Publication Network
Education Information
2005 - 2011
2005 - 2011Doctorate
Istanbul University, Sosyal Bilimler Ensitüsü, Sayısal Yöntemler Anabilim Dalı, Turkey
2003 - 2005
2003 - 2005Postgraduate
Istanbul University, Sosyal Bilimler Ensitüsü, Sayısal Yöntemler Anabilim Dalı, Turkey
2002 - 2003
2002 - 2003Masters (Non-Thesis)
Istanbul University, School Of Business, Bilimsel Hazırlık Programı, Turkey
1996 - 2001
1996 - 2001Undergraduate
Istanbul University, Faculty Of Science, Department Of Mathematics, Turkey
Research Areas
Social Sciences and Humanities, Econometrics, Operational Research, Statistics, Mathematics, Numerical Analysis, Natural Sciences
Academic Titles / Tasks
2022 - Continues
2022 - ContinuesAssociate Professor
Istanbul University, School Of Business, Department Of Business Administration
2017 - 2022
2017 - 2022Assistant Professor
Istanbul University, School Of Business, Department Of Business Administration
2011 - 2017
2011 - 2017Research Assistant PhD
Istanbul University, School Of Business, Department Of Business Administration
2012 - 2012
2012 - 2012Research Assistant PhD
University of Illinois at Urbana-Champaign, Economics, Economics
2002 - 2011
2002 - 2011Research Assistant
Istanbul University, School Of Business, Department Of Business Administration
2008 - 2009
2008 - 2009Research Assistant
University of Florida, Industrial And Systems Engineering, Risk Management And Financial Engineering Lab
Courses
Articles Published in Journals That Entered SCI, SSCI and AHCI Indexes
2016
2016Portfolio Optimization with Second-Order Stochastic Dominance Constraints and Portfolios Dominating Indices
ROBUSTNESS ANALYSIS IN DECISION AIDING, OPTIMIZATION, AND ANALYTICS, vol.241, pp.285-298, 2016 (Journal Indexed in SCI)
Articles Published in Other Journals
2020
2020Covid-19 Pandemic Effect on Market Risk of Four Major Cryptocurrencies
Fidan Keçeci N.
Ekonomi Politika ve Finans Araştırmaları Dergisi, vol.5, no.0, 2020 (National Refreed University Journal)
2020
2020The efficiency of private pension companies using dynamic data envelopment analysis
Quantitative Finance and Economics, vol.4, no.2, pp.204-219, 2020 (Journal Indexed in ESCI)
2018
2018Risk-Based DEA Efficiency and SSD Efficiency of OECD Members Stock Indices
FİDAN KEÇECİ N. , ERDEM DEMİRTAŞ Y.
ALPHANUMERİC JOURNAL, vol.6, pp.25-36, 2018 (International Refereed University Journal)
2017
2017OTOREGRESİF KOŞULLU DEĞİŞEN VARYANS MODELLERİ İLE BİR PORTFÖY GETİRİSİNİN RİSK TAHMİNİ
FİDAN KEÇECİ N.
YÖNETİM: İstanbul Üniversitesi İşletme İktisadı Enstitüsü Dergisi, vol.28, no.82, pp.127-158, 2017 (International Refereed University Journal)
2016
2016Spatial Dependence in Financial Data: Importance of the Weights Matrix
Anil K. B., Er S., FİDAN KEÇECİ N.
ARTHANITI (ECONOMICS), no.15, pp.30-44, 2016 (International Refereed University Journal)
2015
2015SECOND ORDER STOCHASTIC DOMINANCE EFFICIENCY ANALYSIS OF BORSA ISTANBUL
FİDAN KEÇECİ N.
Journal of Economics, Finance and Accounting – (JEFA), no.2, pp.461-472, 2015 (Other Refereed National Journals)
2014
2014Application Of Value At Risk Models (Var) On Insurance Claim Data
FİDAN KEÇECİ N. , SARUL L. S.
Journal of Selçuk University Natural and Applied Science, pp.87-94, 2014 (International Refereed University Journal)
2013
2013MODELING ISTANBUL STOCK EXCHANGE-100 DAILY STOCK RETURNS: A NONPARAMETRIC GARCH APPROACH
Er Ş., FİDAN N.
