Projects per year
Personal profile
Research interests
Stochastic Analysis, Mathematical Finance
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Dive into the research topics where Kerem Ugurlu is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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AI and Machine Learning Assisted Design and Development of Hardware Platform for B5G Applications at Nazarbayev University
Hashmi, M. (PI), Ugurlu, K. (Co-PI), Nauryzbayev, G. (Co-PI) & Mansurova, M. (Co-PI)
1/1/25 → 12/31/27
Project: CRP
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Machine Learning Techniques Applied to Robust Optimal Control Problems
Ugurlu, K. (PI)
1/1/23 → 12/31/25
Project: FDCRGP
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Robust Methods in Financial Mathematics and Stochastic Control
Ugurlu, K. (PI)
1/1/20 → 12/31/22
Project: FDCRGP
Research output
- 12 Article
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LOWER PARTIAL MOMENTS FOR SKEW ELLIPTICAL DISTRIBUTIONS
Shaidolda, G. & Ugurlu, K., 2025, In: Journal of Industrial and Management Optimization. 21, 6, p. 4503-4535 33 p.Research output: Contribution to journal › Article › peer-review
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Terminal wealth maximization under drift uncertainty
Uğurlu, K., 2024, (Accepted/In press) In: Optimization.Research output: Contribution to journal › Article › peer-review
2 Citations (Scopus) -
A new coherent multivariate average-value-at-risk
Uğurlu, K., 2023, In: Optimization. 72, 2, p. 493-519 27 p.Research output: Contribution to journal › Article › peer-review
10 Citations (Scopus) -
Distorted probability operator for dynamic portfolio optimization in times of socio-economic crisis
Uğurlu, K. & Brzeczek, T., 2022, (Accepted/In press) In: Central European Journal of Operations Research.Research output: Contribution to journal › Article › peer-review
Open Access7 Citations (Scopus) -
Refinements of Kusuoka representations on L ∞
Uğurlu, K., 2022, In: Optimization. 71, 11, p. 3351-3362 12 p.Research output: Contribution to journal › Article › peer-review
8 Citations (Scopus)