Çagin Ararat

Orcid: 0000-0002-6985-7665

According to our database1, Çagin Ararat authored at least 10 papers between 2020 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

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Bibliography

2024
MAD risk parity portfolios.
Ann. Oper. Res., May, 2024

Convergence Analysis of a Norm Minimization-Based Convex Vector Optimization Algorithm.
SIAM J. Optim., 2024

Short Communication: On the Separability of Vector-Valued Risk Measures.
SIAM J. Financial Math., 2024

Learning the Pareto Set Under Incomplete Preferences: Pure Exploration in Vector Bandits.
Proceedings of the International Conference on Artificial Intelligence and Statistics, 2024

2023
Geometric Duality Results and Approximation Algorithms for Convex Vector Optimization Problems.
SIAM J. Optim., March, 2023

Computation of Systemic Risk Measures: A Mixed-Integer Programming Approach.
Oper. Res., 2023

Vector Optimization with Stochastic Bandit Feedback.
Proceedings of the International Conference on Artificial Intelligence and Statistics, 2023

2022
A Norm Minimization-Based Convex Vector Optimization Algorithm.
J. Optim. Theory Appl., 2022

2020
Portfolio optimization with two coherent risk measures.
J. Glob. Optim., 2020

Pareto Active Learning with Gaussian Processes and Adaptive Discretization.
CoRR, 2020


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