Subasi, Ersoy

Assistant Professor
Engineering Systems

Personal Overview

My research can be categorized into three main strands: stochastic programming, financial mathematics, and data mining. Undoubtedly, these are exciting times for these fields, clearly seen by numerous scholarly articles published in both journals and conference proceedings in the past few years. I believe operations researchers can play an important role as catalysts for large-scale investigations that occur in interdisciplinary research. My goal as an operations researcher is to be able to initiate and provide commonality through theory to investigations requiring components which are specialized and often disparate.

Working on various interdisciplinary projects has given me a taste of how thrilling it is to apply my mathematical and computational skills to solve challenging real life problems. I value and enjoy collaborative and interdisciplinary research. I am also eager to be involved in joint industry-university projects.

Educational Background

Post-doc, RUTCOR, Rutgers Center for Operations Research, August 2007 - June 2010

  • Rutgers, The State University of New Jersey, USA
  • Post-doc Mentor: Dr. Andras Prekopa
  • Area of Study: Stochastic Programming

Ph.D., RUTCOR, Rutgers Center for Operations Research, January 2007

  • Rutgers, The State University of New Jersey, USA
  • Dissertation: Sharp Bounds for Expectations and Probabilities in a Distribution with Given Shape Information
  • Advisor: Dr. Andras Prekopa
  • Area of Study: Stochastic Programming

M.B.A., School of Economics and Administrative Sciences, June 1999

  • Akdeniz University, Antalya, TURKEY
  • Thesis: Interior Point Algorithms for Large Scale Portfolio Optimization
  • Advisor: Professor Ayse Kuruuzum
  • Area of Study: Quantitative Methods

B.S., Mathematics, June 1996

  • Cukurova University, Adana, TURKEY
  • Minor degree in Education, June 1996

Recognition & Awards

Embry-Riddle Aeronautical University, Daytona Beach, FL, USA

  • ERAU Internal Research Grant, PI (co-PI: Hong Liu),$12,000, June 2013-June 2014
  • ERAU Summer Research Grant, PI, $5,000, Summer 2013

Rutgers, The State University of New Jersey, Piscataway, NJ, USA

  • Research/Teaching Assistantship, 2004-2006
  • Supported by National Science Foundation and National Institutes of Health Research Grants

Akdeniz University, Antalya, TURKEY

  • Scholarship awarded by Turkish Higher Education Council for graduate study, 2000-2004
  • Research/Teaching Assistantship, 1996-2000 

Current Courses

Fall 2015

  • Project Engineering (ENM 5200/SYS 4200)
  • Quality Engineering (ENM 5100/ORP 5040/SYS 4100)

Professional Experience

  • Assitant Professor, Department of Engineering Systems, Florida Institute of Technology, Melbourne, FL, August 2015 - present
  • Assistant Professor, Department of Mathematics, Embry-Riddle Aeronautical University, Daytona Beach, FL, August 2012 - May 2015
  • Adjunct Professor, Department of Mathematical Sciences, Florida Institute of Technology, Melbourne, FL, August 2011 - May 2012
  • Visiting Researcher/Postdoc, RUTCOR, Rutgers Center for Operations Research, Piscataway, NJ, August 2007 - June 2010
  • Faculty, School of Economics and Administrative Sciences, Akdeniz University, Antalya, TURKEY, December 2006 - January 2009
  • Graduate/Teaching Assistant, Rutgers, The State University of New Jersey, Piscataway, NJ, January 2000 - December 2006
  • Research/Teaching Assistant, School of Economics and Administrative Sciences, Akdeniz University, Antalya, TURKEY, September 1996 - December 1999

Additional Duties

Co-organizer

  • Minisymposium, 38th Annual SIAM Southeastern Atlantic Section Conference, Melbourne, FL

