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Authors

Dr Nalan Gulpinar

15 publications for this author.

Book Chapters

Continuous min-max approach for single period portfolio selection problem
Berc Rustem, Nalan Gulpinar
Numerical methods in finance
Volume 9, pp.241–258
Springer
June, 2005
Multistage stochastic programming in computational finance
Nalan Gulpinar, Berc Rustem, R Settergren
Computational methods in decision-making, economics and finance
pp.35–47
Kluwer Academic Publishers
2002

Journal Articles

Mean-variance performance optimization of response time in a tandem router network with batch arrivals
Nalan Gulpinar, Uli Harder, Peter G. Harrison, A. J. Field, Berc Rustem, Pau
Cluster Computing
Volume 10, Issue 2, pp.203–216
Springer Verlag
June, 2007
Worst-case Optimal Robust Decisions for Multi-period Portfolio Optimization [PDF]
Berc Rustem, Nalan Gulpinar
European Journal of Operational Research
Elsevier Science Bv
2007
Post-tax optimization with stochastic programming [PDF]
MA Osorio, Nalan Gulpinar, Berc Rustem, R Settergren
European Journal of Operational Research
Volume 157, Issue 1
2004
Simulation and optimization approaches to scenario tree generation [PDF]
Nalan Gulpinar, Berc Rustem, R Settergren
Journal of Economic Dynamics and Control
Volume 28, Issue 7
2004
Tax impact on multi-stage mean-variance portfolio allocation
MA Osorio, Nalan Gulpinar, Berc Rustem
International Transactions in Operational Research
Volume 11, Issue 5, pp.535–554
2004

Conference and Workshop Papers

Worst-case Analysis of Router Networks with Rival Queueing Models
Nalan Gulpinar, Peter G. Harrison, Berc Rustem
21st International Symposium on Computer and Information Sciences (ISCIS 2006), Istanbul, Turkey
Volume 4263, pp.897–907
Lecture Notes in Computer Science, Springer-Verlag
November, 2006
Optimization of a Tandem Router Network Using a Fluid Model
Nalan Gulpinar, Peter G. Harrison
9th ACM/IEEE International Symposium on Modeling, Analysis and Simulation of Wireless and Mobile Systems (MSWiM 2006), Terromolinos, Spain. 2-6 October, 2006
pp.199–206
ACM
October, 2006
Performance Optimization of a Tandem Router Network Using a Fluid Model
Nalan Gulpinar, Peter G. Harrison, Berc Rustem, Pau
International MultiConference of Engineers and Computer Scientists 2006, (IMECS'06), June 20-22, 2006, Hong Kong
p.986
Lecture Notes in Engineering and Computer Science
June, 2006
Performance Optimization of Mean Response Time in a Tandem Router Network with Batch Arrivals
Nalan Gulpinar, Peter G. Harrison, Berc Rustem, Pau
10th IEEE/IFIP Network Operations and Management Symposium, 2006 (NOMS 2006)
April, 2006
Optimization of a Tandem M/GI/1 Router Network with Batch Arrivals
Nalan Gulpinar, Peter G. Harrison, Berc Rustem, Pau
PMEO-PDS 2005, 4th International Workshop on Performance Modelling, Evaluation, and Optimization of Parallel and Distributed Systems
p.270
IEEE Computer Society Press
April, 2005
An optimisation model for a two-node router network [PDF]
Nalan Gulpinar, Peter G. Harrison, Berc Rustem, Pau
12th International Symposium on Modeling, Analysis, and Simulation of Computer and Telecommunications Systems (MASCOTS 2004), Volendam, Netherlands
pp.147–156
IEEE Computer Soc
October, 2004
Multistage stochastic mean-variance portfolio analysis with transaction costs
Nalan Gulpinar, Berc Rustem, R Settergren
8th international conference on computational economics; computing in economics and finance; innovations in financial and economic networks, France, 2002
Edward Elgar
2002
Post tax optimal investments
MA Osorio, R Settergren, Berc Rustem, Nalan Gulpinar
International conference on financial engineering, e-commerce and supply chain, Athens, Greece, 2001
Kluwer Academic Publ
2002

BibTeX file for these publications

 

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