Faculty of Engineering and Natural Sciences

Faculty of Engineering and Natural Sciences

Academic Members

Nadi Serhan AYDIN

Nadi Serhan Aydın,  Faculty Member, PhD

serhan.aydin@istinye.edu.tr
https://nsydn.github.io/
CV

Dr. Aydın holds a BSc. degree in Management Engineering from Istanbul Technical University, as well as MSc. and PhD. degrees in Mathematical Finance from the Institute of Applied Mathematics at Middle East Technical University. He carried out his doctoral thesis studies as part of the Financial Signal Processing (FSP) Lab at Imperial College London. During his graduate studies, Dr. Aydın was also granted research fellowships at Heidelberg and Ulm Universities. Between 2011 and 2016, he worked as a senior researcher at an international organization, carrying out multi-stakeholder projects including the World Bank and various UN institutions, with a particular focus on financial sector development. Prior to joining Istinye University, Dr. Aydın also taught at the Department of Industrial Engineering at TED University in Ankara and is a certified Financial Risk Manager (FRM) designated by the Global Association of Risk Professionals (GARP). He also acts as reviewer and guest editor in a number of international journals. His research interests lie in quantitative finance, computational optimization, financial signal processing, and machine/reinforcement learning.

Main Areas: Endüstri Mühendisliği,  Stokastik (Olasılıksal) Süreçler,  Risk Yönetimi, 

Financial Modelling with Forward-looking Information: An Intuitive Approach to Asset Pricing
2017 - İngilizce, Bilimsel Kitap ISBN: 978-3-319-57147-8
AYDIN NADİ SERHAN
A bi-level decision-making system to optimize a robust-resilient-sustainable aggregate production planning problem
2023 - Uluslararası Hakemli
Elsevier BV, TIRKOLAEE ERFAN BABAEE, AYDIN NADİ SERHAN, Mahdavi Iraj
A Hybrid Biobjective Markov Chain Based Optimization Model for Sustainable Aggregate Production Planning
2022 - Uluslararası Hakemli
IEEE Transactions on Engineering Management, TIRKOLAEE ERFAN BABAEE, AYDIN NADİ SERHAN, Mahdavi Iraj
MODELLING AND PREDICTING THE GROWTH DYNAMICS OF COVID-19 PANDEMIC: A COMPARATIVE STUDY INCLUDING TURKEY
2022 - Ulusal Hakemli
Journal of Turkish Operations Management, AYDIN NADİ SERHAN, TIRKOLAEE ERFAN BABAEE
A systematic review of aggregate production planning literature with an outlook for sustainability and circularity
2022 - Uluslararası Hakemli
Environment, Development and Sustainability, AYDIN NADİ SERHAN, TIRKOLAEE ERFAN BABAEE
A novel bi-objective model for a multi-period multi-product closed-loop supply chain
2022 - Ulusal Hakemli
Journal of Engineering Sciences and Design, AYDIN NADİ SERHAN
Reinforcement-learning-based optimal trading in a simulated futures market with heterogeneous agents
2022 - Uluslararası Hakemli
SIMULATION, AYDIN NADİ SERHAN
Integrated design of sustainable supply chain and transportation network using a fuzzy bi-level decision support system for perishable products
2022 - Uluslararası Hakemli
Expert Systems with Applications, BABAEE TIRKOLAEE ERFAN,AYDIN NADİ SERHAN
Fuzzy integrated cell formation and production scheduling considering automated guided vehicles and human factors
2021 - Uluslararası Hakemli
IEEE TRANSACTIONS ON FUZZY SYSTEMS, GOLI ALIREZA, BABAEE TIRKOLAEE ERFAN, AYDIN NADİ SERHAN
A sustainable medical waste collection and transportation model for pandemics
2021 - Uluslararası Hakemli
WASTE MANAGEMENT & RESEARCH, BABAEE TIRKOLAEE ERFAN, AYDIN NADİ SERHAN
Asset-backed stable numéraire approach for sustainable valuation
2020 - Uluslararası Hakemli
JOURNAL OF SUSTAINABLE FINANCE & INVESTMENT, AYDIN NADİ SERHAN,RAINER MARTIN
A bi-objective robust mathematical model for rescue units allocation and scheduling with learning effect
2020 - Uluslararası Hakemli
COMPUTERS INDUSTRIAL ENGINEERING, BABAEE TIRKOLAEE ERFAN, AYDIN NADİ SERHAN, RANJBAR BORURANI MEHDI, WEBER GERHARD WILHELM
A quantitative framework for testing the resilience of Islamic finance portfolios under IFSB and Basel capital rules
2017 - Uluslararası Hakemli
International Journal of Islamic and Middle Eastern Finance and Management, AYDIN NADİ SERHAN
Simulation and Prediction of Wind Speeds: A Neural Network for Weibull
2013 - Uluslararası Hakemli
Journal of Iranian Statistical Society, GIEBEL STEFAN,RAINER MARTIN,AYDIN NADİ SERHAN
Valuation of power swing options
2013 - Uluslararası Hakemli
The Journal of Energy Markets, AYDIN NADİ SERHAN,RAINER MARTIN
Concept and mathematics of Islamic valuation and financial engineering
2015 - Uluslararası
Mühendislik Temel Alanı>Endüstri Mühendisliği>Stokastik (Olasılıksal) Süreçler>Risk Yönetimi ,
Optimization and Control Reenters under Stochastic Uncertainty, Jumps, Regime Switches and Paradigms Shifts
2016 - Uluslararası
Mühendislik Temel Alanı>Endüstri Mühendisliği>Optimizasyon >Stokastik (Olasılıksal) Süreçler>Yöneylem Araştırması ,
Emerging Operational Research, Finance and Economics: Optimal Control under Regime Switches and Paradigm Shifts
2015 - Uluslararası
Mühendislik Temel Alanı>Endüstri Mühendisliği>Yöneylem Araştırması>Optimizasyon >Stokastik (Olasılıksal) Süreçler ,
Stochastic optimal control of impulsive systems under regime switches and paradigm shifts, in biology, finance and economics
2017 - Uluslararası
Mühendislik Temel Alanı>Endüstri Mühendisliği>Yöneylem Araştırması>Optimizasyon >Karar verme ,
A novel multi-objective model for sustainable-robust aggregate production planning problem
2022 - Uluslararası
Mühendislik Temel Alanı>Endüstri Mühendisliği>Optimizasyon >Çok kriterli Karar verme>Bulanık Mantık ,
State of the Art Review on Seismic Behavior and Design of Steel Storage Racking Structures
2019 - Uluslararası
Mühendislik Temel Alanı>Endüstri Mühendisliği>Risk Yönetimi ,
Reinforcement Learning based Optimal Trading in a Heterogeneous Agent Network
2021 - Uluslararası
Mühendislik Temel Alanı>Endüstri Mühendisliği>Stokastik (Olasılıksal) Süreçler>Simulasyon>Yapay Öğrenme ,
Stress-Testing of Energy Related Derivative Instruments Based on Conditional Market Risk Models
2009 - Uluslararası
Mühendislik Temel Alanı>Endüstri Mühendisliği>Risk Yönetimi>Simulasyon>Stokastik (Olasılıksal) Süreçler ,