Melih Iseri

Work Experience

2023- Assistant Professor of Mathematics (non-tenure track), University of Michigan, Mathematics.

2017-2023, Ph.D University of Southern California, Mathematics.
Advisor: Prof. Jianfeng Zhang
2012-2017, B.S. Bogazici University, Physics.
Advisor: Prof. Muhittin Mungan

Mean field games, set valued analysis, stochastic controls, mathematical finance

2023 University of Michigan, Financial and Actuarial Mathematics, Set Valued HJB Equations
2023 Defense at USC, Set Values for Mean Field Games and Set Valued PDEs Youtube Slides
2023 Western Conference on Mathematical Finance 11, Set Valued HJB Equations
2023 Columbia University, Mathematical Finance Seminar Series, Set Valued HJB Equations
2022 University of Michigan, Financial and Actuarial Mathematics, Set Valued HJB Equations
2022 USC Probability and Statistics Seminar, Set Valued HJB Equations Youtube
2022 5th International Conference on Set Optimization with Applications to Economics, Set Valued HJB Equations
2021 USC Probability and Statistics Seminar, Set Value of Mean Field Games Youtube
2021 6th Berlin Workshop for Young Researchers in Math Finance, Set Value of Mean Field Games
2021 SIAM Conference on Financial Mathematics and Engineering, Set Value of Mean Field Games
2016 Warsaw School of Statistical Physics, Depinning as a Coagulation Process
2015 APS Mirror Conference, Istanbul, Depinning and the Smoluchowski Equation
2014 21^th Statistical Physics Days, Kayseri, Numerical Study of Avalanche Sizes in a Model Exhibiting Dynamic Criticality
2014 APS Mirror Conference, Istanbul, Study of Avalanche Sizes in a Model Exhibiting Dynamic Criticality

Languages Python, LaTeX, C, Matlab, Django, Html/CSS
Python Library D. Kaspar and M. Iseri. kmtoy: Python package for 'Depinning as a coagulation process'. (2016) DOI: 10.7301/Z0668B3H.

View PDF Download PDF