Skip to content
akaturk Academic measurement

Academician profile · DOÇENT

ÇAĞIN ARARAT

İHSAN DOĞRAMACI BİLKENT ÜNİVERSİTESİ

  • Ana Dal Mühendislik Temel Alanı
  • Yan Dal Endüstri Mühendisliği
  • MÜHENDİSLİK FAKÜLTESİ
  • ENDÜSTRİ MÜHENDİSLİĞİ BÖLÜMÜ
Articles YÖKSİS 13
Projects 1
Books 0
Proceedings 7
Patents 1
Artistic 1
Scopus (SJR)
Q1 9 Q2 2 Q3 2 Q4 0
WoS (JCR)
Q1 3 Q2 6 Q3 2 Q4 2
TR Index 1 articles

Scopus (SJR)

Q1 9 Q2 2 Q3 2 Q4 0

WoS (JCR)

TR Index

1 articles

13 publications total

Articles

  1. 2023 Computation of Systemic Risk Measures: A Mixed-Integer Programming Approach Operations Research DOI 10.1287/opre.2021.0040
  2. 2023 Set-Valued Backward Stochastic Differential Equations Annals of Applied Probability DOI 10.1214/22-AAP1896
  3. 2023 Geometric Duality Results and Approximation Algorithms for Convex Vector Optimization Problems SIAM JOURNAL ON OPTIMIZATION DOI 10.1137/21M1458788
  4. 2023 Random sets and Choquet-type representations Numerical Algebra, Control and Optimization DOI 10.3934/naco.2023008
  5. 2022 A Norm Minimization-Based Convex Vector Optimization Algorithm JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS DOI 10.1007/s10957-022-02045-8
  6. 2022 End-of-life inventory management problem: Results and insights INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS DOI 10.1016/j.ijpe.2021.108313
  7. 2021 Set-valued risk measures as backward stochastic difference inclusions and equations FINANCE AND STOCHASTICS DOI 10.1007/s00780-020-00445-0
  8. 2021 Portfolio optimization with two quasiconvex risk measures TURKISH JOURNAL OF MATHEMATICS DOI 10.3906/mat-2012-45
  9. 2020 Lower Cone Distribution Functions and Set-Valued Quantiles Form Galois Connections THEORY OF PROBABILITY AND ITS APPLICATIONS DOI 10.1137/S0040585X97T989908
  10. 2020 Portfolio optimization with two coherent risk measures JOURNAL OF GLOBAL OPTIMIZATION DOI 10.1007/s10898-020-00922-y
  11. 2020 Dual representations for systemic risk measures Mathematics and Financial Economics DOI 10.1007/s11579-019-00249-7
  12. 2017 Set-valued shortfall and divergence risk measures International Journal of Theoretical and Applied Finance DOI 10.1142/S0219024917500261
  13. 2015 A Characterization Theorem for Aumann Integrals SET-VALUED AND VARIATIONAL ANALYSIS DOI 10.1007/s11228-014-0309-0

Back to academicians