Emel Savku

Postdoctoral Fellow - Risk and Stochastics
Image of Emel Savku
Norwegian version of this page
Room 1004
Username
Visiting address Moltke Moes vei 35 Niels Henrik Abels hus 0851 Oslo
Postal address Postboks 1053 Blindern 0316 Oslo

Academic Interests

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

Background

Post-Doctorate

  • 04/03/2019 - 31/08/2020 Ecole Polytechnique, CMAP, 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 (2021). Portfolio Strategies via Stochastic Differential Games with Regimes.
    • Savku, Emel (2021). Stochastic Differential Games within the framework of Regime-Switches.
    Published Sep. 9, 2020 10:46 AM - Last modified Mar. 29, 2021 2:06 PM