
In the News

EU Horizon 2020
project, "HPCbased Design of a Novel Electromagnetic Stirrer for Steel Segment Casting", PRACE Digest
2016

Bloomberg
Businessweek,
Interview, Sept. 2329 2012, Face to Face: Ahmet Duran

Bloomberg
HT, June 29, 2011, Behavioral approaches also give direction to
financial markets

Key
paper, 2010 Duran and Bommarito's paper

Cover
story: Mind games, an interview with Professor Caginalp about
quantitative
behavioral
finance,
Wilmott Sept 2009 (mainstream quantitative finance
magazine), see pp. 5253 about my study
Main
Research Interests Applied mathematics,
ordinary, partial, and stochastic differential
equations, nonlinear
differential equations,
high
performance computing,
mathematical
finance and economics, quantitative behavioral finance, numerical linear algebra, data analysis,
computational finance, optimization,
numerical
analysis, mathematical modeling, machine learning,
networking algorithms and
simulation
Appointments

Professor,
Mathematical Engineering,
Istanbul Technical University, 2020  Present

Associate
Professor, Mathematics, Istanbul Technical University, 2012  2020

Assistant
Professor, Mathematics, Istanbul Technical University, 2010  2012

Assistant
Professor, Mathematics, University of Michigan at Ann Arbor, 2006  2010

Graduate
Student Researcher, Mathematics, University of Pittsburgh, (May  Aug.)
2005, 2006

Teaching
Assistant/Fellow, Mathematics, University of Pittsburgh, 2000  2001, 2003 
2006

Teaching
Assistant, Computer & Information Sciences, University of Delaware, (June
 Aug.) 2003

Research
Assistant, Computer & Information Sciences, University of Delaware, 2001
 2003

Research
Assistant, Mathematics, Middle East
Technical University,
1995
 1997
Professional
Activities

Committee
member,
SPE & SIAM Conference,
Large Scale Computing and Big Data Challenges in Reservoir Simulation
Conference and Exhibition,
Istanbul, Turkey, September 1517, 2014

Chair,
International
Conference on Mathematical Finance and Economics, ITU, Istanbul, Turkey,
July 68, 2011; Editor of
Abstracts Book and
Proceedings
of the International Conference on Mathematical Finance and Economics (ICMFE
2011)

Contact person of Turkey for Work
Package 7 (WP7) in EU PRACE 1IP
project (The
Partnership for Advanced Computing in Europe  First Implementation Phase
Project),
2013

Contact person of Turkey for Work
Package 12 (WP12) in EU PRACE 2IP
project, 20112014

Contact person of Turkey for Work
Package 7 (WP7) in EU
PRACE 3IP project,
20122014

Committee
member, SPE & SIAM Conference on Mathematical
Methods in Fluid Dynamics and Simulation of Giant Oil and Gas Reservoirs,
Istanbul, Turkey, September 35, 2012

Scientific Steering Committee member,
SIAM & Gulf
International Conference on Applied Mathematics (GICAM
13), Nov. 1921, 2013

Session
chair,
Big Data Discovery and Impact on Decision Making,
SPE & SIAM Conference,
Istanbul, Turkey, September 1517, 2014

Minisymposium
organizer,
Advances
in Financial Mathematics,
World
Congress of Nonlinear Analysts (WCNA),
Orlando, FL, July 2008

Invited
session
chair,
Finance,
SIAM Conference on Computational Science & Engineering,
Costa Mesa, CA, Feb. 1923, 2007

Minisymposium
organizer,
New Horizons in Quantitative Methods for Finance and Economics,
SIAM
Conference on Financial Mathematics and Engineering,
Boston,
MA, July 2006

