizatör Türkiye Delegesi YÖNETİCİ/ORGANİZASYON GÖREVLERİ Uluslararası Matematiksel Finans ve Ekonomi Konferansı, 2011 Sempozyum: Advances in financial mathematics, the World Congress of Nonlinear Analysts (WCNA) 2008, Orlando, FL, Temmuz 2008 Sempozyum: New horizons in quantitative methods for finance and economics, SIAM Conference on Financial Mathematics and Engineering, Boston, MA, Temmuz 2006 Avrupa İleri Hesaplama Ortaklığı (PRACE) Konsey - Bilim Komitesi Toplantısı, Atina, 3 Haziran 2014 Konsey Toplantısı, Atina, 3-4 Haziran 2014 PRACE Yönetim Kurulu Toplantısı, Atina, 4 Haziran 2014 İTÜ Delegesi Saudi Aramco üst yönetim ziyareti, Kasım 2013 Düzenleme ve Bilim Kurulu Üyesi Düzenleme ve Bilim Kurulu Üyesi Society of Petroleum Engineers (SPE) & Society of Industrial and Applied Mathematics (SIAM) Conference on Large Scale Computing and Big Data Challenges in Reservoir Simulation Conference and Exhibition, İstanbul, Eylül, 2014 SPE & SIAM Conference on Mathematical Methods in Fluid Dynamics and Simulation of Giant Oil and Gas Reservoirs, İstanbul, 3-5 Eylül, 2012 Bilim Kurulu Üyesi 9th International Statistics Day Symposium, Antalya, Mayıs, 2014 Akademik Danışma Kurulu Üyesi Yönetim Kurulu Üyesi İTÜ, Fen Bilimleri Enstitüsü, Halen İTÜ, Ulusal Yüksek Başarımlı Hesaplama Merkezi (UHeM), 16 Nisan 2014 Halen Dekan Yrd. İTÜ Fen Edebiyat Fakültesi, Bölüm Başkan Yrd. İTÜ Fen Edebiyat Fakültesi, Matematik Mühendisliği, Program Yürütme Kurulu Üyesi Doktora Yeterlik Komitesi Üyesi Kurucu Danışman İTÜ Matematik Mühendisliği, 2012 Halen İTÜ Matematik Mühendisliği, 2012 Halen İTÜ-KSB Zeka ve Yetenek Kulübü, Halen Lisans VERDİĞİ DERSLER Finansal Matematik, Differential Equations, Numerical Methods with Financial Applications, Business Calculus, Introduction to Theoretical Mathematics, Differential Equations & Linear Algebra, ODE: Numerical Solution, Data Structures, Object-Oriented Programming, Java, and the World Wide Web Yüksek Lisans Sayısal Analiz, Bilimsel Hesaplama 1, Bilimsel Hesaplama 2, Numerical Linear Algebra, Matrices and Linear Operators

3 Doktora Computational Finance, Numerical Solutions of Stochastic Differential Equations (İngilizce ismi yazılanlar İngilizce olarak verilmiştir) Yüksek Lisans YÖNETTİĞİ LİSANSÜSTÜ TEZLER Mahmut Sami Güngör "Aircraft fuel hedging", 2013 Furkan Göktaş "Piyasa riski için matematiksel modelleme", 2014 Emine Kesici "Are there behavioral biases in Turkish government bond market?, 2014 Doktora Öğrencileri Burhaneddin İzgi "Behavioral classification of stochastic differential equations in mathematical finance", 2015 Mehmet Tuncel Furkan Göktaş BURSLAR/ÖDÜLLER TÜBİTAK lise ve lisans eğitimi bursu, , ortaokul sonrası okul birincilerinin katıldığı TÜBİTAK sınavında Türkiye`de ilk 50 öğrenci arasında yer aldı. Bölüm 2.si 159 öğrenci arasinda, ODTÜ, Research Assistantship, 2 yıl, University of Delaware. Teaching Assistantship/Fellowship, 4 yıl, University of Pittsburgh. Research Assistantship, University of Pittsburgh, 2005 ve 2006 Yaz Dönemleri. Spring/Summer 2008 Research Fellowship, Department of Mathematics, University of Michigan-Ann Arbor. Anahtar makale: M.J. Bommarito ile yazdığımız makale, Quantitative Finance akademik dergisi ve 6-10 Aralık, 2010`da, Geneva`da gerçekleşen