Publications featuring Nalan Gulpinar

Publications

Books

• N. Gulpinar, P. Harrison, B. Rustem, Forthcoming in. Performance Models and Risk Management in Communication Systems. Springer, 2010.

Book chapters

• N. Gulpinar, F. Oliveira, E. Canakoglu. Modeling Team Coordination in Multi-agent Planning. SEAS DTC Annual Technical Conference Proceedings B11. Edinburgh, UK, n.p., 2009.
• Gulpinar, N. Stochastic Optimization and Worst-case Decisions. Cooperative Systems Control and Optimization: Lecture Notes in Economics and Mathematical Systems. Ed. D. Grundel, R. Murphey, P. Pardalos, O. Prokopyev. , n.p., 2007.
• Gulpinar, N. and B. Rustem. Continuous Worst-case Optimal Robust Decisions for Single-period Portfolio Optimization. Numerical Methods in Finance. Ed. M. Breton, H. Ben-Ameur. , n.p., 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. , n.p., 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. Kluwer Academic Publishers, 2002. 33-45.
• Gulpinar, N., M. Osorio, Rustem, B. and Settergren, R. Post Tax Optimal Investments. Financial Engineering E-Commerce and Supply Chain. Kluwer Academic Publishers, 2002. 153-174.

Journal articles

• N. Gulpinar, F. Oliveira, Submitted to International Journal of Operations Research and Production Management. Robust Cournot Dynamic Games for Modelling the Interaction between Forward and Spot Markets. (2010).
• N. Gulpinar, K. Katata, D. Pachamanavo, Submitted to Journal of Asset Management. Robust Mean Variance Optimization with Discrete Decisions. (2010).
• N. Gulpinar, H. An LeThi, M. Moeini,, H. An LeThi, M. Moeini. Worst-case Robust Investment Strategies with Discrete Asset Choice Constraints Using DCA. Optimization 59 (2010): 1-18.
• N. Gulpinar, E. Canakoglu, J. Thoms, Forthcoming International Journal of Applied Decision Sciences (IJADS). Robust Team Decision Making under Uncertainty. (2009).
• M. A. Osorio, 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.
• M. A. Osorio, Gulpinar, N. and Rustem, B. A General Framework for Multistage Mean-Variance Post-Tax Optimization. Annals Of Operations Research 157 (2008): 3-23.
• Gulpinar, N. and Rustem, B. Optimal Decisions and Robust Methods for Forecast Errors. Computational Statistics & Data Analysis (2007).
• 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. 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., 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., 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., 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., 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. 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.

Conference proceedings

• Gulpinar, N., P. Harrison, L. F. Pau and B. Rustem. Performance Optimization of Mean Response Time in a Tandem Router Network with Batch Arrivals (Refereed) 10th IEEE/IFIP Network Operations and Management Symposium, NOMS 2006. Canada, 2006.
• Gulpinar, N. and B. Rustem. Stochastic Task Assignment Models. 1st SEAS DTC Technical Conference. Edinburgh, 2006.
• Gulpinar, N. and P. Harrison. Optimization of a Tandem Router Network Using a Fluid Model (Refereed) 9-th Annual International Symposium on Modeling, Analysis and Simulation of Wireless and Mobile Systems (MSWiM) Spain, 2006.
• Gulpinar, N. and J. Little. Application of Constraint Logic Programming to the Detection of Embedded Network Structures (Refereed) Practical Application of Constraint Technologies and Logic Programming (PACLP99) London, n.d.
• Gulpinar, N., P. Harrison, L. F. Pau and B. Rustem. An Optimization Model for a Two-Node Router Network (Refereed) Proceedings of IEEE/ACM International Symposium on Modeling, Analysis, and Simulation of Computer and Telecommunication Systems (MASCOTS) , n.d.
• Gulpinar, N., P. Harrison, L. F. Pau and B. Rustem. Mean-Variance Optimisation of Response Time for a Tandem M/GI/1 Router Network with Batch Arrivals (Refereed) Performance Modelling and Evaluation of Heterogeneous Networks, (HETNETs) , n.d.
• Gulpinar, N., P. Harrison, L. F. Pau and B. Rustem. Optimization of a Tandem M/G/1 Router Network with Batch Arrivals (Refereed) IPDPS, Performance Modeling, Evaluation, and Optimization of Parallel and Distributed Systems (PMEO-PDS) , n.d.
• Gulpinar, N. and Oliveira, F. Modeling Cooperative Team Management in a Mine-Search Problem. SEAS DTC Annual Technical Conference. UK, n.d.

Theses

• Dr Nalan Gulpinar. Analysis of Large Scale Linear Programming Problems with Embedded Network Structures: Detection and Solution Algorithms. Dept. of Mathematics, Brunel University, 1999.