FACULTY of ARTS AND SCIENCESDEPARTMENT OF STATISTICS


CEREN VARDAR ACAR

Picture of the person
Assoc. Prof. CEREN VARDAR ACAR
Room No: 
132
Telephone: 
+90 (312) 210-2962
Fax No: 
+90 (312) 210-2959
E-mail: 
cvardar@metu.edu.tr
Education: 
  • PhD: Department of Mathematics and Statistics, Bowling Green State University, USA, 2002-2008

  • MSc: Department of Statistics, Middle East Technical University, Türkiye, 2000-2002

  • BSc: Department of Statistics, Middle East Technical University, Türkiye, 1995-1999


Academic and Professional Experience:


  • 2015-              Assistant Professor, Department of Statistics, METU

  • 2011- 2015     Assistant Professor, Department of Mathematics, TOBB ETU

  • 2009- 2011     Instructor, Department of Mathematics, TOBB ETU

  • 2008               Fall Semester, Part-time Instructor, Department of Statistics, METU     

  • 2007-2008     Spring Semester, Instructor, Department of Mathematics, Owens Community College, USA  

  • 2002-2007      Teaching Assistant, Department of Mathematics and Statistics, BGSU, USA

  • 2000-2002      Teaching Assistant, Department of Statistics, METU


Administrative Duties


  • 2013-2015 Co-Head of Department of Mathematics, TOBB ETU

  • 2010-2015 Coordinator of Service Courses Provided to the Departments Other Than Mathematics Department, Department of Mathematics, TOBB ETU

Research Interests: 
  • Stochastic Processes and Their Path Properties

  • Asymptotical Distributions

  • Extreme Values and Risk Management

  • Financial Mathematics/Statistics

  • Stochastic Population Dynamics

Selected Publications: 
  • ‘Continuous Stochastic Population Models and Delay Effect’ with Yeliz Yolcu Okur (In progress)
  • 'Estimation of Duration of Maximum Loss of fractional Brownian motion' (In progress) with Elçin Kartal
  • 'Duration of Supercycles in Oil Prices' In progress with Pınar Erdem and İbrahim Ünalmış 
  • 'Path Decomposition of Spectrally Negative Levy Processes through their extreme values' (In progress) with Mine Çağlar
  • 'Maximum loss and maximum gain of spectrally negative Levy processes', with Mine Çağlar, Extremes, DOI: 10.1007/s10687-016-0279-8
  • 'Anatomy of Correlational Magnitude Transformations in Latency and Discretization Contexts in Monte-Carlo Studies' Book Chapter with Hakan Demirtaş (2017)
  • ‘Bounds On the Expected Value of Maximum Loss of Fractional Brownian Motion,’ with Hatice Bulut, Statistics and Probability Letters, Vol 104, 117-122, 2015
  • ‘Estimation of Hurst Parameter of Fractional Brownian Motion using CMARS Method’ with Fatma Yerlikaya Ozkurt, Yeliz Yolcu Okur and Gerhard Wilhelm Weber, Journal of Computational and Applied Mathematics, Vol 259, Part B, 843-850, 2014
  • ‘Distribution of Maximum Loss of Fractional Brownian Motion with Drift’ with Mine Caglar, Statistics and Probability Letters, Vol 83, Issue 12, 2729-2734, 2013
  • ‘On the correlation of the supremum and the infimum and of maximum gain and maximum loss of  Brownian motion with drift’ with Craig L. Zirbel, Gabor J. Szekely, Journal of Computational and Applied Mathematics, Vol 248, 61-75, 2013
  • ‘Results On the Supremum of Fractional Brownian Motion’ Hacettepe Journal of Mathematics and Statistics, Vol 40(2), 255-264, 2011
  • Comparing methods of estimation in non-normal samples" Proc. 5th International Statistical Conference, Lahore, January 23-25, Vol. 17, 7-14, 2009
Scholarships & Awards & Honers: 

Grants

  • ‘Distributional Properties of Maximum Loss of Fractional Brownian Motion and Levy Processes’ Tubitak, 3501, 2011-2014