dünyanın en büyük ve en saygın risk yönetimi konferansı "the 17th Annual Risk Minds Conference" tarafından risk konusunda seçilen 10 anahtar makale arasında yer aldı. Kapak haber olan araştırma: Prof. Dr. Gunduz Caginalp ve Yrd. Doç. Dr. Ahmet Duran'ın "hesaplamalı davranışsal finans" alanında yaptığı çalışmalar saygın hesaplamalı finans dergisi Wilmott'ın Eylül 2009 sayısı "Mind Games" ile kapak haber oldu. Prof. Caginalp ile yapılan röportajda sayfa 52 ve 53'de Ahmet Duran ile yapılan çalışmalara yer verildi. Ahmet Duran ın Math/IOE 623 Computational Finance, Math 423 Mathematics of Finance ve Math 472 Numerical Methods with Financial Applications dersleri için ders programları ve materyalleri Şubat 2010 da the Society of Actuaries (SOA) ya sunulan dosyada yer aldı. Michigan Üniversitesi Matematik Bölümü nün Aktüeryal Programı ilgili Aktüerler Derneği (SOA) tarafından bir Center of Actuarial Excellence olarak belirlendi ve A.B.D. ve Kanada da yer alan böyle 17 programdan biridir.

4 ÇALIŞTIĞI PROJELER 1. Parallel Algorithm (Kernel) Development for Large Scale Sparse Linear Systems in Oil Reservoir Simulation (PASSOR), Proje Eş Yürütücüsü, Saudi ARAMCO için Hesaplamalı Lineer Cebir Projesi, Design and implementation of new hybrid algorithm and solver on CPU for large sparse linear systems, PRACE-2IP (The Partnership for Advanced Computing in Europe - Second Implementation Phase Project, persistent pan- European Research Infrastructure for High Performance Computing) WP12 T12.2, Proje Yürütücüsü, Scalable and improved SuperLU on GPU for heterogeneous systems, PRACE- 2IP WP12 T12.2, Proje Eş Yürütücüsü, Structural Analysis of Large Sparse Matrices for Scalable Direct Solvers, PRACE-2IP WP12 T12.2, Proje Yürütücüsü, Performance Analysis of BLAS Libraries in SuperLU_DIST for SuperLU_MCDT (Multi Core Distributed) Development, PRACE-2IP WP12 T12.2, Proje Eş Yürütücüsü, Analysis of SuperLU Solvers on the Intel MIC Architecture, PRACE-1IP WP7 T7.1, Proje Yürütücüsü, Scalability of OpenFOAM for Bio-medical Flow Simulations, PRACE-3IP WP7 T7.2, Proje Yürütücüsü, Sept Aug Scalable Parallel Nonlinear Parameter Optimization Algorithm with Parameter Pools, PRACE-2IP WP12 T12.2, Proje Yürütücüsü, Sept Aug Several Research Topics in Mathematical Finance and Economics, University of Michigan-Ann Arbor, Assistant Professor, Spring/Summer Modeling in Mathematical Finance and Economics, research projects for International Foundation for Research in Experimental Economics (IFREE) and LGT Capital Management, Graduate Student Researcher, ITR/ASC: Collaborative Research Linbox: A Generic Library for Seminumeric Black Box Linear Algebra, National Science Foundation (NSF) Grant CCR , Research Assistant, Exact Computation in Sparse Linear Algebra, NSF Grant CCR , Research Assistant, Default and Asset Correlation, project for Risk Metrics, University of Pittsburgh, Graduate Student, TÜBİTAK-UEKAE, Finansal Kriptoloji ve Sayısal Sertifikalarla Güvenli Elektronik Ticaret, Araştırmacı, APACHE III score on ICU admission and hospital mortality after open thoracoabdominal and open abdominal aortic aneurysm repair, approved by Medical School Institutional Review Board (IRBMED), University of Michigan-Ann Arbor, Assistant Professor, 2010.

