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
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
Books
Financial Modelling with Forward-looking Information: An Intuitive Approach to Asset Pricing
Science, Engineering Management and Information Technology
Multidimensional and Strategic Outlook in Digital Business Transformation
