About PhiloMath

For those who are fond of learning!

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

Research Groups & Labs

You are welcome to join in any of the research groups and labs I will try to activate and lead 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 after having filled in the Google Form in advance!

Basically these research groups and labs will study on the following:

  • Computational Finance
    • Quantitative Trading
    • Portfolio Optimisation
    • Option Pricing
  • Differential Equations
    • Mathematical Physics
    • Randomised and Stochastic Differential Equations
  • Optimisation and Control
    • Continuous Portfolio Optimisation
    • Optimisation for (Probabilistic) Surrogate Models
  • Data Analysis
    • 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.