5 DİĞER GÖREVLER Matematik Jüri Üyesi Kitap Hakemi Kitap Hakemi Kitap Editörü Editör Seminer Organizatörü TÜBİTAK 43. Ortaöğretim Öğrencileri Araştırma Projeleri Avrupa Bölgesi Yarışması, Mart 2012 Pearson Addison-Wesley, Numerical Analysis, 2nd ed., Timothy Sauer, 2010 Wiley-Blackwell, Introduction to Financial Economics, Fabozzi Series, Frank Fabozzi, 2010 MIT Press, Introduction to Quantitative Finance, A Math Tool Kit, Robert R. Reitano, March =12157 ICMFE 2011 Abstracts Book ve ICMFE 2011 Proceedings CD İTÜ Matematik Mühendisliği Bölüm Seminerleri 2012 Hakem National Science Foundation, SES - Decision Risk & Management SCI (1,000,000 USD) Quantitative Finance Taylor & Francis (4 makale) Mathematics of Operations Research - Informs Optimization Methods and Software - Taylor & Francis Concurrency and Computation: Practice and Experience Wiley Ad Hoc Networks - Elsevier (2 makale) US Department of Energy (2,000,000 USD) YAYINLAR Tezler A. Duran, "Overreaction Behavior and Optimization Techniques in Mathematical Finance", Ph. D., University of Pittsburgh, Pittsburgh, 2006 A. Duran, "Asymptotic Behavior of Solutions of Semilinear Heat Equations with Source", Yüksek Lisans Tezi, ODTÜ, Ankara, 1998 Uluslararası hakemli dergilerde yayınlanan makaleler (SCI & SSCI) 1. A. Duran and B. İzgi, Application of the Heston stochastic volatility model for Borsa Istanbul using impression matrix norm, Journal of Computational and Applied Mathematics (SCI), 281, 2015, pp , DOI /j.cam A. Duran, M.S. Celebi, S. Piskin, and M. Tuncel, Scalability of OpenFOAM for Bio-medical Flow Simulations, Journal of Supercomputing (SCI), 71(3), 2015, pp , DOI /s This work was financially supported by the PRACE Project funded in part by the EUs 7th Framework Programme (FP7/ ) under Grant agreement No. RI , (see PRACE white paper WP 162 for an early version, June 9, 2014) 3. A. Duran, "Stability analysis of asset flow differential equations", Applied Mathematics Letters (SCI expanded), , 2011, DOI: /j.aml

6 4. A. Duran ve M.J. Bommarito, "A profitable trading and risk management strategy despite transaction costs", Quantitative Finance (SCI expanded), , 2011, DOI: / L.S. Kabbani, G. A. Escobar, B. Knipp, C.B. Deatrick, A. Duran, G.R. Upchurch, L.M. Napolitano, "APACHE III score on ICU admission predicts hospital mortality after open thoraco-abdominal and open abdominal aortic aneurysm repair", Annals of Vascular Surgery (SCI expanded), ,2010,doi: /j.avsg A. Duran, "Sensitivity Analysis of Asset Flow Differential Equations and Volatility Comparison of Two Related Variables", Numerical Functional Analysis and Optimization (SCI expanded), 82-97, 2009, DOI: / A. Duran ve G. Caginalp, "Parameter Optimization for Differential Equations in Asset Price Forecasting", Optimization Methods and Software (SCI expanded), , 2008, DOI: / A. Duran ve G. Caginalp, "Overreaction Diamonds: Precursors and Aftershocks for Significant Price Changes", Quantitative Finance (SCI expanded), , 2007, DOI: / Hakemli tam metin 1. A. Duran ve M. Tuncel, Spectral effects of large matrices from oil reservoir simulators on performance of scalable direct solvers, OnePetro, Society of Petroleum Engineers (SPE) Paper, 1-10, A. Duran ve B. İzgi, Solution behavior of Heston model using impression matrix norm, Advances in Applied Mathematics, Springer, (hakemli tam metin), Switzerland, , A. Duran ve B. İzgi, Comovement and polarization of interest rate and stock market in Turkey, Borsa İstanbul Finance & Economics Conference (BIFEC) 2013 Policy Issues and Challenges in the Global Financial