Talks
"Global active subspace method"
Seminar Talk, Koç University, Istanbul, Turkey, Dec 20, 2022.
"Stochastic and deterministic simulation with applications in economics and
finance"
Machine Learning and Monte Carlo Methods meet Economics and Finance Mini-Conference,
University of California Santa Barbara, Nov 28, 2022.
"Global Sensitivity Analysis and Applications"
Guest Lecture, Uppsala University, Sept 22, 2022.
"Stochastic Computing"
Guest Lecture, Uppsala University, Sept 21, 2022.
"Polynomial Chaos and Monte Carlo"
Colloquium Talk, Department of Scientific Computing,
Florida State University, October 6, 2021.
"Number sequences for simulation and derivative pricing"
Three lectures delivered at CIRM (Centre International de
Rencontres Mathematiques) Research
School on Quasi-Monte Carlo Methods and
Applications, November 2,3,5, 2020.
"Global Sensitivity Analysis of Power System Reliability"
Workshop on Energy Security and Hurricane Disaster Resilience for Florida's Power
System, Florida State University, January 21-22, 2020.
"Randomized quasi-Monte Carlo methods in global sensitivity analysis"
Plenary Talk, Ninth International Conference on Sensitivity Analysis of Model
Output, October 28-30, 2019.
"Teaching Randomness as a Computational
Tool in an Ever-Changing and Chaotic Istanbul"
Faculty Luncheon Series, Florida State University, March 20, 2018.
"Sensitivity and Robustness of Financial Models"
Joint Mathematics Meetings, San Diego, American Mathematical
Society, San Diego, CA, January 2018.
"Global Sensitivity Analysis and Model Robustness"
AMS Sectional Meeting, Indiana University, Bloomington, American
Mathematical Society, Bloomington, IN, April 2017.
"Introduction to QMC Methods, QMC techniques for problems in
finance, and randomized QMC"
Graz Summer School on
Applications of Quasi-Monte Carlo methods, Graz University of Technology,
Graz, Austria, June 12-14, 2017.
"The acceptance-rejection method for low-discrepancy sequences and
GPU computing"
Eleventh International Conference on Monte Carlo and Quasi-Monte
Carlo Methods in Scientific Computing, KU Leuven, Leuven, Belgium,
April 10, 2014;
and
Seminar talk, Department of
Mathematics, Bahcesehir University, Istanbul, Turkey, April 14,
2014.
“The Story of RASRAP”
Colloquium talk, Department of Mathematics,
Bogazici University, Istanbul, Turkey, October 10, 2012.
“Sensitivity analysis, model reduction, and model robustness”
Seminar talk, Department of Mathematics, Bahcesehir University,
Istanbul, Turkey, October 9, 2012;
and
Invited talk, Workshop on Advances in Computational Mathematics
and Engineering, In honor of the contributions of M. Y. Hussaini,
Florida State University, September 28, 2012.
“Uniform point sets and the collision test”
International Conference on Applied and Computational Mathematics,
Tenth Anniversary of the Foundation of the Institute of Applied
Mathematics, Middle East Technical University, Ankara, Turkey,
October 6, 2012.
“Monte Carlo and randomized quasi-Monte Carlo Methods on GPU”
Modeling of High-Frequency Data in Finance, Stevens Institute of
Technology, Hoboken, New Jersey, July 2012.
“Putting randomness back in quasi-Monte Carlo”
Colloquium talk, Department of Statistics, FSU, October 2011.
“Randomly permuted and random-started Halton sequences”
9th International Conference on Monte Carlo and Quasi-Monte Carlo
Methods in Scientific Computing, University of Warsaw, Warsaw,
Poland. 2010.
“Generating low-discrepancy sequences from the normal
distribution: Box-Muller or inverse transform?”
Seminar talk, University of Florida, Gainesville, FL, October 27,
2008.
“Monte Carlo, quasi-Monte Carlo, and Variance Reduction Techniques
in Financial Applications”
Seminar talk, School of Business Administration, Bilkent
University, Ankara, Turkey, May 30, 2008.
“Variance Reduction Techniques in Monte Carlo Pricing of Financial
Derivatives”
Colloquium Talk, Department of Mathematics, Bahcesehir University,
Istanbul, Turkey, May 23, 2008.
“Transformation methods and error bounds for low-discrepancy
sequences in pricing derivatives”
Institute of Applied Mathematics, Middle East Technical
University, Ankara, Turkey, April 26, 2008.
“Parameterization based on randomized quasi-Monte Carlo methods"
First International Workshop on Parallel and Distributed Computing
in Finance, IEEE International Parallel & Distributed
Processing Symposium, Miami, FL, April 18, 2008.
“Solving Linear Systems using (quasi) Monte Carlo Methods”
Department of Mathematics, University of California Irvine,
November 21, 2007.
“Quasi-Monte Carlo Error Bounds for Financial Derivatives”
Joint Applied Math/Math Finance Seminar, Department of
Mathematics, University of Southern California, November 19, 2007.
“High dimensional simulation in derivative pricing”
American Mathematical Society Spring Southeastern Meeting, Florida
International University, April 1, 2006.
“Randomized quasi-Monte Carlo Methods in Pricing Securities”
5th IMACS Seminar on Monte Carlo Methods, Florida State
University, May 16, 2005.