Referee
for US National
Science Foundation; US Department of Energy project
(2,000,000 USD);
Quantitative Finance  Taylor & Francis; Mathematics of Operations
Research  Informs; Optimization
Methods and Software  Taylor & Francis; Mathematical Modelling and
Analysis; Hacettepe Journal of Mathematics and Statistics; Journal of Supercomputing  Springer; Concurrency and Computation:
Practice and Experience  Wiley; Expert Systems with Applications  Elsevier;
Mobile
Ad Hoc Wireless Networks in the Journal of Communications and Networks (JCN);
Ad Hoc Networks  Elsevier;
IEEE
Wireless Communications & Networking Conference (WCNC)

Book
reviewer

Pearson AddisonWesley, T. Sauer Numerical Analysis 2nd edition

MIT Press,
Introduction
to
Quantitative
Finance

WileyBlackwell,
Introduction to Financial Economics, Fabozzi
Series
Graduate
Students

Burhaneddin
Izgi, Ph.D. student, graduated in 2015,
currently Associate Professor at ITU

Furkan
Goktas, Ph.D. student, graduated in 2019,
currently Assistant Professor at Karabuk
University

Mehmet
Tuncel, Ph.D. student

H. Unsal Ozer, Ph.D. student
Selected
International Journal
Papers (SCI)

M. Tuncel and A. Duran,
Effectiveness of grid and random approaches for a model parameter vector optimization, Journal of Computational Science, Vol. 67, 2023, 101960 DOI: https://doi.org/10.1016/j.jocs.2023.101960

A. Duran and M. Farrukh, Multiple regression analysis for dynamics of
patient volumes, Communications in
Statistics  Simulation and Computation, 51(6), 2022,
pp. 29062923, DOI:
10.1080/03610918.2019.1704419,
cited by
1 ,
Taylor & Francis line

A.
Duran,
Stability analysis of asset flow differential
equations, Applied
Mathematics Letters, 24(4), 471477, 2011, doi: 10.1016/j.aml.2010.10.044,
download,
cited
by 7,
Elsevier link

A.
Duran and G.
Caginalp,
Parameter
optimization for differential equations in asset price forecasting, Optimization Methods &
Software, Vol. 23, Issue 4: Mathematical programming in data mining and machine learning, 2008, pp. 551574,
download,
cited
by 15,
Taylor & Francis link

A. Duran and
B. İzgi, Application of the
Heston stochastic volatility model for Borsa Istanbul using impression
matrix norm, Journal of Computational and Applied Mathematics, 281, 2015,
pp. 126134, DOI 10.1016/j.cam.2014.12.020
Elsevier
link

A.
Duran and G.
Caginalp,
Overreaction diamonds: Precursors and
aftershocks for significant price changes, Quantitative Finance,
7(3), 2007, pp. 321342,
download,
cited by
40,
Taylor & Francis line

M.J.
Bommarito and
A. Duran,
Spectral analysis of timedependent marketadjusted return
correlation matrix,
Physica A,
503, 2018, pp. 273282
cited by
8,
Elsevier link

B. İzgi and A. Duran,
3D extreme value analysis for stock return,
interest rate and speed of mean reversion, Journal of Computational and Applied Mathematics,
297,
2016, pp. 5164, DOI: 10.1016/j.cam.2015.10.009
cited by
11,
Elsevier link

A. Duran,
M.S. Celebi, S. Piskin, and M. Tuncel,
Scalability
of OpenFOAM for Biomedical Flow Simulations,
Journal of Supercomputing, 71(3),
2015, pp. 938951, DOI 10.1007/s1122701413441
download,
cited by 22,
Springer
link.