System and Economies, BIFEC Book of Abstracts & Proceedings, (hakemli tam metin), Volume 1, Issue II, , Istanbul, March A. Duran ve G. Caginalp, International Conference on Software Engineering and Applications (SEA) konferansı dahilinde "ACTA Press, Proc. IASTED International Conference on Software Engineering and Applications (SEA)" bildiri kitapçığındaki "Data Mining for Overreaction in Financial Markets", (hakemli tam metin), cilt 467, 28-35, Phoenix, AZ, USA, Kasim A. Duran, ve C. Shen, "Mobile Ad Hoc P2P File Sharing", Proc. IEEE Wireless Communications and Networking Conference (WCNC) (ISI), , A. Duran, B.D. Saunders, ve Z. Wan, SIAM Int. Conference on Applied Linear Algebra (SIAM-LA) konferansı dahilinde "Proc. SIAM Int. Conference on Applied Linear Algebra (SIAM-LA)" bildiri kitapçığındaki "Hybrid Algorithms for Rank of Sparse Matrices", (hakemli tam metin) 1-12 pp., Williamsburg, VA, USA, Temmuz Kongre, sempozyum ve çalıştay sunumları 7. A. Duran ve F.T. Mohammed, The impact of economic crisis on patient volumes related to unemployment, 9th International Statistics Day Symposium, ISDS 2014 Book of Abstracts, Side, Antalya, Turkey, May 10-14, 2014

7 8. A. Duran, Over-correlated markets and consecutive overreactions, Borsa İstanbul Finance & Economics Conference (BIFEC) 2013 Policy Issues and Challenges in the Global Financial System and Economies, BIFEC Book of Abstracts & Proceedings, Volume 1, Issue I, Sep 30 - Oct 1, A. Duran ve F. Göktaş, Mathematical modeling for stock market, International Conference on Applied Analysis and Mathematical Modelling, ICAAMM Abstracts, Istanbul 10. A. Duran, M.S. Celebi ve M. Tuncel, Design and Implementation of New Hybrid Algorithm and Solver for Large Sparse Linear Systems, PRACE 2IP: The Partnership for Adavanced Computing in Europe - Second Implementation Phase - Allhands meeting, Institut Physique du Globe de Paris (IPGP), Paris, France, Eylül 5-7, D12.2 Exploration of Scalable Numerical Algorithms, 4.11, A. Duran, M.S. Celebi ve M. Tuncel, Scalable and Improved SuperLU on GPU for Heterogeneous Systems, PRACE 2IP : The Partnership for Adavanced Computing in Europe - Second Implementation Phase - Allhands meeting, Institut Physique du Globe de Paris (IPGP), Paris, France, Eylül 5-7, D12.2 Exploration of Scalable Numerical Algorithms, 4.12, A. Duran, M.S. Celebi ve M. Tuncel, Scalability of SuperLU Solvers for Large Scale Complex Reservoir Simulations, Int. Conference for Mathematical Methods in Fluid Dynamics and Simulation of Giant Oil and Gas Reservoirs, SPE & SIAM Conf., Istanbul, Turkey, Eylül 3-5, A. Duran ve M.J. Bommarito, International Conference on Mathematical Finance and Economics (ICMFE) konferansı dahilinde "ICMFE 2011 Abstracts Book" bildiri kitapçığındaki "Spectral Analysis of Time-Dependent Market-Adjusted Return Correlation Matrix, İstanbul Teknik Üniversitesi, İstanbul, Temmuz 6-8, A. Duran, Workshop on Data, Text, Web, and Social Network Mining konferansı dahilinde "Workshop on Data, Text, Web, and Social Network Mining" bildiri kitapçığındaki "Daily return discovery in financial markets", 4 pp., University of Michigan, Ann Arbor, MI, USA, Nisan, A. Duran, Joint Midwest Numerical Analysis Day & SIAM Great Lakes Numerical PDEs Spring Conference konferansı dahilinde "Joint Midwest Numerical Analysis Day & SIAM Great Lakes Numerical PDEs" bildiri kitapçığındaki "Sensitivity analysis to AFDE and transitions between microeconomic stability and non-equilibrium states", 1 pp., Wayne State University, Detroit, MI, USA, Nisan A. Duran, AMS session on