Emel Savku

Postdoctoral Fellow - Risk and Stochastics (SECTION 3)
Image of Emel Savku
Norwegian version of this page
Room 1003
Username
Visiting address Moltke Moes vei 35 Niels Henrik Abels hus 0851 Oslo
Postal address Postboks 1053 Blindern 0316 Oslo
Other affiliations The International Summer School (Student)

Teaching Autumn 2021

STK-MAT3710/4710 Probability Theory

https://www.uio.no/studier/emner/matnat/math/STK-MAT3710/h21/index.html

Academic Interests

Stochastic Optimal Control, Reinforcement Learning, Delay Equations, Anticipated BSDEs, Game Theory, Finance

Background

Abroad Visits

  • 04/03/2019 - 31/08/2020 Ecole Polytechnique, CMAP, Post-Doctorate, France
  • 04/06/2018 - 03/08/2018 Ecole Polytechnique, CMAP, French Embassy Young Visiting Researcher Fellowship, France

Adjunct Faculty

  • 29/01/2018 - 14/05/2018 Bilkent University, Ankara, Turkey, Part-time
  • 18/10/2017- 29/12/2017 TEDU,  Ankara, Turkey, Part-time

Research and Teaching Assistant

  • 2011 - 2017 Middle East Technical University (METU), Ankara, Turkey, Full-time

Publications

Book Chapters

 

    Tags: Stochastic Optimal Control, Machine Learning, Finance

    Publications

    • Savku, Emel (2022). An Application of Markov Regime-Switching Models: Bancassurance.
    • Savku, Emel (2022). A Constrained Nonzero-Sum Game Application: Bancassurance.
    • Savku, Emel (2022). An Application of Stochastic Differential Games with Lagrange Multipliers: Bancassurance.
    • Savku, Emel (2022). A Constrained Nonzero-Sum Stochastic Differential Game Application.
    • Savku, Emel (2022). An Application of Stochastic Differential Games with Lagrange Multipliers:Bancassurance.
    • Savku, Emel (2022). A constrained stochastic differential game application: Bancassurance.
    • Savku, Emel (2021). An Application of Stochastic Maximum Principle with Regimes and Memory.
    • Savku, Emel (2021). Stochastic Optimal Control Techniques for a Regime-Switching Model with Applications in Finance.
    • Savku, Emel (2021). A Nonzero-sum Game Formulation for a Markov Regime-Switching Portfolio Strategy.
    • Savku, Emel (2021). Stochastic Maximum Principle with Regimes and Memory.
    • Savku, Emel (2021). Stochastic Differential Games via Dynamic Programming Principle with Regimes.
    • Savku, Emel (2021). Portfolio Strategies via Stochastic Differential Games with Regimes.
    • Savku, Emel (2021). Stochastic Differential Games within the framework of Regime-Switches.

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    Published Sep. 9, 2020 10:46 AM - Last modified Sep. 12, 2022 1:01 PM