This
work was ﬁnancially supported by the PRACE Project funded in part by the EUs
7th Framework Programme under Grant agreement No. RI312763,
(see PRACE white
paper
WP 162
for an early version, June 9, 2014)

M.S. Celebi, A. Duran,
F. Oztoprak, M. Tuncel,
and B. Akaydin,
On the improvement of a scalable sparse direct solver for unsymmetrical
linear equations, Journal of Supercomputing, 73, 2017, pp. 18521904,
DOI:10.1007/s1122701618927
cited by
3,
Springer link

A. Duran and
M.J. Bommarito, A profitable trading and risk management strategy despite transaction costs,
Quantitative
Finance,
11(6),
2011,
pp. 829848,
doi: 10.1080/14697680903449815,
cited
by 18,
key paper

H.U. Ozer and A. Duran, The source of error
behavior for the solution of BlackScholes PDE by finite difference and
finite element methods, Int. Journal of Financial Engineering, Vol.
05 No. 03, 2018, pp. 1850028 122 https://doi.org/10.1142/S2424786318500287
download
World Scientific link

A.
Duran,
Sensitivity analysis of asset flow differential equations and
volatility comparison of two related variables, Numerical Functional
Analysis and Optimization, 30(1), 2009, pp. 8297,
download,
cited
by 9 ,
Taylor & Francis link 
F. Goktas and A. Duran,
A
new possibilistic meanvariance model based on the principal component
analysis: An application on the Turkish holding stocks, Journal
of MultipleValued Logic and Soft Computing, Vol. 32 Issue 56, 2019, pp.
455476
cited by
1,
download 
L.S.
Kabbani, G. A. Escobar, B. Knipp, C.B. Deatrick, A. Duran, G.R. Upchurch,
L.M. Napolitano, APACHE III score on ICU admission predicts hospital
mortality after open thoracoabdominal and open abdominal aortic aneurysm
repair, Annals of Vascular Surgery, 24(8), 2010, pp.
10601067, doi:10.1016/j.avsg.2010.07.011,
cited by
11,
Elsevier link

F. Goktas and A. Duran, New
robust portfolio selection models based on the principal component
analysis: An application on the Turkish holding stocks, Journal
of MultipleValued Logic and Soft Computing, Vol. 34, 2020, pp.
4348
cited by
2,
download
Refereed International
Proceedings
Papers

A. Duran ve M.
Tuncel, Evaluation of a new parallel numerical parameter optimization
algorithm for a dynamical system, Proceedings of the 2nd International
Conference Numerical Computations: Theory and Algorithms (NUMTA2016), Italy,
1925 June 2016, AIP Conference Proceedings 1776, 090052 (2016), doi:
10.1063/1.4965416
download,
cited
by

A. Duran, S. Piskin, and M. Tuncel, Evaluating the maturity of OpenFOAM
simulations on GPGPU for biofluid applications, Proceedings of the Emerging
Technology (EMiT) Conference, pp. 1114, Barcelona Supercomputing Center,
Spain, 23 June 2016,
editors:
B.D.Rogers, D.Topping, F.Mantovani, M.K.Bane. ISBN 9780993342639
download,
cited
by 1

M. Tuncel, A. Duran, M. S. Celebi, B. Akaydin, ve F.
O. Topkaya, A comparison of superlu solvers on the intel mic architecture,
Proceedings of the 2nd International Conference Numerical Computations:
Theory and Algorithms (NUMTA2016), Italy, 1925 June 2016, AIP Conference
Proceedings 1776, 090030 (2016), doi: 10.1063/1.4965394
download,
cited
by

I. Mazza, A. Duran, Y. Hundur, C. Persi, A. Santoro, and M. Tuncel,
Scalability of OpenFOAM for Simulations of a Novel Electromagnetic Stirrer
for Steel Casting, Proceedings of the 2016
International Conference on Parallel and Distributed Processing Techniques
and Applications (PDPTA'16), World Congress in Computer Science, Computer
Engineering & Applied Computing, pp. 111116,
ISBN: 1601324448, CSREA Press, July 2528, 2016, Las Vegas, USA
download,
cited
by 1

A. Duran and
M. Tuncel, Spectral Effects Of Large Matrices From Oil Reservoir Simulators
On Performance Of Scalable Direct Solvers, OnePetro,
172984 SPE Paper  2014,
download ,
SPE Link

