Research interests

  • Methods: Applied Probability, Operations Research, Statistical Learning.
  • Special interests: Causality and dependence in extremes, heavy-tail analysis, risk analysis, network modeling and analysis, climate modeling, congestion and queueing, distributed/federated learning, robust optimization.

Manuscripts

Publications

Thesis, Reports

  • The conditional extreme value model and related topics. PhD Thesis, 2009.
  • Probabilistic Analysis of flooding at Murgenthal for Kernkraft-Goesgen Däniken (with V. Chavez-Demoulin and P. Embrechts), RiskLab internal report, 2010.
  • S. Ahipasaoglu, B. Das, and Z. Sun (2020), Joint Optimization of Product Assortment and Inventory under the Marginal Distribution Model, unpublished, 2020.