Semih Onur Sezer Associate Professor Mathematics & Industrial Engineering Programs Faculty of Engineering and Natural Sciences Sabancı University

 Contact Information:

 Mail:       Sabancı University
                Orhanlı, Tuzla
                34956, Istanbul - Turkey
 E-mail:    sezer@sabanciuniv.edu

 Education:

 Ph.D.(2006) & M.A.(2005), Princeton University.
 B.Sc.(2002), Boğaziçi University.  

 Research Interests:

 - Applied probability, statistics, stochastic processes
 - Martingales, Markov processes, Lévy processes, random measures
 - Optimal stopping, stochastic optimal control with applications in finance and engineering
 - Bayesian sequential analysis; sequential change detection, hypothesis testing

 Selected Publications:

 - S. O. Sezer. On the Wiener disorder problem. Annals of Applied Probability, 20:4, 1537-1566.
 - S. Dayanik and S. O. Sezer. Sequential sensor installation for Wiener disorder detection. Mathematics of Operations Research, 41:3, 827-850.
 - C. Uru, S. Dayanik, and S. O. Sezer. Compound Poisson disorder problem with uniformly distributed disorder time. Bernoulli, 29:3, 2272-2294.
 - S. Dayanik, H. V. Poor, and S. O. Sezer. Multisource Bayesian sequential change detection. Annals of Applied Probability, 18:2, 552-590.
 - J. B. G. Frenk, B. Pourghannad, and S. O. Sezer. A static model in single leg flight airline revenue management. Transportation Science, 51:1, 214-232.
 - S. Dayanik and S. O. Sezer. Optimal dynamic multi-keyword bidding policy of an advertiser in search-based advertising. Mathematical Methods of Operations Research, 97:1, 25-56.
 - K. Kilic, M. G. Saygi, and S. O. Sezer. A mathematical model for personalized advertisement in virtual reality environments. Mathematical Methods of Operations Research, 85:2, 241-264.
 - S. Dayanik and S. O. Sezer. Multisource Bayesian sequential binary hypothesis testing problem. Annals of Operations Research,  201:1, 99-130.
 - M. Ludkovski and S. O. Sezer. Finite horizon decision timing with partially observable Poisson processes. Stochastic Models, 28:2, 207-247.
 - S. Dayanik, H. V. Poor, and S. O. Sezer. Sequential multi-hypothesis testing for compound Poisson processes. Stochastics, 80:1, 19-50.
 - E. Bayraktar and S. O. Sezer. Online change detection for a Poisson process with a phase-type change-time distribution. Sequential Analysis, 28:2, 218-250.
 - S. Dayanik and S. O. Sezer. Compound Poisson disorder problem. Mathematics of Operations Research. 31:4, 649-672. (First Place in the INFORMS 2005 JFIG Paper Competition).

 Courses Offered at Sabancı University:

 - IE 605 Advanced Topics in Stochastic Processes
 - IE 581 Special Topics in Industrial Eng.: Probability and Stochastics
 - IE 58005 / IE 48002 Advanced Statistics with R
 - IE 532 / IE 432 Stochastic Models in Finance
 - IE 503 Stochastic Processes
 - IE 412 Financial Engineering
 - IE 302 Stochastic Models in Operations Research
 - MATH 410 Introduction to Stochastic Calculus
 - MATH 306 Statistical Modelling
 - MATH 203 Introduction to Probability