Assoc. Prof. Neslihan FİDAN KEÇECİ


School of Business, Department of Business Administration

Department of Quantitative Methods


Research Areas: Social Sciences and Humanities, Econometrics, Operational Research, Statistics, Mathematics, Numerical Analysis, Natural Sciences

Email: neslihan@istanbul.edu.tr
Office Phone: +90 212 473 7070 Extension: 18256
Web: http://scholar.google.com/citations?user=zLVjzHgAAAAJ
Office: IF A103
Address: İ.Ü. İşletme Fakültesi Avcılar Kampüsü Avcılar İstanbul Türkiye

Metrics

Publication

33

Citation (WoS)

1

H-Index (WoS)

2

Project

8
UN Sustainable Development Goals

Education Information

2005 - 2011

2005 - 2011

Doctorate

Istanbul University, Sosyal Bilimler Ensitüsü, Sayısal Yöntemler Anabilim Dalı, Turkey

2003 - 2005

2003 - 2005

Postgraduate

Istanbul University, Sosyal Bilimler Ensitüsü, Sayısal Yöntemler Anabilim Dalı, Turkey

2002 - 2003

2002 - 2003

Masters (Non-Thesis)

Istanbul University, School Of Business, Bilimsel Hazırlık Programı, Turkey

1996 - 2001

1996 - 2001

Undergraduate

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 - Continues

Associate Professor

Istanbul University, School of Business, Department of Business Administration

2017 - 2022

2017 - 2022

Assistant Professor

Istanbul University, School of Business, Department of Business Administration

2011 - 2017

2011 - 2017

Research Assistant PhD

Istanbul University, School of Business, Department of Business Administration

2012 - 2012

2012 - 2012

Research Assistant PhD

University of Illinois at Urbana-Champaign, Economics, Economics

2002 - 2011

2002 - 2011

Research Assistant

Istanbul University, School of Business, Department of Business Administration

2008 - 2009

2008 - 2009

Research Assistant

University of Florida, Industrial And Systems Engineering, Risk Management And Financial Engineering Lab

Non Academic Experience

2012 - 2012

2012 - 2012

Misafir Öğretim Üyesi

University of Il inois at Urbana-Champaign, Economics, Economics

2008 - 2009

2008 - 2009

Misafir Öğretim Üyesi

University of Florida, Industrial Engineering Department, Risk Management and Financial Engineering Lab

Courses

Postgraduate

Postgraduate

Machine Learning

Undergraduate

Undergraduate

Operations Research

Undergraduate

Undergraduate

Operations Research

Undergraduate

Undergraduate

OPERATIONS RESEARCH

Undergraduate

Undergraduate

Temel Matematik II

Undergraduate

Undergraduate

Makine Öğrenmesi

Undergraduate

Undergraduate

Business Mathematics

Postgraduate

Postgraduate

İş Analitiğinde Matematik Modeller

Undergraduate

Undergraduate

Business Mathematics

Postgraduate

Postgraduate

Quantitative Decision Making Models

Postgraduate

Postgraduate

Bilgisayar Destekli Karar Verme Analizi

Undergraduate

Undergraduate

Introduction to R and Decision Models

Undergraduate

Undergraduate

Business Mathematics

Postgraduate

Postgraduate

Statistics

Postgraduate

Postgraduate

Statistics

Undergraduate

Undergraduate

Business Mathematics

Undergraduate

Undergraduate

Diferansiyel ve Fark Denklemleri

Articles Published in Other Journals

Refereed Congress / Symposium Publications in Proceedings

2020

2020

KRİPTOPARA 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

2020

Dynamic 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

2018

TÜRKİYE 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 Sustainable Development

2017

2017

Comparison 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

2017

Sigortacılıkta 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

2016

Veri 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

2015

İKİNCİ 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

2015

Skew 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

2014

Spatial 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 Sustainable Development

2014

2014

Application 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

2011

On 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

2010

A 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

2010

Second 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

2021

2021

STOKASTİK BASKINLIK KRİTERİ İLE KRİPTO PARA GETİRİLERİ PİYASA RİSKLERİNİN KARŞILAŞTIRILMASI

FİDAN KEÇECİ N.

in: FİNANS ALANINDA UYGULAMALI GÜNCEL ÇALIŞMALAR NİCEL KARAR YÖNTEMLERİ, İŞLETME, İKTİSAT VE EKONOMETRİ PERSPEKTİFİNDEN, Eda Fendoğlu, Editor, Nobel Akademik Yayıncılık, Ankara, pp.23-40, 2021

2020

2020

Value at Risk - with R applications

Fidan Keçeci N.

