2023-
Assistant Professor of Mathematics (non-tenure track),
University of Michigan, Mathematics.
Education
2017-2023, Ph.D
University of Southern California,
Mathematics. Advisor: Prof. Jianfeng Zhang
2012-2017, B.S.
Bogazici University, Physics.
Advisor: Prof. Muhittin Mungan
Research Interests
Games,
learning, geometric set valued analysis, stochastic
controls, mathematical finance
Award
2022
USC Math Research Award [Edward and Dolores Blum]
Service
2025
Admissions Committee, Quantitative Finance and Risk
Management M.S. Program, University of Michigan
Supervising
Neil Mascarenhas
Refereed for
Numerical Algebra, Control and
Optimization Stochastic and Dynamics Applied
Mathematics and Optimization SIAM Journal on
Financial Mathematics Stochastics Dynamic Games
and Applications
Presentations
2025SIAM Financial Mathematics and Engineering
Set Valued PDEs and Games Slides
2025Byrne Conference on Stochastic Analysis in Finance
and Insurance,
The Learning Approach to Games
Slides
2025Temple University,
Set Valued PDEs and Games Slides
2025University of Michigan, Financial and Actuarial
Mathematics,
The Learning Approach to Games Slides
2024Rutgers University, Equilibrium Summer School,
Set Valued HJB Equations
2024SIAM Annual Meeting,
Set Valued HJB Equations
2024UBC, New Trends and Challenges in Stochastic Differential
Games Workshop,
Set Valued HJB Equations
2023Florida State University, Financial Mathematics
Seminar,
Set Values of Mean Field Games
2023University 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
2023Western Conference on Mathematical Finance 11,
Set Valued HJB Equations
2023Columbia University, Mathematical Finance Seminar Series,
Set Valued HJB Equations
2022University of Michigan, Financial and Actuarial Mathematics,
Set Valued HJB Equations
2022USC Probability and Statistics Seminar,
Set Valued HJB Equations Youtube
20225th International Conference on Set Optimization with
Applications to Economics,
Set Valued HJB Equations
2021USC Probability and Statistics Seminar,
Set Value of Mean Field Games Youtube
20216th Berlin Workshop for Young Researchers in
Math Finance,
Set Value of Mean Field Games
2021SIAM Conference on Financial Mathematics and
Engineering,
Set Value of Mean Field Games
2016Warsaw School of Statistical Physics,
Depinning as a Coagulation Process
2015APS Mirror Conference, Istanbul,
Depinning and the Smoluchowski Equation
2014
21thStatistical Physics Days,
Kayseri, Numerical Study of Avalanche Sizes in a
Model Exhibiting Dynamic Criticality
2014APS Mirror Conference, Istanbul,
Study of Avalanche Sizes in a Model
Exhibiting Dynamic Criticality
Computer Skills
Python Library
D. Kaspar and M. Iseri. kmtoy: Python
package for 'Depinning as a coagulation process'.
(2016)
DOI: 10.7301/Z0668B3H.
