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, Machine 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

Adjunct Faculty

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

Research and Teaching Assistant

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

Publications

Book Chapters

  • Savku E. and Weber G.-W., A Regime-Switching Model with Applications to Finance: Markov and Non-Markov Cases. Dynamic Economic Problems with Regime Switches, 13,  Springer Nature Switzerland AG, (2020). DOI: 10.1007/978-3-030-54576-5_13
  • Savku E., Azevedo N. and Weber G.-W., Optimal Control of Stochastic Hybrid Models in the Framework of Regime Switches, International Conference on Dynamics, Games and Science, DGS 2014: Modeling, Dynamics, Optimization and Bioeconomics II, Springer Proceedings in Mathematics and Statistics Series Volume 195, pp 371-387, (2017). DOI: 10.1007 / 978-3-319-55236-1_18

 

    Tags: Stochastic Optimal Control, Machine Learning, Finance
    Published Sep. 9, 2020 10:46 AM - Last modified Sep. 29, 2020 8:31 PM