Arman Boyacı, PhD

  • Interested in building algorithmic solutions for prediction and decision problems.
  • Director of Quantitative Research (Data Science) at miks.
  • PhD from Bogazici University in Industrial Engineering.

Notebooks and Articles

investment asset management analytics
How to Measure The Performance of a Fund Manager?

Investors are desperately looking for talented fund managers. The best manager may not be the one at the of top of a return-sorted table, but measuring performance is much more complex. In this short-guide, we present the state-of-the-art approach and talk about some of the practical issues.

covid-19 graph theory
Optimum Way of Restricting Mobility between Cities

In April, 4th 2020, to fight against Covid-19 spread, Turkey prohibited all entrances and exits of some of the biggest cities. If you live in a city that all other cities in the neighborhood are blocked then you are also. So a country does not need to block all cities for a complete inter-city mobility ban. What is the least number of cities to be blocked for a complete ban?

investment portfolio analytics
Calculating the Market Value of a Portfolio over time using Python Pandas

We trade assets to make investments. The market value of an asset changes over-time, so our portfolio. We calculate these values give a list of trades.

asset allocation bayesian statistics portfolio optimization
The Bayesian Way of Combining Return Estimations

The Black-Litterman model is a portfolio allocation framework in which asset returns are based on market equilibrium returns adjusted by subjective forecasts called views.