Çagin Ararat

Publication Activity (10 Years)

Years Active: 2020-2024
Publications (10 Years): 10

Top Topics

Portfolio Management

Gaussian Processes

Optimization Algorithm

Top Venues

Ann. Oper. Res.

Publications

Efe Mert Karagözlü, Yasar Cahit Yildirim, Çagin Ararat, Cem Tekin
Learning the Pareto Set Under Incomplete Preferences: Pure Exploration in Vector Bandits. AISTATS (2024)
Çagin Ararat, Firdevs Ulus, Muhammad Umer
Convergence Analysis of a Norm Minimization-Based Convex Vector Optimization Algorithm. SIAM J. Optim. 34 (3) (2024)
Çagin Ararat, Francesco Cesarone, Mustafa Çelebi Pinar, Jacopo M. Ricci
MAD risk parity portfolios. Ann. Oper. Res. 336 (1-2) (2024)
Çagin Ararat, Cem Tekin
Vector Optimization with Stochastic Bandit Feedback. AISTATS (2023)
Çagin Ararat, Simay Tekgül, Firdevs Ulus
Geometric Duality Results and Approximation Algorithms for Convex Vector Optimization Problems. SIAM J. Optim. 33 (1) (2023)
Çagin Ararat, Nurtai Meimanjan
Computation of Systemic Risk Measures: A Mixed-Integer Programming Approach. Oper. Res. 71 (6) (2023)
Çagin Ararat, Firdevs Ulus, Muhammad Umer
A Norm Minimization-Based Convex Vector Optimization Algorithm. J. Optim. Theory Appl. 194 (2) (2022)
Çagin Ararat, Cem Tekin
Vector Optimization with Stochastic Bandit Feedback. CoRR (2021)
Andi Nika, Kerem Bozgan, Çagin Ararat, Cem Tekin
Pareto Active Learning with Gaussian Processes and Adaptive Discretization. CoRR (2020)
Tahsin Deniz Aktürk, Çagin Ararat
Portfolio optimization with two coherent risk measures. J. Glob. Optim. 78 (3) (2020)