Referee

  • 2014 SIAM M3 Mathematical Modeling Challenge
  • 2015 SIAM M3 Mathematical Modeling Challenge
  • Journal of Neural, Parallel, and Scientific Computations
  • Annals of Operations Research (ANOR)
  • Discrete Applied Mathematics (DAM)
  • Data & Knowledge Engineering (DKE)
  • Communications in Statistics - Theory and Methods

Selected Publications

Publications
  • A Classification Model to Predict the Rate of Decline of Kidney Function, Frontiers in Medicine 4 (2017), 97-106. Available online at http://journal.frontiersin.org/article/10.3389/fmed.2017.00097. DOI=10.3389/fmed.2017.00097 (with M.M. Subasi, P.L. Hammer, J. Roboz, V. Anbalagan, M. Lipkowitz)
  • New bounds for the probability that at least k-out-of-n events occur with unimodal distributions, Discrete Applied Mathematics 226 (2017), 138-157 (with M.M. Subasi, A. Binmahfoudh, A. Prekopa)
  • A Classification Model to Predict the Rate of Decline of Kidney Function, Proceedings of 2016 International Symposium on Artificial Intelligence and Mathematics, Fort Lauderdale, FL. Available online at http://isaim2016.cs.virginia.edu/papers.html (with M.M. Subasi, J. Roboz, V. Anbalagan, M. Lipkowitz, and P.L. Hammer)
  • Pattern-based Classification and Survival Analysis of Chronic Kidney Disease, Proceedings of 2016 International Symposium on Artificial Intelligence and Mathematics, Fort Lauderdale, FL. Available online at http://isaim2016.cs.virginia.edu/papers.html (with M.M. Subasi, M. Moreno, T. Bain, M.M. Moreno, K. Carroll, E. Cunningham, and M. Lipkowitz)
  • A regression model to investigate the performance of Black-Scholes using macroeconomic predictors, International Journal of Mathematics Trends and Technology (2014), 5, 108–111 (with T.A. Smith, A.M. Rattansi)
  • A new imputation method for incomplete binary data, Discrete Applied Mathematics (2011), 159, 1040–1047 (with M. Subasi, M. Anthony, and P.L. Hammer)
  • On strong unimodality of multivariate discrete distributions, Discrete Applied Mathematics (2009), 157 (2), 234–246 (with A. Prekopa, M. Subasi)
  • Using a similarity measure for credible classification, Discrete Applied Mathematics (2009), 157 (5) 1104–1112 (with M. Anthony, P.L. Hammer, M. Subasi)\
  • Discrete moment problems with distributions known to be unimodal, Mathematical Inequalities and Applications (2009) 12 (3), 587-610 (with A. Prekopa, M. Subasi). Available as RUTCOR Research Report RRR 15-2007
  • Sharp bounds for the probability of the union of events under unimodality condition, European Journal of Pure and Applied Mathematics (2008) 1, 60–81 (with A. Pr´ekopa, M. Subasi). Honorary invited paper.
  • Maximization of a strongly unimodal multivariate discrete distribution, RUTCOR Research Report RRR 12-2009 (with A. Prekopa, M. Subasi)
  • Sharp bounds for probabilities with given shape information, RUTCOR Research Report RRR 4-2006 (with A. Prekopa, M. Subasi)
  • Discrete moment problem with given shape of the distribution, RUTCOR Research Report RRR 41-2005 (with A. Prekopa, M. Subasi)

Working Papers

  • Pattern-Based Survival Analysis of Chronic Kidney Disease (M. Subasi, M. Moreno, T. Bain, M. Lipkowitz)
  • Approximation of the European Option Call Price (with A. Binmahfoudh, A. Prekopa, M. Subasi)
  • Two-stage bond portfolio optimization problem with random bond prices (with A. Prekopa)
  • Estimation of the Distribution of Total Claim in an Insurance Problem (with A. Prekopa, M. Subasi)
  • Using Discrete Moment Problem to Estimate the Length of Critical Path (with A. Prekopa, M. Subasi)
  • Outlier detection using Boolean similarity measure (with M. Anthony, M. Subasi)