A. Duran and B. İzgi, Solution
behavior of Heston model using impression
matrix norm, Advances in Applied Mathematics, Springer Proc. in Mathematics
& Statistics 87, 215221, Springer Switzerland,
2014

A. Duran and
B. İzgi, Comovement and polarization of interest rate and stock market in
Turkey, Borsa İstanbul Finance & Economics Conference (BIFEC) 2013 "Policy
Issues and Challenges in the Global Financial System and Economies", BIFEC
Book of Abstracts & Proceedings, Volume 1, Issue II, 130141, Istanbul,
March 2014

A. Duran, M.S.
Celebi, M. Tuncel and F. Oztoprak, Spectral Analysis of Large Sparse
Matrices for Scalable Direct Solvers, Advances in Applied Mathematics,
Springer Proceedings in Mathematics & Statistics 87, pp. 153160, 2014. DOI
10.1007/9783319069234__14
(see PRACE2IP white paper, Scalable Algorithms, WP 82, for an early
version, August 20, 2013
download
)

A.
Duran and G.
Caginalp,
Data
mining for overreaction in financial markets,
Proceedings of the IASTED International Conference on Software
Engineering and Applications (SEA), Phoenix, AZ, vol. 467, Nov. 1416, 2005, pp.
2835,
download,
cited
by 9

A.
Duran and C. Shen,
Mobile
ad hoc p2p file sharing,
Proceedings of IEEE Wireless Communications
and Networking Conference (WCNC),
Atlanta, GA, vol. 1, Mar. 2125,
2004, pp. 114119,
download ,
google,
cited
by 64

A.
Duran, B. D. Saunders and Z. Wan,
Hybrid
algorithms for rank of sparse matrices, Proceedings of the SIAM International Conference on Applied Linear Algebra
(SIAMLA),
Williamsburg, VA, July 1519, 2003,
12 pages,
cited
by 14
National Journal
Papers 
A Duran, M Tuncel, HU Ozer, GPU Programlama ile Yuksek
Boyutlu Yogun Matrislerin Kronecker Carpimlarinin Hesaplanmasi, Erciyes
Universitesi Fen Bilimleri Enstitusu Fen Bilimleri Dergisi 36 (1), 2020,
pp 119127
download 
F. Goktas and A. Duran, Olabilirlik
ortalamavaryans modelinin matematiksel analizi, Balikesir Universitesi
Fen Bilimleri Enstitusu Dergisi 22 (1), 2020, pp 8091
download
Theses

Asymptotic Behavior of
Solutions of Semilinear Heat Equations with Source, Master's thesis, Middle
East Technical University, Ankara, Turkey, Sep. 1998, 101 pages

Overreaction
Behavior and Optimization Techniques in Mathematical Finance, PhD
thesis,
University of Pittsburgh, Pittsburgh, PA, Aug. 1st 2006, 128 pages,
cited
by 15
Research Projects

HPCbased Design of a Novel Electromagnetic Stirrer for
Steel Segment Casting, in EU Horizon 2020  PRACE 4IP, Project CoPI, 2015 
2016 
Parallel Algorithm (Kernel) Development for Large Scale Sparse Linear
Systems in Oil Reservoir Simulation (PASSOR), Project PI, Computational
Linear Algebra Project for ARAMCO Overseas, July 1, 20122017. 
Scalable
Parallel Nonlinear Parameter Optimization Algorithm with Parameter Pools,
PRACE2IP WP12 T12.2, Project PI, Sept. 2013  Aug.
2014 
Scalability
of OpenFOAM for Biomedical Flow Simulations,
PRACE3IP WP7 T7.2, Project PI, Sept. 2012  Aug.
2014 
Several
Research Topics in Mathematical Finance and Economics, University of
MichiganAnn Arbor, Assistant Professor, Spring/Summer 2008

ITR/ASC: Collaborative Research, Linbox: A
Generic Library for Seminumeric Black Box Linear Algebra, National Science Foundation (NSF) Grant CCR0112807, Research Assistant,
USA,
20012003

