Dr Nalan Gulpinar

Journal Articles

• N. Gulpinar, D. Pachamanavo, and E. Canakoglu,. "Robust Strategies for Facility Location under Uncertainty, (Accepted)"
  European Journal Of Operational Research (2012)
• N. Gulpinar, D. Pachamanavo, E. Canakoglu. "A Tractable Robust Approach to Asset-Liability Management, (Submitted)"
  Journal of Banking and Finance (2012)
• N. Gulpinar, F. Oliveira. "Robust Trading in Spot and Forward Oligopolistic Markets"
  International Journal Of Production Economics 138 (2012): 35-45.
• Gulpinar, N., and Katata, K.. "EVT and Copula Models for Supply Disruption in Oil Markets (Submitted), Journal of Energy Economics"
  (2011)
• N. Gulpinar, A.A Sboev, A.B. Petrov, and E. Canakoglu. "Stock Market Prediction using Artificial Neural Networks, Conference Proceedings of 12th International Scientific and Practical Conference, St. Petersburg."
  (2011)
• N. Gulpinar, and E. Canakoglu. "Robust Regime-switching Portfolio Management under Supply Disruption, (Submitted)"
  OR Spectrum (2011)
• N. Gulpinar, E. Canakoglu, and D. Pachamanavo,. "Robust Investment Decisions under Supply Disruption in Petroleum Markets, (Submitted)"
  Computers And Operations Research (2011)
• N. Gulpinar, K. Katata, D. Pachamanavo. "Robust Mean Variance Optimization with Discrete Asset Constraints"
  Journal of Asset Management 12 (2011): 67-83.
• Gulpinar, N., Canakoglu, E. and Thoms, J.. "Robust Team Decision Making under Uncertainty"
  3 (2010): 206-220.
• Gulpinar, N., Le Thi Hoai, A. and Moeini, M.. "Robust Investment Strategies with Discrete Asset Choice Constraints using DC Programming"
  Optimization 59 (2010): 45-62.
• Osorio, M. A., Gulpinar, N. and Rustem, B.. "A Mixed Integer Programming Model for Multistage Mean–Variance Post-tax Optimization"
  European Journal Of Operational Research 185 (2008): 451-480.
• Osorio, M. A., Gulpinar, N. and Rustem, B.. "A General Framework for Multistage Mean-Variance Post-tax Optimization"
  Annals Of Operations Research 157 (2008): 3-23.
• N. Gulpinar, P. Harrison, B. Rustem, L. F. Pau, T. Field, U. Harder in Journal of Cluster Computing,. "Performance Optimization of a Tandem M/GI/1 Router Network with Batch Arrivals"
  10 (2007): 203-216.
• Gulpinar, N. and Rustem, B.. "Optimal Decisions and Robust Methods for Forecast Errors"
  Computational Statistics & Data Analysis (2007)
• Gulpinar, N. and Rustem, B.. "Worst-case Optimal Robust Decisions for Multi-period Portfolio Optimization"
  European Journal Of Operational Research (2007)
• Gulpinar, N., Harrison, P. and Rustem, B.. "Worst-case Analysis of Router Networks with Rival Queueing Models"
  Lecture Notes In Computer Science 4263 (2006): 897-907.
• Gulpinar, N., B. Rustem and R. Settergren. "Optimisation and Simulation Approaches to Scenario Tree Generation"
  Journal of Economic Dynamics and Control 28 (2004): 1291-1315.
• Gulpinar, N., G. Gutin, G. Mitra and A. Zverovich. "Extracting Pure Network Submatrices in Linear Programs Using Generalised Signed Graphs"
  Discrete Applied Mathematics 137 (2004): 259-372.
• Gulpinar, N., M. A. Osorio, B. Rustem and R. Settergren. "Post Tax Optimization with Stochastic Programming"
  European Journal Of Operational Research 157 (2004): 152-168.
• Gulpinar, N., M. A. Osorio, B. Rustem and R. Settergren. "Tax Impact on Multistage Mean-Variance Portfolio Allocation"
  International Transactions in Operational Research 11 (2004): 535-554.
• Gulpinar, N., G. Mitra and I. Maros. "Creating Advanced Starting Bases For Large Scale Linear Programs Exploiting Embedded Network Structures"
  Computational Optimization and Applications 21 (2002): 71-95.
• Gulpinar, N., G. Gutin, G. Mitra and I. Maros. "Detecting Embedded Networks in LP Using GUB Structures and Independent Set Algorithms"
  Computational Optimization and Applications 15 (2000): 235-247.

Books

• Gulpinar, N., Harrison, P. and Rustem, B.. "Performance models and risk management in communication systems"
  (2011)

Book Chapters

• Gulpinar, N.. "Stochastic Optimization and Worst-case Decisions"
  Cooperative Systems Control and Optimization: Lecture Notes in Economics and Mathematical Systems (2007)
• Gulpinar, N. and B. Rustem. "Continuous Worst-case Optimal Robust Decisions for Single-period Portfolio Optimization"
  Numerical Methods in Finance (2005): 241-258.
• Gulpinar, N., B. Rustem and R. Settergren. "Multistage Stochastic Mean-Variance Portfolio Analysis with Transaction Cost"
  Innovations in Financial and Economic Networks (2003): 46-63.
• Gulpinar, N., B. Rustem and R. Settergren. "Multistage Stochastic Programming in Computational Finance"
  Computational Methods in Decision Making, Economics and Finance: Optimization Models (2002): 33-45.
• Gulpinar, N., M. Osorio, Rustem, B. and Settergren, R.. "Post Tax Optimal Investments"
  Financial Engineering E-Commerce and Supply Chain (2002): 153-174.