Pareto Active Learning with Gaussian Processes and Adaptive Discretization. - Andi Nika; Kerem Bozgan; Çagin Ararat; Cem Tekin (CoRR, 2020)

Portfolio optimization with two coherent risk measures. - Tahsin Deniz Aktürk; Çagin Ararat (J. Glob. Optim., 2020)

A Norm Minimization-Based Convex Vector Optimization Algorithm. - Çagin Ararat; Firdevs Ulus; Muhammad Umer (J. Optim. Theory Appl., 2022)

Vector Optimization with Stochastic Bandit Feedback. - Çagin Ararat; Cem Tekin (AISTATS, 2023)

Computation of Systemic Risk Measures: A Mixed-Integer Programming Approach. - Çagin Ararat; Nurtai Meimanjan (Oper. Res., 2023)

Geometric Duality Results and Approximation Algorithms for Convex Vector Optimization Problems. - Çagin Ararat; Simay Tekgül; Firdevs Ulus (SIAM J. Optim., 2023)

Learning the Pareto Set Under Incomplete Preferences: Pure Exploration in Vector Bandits. - Efe Mert Karagözlü; Yasar Cahit Yildirim; Çagin Ararat; Cem Tekin (AISTATS, 2024)

Vector Optimization with Gaussian Process Bandits. - Ilter Onat Korkmaz; Yasar Cahit Yildirim; Çagin Ararat; Cem Tekin (CoRR, 2024)

VOPy: A Framework for Black-box Vector Optimization. - Yasar Cahit Yildirim; Efe Mert Karagözlü; Ilter Onat Korkmaz; Çagin Ararat; Cem Tekin (CoRR, 2024)

Short Communication: On the Separability of Vector-Valued Risk Measures. - Çagin Ararat; Zachary Feinstein (SIAM J. Financial Math., 2024)

Convergence Analysis of a Norm Minimization-Based Convex Vector Optimization Algorithm. - Çagin Ararat; Firdevs Ulus; Muhammad Umer (SIAM J. Optim., 2024)

MAD risk parity portfolios. - Çagin Ararat; Francesco Cesarone; Mustafa Çelebi Pinar; Jacopo M. Ricci (Ann. Oper. Res., 2024)

Beyond Grids: Multi-objective Bayesian Optimization With Adaptive Discretization. - Andi Nika; Sepehr Elahi; Çagin Ararat; Cem Tekin (Trans. Mach. Learn. Res., 2025)