Prof. ÖMÜR UĞUR

Academic Titles

2017 - Continues Professor

Middle East Technical University, Institute of Applied Mathematics, Scientific Computing
2011 - 2017 Associate Professor

Middle East Technical University, Institute of Applied Mathematics, Scientific Computing

Managerial Experience

2017 - 2020 Director of The Institution

Middle East Technical University, Institute of Applied Mathematics
2015 - 2017 Head of Department

Middle East Technical University, Institute of Applied Mathematics, Scientific Computing
2011 - 2017 Head of Department

Middle East Technical University, Institute of Applied Mathematics, Financial Mathematics

Non Academic Experience

2003 - Continues Instructor/Reader

METU, Institute of Applied Mathematics, Instructor/Reader
1995 - 2002 Assistant

METU, Department of Mathematics, Assistant

Supervised Theses

Option Pricing Under Delay Effect

Uğur Ö. (Advisor)

E.EZGİ(Student), Doctorate, 2024
Option pricing via reinforcement learning: Extensions and further ınsights on the QLBS model

Uğur Ö. (Advisor)

A.UMUR(Student), Doctorate, 2023
Deep ensembles approach for energy forecasting

Uğur Ö. (Advisor)

O.ENGİNAR(Student), Doctorate, 2023
Data-driven model discovery and control of lateral-directional fighter aircraft dynamics

UĞUR Ö. (Advisor)

C.ÖZNURLU(Student), Postgraduate, 2022
Loose coupling of SU2 multiphysics code with pato to analyze the surface recession effect on surface heat flux

UĞUR Ö. (Advisor), EYİ S. (Advisor)

M.ÇELİK(Student), Postgraduate, 2022
Performance of electrical power flow solvers: Case studies

UĞUR Ö. (Advisor)

Ö.ADA(Student), Postgraduate, 2022
Quality enhancement of computed tomography images of porous media using convolutional neural networks

UĞUR Ö. (Advisor)

E.UMUT(Student), Postgraduate, 2022
Analytical pricing formula under three-state regime-switching model

UĞUR Ö. (Advisor)

Ö.TEKİN(Student), Doctorate, 2022
Stabilized finite element simulations of multispecies inviscid hypersonic flows in thermochemical nonequilibrium

UĞUR Ö. (Advisor)

S.CENGİZCİ(Student), Doctorate, 2022
Seismic first arrival traveltime inversion harnessing physics informed neural networks

UĞUR Ö. (Advisor)

İ.EREN(Student), Postgraduate, 2022
Bipedal robot walking by reinforcement learning inpartially observed environment

UĞUR Ö. (Advisor)

U.ÖZALP(Student), Postgraduate, 2021
A data driven epidemic model to analyze and forecast thedynamics of COVID-19

UĞUR Ö. (Advisor)

R.HASANLI(Student), Postgraduate, 2021
Hybrid wavelet-neural network models for time series data

UĞUR Ö. (Advisor)

D.KENAN(Student), Doctorate, 2021
Extension of leap condition in approximate stochastic simulationalgorithms of biological networks

UĞUR Ö. (Advisor), PURUTÇUOĞLU GAZİ V.

S.DEMİRBÜKEN(Student), Postgraduate, 2021
Optimal market making models in high-frequency trading

UĞUR Ö. (Advisor)

B.AYDOĞAN(Student), Doctorate, 2021
Performance of hybrid machine learning algorithms on financial time series data

UĞUR Ö. (Advisor), YOZGATLIGİL C. (Advisor)

M.GÖZDE(Student), Postgraduate, 2021
Modeling fx options in presence of stochastic volatility with overnight-indexed-discounting

Uğur Ö. (Advisor)

S.TEKTEN(Student), Postgraduate, 2020
Comparison of machine learning algorithms on consumer credit classification

Kestel S. A., Uğur Ö. (Co-Advisor)

O.KOÇ(Student), Postgraduate, 2019
Stochastic modeling of biochemical systems with filtering and smoothing

UĞUR Ö. (Advisor)

M.Haksever(Student), Postgraduate, 2019
Modeling fx options in presence of stochastic volatility with overnight-indexed-swap-discounting

UĞUR Ö. (Advisor)

S.Tekten(Student), Postgraduate, 2019
Sentiment analysis with recurrent neural networks on turkish reviews domain

UĞUR Ö. (Advisor)

D.Rysbek(Student), Postgraduate, 2019
An affine term structure model for Turkish interest rate swap market: do swaps span volatility risk?

