Hi, I'm Özge Şahin!

My paper with Matteo Benuzzi and Sandra Paterlini, From hundreds to dozens: stochastic hill climbing for parsimonious environmental, social, and governance scoring, appeared in Annals of Operations Research.

My paper with Thomas Molendijk, Interval-conditioned quantiles of bivariate copulas, appeared in Dependence Modeling.

My chapter with Ozan Evkaya and Ariane Hanebeck, Cluster-Specific Ranking and Variable Importance for Scottish Regional Deprivation via Vine Mixtures, appeared in the Festschrift for Claudia Czado.

I hosted Erasmus+ interns Burak Altuntas and Efe Anik at TU Delft, the Netherlands, from June to September 2026 for work on vine copula modeling in finance.

I gave an invited talk at the Lorentz workshop Mathematics and Machines in Leiden, the Netherlands, on missing data and indicator selection in ESG scoring.

I co-organised DIAM’s AI afternoon in Delft, the Netherlands.

I gave an invited seminar at KU Leuven, Belgium, on vine copula-based classifiers for patient risk profiling.

I joined DIAM’s AI in research committee at TU Delft, the Netherlands.

I built a practice-exam website for Big Data Science in Finance.

My preprint with Annemiek Kwast, Annemieke Witteveen, and Tina Nane, A comparison of variable selection methods and predictive models for postoperative bowel surgery complications, is available on arXiv.

I gave an invited talk at the Eurandom Workshop on Dependence Modeling in Eindhoven, the Netherlands, on conditional quantiles and vine copula-based patient risk profiling.

My preprint Probabilistic patient risk profiling with pair-copula constructions is available on arXiv.

My paper with Ariane Hanebeck, Petra Havlíčková, and Claudia Czado, Sampling from Conditional Distributions of Simplified Vines, appeared in Statistics and Computing.

I gave an invited talk at the Dutch Math Finance Afternoons in Utrecht, the Netherlands, on missing data and indicator selection in ESG scoring.

I hosted Gökçe Dayanıklı from the University of Illinois Urbana-Champaign, United States, for a three-day research visit to TU Delft, the Netherlands, on dependence modeling and game theory.

I co-organised and co-taught the tutorial From Theory to Practice: Vine Copula Models at DAGStat in Berlin, Germany.

My work received the Journal of Classification’s “Highlighted paper of the year” recognition.

I began co-supervising Umberto Esposito at the University of Bologna, Italy, with Gabriele Soffritti, on vine copula cluster-weighted models.

I gave an invited talk at the Finance Research Day at TU Delft, the Netherlands, on pitfalls in ESG scoring.

My paper with Harry Joe, Vine Copula-Based Classifiers with Applications, appeared online in Journal of Classification.

I hosted Ariane Hanebeck from the Technical University of Munich, Germany, for a three-day research visit to TU Delft, the Netherlands, continuing our work on sampling from conditional distributions of simplified vines.

I co-organised the Workshop on Dependence Models, Vines, and Their Applications in Munich, Germany.

I hosted Claudia Czado from the Technical University of Munich, Germany, for a three-day research visit to TU Delft, the Netherlands, to continue our collaboration on vine copulas.

My paper with Claudia Czado, High-dimensional sparse vine copula regression with application to genomic prediction, appeared in Biometrics.

I gave an invited seminar at the University of Edinburgh, United Kingdom.

I began the daily supervision of Victor Ryan’s PhD at TU Delft, the Netherlands, on distribution shifts in copula-based modeling with healthcare applications, with Tina Nane and Annemieke Witteveen, within RECENTRE.

I joined DIAM’s AI in education committee at TU Delft, the Netherlands.

I presented at the 16th International Conference of the ERCIM WG on Computational and Methodological Statistics in Berlin, Germany.

I co-organised and co-taught the tutorial Risk management with vine copula based dependence models in Berlin, Germany.

I gave a talk at the 15th DIAM Research Day at TU Delft, the Netherlands.

I joined TU Delft, the Netherlands, as an assistant professor in the Applied Probability Group.