Exact
Computation in Sparse Linear Algebra, NSF Grant CCR0098284, Research
Assistant, USA, 20012003

Modeling in
Mathematical Finance and Economics, research projects for International
Foundation for Research in Experimental Economics (IFREE) and LGT Capital
Management, Graduate Student Researcher, USA, 20052006

Design and
implementation of new hybrid algorithm and solver on CPU for large sparse
linear systems,
PRACE2IP (The Partnership for
Advanced Computing in Europe  Second Implementation Phase Project, persistent panEuropean Research Infrastructure for High Performance
Computing) WP12 T12.2, 2011  2013

Scalable and
improved SuperLU on GPU for heterogeneous systems,
PRACE2IP WP12 T12.2, Project CoPI, 2011  2013

Structural
Analysis of Large Sparse Matrices for Scalable Direct Solvers,
PRACE2IP WP12 T12.2, Project PI, 2011  2013

Performance
Analysis of BLAS Libraries in SuperLU_DIST for SuperLU_MCDT (Multi Core
Distributed) Development, PRACE2IP WP12
T12.2, Project CoPI, 2011  2013

Analysis of
SuperLU Solvers on the Intel MIC Architecture,
PRACE1IP WP7 T7.1, Project PI, 2013

Default and
Asset Correlation, project for Risk Metrics, University of Pittsburgh,
Graduate Student, 2003
PeerReviewed Research Project White
Papers (Proje Resmi Kapanma Yazilari)

I. Mazza, A. Duran, Y. Hundur, C. Persi, A. Santoro, and M. Tuncel,
HPCbased Design of a Novel Electromagnetic Stirrer for Steel Segment
Casting, in EU Horizon 2020  PRACE 4IP, white paper, WP214, April 2016,
download

A. Duran,
M.S. Celebi, S. Piskin, and M. Tuncel,
Scalability
of OpenFOAM for Biomedical Flow Simulations, PRACE PN: RI312763,
PRACE3IP white
paper, Application scalability: Computational Fluid Dynamics (CFD)
applications,
WP 162, June 9, 2014

A. Duran and M. Tuncel,
Scalable Parallel Nonlinear Parameter Optimization Algorithm with Parameter
Pools, PRACE PN: 283493,
PRACE2IP
Extension white
paper, Scalable Algorithms, WP 185, August 11, 2014,
download

A Report on
Summary of Novel Programming Techniques Results, D12.5, PRACE (Partnership for Advanced Computing in Europe),
PRACE
PN:RI283493, PRACE2IP
Extension,
August 31, 2014,
download

Exploitation of HPC Tools and Techniques, D7.2.2, PRACE (Partnership for Advanced Computing in Europe),
PRACE PN: RI312763, PRACE3IP, May 24, 2014,
download

A. Duran,
M.S. Celebi, B. Akaydin, M. Tuncel and F. Oztoprak, Analysis of SuperLU
Solvers on the Intel MIC Architecture, PRACE PN: 261557, PRACE1IP
Extension white
paper, Evaluations on Intel MIC, WP 135, December 25, 2013,
download

A Report on
Application Enabiling for Capability Science in the MIC Architecture,
D7.1.3, PRACE (Partnership for Advanced Computing in Europe), PRACE PN: RI261557, PRACE1IP,
December 13, 2013,
download

A. Duran, M.S.
Celebi, M. Tuncel and F. Oztoprak, Structural Analysis of Large Sparse
Matrices for Scalable Direct Solvers,
PRACE PN: 283493,
PRACE2IP white paper, Scalable Algorithms, WP 82, August 20, 2013
download

M.S. Celebi,
A. Duran, M. Tuncel, B. Akaydin and F. Oztoprak, Performance Analysis of
BLAS Libraries in SuperLU_DIST for SuperLU_MCDT (Multi Core Distributed)
Development, PRACE PN: 283493, PRACE2IP white paper, Libraries, WP
83, August 20, 2013,
download

