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
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 – Springer
Science, Engineering Management and Information Technology – Springer
Multidimensional and Strategic Outlook in Digital Business Transformation – Springer
