Çağın Ararat

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Dual representations for quasiconvex compositions with applications to systemic risk measures SIAM Journal on Financial Mathematics	2026-05-28	Paper
Vector optimization with Gaussian process bandits Machine Learning	2026-04-10	Paper
Short communication: on the separability of vector-valued risk measures SIAM Journal on Financial Mathematics	2024-12-04	Paper
Convergence analysis of a norm minimization-based convex vector optimization algorithm SIAM Journal on Optimization	2024-08-14	Paper
MAD risk parity portfolios Annals of Operations Research	2024-06-04	Paper
Computation of Systemic Risk Measures: A Mixed-Integer Programming Approach Operations Research	2024-03-15	Paper
Path-Regularity and Martingale Properties of Set-Valued Stochastic Integrals	2023-08-24	Paper
Random sets and Choquet-type representations Numerical Algebra, Control and Optimization	2023-07-26	Paper
Set-valued convex compositions	2023-06-28	Paper
Geometric Duality Results and Approximation Algorithms for Convex Vector Optimization Problems SIAM Journal on Optimization	2023-03-30	Paper
Convergence analysis of a norm minimization-based convex vector optimization algorithm	2023-02-17	Paper
Portfolio optimization with two quasiconvex risk measures Turkish Journal of Mathematics	2022-08-29	Paper
A norm minimization-based convex vector optimization algorithm Journal of Optimization Theory and Applications	2022-07-18	Paper
Geometric duality results and approximation algorithms for convex vector optimization problems (available as arXiv preprint)	2021-08-16	Paper
Set-valued risk measures as backward stochastic difference inclusions and equations Finance and Stochastics	2021-04-29	Paper
Portfolio optimization with two coherent risk measures Journal of Global Optimization	2021-04-28	Paper
End-of-Life Inventory Management Problem: Results and Insights	2021-01-24	Paper
Lower Cone Distribution Functions and Set-Valued Quantiles Form Galois Connections Theory of Probability & Its Applications	2020-09-16	Paper
Constructive covers of a finite set	2020-07-02	Paper
Dual representations for systemic risk measures Mathematics and Financial Economics	2020-02-21	Paper
Set-valued shortfall and divergence risk measures International Journal of Theoretical and Applied Finance	2017-09-08	Paper
A characterization theorem for Aumann integrals Set-Valued and Variational Analysis	2015-06-01	Paper

Research outcomes over time

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