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

CV || Personal Web Page || Git-Hub

    

     

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:

  • 2020-             Associate Professor, Department of Statistics, METU
  • 2017-             Associate Professor, YÖK
  • 2015-2020      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: 

  • Has the Last Super Cycle in Crude Oil Price Ended? A Maximum Drawdown Approach using Fractional Brownian Motion, Applied Stochastic Models in Business and Industry, 2024.
  • Stopping Levels for a Spectrally Negative Markov Additive Process, Communications in Mathematics and Statistics, 2024.
  • An Optimal Stopping Problem for Spectrally Negative Markov Additive Processes, Stochastic Processes and their Applications, 150, 1109–1138, 2022.
  • Analysis of Confidence Levels and Application Success Rates in Simulator-Based Dental Anesthesia Education among Undergraduate Dental Students, Journal of Oral and Maxillofacial Surgery, 79(6), 1236.e1–1236.e7, 2021.
  • A Study on the Discretization of Fractional Brownian Motion, AIP Conference Proceedings, 2293(1), 180013, 2020.
  • Maximum Drawdown and Drawdown Duration of Spectrally Negative Lévy Processes Decomposed at Extremes, Journal of Theoretical Probability, 2020.
  • An Improved Textbook Rule on the Mean-Median Inequality for Discrete Data, Turkiye Klinikleri Journal of Biostatistics, 12(2), 2020.
  • Kesikli Veriler İçin Ortalama-Ortanca Eşitsizliği Üzerine İyileştirilmiş Bir Ders Kitabı Kuralı, Türkiye Klinikleri Biyoistatistik Dergisi, 12(2), 2020.
  • The W, Z Scale Functions Kit for First Passage Problems of Spectrally Negative Lévy Processes, and Applications to Control Problems, ESAIM: Probability and Statistics, 24, 454–525, 2019.
  • Accuracy of Two Different Voxel Sizes for Presurgical Evaluation of Mandibular Osteotomy, Journal of Stomatology, Oral and Maxillofacial Surgery, 2019.
  • The W,Z/ν,δ Paradigm for the First Passage of Strong Markov Processes without Positive Jumps, Risks, 7(1), 2019.
  • Parameter Estimation in Merton Jump Diffusion Model, PQDT-Global, 2019.
  • Maximum Loss and Maximum Gain of Spectrally Negative Lévy Processes, Extremes, 20(2), 301–308, 2017.
  • Anatomy of Correlational Magnitude Transformations in Latency and Discretization Contexts in Monte-Carlo Studies, in Monte-Carlo Simulation-Based Statistical Modeling, 59–84, 2017.
  • Examination and Parameter Estimation of Single-Species Population Models in the Presence of Randomness and Delay, 2016.
  • Estimation of the Relation Between the Maximum Loss of Fractional Brownian Motion and Its Duration Using SMARS Method, 2016.
  • ‘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
  • '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 & Honors: 

Grants

  • Kesirli Brown Hareketinde ve Levy Süreçlerinde En Büyük Kaybın Dağılımsal Özellikleri

    TUBITAK Project 3501, 2011-2014 VARDAR ACAR C. (Executive)

  • Levy Süreçlerinde En Büyük Artıs/Düsüs Degerleri Ile Sürelerinin Birlikte Dagılımları Ve Varlık/Sigorta Fiyatlarına Uygulama

    TUBITAK Project , 1001 - Program for Supporting Scientific and Technological Research Projects VARDAR ACAR C. (Executive), Çağlar M., Ünalmış İ.

  • 2018 - 2020 Levy ve Difüzyon Modelleri Altında Varlık Fiyatlarında En Büyük Düşüş Süresi Dağılımı ve Beklenen Değeri

    TÜBİTAK International Bilateral Joint Cooperation Program Project , Bosphorus Program with Ministry of Foreign Affairs of France Vardar Acar C. (Executive), Avram F.

  • 2016 - 2019 Levy Süreçlerinin Yörünge Özellikleri ve En Büyük Kayıp ve En Büyük Kazancın Birlikte Dağılımları

    Project Supported by Higher Education Institutions , BAP Other VARDAR ACAR C. (Executive), Çağlar M.

     


Son Güncelleme:
11/11/2025 - 13:03