Meeting and Presentations

  1. Risk Management through Financial Hedging in Inventory Systems with Stochastic Price Processes, 40th Turkish Operations Research and Industrial Engineering Congress, Boğaziçi University, İstanbul, Turkey, 2021
  2. Bayesian Analysis of Hidden Markov Models, European Meeting of Statisticians (EMS 2019), Palermo, Italy, 2019
  3. Portfolio Selection under CPT with Piecewise Exponential Value Functions, European Operational Research Conference (EURO 2018), Valencia, Spain, 2018
  4. Bayesian Inference on Doubly Stochastic Markov Processes, European Meeting of Statisticians (EMS 2017), Helsinki, Finland, 2017
  5. Bayesian Analysis of Markov Modulated Queues with Abandonment, European Conference on Queueing Theory (ECQT 2016), Toulouse, France, 2016
  6. Risk Sensitive Inventory Management with Financial Hedging, Invited Talk, Games and Decisions in Reliability and Risk Workshop, Statistical and Applied Mathematical Sciences Institute (SAMSI), Durham, NC, USA, 2016
  7. Portfolio Selection in Prospect Models, European Operational Research Conference (EURO 2015), Glasgow, United Kingdom, 2015
  8. Mean-Variance Newsvendor Model with Random Supply and Financial Hedging, 18th INFORMS Applied Probability Society Conference, İstanbul, Turkey, 2015
  9. Mean-Variance Newsvendor Model with Random Supply and Financial Hedging, 4th Symposium on Games and Decisions in Reliability and Risk, İstanbul, Turkey, 2015
  10. Bayesian Inference on Doubly Stochastic Markov Processes, Invited Talk, 9th Workshop on Bayesian Inference in Stochastic Processes, İstanbul, Turkey, 2015
  11. Hedging Demand and Supply Risks in Inventory Models, Invited Talk, University College London, London, United Kingdom, 2015
  12. Hedging Demand and Supply Risks in Inventory Models, Invited Talk, Queensland University of Technology, Brisbane, Australia, 2015
  13. Utility-Based Inventory Management, Institute of Operations Research and Management Sciences (INFORMS 2014) Annual Meeting, San Francisco, California, USA, 2014
  14. Hedging Demand and Supply Risks in Inventory Models, Invited Talk, The George Washington University, Washington (DC), USA, 2014
  15. Portfolio Selection with Hyperexponential Utility Functions, Joint meeting of the Association of European Operational Research societies (EURO) and the Institute of Operations Research and Management Sciences (INFORMS), Rome, Italy, 2013
  16. Mean-Variance Newsvendor Model with Financial Hedging, The International IIE (Institute of Industrial Engineers) Conference and the 33rd Turkish Operations Research and Industrial Engineering Congress, İstanbul, 2013
  17. Risk Hedging in the Newsvendor Model, International Symposium on Operational Research and Applications, Marrakech, Morocco, 2013
  18. Risk Management in Inventory Models, Invited Talk, Yeditepe Üniversitesi, İstanbul, 2013
  19. Portfolio Selection with Hyperexponential Utility Functions, 21st International Symposium on Mathematical Programming, Berlin Institute of Technology, Berlin, Germany, 2012
  20. Risk Hedging in the Newsvendor Model, 8th World Congress in Probability and Statistics, İstanbul, 2012
  21. Risk Hedging in the Newsvendor Model, 32nd Turkish Operations Research and Industrial Engineering Congress, Doğuş University, İstanbul, Turkey, 2012
  22. Hedging Demand and Supply Risks in the Newsvendor Model, Invited Talk, Galatasaray University, İstanbul, 2012
  23. Hedging Demand and Supply Risks in the Newsvendor Model, ORCIBS Seminar, Koç University, İstanbul, 2011
  24. Hedging Demand and Supply Risks in the Newsvendor Model, International Federation of Operational Research Societies (IFORS 2011) Conference, Melbourne, Australia, 2011