Financial Mathematics, Joint Mathematics Meetings konferansı dahilinde "Joint Mathematics Meetings" bildiri kitapçığındaki "Sensitivity analysis of asset flow differential equations and a new volatility approach", 114 pp., Washington, DC, USA, Ocak A. Duran ve M.J. Bommarito, SIAM Conference on Financial Mathematics and Engineering konferansı dahilinde "SIAM Financial Mathematics and Engineering 08 Abstracts" bildiri kitapçığındaki "A profitable risk management despite transaction cost", 21 pp., New Brunswick, NJ, USA, Kasım A. Duran, World Congress of Nonlinear Analysts konferansı dahilinde "World Congress of Nonlinear Analysts" bildiri kitapçığındaki "Quantitative behavioral finance and out-of-sample prediction via asset flow differential equations, Advances in Financial Mathematics", 12 pp., Orlando, FL, USA, Temmuz 2008

8 19. A. Duran ve G. Caginalp, AMS Sectional Meeting, AMS Special Session on Financial Mathematics konferansı dahilinde "Abstracts, AMS Sectional Meeting" bildiri kitapçığındaki "A multi-start approach for parameter optimization of asset flow differential equations", 1 pp., Indiana University, Bloomington, IN, USA, Nisan A. Duran ve G. Caginalp, SIAM Conference on Computational Science & Engineering konferansı dahilinde "Abstracts, SIAM CSE 07" bildiri kitapçığındaki "Parameter optimization algorithm for differential equations in market return prediction", 1 pp., Costa Mesa, CA, USA, Subat A. Duran ve G. Caginalp, AMS Special Session on Financial and Actuarial Mathematics konferansı dahilinde "Abstracts, AMS Sectional Meeting" bildiri kitapçığındaki "Deviation model for financial overreaction", 1 pp., Cincinnati, OH, USA, Ekim A. Duran, SIAM Conference on Financial Mathematics and Engineering konferansı dahilinde "FM06 Abstracts" bildiri kitapçığındaki "Overreaction and optimization in stock markets", 242 pp., Boston, MA, USA, Temmuz A. Duran ve G. Caginalp, SIAM Annual Meeting konferansı dahilinde "AN06 Abstracts" bildiri kitapçığındaki "A comparison of numerical optimization techniques for financial markets", pp., Boston, MA, USA, Temmuz A. Duran ve G. Caginalp, AMS Joint Mathematics Meetings konferansı dahilinde "AMS Joint Mathematics Meetings Abstracts" bildiri kitapçığındaki "Differential equations and computational optimization for closed-end funds", pp., San Antonio, TX, USA, Ocak A. Duran ve G. Caginalp, SIAM Conference on Mathematics for Industry: Challenges and Frontiers (MI) konferansı dahilinde "SIAM-MI 05 Abstracts" bildiri kitapçığındaki "Overreaction and risk for closed end funds", 1 pp., Detroit, MI, USA, Ekim A. Duran, B.D. Saunders ve Z. Wan, East Coast Computer Algebra Day (ECCAD), konferansı dahilinde "ECCAD 03 Abstracts" bildiri kitapçığındaki "Rank of sparse {0, 1} matrices, (poster)", 1 pp., Clemson University, Clemson, SC, USA, Nisan A. Duran ve B.D. Saunders, East Coast Computer Algebra Day (ECCAD) konferansı dahilinde "Association for Computing Machinery (ACM) SIGSAM Bulletin, Communications in Computer Algebra" bildiri kitapçığındaki "GenBLAS: Basic linear algebra subroutines in C++ over any fields, (poster)", cilt 36(3), 6 pp., New York, NY, USA, Mayis 2002 Davetli bildiri ve diğer yayınlar 1. M.J. Bommarito and A. Duran, "Spectral analysis of time-dependent marketadjusted return correlation matrix", 7 pages, forthcoming, (2010) Available at SSRN: 2. A. Duran, "Stability analysis of asset flow differential equations", X. Dinamik Sistemler Çalıştayı, TÜBİTAK-TÜSSİDE, Gebze, Kocaeli, 7-9 Ekim L. Cheng, A. Duran, S.N. Predoiu, and A. Yu, "Asset correlation implied by historical default data", working paper, University of Pittsburgh, Dec. 2003, 22 pages. 4. Geliştirdiği yazılım paketi: Gen_SuperLU package (version 1.0, August 2002), referenced as GSLU also, to solve large sparse linear system A*X=B over various fields,

