About PhiloMath

A Scientific Computing Lab For those who are fond of learning!

Welcome to FiloMath Lab Site! Below is a small description of what this site is about and a small autobiography of mine.

PhiloMath Lab

The PhiloMath Lab, in research groups, focuses on reseach in the following areas:

For the organisation of the PhiloMath Lab, check the dedicated pages, such as Organisation page or particularly the list of members for each research (or project) group.

Research Groups

You are welcome to join in any of the research groups in this PhiloMath Lab. I will try to activate and lead some projects in the near future; being a member of a group might even help you find a research topic for your academic studies (in MSc or PhD).

Please contact me for further information via e-mail at \(\text{ougur@metu.edu.tr}\) after having filled in the Google Form in advance!

Basically the research groups will study on the following:

  • Computational Finance Research Group
    • Quantitative (and possibly Algorithmic) Trading
    • Portfolio Optimisation
    • Option (Derivative) Pricing
  • Differential Equations Researh Group
    • Dynamical Systems
    • Mathematical Physics
    • Randomised and Stochastic Differential Equations
  • Optimisation and Control Research Group
    • Static and Dynamic Optimisation and Control
    • Continuous Portfolio Optimisation
    • Optimisation for (Probabilistic) Surrogate Models
  • Data Analysis Research Group
    • Machine Learning
    • (Deep) Neural Networks
    • Data Driven - Physics Informed Models

About Me (Ömür Uğur)

I was born in Istanbul in 1971. I graduated from the Department of Mathematics, Middle East Technical University (METU) and took my BS degree in 1995.

I received my MSc degree in Mathematics in 1998, with a thesis entitled “Hypervirial Analysis of Enclosed Quantum Mechanical Systems”, and my PhD degree in Mathematics, with a thesis entitled “Boundary Value Problems for Higher Order Linear Impulsive Differential Equations”, in 2003.

Presently, I am a member of the faculty at the Institute of Applied Mathematics, Middle East Technical University.

My Academic Homepage is located at ougur.iam.metu.edu.tr.

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