UĞUR Ö. (Advisor)

A.Genca(Student), Postgraduate, 2019
Numerical studies of korteweg-de vries equation with random input data

YÜCEL H., UĞUR Ö. (Co-Advisor)

M.ALP(Student), Postgraduate, 2018
Volatility indexes and an implementation of the Turkish BIST 30 index

UĞUR Ö. (Advisor)

C.KARAKURT(Student), Postgraduate, 2018
Uncertainty quantification of parameters in local volatility model via frequentist, Bayesian and stochastic Galerkin methods

UĞUR Ö. (Advisor)

A.ADINOYI(Student), Doctorate, 2018
Efficient Simulation and Modelling of Counterparty Credit Risk

KESTEL S. A. (Co-Advisor), UĞUR Ö. (Co-Advisor)

A.ALİ(Student), Doctorate, 2018
Pricing Spread And Basket Options Under Markov-Modulated Models

UĞUR Ö. (Advisor)

S.KOZPINAR(Student), Doctorate, 2018
Optimal control in fluid flow problems with pod applications to FEM solutions

UĞUR Ö. (Advisor)

C.EVCİN(Student), Doctorate, 2018
Stochastic surplus processes with VaR and CVaR simulations in actuarial applications

KESTEL S. A. (Co-Advisor), UĞUR Ö. (Co-Advisor)

M.ŞİMŞEK(Student), Postgraduate, 2016
Object-oriented implementation of option pricing via Matlab: Monte Carlo approach

UĞUR Ö. (Advisor)

Ö.TEKİN(Student), Postgraduate, 2015
Multiresolution analysis of S&P500 time series

UĞUR Ö. (Advisor)

D.KENAN(Student), Postgraduate, 2015
Simulating stochastic differential equations using ito-taylor schemes

UĞUR Ö. (Advisor)

E.BAYLAN(Student), Postgraduate, 2014
Computational methods for pricing American options

UĞUR Ö. (Advisor)

B.AYDOĞAN(Student), Postgraduate, 2014
Modelling and implementation of local volatility surfaces

UĞUR Ö. (Advisor)

A.ANIMOKU(Student), Postgraduate, 2014
Optimal portfolio strategies under various risk measures

UĞUR Ö. (Advisor)

A.MERAL(Student), Postgraduate, 2013
Analysis of threshold dynamics of epidemic models in a periodic environment

UĞUR Ö. (Advisor)

C.EVCİN(Student), Postgraduate, 2013
Stochastic credit default swap pricing

UĞUR Ö. (Advisor)

İ.HAKKI(Student), Postgraduate, 2012
Risk measurement, management and option pricing via a new log-normal sum approximation method

UĞUR Ö. (Advisor)

S.ZEYTUN(Student), Doctorate, 2012
An extension to the variational iteration method for systems and higher-order differential equations

UĞUR Ö. (Advisor)

D.ALTINTAN(Student), Doctorate, 2011
Pricing and hedging of constant proportion debt obligations

UĞUR Ö. (Advisor)

A.İŞCANOĞLU(Student), Doctorate, 2011
Derivative free multilevel optimization methods

KARASÖZEN B. (Co-Advisor), UĞUR Ö. (Co-Advisor)

B.PEKMEN(Student), Postgraduate, 2009
An empirical comparison of interest rate models for pricing zero coupon bond options

UĞUR Ö. (Advisor)

H.ŞENTÜRK(Student), Postgraduate, 2008
Credit risk modeling and credit default swap pricing under Variance Gamma process

UĞUR Ö. (Advisor)

H.ANAR(Student), Postgraduate, 2008

Academic and Administrative Experience

2017 - Continues Professor

2011 - 2017 Associate Professor

2017 - 2020 Director of The Institution

2015 - 2017 Head of Department

2011 - 2017 Head of Department

2003 - Continues Instructor/Reader

1995 - 2002 Assistant