Academician profile · DOÇENT
ÇAĞIN ARARAT
İHSAN DOĞRAMACI BİLKENT ÜNİVERSİTESİ
- Ana Dal Mühendislik Temel Alanı
- Yan Dal Endüstri Mühendisliği
- MÜHENDİSLİK FAKÜLTESİ
- ENDÜSTRİ MÜHENDİSLİĞİ BÖLÜMÜ
Scopus (SJR)
Q1
9
Q2
2
Q3
2
Q4
0
WoS (JCR)
Q1
3
Q2
6
Q3
2
Q4
2
TR Index
1
articles
Articles
- 2023 Computation of Systemic Risk Measures: A Mixed-Integer Programming Approach
- 2023 Set-Valued Backward Stochastic Differential Equations
- 2023 Geometric Duality Results and Approximation Algorithms for Convex Vector Optimization Problems
- 2023 Random sets and Choquet-type representations
- 2022 A Norm Minimization-Based Convex Vector Optimization Algorithm
- 2022 End-of-life inventory management problem: Results and insights
- 2021 Set-valued risk measures as backward stochastic difference inclusions and equations
- 2021 Portfolio optimization with two quasiconvex risk measures
- 2020 Lower Cone Distribution Functions and Set-Valued Quantiles Form Galois Connections
- 2020 Portfolio optimization with two coherent risk measures
- 2020 Dual representations for systemic risk measures
- 2017 Set-valued shortfall and divergence risk measures
- 2015 A Characterization Theorem for Aumann Integrals