Assoc. Prof.

Neslihan FİDAN KEÇECİ


School of Business

Department of Business Administration

Department of Quantitative Methods

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

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 Journals That Entered SCI, SSCI and AHCI Indexes

2016

2016

Portfolio 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) identifier

Articles Published in Other Journals

2020

2020

Covid-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) Sustainable Development

2020

2020

The 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

2018

Risk-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) Creative Commons License Sustainable Development

2017

2017

OTOREGRESİF 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) Creative Commons License

2016

2016

Spatial 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

2015

SECOND 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

2014

Application 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

2013

MODELING 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

2007

Portfolio 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

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

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

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

2019

A 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

2013

A 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

Supported Projects



Edit Congress and Symposium Activities

2015

2015

Global İşletme Araştırmaları Kongresi 2015

Attendee

İstanbul-Turkey

2014

2014

The VIII World Conference of the Spatial Econometrics Association

Attendee

Zürih-Switzerland

2014

2014

9th International Statistics Day Symposium, 2015

Attendee

Antalya-Turkey

2013

2013

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

Attendee

Bilbao-Spain

2012

2012

Spatial Statistics & Spatial Econometrics

Attendee

Roma-Italy

2011

2011

INFORMS Annual Meeting 2010

Attendee

Austin-United States Of America

2011

2011

INFORMS Annual Meeting 2013

Attendee

Charlotte-United States Of America

2010

2010

Computational Management Science (CMS) 2010

Attendee

Viyana-Austria

Citations

Total Citations (WOS): 1

h-index (WOS): 1