Journal of Business, Economics and Finance, no.2, pp.36-50, 2013 (Refereed Journals of Other Institutions)
2007
2007Portfolio Selection by Using Time Varying Covariance Matrices
Horasanlı M., FİDAN N.
Journal of Economic and Social Research, no.9, pp.1-22, 2007 (International Refereed University Journal)
Refereed Congress / Symposium Publications in Proceedings
2020
2020KRİPTOPARA DÖVİZ KURU GETİRİLERİ ÜZERİNE KARŞILAŞTIRMALI NONPARAMETRİK BİR ANALİZ
Fidan Keçeci N.
9. İstanbul Finans Kongresi (İFK-2020), İstanbul, Turkey, 5 - 06 November 2020, vol.12, no.8, pp.35-39
2020
2020Dynamic Data Envelopment Analysis of Return Performance of BIST City Indices
Erdem Demirtaş Y. , Fidan Keçeci N.
20th International Symposium on Econometrics, Operations Research and Statistics, Ankara, Turkey, 12 February 2020, pp.163
2018
2018TÜRKİYE BÖLGELER ARASI GELİR DAĞILIMI İÇİN BİR ANALİZ
FİDAN KEÇECİ N.
Global Business Research Congress (GBRC-2018), İstanbul, Turkey, 24 - 25 May 2018, vol.7, no.1, pp.139-143
2017
2017Comparison of High and Upper-Middle Income Level Countries in terms of Sustainable Energy
ACAR BOLAT B. , Fidan Keçeci N.
35th International Conference on Management, Economics & Social Science- ICMESS 2017, Berlin, Germany, 4 - 05 June 2017, pp.60-62
2017
2017Sigortacılıkta Riskin Belirlenmesinde Bir Simülasyon Uygulaması
SARUL L. S. , FİDAN KEÇECİ N. , AYDINER E.
Global İşletme Araştırmaları Kongresi, İstanbul, Turkey, 24 April - 25 May 2017, pp.8
2016
2016Veri Zarflama Analizi ve Stokastik Baskınlık Kriteri ile Finansal Getirilerde Etkinlik Ölçümü
FİDAN KEÇECİ N. , ERDEM DEMİRTAŞ Y.
Yöneylem Araştırması ve Endüstri Mühendisliği 36. Ulusal Kongresi, İzmir, Turkey, 13 - 15 July 2016, pp.135-136
2015
2015İKİNCİ DERECEDEN STOKASTİK BASKINLIK KRİTERİ İLE BORSA İSTANBUL’DA ETKİNKLİK ANALİZİ
FİDAN KEÇECİ N.
Global işletme Araştırmaları Kongresi 2015, İstanbul, Turkey, 4 June - 05 July 2015, pp.1-2
2015
2015Skew Distributions for Fitting Insurance Claims
FİDAN KEÇECİ N. , SARUL L. S.
16. Uluslararası Ekonometri, Yöneylem Araştırması ve İstatistik Sempozyumu, Edirne, Turkey, 7 - 12 May 2015, pp.393-394
2014
2014Spatial Dependence in Financial Data: Importance of the Weights Matrix
FİDAN N. , Er Ş., Bera A. K.
The VIII world conference of the Spatial Econometrics Association, Zürih, Switzerland, 11 - 13 June 2014, pp.9
2014
2014Application of Value at Risk Models (VaR) on Insurance Claim Data
FİDAN KEÇECİ N. , Sarul L. S.
9th International Statistics Day Symposium, Antalya, Turkey, 10 - 14 May 2014, pp.29
2011
2011On the Modelling Zero Mean Squared Returns in Mean Variance Portfolio
FİDAN N.
INFORMS Annual Meeting 2011, United States Of America, 1 - 04 November 2011, pp.367
2010
2010A Case Study for Portfolio Optimization with Second OrderStochastic Dominance Constraints
FİDAN N. , Uryasev S., Kuzmenko V.
