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2020 – today
- 2024
[j6]Çagin Ararat
, Francesco Cesarone, Mustafa Çelebi Pinar, Jacopo M. Ricci:
MAD risk parity portfolios. Ann. Oper. Res. 336(1-2): 899-924 (2024)- [j5]Çagin Ararat, Firdevs Ulus, Muhammad Umer:
Convergence Analysis of a Norm Minimization-Based Convex Vector Optimization Algorithm. SIAM J. Optim. 34(3): 2700-2728 (2024) - [c2]Efe Mert Karagözlü, Yasar Cahit Yildirim, Çagin Ararat, Cem Tekin:
Learning the Pareto Set Under Incomplete Preferences: Pure Exploration in Vector Bandits. AISTATS 2024: 3070-3078 - 2023
- [j4]Çagin Ararat, Nurtai Meimanjan:
Computation of Systemic Risk Measures: A Mixed-Integer Programming Approach. Oper. Res. 71(6): 2130-2145 (2023) - [j3]Çagin Ararat, Simay Tekgül, Firdevs Ulus:
Geometric Duality Results and Approximation Algorithms for Convex Vector Optimization Problems. SIAM J. Optim. 33(1): 116-146 (2023) - [c1]Çagin Ararat, Cem Tekin:
Vector Optimization with Stochastic Bandit Feedback. AISTATS 2023: 2165-2190 - 2022
- [j2]Çagin Ararat, Firdevs Ulus, Muhammad Umer:
A Norm Minimization-Based Convex Vector Optimization Algorithm. J. Optim. Theory Appl. 194(2): 681-712 (2022) - 2021
- [i2]Çagin Ararat, Cem Tekin:
Vector Optimization with Stochastic Bandit Feedback. CoRR abs/2110.12311 (2021) - 2020
- [j1]Tahsin Deniz Aktürk, Çagin Ararat:
Portfolio optimization with two coherent risk measures. J. Glob. Optim. 78(3): 597-626 (2020) - [i1]Andi Nika, Kerem Bozgan, Çagin Ararat, Cem Tekin:
Pareto Active Learning with Gaussian Processes and Adaptive Discretization. CoRR abs/2006.14061 (2020)
Coauthor Index
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