  25. A Hidden Markov Model in Portfolio Management, International Research Conference in Bayesian Learning: State of Theory and Applications, İstanbul, Turkey, 2011
  26. Risk Hedging in the Newsvendor Model, Invited Talk, NATO Advanced Research Workshop on “Use of Risk Analysis on Computer-Aided Persuasion”, Antalya, Turkey, 2011
  27. Risk-Sensitive Inventory Management, Invited Talk, Galatasaray University, İstanbul, Turkey, 2011
  28. Portfolio Selection with Random Risk Tolerance, 30th Turkish Operations Research and Industrial Engineering Congress, Sabancı University, İstanbul, Turkey, 2010
  29. Risk Management in Inventory Models, 30th Turkish Operations Research and Industrial Engineering Congress, Sabancı University, İstanbul, Turkey, 2010
  30. HARA Frontiers in Portfolio Optimization, Zaragoza Logistics Center, Zaragoza, Spain, 2010
  31. HARA Frontiers in Portfolio Optimization, Plenary Talk, 24th Mini EURO Conference on Continuous Optimization and Information-Based Technologies in the Financial Sector, İzmir University of Economics, İzmir, Turkey, 2010
  32. Portfolio Selection with Random Risk Tolerance, ALIO-INFORMS Joint International Meeting, Buenos Aires, Argentina, 2010
  33. Portfföy Yönetiminde Yöneylem Araştırması ve Endüstri Mühendisligi (Operations Research and Industrial Engineering in Portfolio Management), Invited Talk, Yeditepe University, İstanbul, Turkey, 2010
  34. HARA Frontiers in Portfolio Management, Invited Talk, Galatasaray University, İstanbul, Turkey, 2010
  35. Reliability of Markovian Missions, Joint Workshop of the Turkish and Israeli Operations Research Societies (WITOR 2009), İstanbul, Turkey, 2009
  36. Reliability of Markovian Missions, 6th International Conference on Mathematical Methods in Reliability (MMR 2009), Moscow, Russia, 2009
  37. HARA Frontiers in Portfolio Management, Invited Talk, Symposium on Games and Decisions in Reliability and Risk (GDRR 2009), The George Washington University, Washington (DC), USA, 2009
  38. Inventory Management with Random Supply and Imperfect Information: A Hidden Markov Model, Institute of Operations Research and Management Sciences (INFORMS 2008) Annual Meeting, Washington, DC, 2008
  39. Portfolio Management in a Stochastic Market Using HARA Utility Functions, International Federation of Operational Research Societies (IFORS 2008) Conference, Johannesburg, South Africa, 2008
  40. Porfolio Optimization in Markovian Markets, Plenary Talk, EURO Working Group on Stochastic Modeling, Koç University, İstanbul, Turkey, 2008
  41. Rassal Arzlı Envanter Modelleri (Inventory Models with Random Supply), 28th Turkish Operations Research and Industrial Engineering Congress, Galatasaray University, İstanbul, Turkey, 2008
  42. Portfolio Management in a Stochastic Market Using HARA Utility Functions, Invited Talk, The George Washington University, Washington (DC), USA, 2007
  43. Reliability of Mission-Based Systems, 56th Session of the International Statistical Institute (ISI 12007), Lisbon, Portugal, 2007
  44. Portfolio Selection in Stochastic Markets with Imperfect Information, European Operational Research Conference (EURO 2007), Prague, Czech Republic, 2007
  45. Portfolio Optimization Models in Stochastic Markets with Exponential Utility Function, Invited Talk, National University of Singapore, Singapore, 2006
  46. Multiperiod Portfolio Optimization Models in Stochastic Models using the Mean-Variance Approach, Bachelier Finance Society 4th World Congress, Tokyo, Japan, 2006
  47. Stokastik Pazarlarda Üstel Fayda Fonksiyonlu Portföy Eniyileme Modelleri (Portfolio Optimization Models with Exponential Utility Functions in Stochastic Markets), 26th Turkish Operations Research and Industrial Engineering Congress, Kocaeli University}, İzmit-Kocaeli, Turkey, 2006
