Firdevs Ulus

  I am a PhD candidate in Operational Research and Financial Engineering at Princeton University. I am working with Birgit Rudloff, on vector (multi-objective) optimization problems and applications in financial mathematics and economics.

Together, we have developed two approximation algorithms to solve convex VOPs. The results are published as a journal paper. MATLAB implementation is available here.

I am currently working on two projects:

- A parametric simplex algorithm to solve linear VOPs, 

  1. -The notions of ‘certainty equivalent’ and ‘indifference pricing’ under incomplete preferences.

I got my Bachelor’s degree in Manufacturing Systems (Industrial) Engineering with minor degree in Mathematics at Sabanci University. I also completed an MS degree in Mathematics at the same university.



Upcoming Talks

SPCOM (South Pacific Cont. Opt. Meeting), Feb. 8-12, Adelaide, South Australia