Prof.Dr. ÖMÜR UĞUR
GRADUATE SCHOOL OF APPLIED MATHEMATICS
PublicationsResearchMembership & Awards
E-mail :  
Url :  https://www.metu.edu.tr/~ougur
Phone :  +90312210 5617
Fax :  +903122102985
Address :
 

Education

  Bachelor's, Middle East Technical University, Mathematics
  Master's, Middle East Technical University, Mathematics
  Doctorate, Middle East Technical University, Mathematics

Publications (INTERNATIONAL)

Journal Papers

  A.1 H. Taşeli, İ.M. Erhan, Ö. Uğur, An Eigenfunction Expansion for the Schrödinger Equation with Arbitrary Non-Central Potentials. "Journal of Mathematical Chemistry", 32, (2002), p.323-338.
  A.2 M. Schaefer, B. Karasozen, Y. Uludag, K. Yapici, O. Ugur, Numerical method for optimizing stirrer configurations. "Computers and Chemical Engineering", 30, (2005), p.183--190.
  A.3 Ö. Uğur, M.U. Akhmet, Boundary value problems for higher order linear impulsive differential equations. "Journal of Mathematical Analysis and Applications", 319, (2006), p.139-156.
  A.4 Ö. Uğur and M. Akhmet, The Sturm-Liouville Operator on the Space of Functions with Discontinuity Conditions. "Computer & Mathematics with Applications", 51, (2006), p.889-896.
  A.5 Ö. Uğur and G. W. Weber, Optimization and Dynamics of Gene-Environment Networks with Intervals. "Journal of Industrial and Management Optimization", 3, (2007), p.357–379.
  A.6 Ö. Uğur, B. Karasözen, M. Schaefer, K. Yapıcı, Derivative Free Optimization Methods for Optimizing Stirrer Configurations. "European Journal of Operational Research", 191, (2008), p.855-863.
  A.7 Ö. Uğur, S. W. Pickl, G. W. Weber, R. W. Wünschiers, An Algorithmic Approach to Analyse Genetic Networks and Biological Energy Production: an Introduction and Contribution where OR Meets Biology. "Optimization", 58, (2009), p.1--22.
  A.8 D. Altıntan, Ö. Uğur, Variational Iteration Method for Sturm-Liouville Differential Equations. "Computers and Mathematics with Applications", 58, (2009), p.322-328.
  A.9 G. W. Weber, Ö. Uğur, P. Taylan, A. Tezel, On Optimization, Dynamics and Uncertainty: A Tutorial for Gene-Environment Networks. "Discrete Applied Mathematics", 157, (2009), p.2494-2513.
  A.10 A. İ. Çekiç, R. Korn, Ö. Uğur, A Mean-Square Approach to Constant Proportion Debt Obligations. "Wilmott Magazine", 43, (2011).
  A.11 D. Altıntan, Ö. Uğur, Generalisation of the Lagrange Multipliers for Variational Iterations Applied to Systems of Differential Equations. "Mathematical and Computer Modelling", 54, (2011), p.2040-2050.
  A.12 İ.H. Gökgöz, Ö. Uğur, Y. Yolcu Okur, On the single name CDS price under structural modeling. "Journal of Computational and Applied Mathematics", 259, (2014), p.406-412.
  A.13 A.İ. Çekiç, Ö. Uğur, Pricing formulae for constant proportion debt obligation notes: The Laplace transform technique. "Journal of Computational and Applied Mathematics", 259, (2014), p.362-370.
  A.14 D. Altıntan, Ö. Uğur, Solution of initial and boundary value problems by the variational iteration method. "Journal of Computational and Applied Mathematics", 259, (2014), p.790-797.
 