  48. Portföy Yönetiminde Yöneylem Araştırması ve Endüstri Mühendisliği (Operations Research and Industrial Engineering in Portfolio Management), Invited Talk, Marmara University, İstanbul, Turkey, 2006
  49. Semi-Markov Modulated Poisson Process: Probabilistic and Statistical Analysis, Joint Meeting of Chinese Society of Probability and Statistics and Institute of Mathematical Statistics, Beijing, China, 2005
  50. Yetersiz Bilgi Akışlı Markov Pazarlarda Çok Dönemli Ortalama-Varyans Portföy Eniyilemesi (Multiperiod Mean-Variance Portfolio Optimization in Markovian Markets with Imperfect Information), 25th Turkish Operations Research and Industrial Engineering Congress, Koç University, İstanbul, Turkey, 2005
  51. Portfolio Management in a Stochastic Market, European Operational Research Conference (EURO 2004), Rhodes, Greece, 2004
  52. Yarı -Markov Ayarlı Poisson Süreçlerinin Stokastik ve İstatistiksel Analizi (Stochastic and Statistical Analysis of Semi-Markov Modulated Poisson Processes), 24th Turkish Operations Research and Industrial Engineering Congress, Çukurova University, Adana, Turkey, 2004
  53. Akademik Yaşam ve Araştırma Süreci (Academic Life and Research Process), Operations Research and Industrial Engineering Doctoral Students Colloquium, Koç University, İstanbul, Turkey, 2003
  54. Optimal Recruitment in a Markovian Manpower Planning System, European Simulation and Modelling Conference (ESM 2003), Naples, Italy, 2003
  55. Optimal Mean-Variance Portfolios in Markovian Markets, Joint international meeting of the Association of European Operational Research societies (EURO) and the Institute of Operations Research and Management Sciences (INFORMS), İstanbul, Turkey, 2003
  56. Bayesian Analysis of Markov Modulated Bernoulli Processes, Joint international meeting of the Association of European Operational Research societies (EURO) and the Institute of Operations Research and Management Sciences (INFORMS), İstanbul, Turkey, 2003
  57. Optimal Mean-Variance Portfolios in Markovian Markets, Invited Talk, Sabancı University, İstanbul, Turkey, 2002
  58. Reliability of Software with an Operational Profile, International Federation of Operational Research Societies (IFORS 2002) Conference, Edinburg, United Kingdom, 2002
  59. Stokastik Ortamlarda Serim Güvenirliği (Network Reliability in Stochastic Environments), 23rd Turkish Operations Research and Industrial Engineering Congress, Yeditepe University, İstanbul, Turkey, 2002
  60. Network Reliability Assessment in a Random Environment, European Operational Research (EURO 2001) Conference, Rotterdam, The Netherlands, 2001
  61. EOQ Models with Random Yield, Institute of Operations Research and Management Sciences (INFORMS) Fall 2000 Meeting, San Antonio, Texas, USA, 2000
  62. Testing of Software with an Operational Profile, Institute of Operations Research and Management Sciences (INFORMS) Spring 2000 Meeting, Salt Lake City, Utah, USA, 2000
  63. EOQ Models with Multiple Vendors and Random Yield, The George Washington University, Washington (D.C.), USA, 2000
  64. EOQ Models with Multiple Vendors and Random Yield, Invited Talk, McGill University, Montreal, Quebec, Canada, 2000
  65. EOQ Models with Multiple Vendors and Random Yield, Invited Talk, North Carolina State University, Raleigh, North Carolina, USA, 2000
  66. Stochastic Modelling and Optimization in Software Reliability Engineering, Invited Talk, Koç University, İstanbul, Turkey, 2000
  67. An Inventory Model with Multiple Vendors and Random Yield, Institute of Operations Research and Management Sciences (INFORMS) International Israel, Tel Aviv, Israel, 1998
