Sühan Altay

Sühan Altay is a researcher affiliated with the Institute for Statistics and Mathematics at Vienna University of Economics and Business (WU Wien). His work focuses on Financial Mathematics, Quantitative Finance, and Stochastic Processes, with applications to portfolio optimization, high-frequency trading, and partial information models. He has collaborated extensively with researchers like Prof. Zehra Eksi-Altay and Prof. Kenneth Colaneri.

His research spans topics such as optimal trading strategies under uncertainty, market microstructure analysis, and the valuation of complex financial instruments. Notable contributions include studies on dark pools, pairs trading, and regime-switching models. His publications appear in journals like SIAM Journal on Financial Mathematics, International Journal of Theoretical and Applied Finance, and Annals of Operations Research.

He holds a Dr.rer.nat. (PhD) in Statistics and Mathematics and has contributed to teaching materials, including lecture notes on stochastic differential equations. No awards or grants are explicitly mentioned in the provided texts.