D7.2.1 A Report on the Survey of
HPC Tools and Techniques, PRACE (Partnership for Advanced Computing in Europe), PRACE PN: RI312763, PRACE3IP
, April 29, 2013,
download

A. Duran,
M.S. Celebi, M. Tuncel and B. Akaydın, Design and implementation of new
hybrid algorithm and solver on CPU for large sparse linear systems, PRACE
(Partnership for Advanced Computing in Europe), PRACE PN: 283493, PRACE2IP white paper,
Libraries, WP 43, July 13, 2012,
download

M.S. Celebi,
A. Duran, M. Tuncel and B. Akaydın, Scalable and improved SuperLU on GPU for
heterogeneous systems, PRACE (Partnership for Advanced Computing in
Europe), PRACE PN: 283493, PRACE2IP white paper, Libraries, WP 44, July 13, 2012,
download
Software Development

A. Duran and B.D. Saunders,
Gen_SuperLU
package (version 1.0, August 2002), referenced as
GSLU
also, a part of
LinBox
package. GSLU contains a set of
subroutines to solve a sparse linear system A*X=B
over any field

A. Duran and B.D. Saunders,
GenBLAS.
Generic Basic Linear Algebra Subroutines in
C++, 2002.
You can
download
and use GenBLAS version 1.0 for academic purpose only, by giving
reference
Other
Publications

A. Duran and
B.D. Saunders,
GenBLAS:
Basic linear algebra subroutines in C++ over any fields, poster, East
Coast Computer Algebra Day, Association for Computing Machinery (ACM) SIGSAM
Bulletin,
Communications
in Computer Algebra 36(3), pp. 6, New York, NY, 2002 
L. Cheng, A.
Duran, S.N. Predoiu, and A. Yu,
Asset
correlation implied by historical default data, working paper,
University of Pittsburgh, December 2003, after completion of the project for
"Risk Metrics", 22 pages

A.
Duran, D.
Saunders, and Z. Wan,
Rank
of sparse {0, 1} matrices, poster, East
Coast Computer Algebra Day, Clemson
University, Clemson, SC, Apr. 5, 2003
Invited
Talks

Courant Institute of Mathematical Sciences, New York University, March 9,
2010

A
multistart approach for parameter optimization of asset flow differential
equations,
AMS Special Session on Financial
Mathematics, Indiana University, Bloomington, IN, April 56, 2008

Solution Behavior of
Heston Model Using Impression Matrix Norm,
Koc University, Department of Mathematics, November 11, 2014

Stability analysis of asset flow differential
equations,
Colloquium Talk,
Koc University, Department of Mathematics, May 26, 2011

Computational
parameter optimization and differential equations in asset price
forecasting, Bogazici University Mathematics Colloquium, Turkey, July 11,
2007

Bilkent University, Faculty of Business Administration, Ankara, September 4, 2009

Sabancı University, Faculty of Management, İstanbul, September 3,
2009 
Panelist,
Turkish
Offshore Hydrocarbon Energy Panel, Turkiye Offshore Energy Conference, ITU,
SDKM, June 1921, 2013 
Algorithmic Thinking of
Gifted and Talented People, 2. Gifted Education Days, ITU, April 26, 2014

Istanbul Commerce University, Department of Mathematics, March 12, 2014

What
is quantitative behavioral finance?, ITU Finance Days, December 1516, 2010 
Stability analysis for a highdimensional dynamical system of
stochastic differential equations,
Applied and
Interdisciplinary Mathematics Seminar,
University
of Michigan, Dept. of Mathematics, April 2, 2010

Financial
Engineering Practitioners Seminar,
University of
Michigan, February 12, 2010, 1210 Ross School of Business 
Mathematical
modeling in health economics during economic crisis, Financial/Actuarial
Mathematics Seminar, University of Michigan, Dept. of Mathematics,
December 4, 2009 
Spectral
analysis in mathematical finance, Financial/Actuarial
Mathematics Seminar, University of Michigan, Dept. of Mathematics, March 27, 2008

