ÇAĞIN ARARAT

ASSISTANT PROFESSOR AT BİLKENT UNIVERSITY

 
 

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)

Education

Assistant Professor
Department of Industrial Engineering
Bilkent University

Address: Bilkent University Main Campus, Faculty of Engineering
                Office: EA209, 06800 Bilkent, Ankara, Turkey
Email:
cararat@bilkent.edu.tr
Phone: +90-312-290-6940
ResearchGate:
https://www.researchgate.net/profile/Cagin_Ararat2

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:

  1. Risk measures, multivariate risk, systemic risk, shortfall risk, central clearing, Knightian uncertainty

Optimization:

  1. Set-valued convex analysis, set optimization, multi-objective optimization, stochastic optimization

Stochastics:

  1. Random sets, Aumann integrals, set-valued stochastic processes, stochastic differential inclusions, multivariate divergences