Curriculum Vitae

ISMAIL BASOGLU, Ph.D.

PERSONAL INFORMATION:

Work Address: Maltepe University, Faculty of Engineering and Natural Sciences, Dept. of Industrial Engineering, Marmara Education Village, 34857, Maltepe, ,

Home Address: Cumhuriyet Mh. Ankara Sk. No:2/10, 34697, Uskudar, ISTANBUL, TURKEY

Phone: (Office) +90 216 626 10 50 (2498), (Mobile) +90 533 651 17 31

E-mail: [email protected]

Date and Place of Birth: October 8, 1984 - Mustafakemalpasa, BURSA, TURKEY

Citizenship: Republic of Turkey

Marital Status: Married

EDUCATION:

Post-Doctoral Research, Dept. of Mathemathical Sciences, Xi’an JiaoTong Liverpool University, Suzhou, Shanghai, 2015

 Research: Efficient Randomized Quasi-Monte Carlo Methods For Portfolio Market Risk

Doctor of Philosophy, Dept. of Industrial Engineering, Bogazici University, Istanbul, 2008 - 2014

 Thesis: Efficient Stratified Sampling for Financial Risk Simulation, Supervisor: Assoc. Prof. Wolfgang Hörmann  GPA: 3.88/4.00

Master of Science, Dept. of Industrial Engineering, Bogazici University, Istanbul, 2006 - 2008

 Thesis: Table Methods for Random Variate Generation, Supervisor: Assoc. Prof. Wolfgang Hörmann  GPA: 3.31/4.00

Bachelor of Science, Dept. of Industrial Engineering, Yildiz Technical University, Istanbul, 2003 - 2006

 Undergraduate Project III: Simulation of Multi-Storey Warehouse Designs in ProModel Software and Analyzing the Effects of Number of Entries and Transporters on Warehouse Performance.  Undergraduate Project II: A Warehouse Simulation with ProModel Software.  Undergraduate Project I: Fuzzy Logic & AHP on Facility Location Selection.  GPA: 3.84/4.00

Bachelor of Science, Dept. of Industrial Engineering, , Istanbul, 2002 - 2003

 Transferred to Yildiz Technical University after freshman year.

Eskisehir High School of Science, Eskisehir, 1999 - 2002

EMPLOYMENT HISTORY:

 Assist. Prof. & Lecturer, Dept. of Industrial Eng., Maltepe University, 2017 - still employed.  Part Time Lecturer, Industrial Eng. Dept., Ozyegin University, 2016-2018.  Assist. Prof. & Lecturer, Dept. of Int. Log. Man., Istanbul Kemerburgaz (Altinbas) University, 2014 - 2017.  Part Time Lecturer, Dept. of Supply and Log. Man., , Ankara, 2015 - 2016.  Teaching & Research Assistant, Dept. of Ind. Eng., Bogazici University, Istanbul, 2009 - 2014.  Part-time researcher in TUBITAK Research Project 111M108, 2013 - 2014.  Student Assistant, Dept. of Industrial Engineering, Yildiz Technical University, Istanbul, 2005 - 2006.

INTERNSHIP EXPERIENCE:

 Toyota-TMMT, Assembly Logistics Dept., Engineering (Toyota Production System concepts, assembly line supply material feed, Kanban concept and circulation, inventory control with kanbans), 2005.  Ford-Otosan, IT&IS Dept, Computers & System Engineering (Software design for manufacturing systems, sequenced material supply applications, supplier-park concept and benefits, hardware management), 2005.  MA-PA A. S., Quality Control Dept., Manufacturing (Metal Forming and Processing Methods, Numerically Controlled Systems), 2004.

PUBLICATIONS:

SCI-Expanded

 Sak, H., Basoglu, I., 2017, Efficient Randomized Quasi-Monte Carlo Methods For Portfolio Market Risk, Insurance Mathematics and Economics, 76, 87-94.  Basoglu, I., Hormann, W., Sak, H., 2016, Efficient Simulations for a Bernoulli Mixture Model of Portfolio Credit Risk. Published online in Annals of Operations Research, DOI 10.1007/s10479-016-2241-1  Basoglu, I., Hormann, W., Sak, H., 2013, Optimally stratified importance sampling for portfolio risk with multiple loss thresholds. Optimization, 62 (11), 1451 - 1471.

International Conference Papers

 Basoglu, I., Hormann, W., 2014, Efficient Stratified Sampling Implementations in Multiresponse Simulation, Proceedings of Winter Simulation Conference 2014, 757-768.

Technical Reports

 Hormann, W., Basoglu, I., 2015, Reference Manual for R Package “riskSimul”. http://cran.r-project.org/web/packages/riskSimul/index.html

PROJECTS:

 Quasi-Monte Carlo Methods in Market Risk Management, Xi’an JiaoTong Liverpool University Research Fund Project, 2014 - 2017  Efficient simulation of credit risk, TUBITAK 3501 Research Fund Project 111M108, 2011 - 2014

CONFERENCES PARTICIPATED:

 35th National Conference of Operational Research and Industrial Engineering, Efficient Stratified Sampling Implementations in Multiresponse Simulation, 9-11 September 2015, Ankara, Türkiye  55th EURO Working Group “Commodities and Financial Modelling”, Efficient Simulations for a Bernoulli Mixture Model of Portfolio Credit Risk, 14-16 May 2015, Ankara, Turkey  20th Conference of the International Federation of Operational Research Societies, Efficient Simulations for a Bernoulli Mixture Model of Portfolio Credit Risk, 13-18 July 2014, Barcelona, Spain  34th National Conference of Operational Research and Industrial Engineering, Efficient Simulations for a Bernoulli Mixture Model of Portfolio Credit Risk, 25-27 June 2014, Bursa, Turkey  26th European Conference on Operational Research, Multi-objective Risk Simulation Using Stratified Importance Sampling, 1-4 July 2013, Rome, Italy  The International Institute of Industrial Engineers Conference, Multi-objective Risk Simulation Using Stratified Importance Sampling, 26-28 June 2013, Istanbul, Turkey  25th European Conference on Operational Research, Stratified Sampling Implementations in Financial Simulation, 8-11 July 2012, Vilnius, Lithuania  International Conference on Mathematical Finance and Economics, Improved Stratified Sampling, 6-8 July 2011, Istanbul, Turkey  31st National Conference of Operational Research and Industrial Engineering, Stratified Sampling Implementations in Monte Carlo Simulation, 5-7 July 2011, Sakarya, Turkey  24th European Conference on Operational Research, A Table Method for Random Variate Generation, 11-14 July 2010, Lisbon, Portugal  29th National Conference of Operational Research and Industrial Engineering, A Table Method for Random Variate Generation, 22-24 June 2009, Ankara, Turkey

ACADEMIC/TEACHING EXPERIENCE:

 IE 222 Probability for Industrial Engineers, Fall 2018 (Lecturer)  END 520 Logistics and Supply Chain Management, Spring 2018 (Lecturer – In Native Language)  END 503 Analytical Methods, Spring 2018 (Lecturer – In Native Language)  IE 320 Stochastic Models, Spring 2018 (Lecturer)  BUS 369 Engineering Economics, Spring 2018 (Lecturer)  ISL 369 Engineering Economics, Spring 2018 (Lecturer – In Native Language)  IE 405 Management Information Systems, Fall 2018, Fall 2017 (Lecturer)  END 405 Management Information Systems, Fall 2018, Spring 2018, Fall 2017 (Lecturer - In Native Language)  ISL 208 Cost Analysis, Fall 2018, Fall 2017 (Lecturer - In Native Language)  IE 325 Simulation Modeling and Analysis, Summer 2018, Summer 2017 (Ozyegin University - Part Time Lecturer)  ISL 572 Production and Operations Management, Spring 2017 (Lecturer - In Native Language)  ISL 571 Supply Chain Management, Fall 2016 (Lecturer - In Native Language)  SB 5445 Operations Management, Spring 2016, Fall 2015 (Turkish Military Academy - Part Time Lecturer)  ILM 414 Network Optimization and Logistics System Design, Spring 2017, Spring 2016 (Lecturer)  ILM 415 Supply Chain and Logistics Simulation Modeling, Fall 2016, Fall 2015 (Lecturer)  MAN 215 Statistics for Social Sciences, Summer 2017, Summer 2016 (MAN 211), Summer 2015 (MAN 211) (Lecturer)  ILM 342 Supply Chain Cost Analysis, Spring 2015 (Lecturer)  ILM 244 Inventory Management, Spring 2017, Spring 2016, Spring 2015 (Lecturer)  ILM 242 Supply Chain and Logistics Management, Spring 2017, Summer 2016, Spring 2016, Spring 2015 (Lecturer)  ILM 303 Enterprise Resource Planning, Fall 2015, Fall 2014 (Lecturer)  ILM 241 Production & Operations Management, Summer 2017, Fall 2016, Summer 2016, Fall 2015, Summer 2015, Fall 2014 (Lecturer)  IE 505 Stochastic Processes & Applications, Fall 2013, Fall 2012 (Teaching Assistant)  IE 305 Operations Research II, Fall 2013 (Teaching Assistant)  IE 592 Stochastic Models in Finance, Spring 2013, Spring 2011, Spring 2010 (Teaching Assistant)  IE 360 Statistical Forecasting & Time Series, Spring 2014, Spring 2013 (IE 460), Spring 2012 (IE 460), Spring 2011 (IE 488), Spring 2010 (IE 488) (Teaching Assistant)  FE 520 Stochastic Calculus, Spring 2013 (Teaching Assistant)  IE 255 Probability for Industrial Engineers, Fall 2012, Fall 2011, Fall 2010 (Teaching Assistant)  IE 586 Quantitative Finance, Fall 2012, Fall 2011, Fall 2009 (Teaching Assistant)  IE 508 Statistical Inference, Spring 2012 (Teaching Assistant)

RESEARCH INTERESTS:

 Discrete Event Simulation, Monte Carlo and Quasi-Monte Carlo Methods  Variance Reduction Techniques, Random Variate Generation  Computational Finance, Financial Risk Estimation, Option Pricing and Senstivities  Stochastic Processes and Applications  Multivariate Statistics

CERTIFICATIONS:

 E-Learning Certification, E-Learning Center, 2017.

AWARDS & HONOURS:

 Yildiz Technical University, High Honors Degree: High honors is granted to the students who earn their degree with GPA higher than 3.50.  Yildiz Technical University, graduated as the top second student of all graduates in 2006.

FOREIGN LANGUAGE KNOWLEDGE:

 Fluent in English (ÜDS Grade: 90/100)  Intermediate knowledge of Japanese  Elementary knowledge of French

COMPUTER SKILLS:

 Advanced in C and C++ programming.  Professional user of high level programming language and software R. Experienced in writing applications related to simulation, random variate generation, finance, multivariate statistics, time-series forecasting.  Advanced knowledge of LaTeX.  Intermediate knowledge of HTML and web design software DreamWeaver.  Microsoft Windows OS and Office user.  Experienced with the following software: MATLAB, STELLA, POWERSIM, GeNIe, GAMS, AIMMS, ARENA, PROMODEL

HOBBIES & INTERESTS:

 Science, computers and programming, books, movies, rock and classical music, table tennis, swimming, travel.