Computational
parameter optimization and differential equations for stock markets, Financial/
Actuarial Mathematics Seminar, University of Michigan, Dept. of
Mathematics, September 21, 2006

Overreaction
and computational optimization in stock markets, University of Michigan,
Dept. of Mathematics, August 28, 2006
Conference
Presentations

Spectral effects
of large matrices from oil reservoir simulators on performance of
scalable direct solvers,
SPE & SIAM Conference,
Large Scale Computing and Big Data Challenges in Reservoir Simulation
Conference and Exhibition,
Istanbul, Turkey, September 1517, 2014

Scalability
of SuperLU solvers for large scale complex reservoir simulations (joint
work with M.S. Celebi and M. Tuncel),
Int. Conference for Mathematical Methods in Fluid Dynamics and
Simulation of Giant Oil and Gas Reservoirs, SPE and SIAM Conf., Istanbul, Turkey, Sept. 35, 2012.

Daily
return discovery in financial markets,
Workshop
on Data, Text, Web, and Social Network Mining, University of
Michigan, Ann Arbor, MI, April 23, 2010

Sensitivity
analysis to AFDE and
transitions between microeconomic stability and nonequilibrium
states, Joint Midwest Numerical Analysis Day & SIAM Great
Lakes Numerical PDEs Spring Conference, Wayne State University,
Detroit, MI, April 1718, 2009

Sensitivity
analysis of asset flow differential equations and a new volatility
approach, AMS session on
Financial Mathematics,
Joint Mathematics Meetings,
Washington, DC, January 7, 2009

Quantitative
behavioral
finance and outofsample prediction via asset flow differential
equations,
Advances
in Financial Mathematics,
World
Congress of Nonlinear Analysts,
Orlando, FL, July 2008

Sensitivity analysis of asset flow optimization
forecast algorithm,
SIAM Conference on Optimization,
Boston, Massachusetts, May 1013, 2008

Parameter
optimization algorithm for
differential equations in market return prediction,
SIAM Conference on Computational Science & Engineering,
Costa Mesa, CA, Feb. 1923, 2007

Deviation
model for financial overreaction,
AMS Special Session on Financial and Actuarial Mathematics, Cincinnati, OH, October 2122, 2006

Overreaction and optimization in stock markets,
SIAM
Conference on Financial Mathematics and Engineering,
Boston,
MA, July 912, 2006

A
comparison of numerical optimization techniques for financial
markets,
SIAM
Annual Meeting,
Boston,
MA, July 1014, 2006

Differential
equations and computational optimization for closed end funds,
AMS
Joint Mathematics Meetings, San Antonio,
Texas, Jan. 1215, 2006

Data
mining for overreaction in
financial markets,
IASTEDSEA,
Phoenix, AZ, Nov. 1416, 2005

Overreaction
and risk for closed end funds, SIAM Conference on
Mathematics for Industry: Challenges and Frontiers (MI), Detroit, MI, Oct.
2426, 2005

Mobile
ad hoc p2p file sharing,
IEEE Wireless Communications and
Networking Conference, Atlanta, 2125
March 2004

GenBLAS:
Basic linear algebra subroutines in C++ over any fields,
ECCAD, New
York, NY, 2002
Awards
& Honors

Spring/Summer
2008 Research Fellowship award by the Department of Mathematics at the
University of MichiganAnn
Arbor

B.S.
in Mathematics, with rank in class: 2^{nd}
among 159 students, Middle East Technical University, 1995

SIAM Early Career Award, SIAM Conference on Optimization 2008, Boston, Massachusetts

University
of Delaware offered teaching assistantship. Exceptional score, 300 out of 300, from
Instructional Assessment (UDIA) for Teaching Assistants, 2001
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