Conference Papers

  A.1 O. Ugur, B. Karasozen, M. Schaefer, K. Yapici, Numerical Method for Optimizing Stirrer Configurations. "ENUMATH 2005, The Sixth European Conference on Numerical Mathematics and Advanced Applications", (2005), p.204.
  A.2 M. Schaefer, B. Karasozen, Ö. Uğur, K. Yapici, Derivative Free Optimization of Stirrer Configurations. "The Sixth European Conference on Numerical Mathematics and Advanced Applications, ENUMATH", (2006), p.1031-1039.
  A.3 GW Weber, O Ugur, A Tezel, T Ergenc, On Discrete-Continuous and Generalized Semi-Infinite Optimization of Genetic Networks. "Achievements and Applications of Contemporary Informatics, Mathematics and Physics", (2006).
  A.4 GW Weber, O Ugur, Generalized Semi-Infinite Optimization for Modeling, Dynamics and Prediction of Gene-Environment Networks. "5th Ballarat Workshop on Global and Non-Smooth Optimization Theory, Methods and Applications", (2006).
  A.5 GW Weber, O Ugur, A Tezel, T Ergenc, On Discrete-Continuous and Generalized Semi-Infinite Optimization of Genetic Networks. "GO V, Graphs and Optimisation V", (2006).
  A.6 Z. Alparslan, B. Karasozen, H. Korezlioglu, S.W. Pickl, O.Ugur, G.W. Weber, On Energy Management and Sustainable Development. "AMaMeF 2006 First Conference of Advanced Mathematical Methods for Finance", (2006), p.107-108.
  A.7 G.-W Weber and Ö. Uğur, Optimizing Gene-Environment Networks: Generalized Semi-Infinite Programming Approach with Intervals. "HIBIT –Proceedings of International Symposium on Health Informatics and Bioinformatics", (2007).
  A.8 GW Weber, Ö Uğur, SW Pickl, P Taylan, SZ Gok, Dynamics, Stability and Control in Environmental and Biological Dynamics. "The 22nd European Conference on Operational Research, EURO XXII", (2007).
  A.9 Ö. Uğur and G. W. Weber, A Mathematical Tutorial: Dynamics and Prediction in Gene-Environment and Financial Networks with the Help of Optimization. "The 22nd European Conference on Operational Research, EURO XXII", (2007).
  A.10 G.-W Weber, A. Tezel, Ö. Uğur, B. Akteke-Öztürk, S. Z. Alparslan-Gök, S. Özöğür,, Optimization, Dynamics and Prediction of Gene-Environment Networks -Elements of Finance and Development Included. "EUROPT-OMS Conference", (2007).
  A.11 G.-W Weber, P. Taylan, S. Z. Alparslan-Gök, B. Akteke-Öztürk, S. Özöğür, Ö. Uğur, A New Mathematical Approach in Environmental Protection: Gene-Environment Networks and Their Dynamics. "EURO WG CBBM Workshop", (2007).
  A.12 Ayşegül İşcanoğlu, Ralf Korn, Ömür Uğur, Constant Proportion of Debt Obligations under the Geometric Brownian Asset Dynamics. "The Second International Conference on Social Sciences organized by Social Sciences Research Society", (2009).
  A.13 Ayşegül İşcanoğlu, Ralf Korn, Ömür Uğur, Optimal leverage factor for the constant proportion debt obligations: a martingale approach. "The 23rd European Conference on Operational Research, EURO XXIII", (2009), p.300.
  A.14 Ayşegül İşcanoğlu, Ralf Korn, Ömür Uğur, Constant Proportion of Debt Obligations under the Geometric Brownian Asset Dynamics. "Readings in Social Sciences of The Second ICSS organized by Social Sciences Research Society", 5, (2009), p.139-152.
  A.15 Derya Altıntan and Ömür Uğur, Generalized multi-stage Variational Iteration method. "The Eighth European Conference on Numerical Mathematics and Advanced Applications, ENUMATH 2009", (2009), p.27.
  A.16 Derya Altıntan, Ömür Uğur, Logistic Equation with Stochastic Modelling Approach. "International Conference on Applied and Computational Mathematics", (2012), p.26.
  A.17 Derya Altıntan, Ömür Uğur, Solutions of Initial and Boundary Value Problems by the Variational Iteration Method. "International Conference on Applied and Computational Mathematics", (2012), p.88.
  A.18 Ayşegül İşcanoğlu Çekiç, Ralf Korn, Ömür Uğur, A Pricing Formula for Constant Proportion Debt Obligations: A Laplace Transform Approach. "International Conference on Applied and Computational Mathematics", (2012), p.60.
  A.19 İsmail Hakkı Gökgöz, Yeliz Yolcu Okur, Ömür Uğur, Stochastic Credit Default Swap Pricing. "International Conference on Applied and Computational Mathematics", (2012), p.53.
  A.20 Derya Altıntan, Vilda Purutcuoglu, Ömür Ugur, Impulsive Expression in Chemical Master Equation and Stochastic Simulation Algorithms. "26th European Conference on Operational Reasearch", (2013), p.294.
  A.21 Cansu Evcin, Omur Ugur, Analysis of threshold dynamics of epidemic models in a periodic environment. "26th European Conference on Operational Reasearch", (2013), p.393.
  A.22 Cansu Evcin, Omur Ugur, Threshold Dynamics of Avian-Human Influenza in a Periodic Environment. "12th International Workshop on Dynamical Systems and Applications", (2013), p.18.
  A.23 Derya Altıntan, Vilda Purutçuoğlu, Ömür Uğur, Functional Impulses in Exact Stochastic Simulation. "International Conference on Pure and Applied Mathematics (ICPAM)", (2015), p.22.
  A.24 Meral Şimşek, A. Sevtap Selcuk Kestel, Ömür Uğur, Özge Tekin, Surplus Process with Perturbations of a Brownian Motion in an Insurance Porftfolio. "55th Meeting of the EWGCFM", (2015), p.14.
  A.25 Sinem Kozpınar Sarı, Yeliz Yolcu Okur, Özge Tekin, Ömür Uğur, Pricing Stochastic Barrier Options in Presence of Jumps. "55th Meeting of the EWGCFM", (2015), p.6.
  A.26 Cansu Evcin, Ömür Uğur, Nonlinear Model Order Reduction in PDE Constrained Optimal Control Problems. "European Conference on Numerical Mathematics and Advanced Appli- cations (ENUMATH)", (2015), p.162.
  A.27 Alev Meral, Ömür Uğur, Optimal Portfolio Strategies under Various Risk Measures. "International Conference on Pure and Applied Mathematics (ICPAM)", (2015), p.107.
  A.28 Deniz Kenan Kılıç, Ömür Uğur, Wavelet Analysis of Financial Time Series: a case study on S&P500. "European Conference on Numerical Mathematics and Advanced Applications (ENUMATH)", (2015), p.183.
  A.29 Burcu Aydoğan, Ümit Aksoy, Ömür Uğur, Methods of Pricing American Options: Case Study for Comparison. "55th Meeting of the EWGCFM", (2015), p.3.
  A.30 Abdulwahab Animoku, Ömür Uğur, Yeliz Yolcu Okur, Uncertainty Quantification and Implementation of Local Volatility Surfaces in Bayesian Framework. "55th Meeting of the EWGCFM", (2015), p.5.
  A.31 Deniz Kenan Kılıç, Ömür Uğur, Wavelet Analysis of Financial Time Series. "55th Meeting of the EWGCFM", (2015), p.12.
  A.32 ŞİMŞEK MERAL,UĞUR ÖMÜR,KESTEL AYŞE SEVTAP, Stochastic Surplus Process and Constrained Portfolio Optimisation with VaR and CVaR. "The 3rd European Actuarial Journal (EAJ) Conference (EAJ 2016)", (2016).
  A.33 YOLCU OKUR YELİZ,Animoku Abdulwahab,UĞUR ÖMÜR, Estimation of Local Volatility Surfaces via Bayesian Approach. "Applied mathematical programming and Modelling (APMOD 2016)", (2016).
  A.34 YOLCU OKUR YELİZ,KOZPINAR SARI SİNEM,UĞUR ÖMÜR,EVCİN CANSU, Pricing Equity Options under a Double Exponential Jump Diffusion Process in the presence of Stochastic Barrier. "Vienna Congress on Mathematical Finance - VCMF 2016", (2016).
  A.35 Meral Şimşek, Ömür Uğur, Sevtap Selçuk-Kestel, Stochastic risk assessment of an insurance portfolio underrenewal process with VaR and CVaR as initial capital. "2nd International Conference on Computational Finance", (2017).
  A.36 Cansu Evcin, Ömür Uğur, Model Order Reduction on Control Problems of Navier-Stokes Equations. "7th International Conference on Advanced COmputationalMethods in ENgineering", (2017).

