Afşar Onat Aydınhan
Tel: +1-609*******, E-mail: adjjcv@r.postjobfree.com
EDUCATION
PRINCETON UNIVERSITY 2018-Present
Ph.D. student, Operations Research and Financial Engineering PRINCETON UNIVERSITY 2018-2020
M.A., Operations Research and Financial Engineering, GPA:3.88/4.00 BOGAZICI UNIVERSITY 2014-2018
B.S., Industrial Engineering, GPA:3.99/4.00 (Valedictorian) BOGAZICI UNIVERSITY 2014-2018
Minor, Economics, GPA: 4.00/4.00
ROBERT COLLEGE 2009-2014
High School, GPA: 96.37/100.00 (2nd
Place)
PROJECTS/RESEARCH
Applying MCTS with Deep Neural Networks to find Optimal Portfolio 2020 - Present Allocation under Markov Switching with Multiple Risky Assets Princeton University, Advisor: John M. Mulvey Ph.D.
• Portfolio optimization using Recurrent Neural Network (RNNs) using the MCTS algorithm’s solution as a starting point.
• The paper is in the process of being sent to the European Journal of Operations Research. Master’s Dissertation - Bandits and MCTS in Finance 2020 Princeton University, Advisor: John M. Mulvey Ph.D.
• Exploring the Multi-Armed bandits and the Monte Carlo Tree Search (MCTS) algorithm and applying them to a financial portfolio allocation problem.
• Using more advanced methods like Kernel Regression MCTS and deal with the extensions of the original portfolio allocation problem under transaction costs and different objective functions such as maximizing terminal wealth and probability of reaching a goal. Undergraduate Dissertation - Building a Forecasting Model for Football Betting 2018 Boğaziçi University, Advisor: Mustafa Baydoğan Ph.D.
• Application of different machine learning algorithms such as random forests, multinomial logistic regression, support vector machines to predict the outcome of a football match.
• Trying to make profit by comparing our probability calculations with various bookmakers’ odds. The Survivor 2016
Boğaziçi University, Advisor: Ali Tamer Ünal Ph.D.
• Coding a full-fledged platformer game in C++ with object-oriented programming CERTIFICATES
IBM Data Science Professional Certificate 2021
Coursera - (coursera.org/verify/professionalcert/CCV8Z958AULT) Deep Neural Networks with PyTorch 2020
Coursera - (coursera.org/verify/XSERPNE66U28)
Deep Learning Specialization 2020
Coursera – (coursera.org/verify/specialization/VFQ57Z2877DP) ACHIEVEMENTS/AWARDS
Valedictorian of the Engineering Faculty 2018
Boğaziçi University
3rd Place 2018
2018 TURKISH BRIDGE YOUTH TEAMS CHAMPIONSHIP
1/64 Qualifier - (Best U26 Team) 2017
2017 TURKEY WINTER NATIONAL BRIDGE TEAMS CHAMPIONSHIP The Dora Aksoy Award for EXCELLENCE IN MATHEMATICS 2014 Robert College
WORK/OTHER EXPERIENCE
Teaching Assistant 09/2019 - Present
Princeton University
• T.A for ORF 245 (Fundamentals of Statistics), ORF 309 (Probability and Stochastic Systems) Teaching Assistant 09/2017 - 01/2018
Boğaziçi University
• Working with Yaman Barlas Ph.D. (IE 306 System Simulation) Production Intern 07/2017 - 09/2017
L'Oreal Turkey
• Working in the Production and Quality Control Departments Treasurer 09/2016 - 09/2017
Bogaziçi Bridge Club
• Budget Allocation for Events, Equipment etc.
IT Intern 06/2016 - 08/2016
ICRON Technologies
• Participating in Optimization/Scheduling projects with other interns using ICRON and SQL SKILLS/INTERESTS
• Python, R, C/C++, LaTeX, SQL, MATLAB, TensorFlow, Keras, PyTorch, MS Office, GAMS, STELLA, ARENA
• Data Science, Big Data, Machine Learning, Deep Learning, Reinforcement Learning, Data Mining, MCTS, Optimization, Finance, Economics, Bridge, Chess, Poker, Traveling, Fitness