Kriter Yayınevi, İstanbul, 2020

2019

2019

An 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

2019

A Short Review on Supplier Selection Problem Methods Under Uncertainty

ÖZKÖK B., FİDAN KEÇECİ N.

in: Handbook of Research on Transdisciplinary Knowledge Generation, Victor X. Wang, Editor, IGI GLOBAL, pp.157-168, 2019

2016

2016

Portfolio Optimization with the Second-Order Stochastic Dominance Constraints and Portfolios Dominating Indices

FİDAN KEÇECİ N., Kuzmenko V., Uryasev S.

in: Robustness Analysis in Decision Aiding, Optimization, and Analytics, Michael Doumpos, Constantin Zopounidis, Evangelos Grigoroudis, Editor, Springer International Publishing, pp.285-298, 2016

2013

2013

A Review on Applied Data Mining Techniques to Stock Market Prediction (Chapter 9)

FİDAN KEÇECİ N., ÖZKÖK B.

in: Enterprise Business Modeling Optimization Techniques and Flexible Information Systems, Petraq Papajorgji (Canadian Institute of Technology, Albania), Alaine Margarete Guimarães (State University of Ponta Grossa, Brazil) and Mario R. Guarracino (Italian National Research Council, Italy), Editor, IGI Global, Hershey, pp.108-126, 2013

Supported Projects

2020 - Continues

2020 - Continues

ARALIK 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 - 2021

DİNAMİK VERİ ZARFLAMA ANALİZİ VE BİR UYGULAMA

Project Supported by Higher Education Institutions

FİDAN KEÇECİ N.

2017 - 2017

2017 - 2017

Comparison 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.

2015 - 2015

2015 - 2015

ISTQL 2015

Other International Funding Programs

FİDAN KEÇECİ N.

2014 - 2014

2014 - 2014

Spatial Dependence in Financial Data: Importance of the Weights Matrix

Project Supported by Higher Education Institutions

FİDAN KEÇECİ N. (Executive)

2011 - 2012

2011 - 2012

On the Modelling Zero Mean Squared Returns in Mean Variance Portfolio Selection

Project Supported by Higher Education Institutions

FİDAN KEÇECİ N. (Executive)


Congress and Symposium Activities

01 June 2015 - 01 June 2015

01 June 2015 - 01 June 2015

Global İşletme Araştırmaları Kongresi 2015

Attendee

İstanbul-Turkey

01 June 2014 - 01 June 2014

01 June 2014 - 01 June 2014

The VIII World Conference of the Spatial Econometrics Association

Attendee

Zürih-Switzerland

01 May 2014 - 01 May 2014

01 May 2014 - 01 May 2014

9th International Statistics Day Symposium, 2015

Attendee

Antalya-Turkey

01 February 2013 - 01 February 2013

01 February 2013 - 01 February 2013

BCAM/UPV-EHU Course Optimization Models and Methods with Applications in Finance

Attendee

Bilbao-Spain

01 May 2012 - 01 May 2012

01 May 2012 - 01 May 2012

Spatial Statistics & Spatial Econometrics

Attendee

Roma-Italy

01 November 2011 - 01 November 2011

01 November 2011 - 01 November 2011

INFORMS Annual Meeting 2010

Attendee

Austin-United States Of America

01 November 2011 - 01 November 2011

01 November 2011 - 01 November 2011

INFORMS Annual Meeting 2013

Attendee

Charlotte-United States Of America

01 July 2010 - 01 July 2010

01 July 2010 - 01 July 2010

Computational Management Science (CMS) 2010

Attendee

Viyana-Austria

Citations

Total Citations (WOS): 16

h-index (WOS): 2