9 5. Geliştirdiği yazılım paketi: Generic Basic Linear Algebra Subroutines (GenBLAS) package in C++ (version 1.0, May 2002), 6. Geliştirdiği yazılım paketi: Overreaction Detector, mathematical finance package (version 1.0, Mar. 2005) 7. Davetli bildiri: "Spectral Analysis of Time-Dependent Market-Adjusted Return Correlation Matrix: An analysis of S&P 500 listed firms", İTÜ İşletme, Haydar Kazgan İktisat Seminerleri, Dekanlık Katı Mavi Salon, 2 Mart Davetli bildiri: Spectral analysis of time-dependent market-adjusted return correlation matrix: An analysis of S&P 500 listed firms, Annual Conference of the Center for Economics and Econometrics (CEE) on Macroeconomic and Financial Imbalances in National Economies and the World, Bogaziçi Üniversitesi, Aralık, Davetli bildiri: Stability analysis of asset flow differential equations, Colloquium Talk, Koç Üniversitesi, Matematik Bölümü, 26 Mayıs, Davetli bildiri: "Mobile ad hoc P2P file sharing", İTÜ Bilişim Enstitüsü, Nisan 1, Davetli bildiri: "Mobile ad hoc P2P file sharing", TÜBİTAK, BİLGEM, Gebze, Kocaeli, Aralık 22, Davetli bildiri: "Hesaplamalı davranışsal finans nedir?", İTÜ Finans Günleri, İTÜ-SDKM, Aralık 15-16, Davetli bildiri: "Sensitivity analysis of asset flow differential equations", İstanbul Teknik Üniversitesi, Matematik Mühendisliği, Nisan, Davetli bildiri: "Stability analysis for a high-dimensional dynamical system of stochastic differential equations", Applied and Interdisciplinary Mathematics Seminar, University of Michigan, Dept. of Mathematics, April 2, Davetli bildiri: "A profitable trading and risk management strategy in presence of transaction cost", Courant Institute of Mathematical Sciences, New York University, March 9, Davetli bildiri: "A profitable trading and risk management strategy in presence of transaction cost", Financial Engineering Practitioners Seminar, University of Michigan, February 12, Davetli bildiri: "Mathematical modeling in health economics during economic crisis", Financial/Actuarial Mathematics Seminar, University of Michigan, Dept. of Mathematics, December 10, Davetli bildiri: "A profitable trading and risk management strategy despite transaction cost",

10 Bilkent University, Faculty of Business Administration, Ankara, September 4, Davetli bildiri: "A profitable trading and risk management strategy despite transaction cost", Sabanci University, Faculty of Management, İstanbul, September 3, Davetli bildiri: "A multi-start approach for parameter optimization of asset flow differential equations", AMS Special Session on Financial Mathematics, Indiana University, Bloomington, IN, April 5-6, "Spectral analysis in mathematical finance: Intelligent walk", Financial/Actuarial Mathematics Seminar, University of Michigan, Dept. of Mathematics, March 27, Davetli bildiri: "Computational parameter optimization and differential equations in asset price forecasting", Mathematics Colloquium, Boğaziçi Üniversitesi, İstanbul, Temmuz 11, "Computational parameter optimization and differential equations for stock markets", Financial/ Actuarial Mathematics Seminar, University of Michigan, Dept. of Mathematics, September 21, "Overreaction and computational optimization in stock markets", University of Michigan, Dept. of Mathematics, August 28, HOBİLER Müzik Resim Voleybol Basketbol İngilizce YABANCI DİL