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

Contact this candidate