  68. Yazılım Denemede Bir Karar Problemi (A Decision Model in Software Testing), 19th Turkish Operations Research and Industrial Engineering Congress, Middle East Technical University, Ankara, Turkey, 1998
  69. A Nonlinear Programming Model on Optimal Software Testing, 51st Session of the International Statistical Institute (ISI 97), İstanbul, Turkey, 1997
  70. A Nonlinear Programming Model on Optimal Software Testing, 5th World Meeting of the International Society for Bayesian Analysis (ISBA 97), İstanbul, Turkey, 1997
  71. Optimal Replacement of Parallel Units in a Random Environment, Joint international meeting of the Institute of Operations Research and Management Sciences (INFORMS XXXIV) and the Association of European Operational Research Societies (EURO XV), Barcelona, Spain 1997
  72. Maintenance of a Markov Modulated Reliability Model, 11th European Simulation Multiconference, İstanbul, Turkey, 1997
  73. Complex Systems in Random Environments, Invited Talk, University of South Florida, Tampa, Florida, USA, 1997
  74. On Software with an Operational Profile: Some Models, Ideas and Results, The George Washington University, Washington (DC), USA, 1997
  75. A General Markov Chain Model on Manpower Planning, Invited Talk, Bilkent University, Ankara, Turkey, 1996
  76. Complex Systems in Random Environments, Invited Talk, Joint meeting of Latin-Iberian-American Congress on Operations Research and Systems Engineering (VIII CLAIO) and Simposio Brasileiro de Pesquisa Operacional (XXVIII SBPO), Rio de Janeiro-RJ, Brazil, 1996
  77. Complex Systems in Random Environments, Invited Talk, Instituto Nacional de Pesquisas Espaciais (INPE), Sao Jose dos Campos-SP, Brazil, 1996
  78. Optimal Replacement of a Complex device, Invited Talk, Instituto Nacional de Pesquisas Espaciais (INPE), Sao Jose dos Campos-SP, Brazil, 1996
  79. Maintenance of a Markov Modulated Reliability Model, Institute for Operations Research and Management Sciences (INFORMS) Meeting ’96, Washington, D.C., 1996
  80. Markov Sürecine Bağımlı Bir Güvenilirlik Modelinin Bakımı (Maintenance of a Markov Modulated Reliability Model), 18th Turkish Operations Research and Industrial Engineering Congress, İstanbul Technical University, İstanbul, 1996
  81. Optimal Replacement of a Complex Device, Institute for Operations Research and Management Sciences (INFORMS) Meeting ’95, Singapore, 1995
  82. Optimal Maintenance of Complex Systems, NATO Advanced Study Institute (ASI) on Current Issues and Challenges in the Reliability and Maintenance of Complex Systems, Antalya, Turkey, 1995 (Director and Lecturer)
  83. Complex Systems in Random Environments, NATO Advanced Study Institute (ASI) on Current Issues and Challenges in the Reliability and Maintenance of Complex Systems, Antalya, Turkey, 1995 (Director and Lecturer)
  84. Hizmette Kalite Sempozyumu (Symposium on Service Quality), İnterbank, İstanbul, Turkey, 1995
  85. Periodic-Review Inventory Models in Random Environments, Invited Talk, Tilburg University, Center for Economic Research, Tilburg, The Netherlands, 1994
  86. European Simulation Symposium (ESS’94), İstanbul, Turkey, 1994
  87. Intrinsic Aging in Reliability and Maintenance, Invited Talk, Landelijk Netwerk Mathematische Besliskunde, Utrecht, The Netherlands, 1994
  88. On a Series Reliability System with Intrinsic Aging, Invited Talk, Workshop on Reliability and Maintenance Modelling, Tinbergen Institute, Amsterdam, The Netherlands, 1994
  89. Stokastik Ortamlarda Eniyi Bakım Politikaları (Optimal Maintenance Policies in Random Environments), 16th Turkish Operations Research and Industrial Engineering Congress, Bilkent University, Ankara, 1994
