Dr. Aydın holds a BSc. degree in Management Engineering from Istanbul Technical University, as well as MSc. and PhD. degrees in Mathematical Finance from the Institute of Applied Mathematics at Middle East Technical University. He carried out his doctoral thesis studies as part of the Financial Signal Processing (FSP) Lab at Imperial College London. During his graduate studies, Dr. Aydın was also granted research fellowships at Heidelberg and Ulm Universities. Between 2011 and 2016, he worked as a senior researcher at an international organization, carrying out multi-stakeholder projects inclu...
Dr. Aydın holds a BSc. degree in Management Engineering from Istanbul Technical University, as well as MSc. and PhD. degrees in Mathematical Finance from the Institute of Applied Mathematics at Middle East Technical University. He carried out his doctoral thesis studies as part of the Financial Signal Processing (FSP) Lab at Imperial College London. During his graduate studies, Dr. Aydın was also granted research fellowships at Heidelberg and Ulm Universities. Between 2011 and 2016, he worked as a senior researcher at an international organization, carrying out multi-stakeholder projects including the World Bank and various UN institutions, with a particular focus on financial sector development. Prior to joining Istinye University, Dr. Aydın also taught at the Department of Industrial Engineering at TED University in Ankara and is a certified Financial Risk Manager (FRM) designated by the Global Association of Risk Professionals (GARP). He also acts as reviewer and guest editor in a number of international journals. His research interests lie in quantitative finance, computational optimization, financial signal processing, and machine/reinforcement learning.
Articles
A quantitative framework for testing the resilience of Islamic finance portfolios under IFSB and Basel capital rules
, 2017
Stress testing of energy-related derivative instruments based on conditional market risk models
, 2010
A quantitative framework for testing the resilience of Islamic finance portfolios under IFSB and Basel capital rules
, 2017
A robust bi-objective mathematical model for disaster rescue units allocation and scheduling with learning effect
, 2020
Asset-backed stable numéraire approach for sustainable valuation
, 2020
Asset-backed stable numéraire approach for sustainable valuation
, 2020
Integrated design of sustainable supply chain and transportation network using a fuzzy bi-level decision support system for perishable products
, 2022
Fuzzy integrated cell formation and production scheduling considering automated guided vehicles and human factors
, 2021
A sustainable medical waste collection and transportation model for pandemics
, 2021
Reinforcement-learning-based optimal trading in a simulated futures market with heterogeneous agents
, 2022
A systematic review of aggregate production planning literature with an outlook for sustainability and circularity
, 2022
A bi-level decision-making system to optimize a robust-resilient-sustainable aggregate production planning problem
, 2023
A Hybrid Biobjective Markov Chain Based Optimization Model for Sustainable Aggregate Production Planning
, 2022
Designing a Sustainable Water Supply Strategy through Biobjective Mixed-Integer Linear Programming: A Case Study on Gaza
, 2024
Preface: advances of machine learning and optimization in healthcare systems and medicine
, 2023
MODELLING AND PREDICTING THE GROWTH DYNAMICS OF COVID-19 PANDEMIC: A COMPARATIVE STUDY INCLUDING TURKEY
, 2022
Valuation of power swing options
, 2013
Simulation and Prediction of Wind Speeds: A Neural Network for Weibull
, 2013
Erratum: A novel bi-objective model for a multi-period multi-product closed-loop supply chain
, 2023
A seismic-risk-based bi-objective stochastic optimization framework for the pre-disaster allocation of earthquake search and rescue units
, 2024
MODELLING AND PREDICTING THE GROWTH DYNAMICS OF COVID-19 PANDEMIC: A COMPARATIVE STUDY INCLUDING TURKEY
, 2022
A novel bi-objective model for a multi-period multi-product closed-loop supply chain
, 2022
Stress Testing of Energy-Related Derivative Instruments Based on Conditional Market Risk Models
, 2010
Modelling and predicting the growth dynamics of COVID-19 pandemic: a comparative case including Turkey
, 2021
Reports
Optimal Control of Stochastic Hybrid Systems under Regime Switches, Impulsiveness and Delay, in Finance, Economics and Nature - WEBER GERHARD WILHELM,SAVKU EMEL,AYDIN NADİ SERHAN,TEMOÇİN BÜŞRA ZEYNEP,KESTEL AYŞE SEVTAP
Exploring the Trading Implications of the Brody-Hughston-Macrina (BHM) Framework using Reinforcement Learning - AYDIN NADİ SERHAN
A Risk-Based Stochastic Optimization Framework for pre-Disaster Optimal Allocation of Earthquake Search and Rescue Units - AYDIN NADİ SERHAN
Concept and mathematics of interest-free valuation and financial engineering - AYDIN NADİ SERHAN, RAINER MARTIN
A novel multi-objective model for sustainable-robust aggregate production planning problem - BABAEE TIRKOLAEE ERFAN, AYDIN NADİ SERHAN, MAHDAVI IRAJ, ÇELİK BÜŞRA
Optimization and Control Reenters under Stochastic Uncertainty, Jumps, Regime Switches and Paradigms Shifts - WEBER GERHARD WILHELM, SAVKU EMEL, AYDIN NADİ SERHAN
Emerging Operational Research, Finance and Economics: Optimal Control under Regime Switches and Paradigm Shifts - WEBER GERHARD WILHELM, SAVKU EMEL, AYDIN NADİ SERHAN, KARIMOV AZAR, KILIÇ ERDEM
Stochastic optimal control of impulsive systems under regime switches and paradigm shifts, in biology, finance and economics - WEBER GERHARD WILHELM, SAVKU EMEL, KARIMOV AZAR, AYDIN NADİ SERHAN
State of the Art Review on Seismic Behavior and Design of Steel Storage Racking Structures - KIYMAZ GÜVEN, DİNDAR AHMET ANIL, MERT TUĞSAL ÜLGEN, TANIRCAN GÜLÜM, AYDIN NADİ SERHAN
Reinforcement Learning based Optimal Trading in a Heterogeneous Agent Network - AYDIN NADİ SERHAN
Stress-Testing of Energy Related Derivative Instruments Based on Conditional Market Risk Models - AYDIN NADİ SERHAN, KÜÇÜKÖZMEN CUMHUR ÇOŞKUN
Financial Signal Processing with Levy Information - AYDIN NADİ SERHAN,WEBER GERHARD WILHELM
Books
Financial Modelling with Forward-looking Information: An Intuitive Approach to Asset Pricing – Springer
Science, Engineering Management and Information Technology – Springer
Multidimensional and Strategic Outlook in Digital Business Transformation – Springer
