PROFESSIONAL OUTLOOK

RESEARCH EXPERIENCE

I am part of the Department of Industrial Systems Engineering and Management, National University of Singapore (NUS). Before joining NUS, I was a lecturer and a postdoctoral researcher at École Polytechnique Fédérale de Lausanne (EPFL). My research interest entails developing a decision making framework under uncertainty with applications in finance, machine learning, applied mathematics, and energy systems management.

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Publications

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• Robust Multidimensional Pricing: Separation without Regret, with Ç. Koçyiğit and D. Kuhn. Under Review.

• On Risk Reduction in Kelly Betting Using the Conservative Expected Value, with B. Barmish and D. Kuhn. Proceedings of the 57th IEEE Conference on Decision and Control.

• Size Matters: Cardinality-Constrained Clustering and Outlier Detection via Conic Optimization, with K. Schindler, W. Wiesemann and D. Kuhn. Under Review.

• Scenario Reduction Revisited: Fundamental Limits and Guarantees, with K. Schindler, W. Wiesemann and D. Kuhn. Mathematical Programming.

• Chebychev Inequalities for Products of Random Variables, with D. Kuhn and W. Wiesemann. Mathematics of Operations Research 43(3): 887-918.

• Multi-period portfolio optimization: Translation of autocorrelation risk to excess variance, with B. Choi and R. Jiang. Operations Research Letters 44(6): 801-807.

• Robust Growth-Optimal Portfolios, D. Kuhn. and W. Wiesemann. Management Science 62(7): 2090-2109.

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Invited Presentations

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• International Symposium on Mathematical Programming (ISMP), Bordeaux, France (2018).

• Conference on Computational Management Science (CMS), Trondheim, Norway (2018).

• School of Information Science and Technology, Vidyasirimedhi Institute of Science and Technology, Rayong, Thailand (2018).

• Department of Management Sciences, City University of Hong Kong, Hong Kong (2018).

• INFORMS (Institute for Operations Research and Management Sciences) Annual Meeting, Houston, United States (2017).

• Department of Analytics & Optimization, National University of Singapore, Singapore (2017).

• Department of Industrial Systems Engineering & Management, National University of Singapore, Singapore (2017).

• Conference of the International Federation of Operations Research Societies (IFORS), Québec City, Canada (2017).

• Swiss Operations Research Days (Swiss OR), Fribourg, Switzerland (2017).

• Conference on Computational Management Science (CMS), Bergamo, Italy (2017).

• Sasin Graduate Institute of Business Administration, Chulalongkorn University, Bangkok, Thailand (2017).

• INFORMS Optimization Society Conference (IOS), Princeton, United States (2016).

• International Conference on Operations Research (OR), Vienna, Austria (2015).

• International Symposium on Mathematical Programming (ISMP), Pittsburgh, United States (2015).

• British-French-German Conference on Optimization (BFG), London, United Kingdom (2015).

• Society for Industrial and Applied Mathematics Conference on Optimization (SIAM OP), San Diego, United States (2014).

• International Conference on Applied Mathematical Programming and Modeling (APMOD), Coventry, United Kingdom (2014).

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Professional Services

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• Reviewer for journals: Management Science (INFORMS), Operations Research (INFORMS), Mathematics of Operations Research (INFORMS), INFORMS Journal on Computing (INFORMS), Mathematical Programming (Springer), Computational Optimization and Applications (Springer), Energy Systems (Springer), IEEE Transactions on Automatic Control (IEEE), International Journal of Production Economics (Elsevier), Operations Research Letters (Elsevier), European Journal of Operational Research (Elsevier), Optimization Methods and Software (Taylor & Francis), Information Systems and Operational Research (Taylor & Francis) and Quantitative Finance (Taylor & Francis)

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Colleagues 

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• Çağıl Koçyiğit

• Viet Anh Nguyen

• Soroosh Shafieezadeh Abadeh

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