  90. Optimal Maintenance Policies in Random Environments, Invited Talk, Tilburg University, Center for Economic Research, Tilburg, The Netherlands, 1993
  91. Optimal Replacement Policies in Random Environments, TIMS/ORSA Joint National Meeting, Chicago, USA, 1993
  92. Optimization Techniques and Applications (ICOTA’92), National University of Singapore, Singapore, 1992
  93. Recent Advances in Software Development and the Role of PCTE, Boğaziçi University, İstanbul, Turkey, 1990
  94. Banliyo Hatlarında Kuyruk Modelleri Analizi (Analysis of a Queueing Model on Suburban Train Services), 12th Turkish Operations Research and Industrial Engineering Congress, Middle East Technical University, Ankara, Turkey, 1990
  95. Symposium on Academic Computing on Macintosh Environment, Boğaziçi University, İstanbul, Turkey, 1990
  96. Güvenilirlik/Bakım Kuramında Stokastik Muayene Modelleri ve Tıp Uygulamaları (Stochastic Inspection Models in Reliability/Maintenance and Applications in Medicine), Invited talk, Turkish Operations Research Congress ’89, Bilkent University, Ankara, Turkey, 1989
  97. Optimal Scheduling of Inspections: A Delayed Markov Model with False Positives and Negatives, Invited talk, Bilkent University, Ankara, Turkey, 1989
  98. Stochastic Modelling of Queueing Systems II, Queueing Theory and Applications, 4th Winter Session of the Arab School of Science and Technology, Damascus, Syria, 1988 (Scientific Consultant and Lecturer)
  99. The Second International Symposium on Computer and Information Sciences, Boğaziçi University, İstanbul, Turkey, 1987
  100. The 17th International Conference on Stochastic Processes, Stanford University, California, USA, 1987
  101. Kanser Teşhisinde Stokastik İnceleme Modelleri (Stochastic Inspection Models in Cancer Detection), Turkish Operations Research Congress ’87, Marmara University, İstanbul, 1987
  102. Incomplete Information and Bounded Rationally Decision Making, NATO Advanced Study Institute, Anacapri, Italy, 1987
  103. Poissonian Inspection of Deteriorating Reliability Systems Subject to Catastrophic Failure, The 1st International Conference on Statistical Computing, Çesme, Izmir, Turkey, 1987
  104. Optimal Replacement of Reliability Systems with Multiple Components, Invited Talk, Seminar on Current Issues in Computer Sciences and Operational Research, Bilkent University, Ankara, Turkey, 1986
  105. Ortalama Bekleme Zamanı Hesaplamada Teknik Bir Not (A Technical Note on Computing Average Waiting Times), Turkish Operations Research Congress ’84, Boğaziçi University, İstanbul, Turkey, 1984
  106. A Technical Note on Computing Average Waiting Times, The Institute of Management Sciences 26th International Meeting, Kopenhagen, Denmark, 1984
  107. Optimal Control of Storage Models with Markov Additive Inputs, The 14th International Conference on Stochastic Processes, Chalmers University of Technology, Gothenburg, Sweden, 1984
  108. Bağımsız Artımlı Süreçlerin Örnek İz Özellikleri (Sample-Path Characteristics of Processes with Independent Increments), Turkish Operations Research Congress ’83, Middle East Technical University, Ankara, Turkey, 1983
  109. CPM/PERT ile Proje Planlamasinda Aktiviteler Arasi Iliskiler (Partial Dependencies Between Activities in Project Planning with CPM/PERT), Turkish Operations Research Congress ’83, Middle East Technical University, Ankara, Turkey, 1983
  110. Baraj Modelleri ve Uygulamaları (Storage Models and Applications), Turkish Operations Research Congress ’83, Middle East Technical University, Ankara, Turkey, 1983
  111. Markov Yenileme Süreçlerinin Eniyi Durma Problemi Üzerine (On the Optimal Stopping of Markov Renewal Processes), Turkish Operations Research Congress ’80, Hacettepe University, Ankara, Turkey, 1980