Book and Chapter in a Book

  A.1 G. W. Weber, P. Taylan, B. Akteke-Öztürk, Ö. Uğur, Mathematical and Data Mining Contributions to Dynamics and Optimization of Gene-Environment Networks. "Crossing in Complexity: Interdisciplinary Application of Physics in Biological and Social Systems", (2010).
  A.2 Ö. Uğur, K. Yapıcı, Y. Uludağ and B. Karasözen, Computer Simulation and Optimization of Stirrer Hydrodynamics at High Reynolds Numbers. "Computational Fluid Dynamics: Theory, Analysis and Applications", (2011), p.493-510.
  A.3 O. Ugur, K. Yapici, Y. Uludag, B. Karasozen, Computer Simulation and Optimization of Stirrer Hydrodynamics at High Reynolds Numbers. "Computational Fluid Dynamics: Theory, Analysis and Applications", (2013), p.493-510.
  A.4 Ömür Uğur, An Introduction to Computational Finance. "Imperial College Press", (2008), p.316.

Publications (NATIONAL)

 

Conference Papers

  A.1 H. Taşeli, Ö. Uğur, Kapalı Kuantum Mekanik Sistemlerinde Hypervirial ve Hellmann-Feynman Teoremlerinin Uygulanması. "TUMTMK, Teorik ve Uygulamalı Mekanik Türk Milli Komitesi, 10. Ulusal mekanik Kongresi", (1997), s.64-65.
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