INFORMS Annual Meeting 2010, United States Of America, 1 - 04 September 2010, pp.15
2010
2010Second order stochastic dominance portfolio optimization: practical experience (Invited Paper)
FİDAN N. , Uryasev S., Kuzmenko V.
7th Conference on Computational Mangement Science (CMS2010), Austria, 1 - 04 July 2010, pp.2
Books & Book Chapters
2019
2019An Analysis on Return Performances of City Indices From BIST
FİDAN KEÇECİ N. , ERDEM DEMİRTAŞ Y.
in: Advances in Global Business and Economics, Cobanoglu C., Corbacı A., Editor, Anaheı Publishing, Florida, pp.136-145, 2019
2019
2019A Short Review on Supplier Selection Problem Methods Under Uncertainty
Ahlatçıoğlu Özkök B., FİDAN KEÇECİ N.
in: Handbook of Research on Transdisciplinary Knowledge Generation, Wang V. X., Editor, Igı Global Publications, Liberty University, pp.157-168, 2019
2019
2019A Short Review on Supplier Selection Problem Methods Under Uncertainty
Ahlatçıoğlu Özkök B., FİDAN KEÇECİ N.
in: Handbook of Research on Transdisciplinary Knowledge Generation, Wang V. X., Editor, Igı Global Publications, Liberty University, pp.157-168, 2019
2013
2013A Review on Applied Data Mining Techniques to Stock Market Prediction
FİDAN N. , Ahlatçıoğlu Özkök B.
in: Enterprise Business Modeling, Optimization Techniques, and Flexible Information Systems, Papajorgji, P., Guimarães, A. M., Guarracino, M. R. , Editor, Igı Global, Hershey Pa, pp.108-126, 2013
Other Publications
Supported Projects
2020 - Continues
2020 - ContinuesARALIK TİP-2 BULANIK LİNEER PROGRAMLAMA PROBLEMİNE BİR ÇÖZÜM ÖNERİSİ
Project Supported by Higher Education Institutions
FİDAN KEÇECİ N. (Executive) , ÖZKÖK B., KÖÇKEN H.
2019 - 2021
2019 - 2021DİNAMİK VERİ ZARFLAMA ANALİZİ VE BİR UYGULAMA
Project Supported by Higher Education Institutions
ERDEM DEMİRTAŞ Y. (Executive) , FİDAN KEÇECİ N.
2017 - 2017
2017 - 2017Comparison of High Income and Upper Middle Income Level Countries in terms of Sustainable Energy
Project Supported by Higher Education Institutions
ACAR BOLAT B. (Executive) , FİDAN KEÇECİ N.
2016 - 2016
2016 - 2016VERİ ZARFLAMA ANALİZİ VE STOKASTİK BASKINLIK KRİTERİ İLE FİNANSAL GETİRİLERDE ETKİNLİK ÖLÇÜMÜ
Project Supported by Higher Education Institutions
ERDEM DEMİRTAŞ Y. (Executive) , FİDAN KEÇECİ N.
2014 - 2014
2014 - 2014Spatial Dependence in Financial Data: Importance of the Weights Matrix
Project Supported by Higher Education Institutions
FİDAN KEÇECİ N. (Executive)
2011 - 2012
2011 - 2012On the Modelling Zero Mean Squared Returns in Mean Variance Portfolio Selection
Project Supported by Higher Education Institutions
FİDAN KEÇECİ N. (Executive)
Edit Congress and Symposium Activities
2015
2015Global İşletme Araştırmaları Kongresi 2015
Attendee
İstanbul-Turkey
2014
2014The VIII World Conference of the Spatial Econometrics Association
Attendee
Zürih-Switzerland
2014
20149th International Statistics Day Symposium, 2015
Attendee
Antalya-Turkey
2013
2013BCAM/UPV-EHU Course Optimization Models and Methods with Applications in Finance
Attendee
Bilbao-Spain
2012
2012Spatial Statistics & Spatial Econometrics
Attendee
Roma-Italy
2011
2011INFORMS Annual Meeting 2010
Attendee
Austin-United States Of America
2011
2011INFORMS Annual Meeting 2013
Attendee
Charlotte-United States Of America
2010
2010