Curriculum Vitae ISMAIL BASOGLU, Ph.D. PERSONAL INFORMATION

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Curriculum Vitae ISMAIL BASOGLU, Ph.D. PERSONAL INFORMATION 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, ISTANBUL, TURKEY 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 University, 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., Turkish Military Academy, 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, Ankara University 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. .
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