“What is Financial Engineering?”
Invited talk, Robert Morris University, January 28, 2005.
“Solving Math Problems by Gambling! Random Numbers, Monte Carlo
Methods, and Quasi-Monte Carlo Methods”
Undergraduate Colloquium Series, Ball State University, November
20, 2003.
“A Survey of Hybrid-Monte Carlo Methods”
4th IMACS Seminar on Monte Carlo Methods, MCM-2003, Weierstrass
Institute of Applied Analysis and Stochastics, Berlin, Germany,
15-19 September 2003.
“Randomized quasi-Monte Carlo simulation with applications to
computational finance”
5th EURO/INFORMS Joint International Meeting, Istanbul, Turkey,
July 6-10, 2003.
"Monte Carlo and quasi-Monte Carlo Methods in Computational
Finance and their Parallel Implementation"
Department of Mathematics and Statistics, and Department of
Computer Science & Systems Analysis Colloquium, Miami
University, April 10, 2003.
"The Complexity of Monte Carlo Solution of Linear Equations"
Fifth International Conference On Monte Carlo and Quasi-Monte
Carlo Methods in Scientific Computing, National University of
Singapore, Singapore, November 25-28, 2002
"Monte Carlo Methods in Computational Finance"
22nd Annual Fall Mathematics Symposium, Western Kentucky
University, October 19, 2002
"The Adventures of Happy Harry: A Talk about Randomness"
Undergraduate Colloquium Series, Ball State University, April 11,
2002.
"Randomized Quasi-Monte Carlo Methods in Option Pricing"
Southern California Probability Symposium, University of
California at Irvine, Nov 10-11, 2001.
“Solving Large Linear Systems using Monte Carlo Methods”
Scientific Computing/ Computational Mathematics Program, Stanford
University, February 5, 2001, and Department of Computer Science,
University of California Santa Barbara, January 31, 2001.
"Parallel Quasi-Monte Carlo Applications on a Heterogeneous
Cluster"
Fourth International Conference on Monte Carlo and Quasi-Monte
Carlo Methods in Scientific Computing, Hong Kong Baptist
University, Hong Kong, China, November 27 - December 1, 2000.
"Monte Carlo, quasi-Monte Carlo, and hybrid-Monte Carlo Methods in
Computational Finance: Their Current Use and Possible Future
Directions"
Math Finance Seminar Series, University of Southern California,
October 9, 2000.
"Random Sampling From Low-Discrepancy Sequences: Preliminary
Report"
AMS Session on Numerical Analysis, Joint Mathematics Meetings,
Washington, D.C, January 19-22, 2000.
"Lies and Statistics"
Undergraduate Colloquium Series, Ball State University, Fall 1999.
"High Dimensional Simulation"
Second IMACS Seminar on Monte Carlo Methods, Varna, Bulgaria, June
7-11, 1999.
"Latin Squares: A Thirty Minute Journey in Statistics, Algebra,
and Coding Theory"
Undergraduate Colloquium Series, Ball State University, Spring
1999.
"Monte Carlo Methods and Mathematical Finance"
Series of three lectures at the Mathematical Finance Seminar, Ball
State University, Fall 1998.
"Mixed (s,d) sequences: Theory and Applications"
Third International Conference on Monte Carlo and Quasi-Monte
Carlo Methods in Scientific Computing, Claremont Graduate
University, Claremont, California, 22-26 June, 1998
"High Dimensional Simulation"
Workshop on High Performance Monte Carlo Tools, Stennis Space
Center, Mississippi, April 24-25, 1998.
"The Mathematics Behind the Nobel Prize: The Black-Scholes-Merton
Pricing Formula for Financial Options"
Department of Mathematical Sciences Colloquium Lectures,
University of Alaska Fairbanks, February 19, 1998.
"Mathematical Simulation"
Math Club, University of Alaska Fairbanks, November 12, 1997.
"Error Estimation for Quasi-Monte Carlo Methods"
University of Alaska Fairbanks Statistics Seminar, October 2, 9
and 16, 1997.
"Applications of Hybrid-Monte Carlo Methods"
Arctic Region Super Computing User Forum, University of Alaska
Fairbanks, October 13, 1997.
"Simulation in High Dimensions: Hybrid-Monte Carlo Methods with
Applications to Numerical Integration and Mathematical Finance"
Department of Mathematical Sciences Colloquium Lectures,
University of Alaska Fairbanks, September 25, 1997.
"Hybrid-Monte Carlo Methods"
Applied Mathematics Seminar, The Claremont Graduate School, April
14, 1997.
“Variation in the Measure Sense and Error Reduction Techniques in
Quasi-Monte Carlo Integration”
Seminar on Monte Carlo and Quasi-Monte Carlo Methods, The
Claremont Graduate School, February 1997.
"Discrepancy of Mixed(s,d) Sequences"
Seminar on Monte Carlo and Quasi-Monte Carlo Methods, The
Claremont Graduate School, January 1997.
"A New Hybrid-Monte Carlo Method Applied To Problems from
Mathematical Finance and Transport Theory"
Second International Conference on Monte Carlo and Quasi-Monte
Carlo Methods in Scientific Computing, University of Salzburg,
Austria, 9-12 July, 1996.