Sibel Sirakaya is a Senior Financial Economist in the Credit Risk Analysis Division within the Economics department of the Office of the Comptroller of the Currency (OCC).
Dr. Sirakaya’s research interests include Bayesian inference, computational economics and credit risk modeling. Before joining the OCC, Dr. Sirakaya was an assistant professor of economics and statistics, and a core faculty member at the Center for Statistics and the Social Sciences at the University of Washington in Seattle. She holds a Ph.D. in economics from the University of Wisconsin-Madison, and an undergraduate degree from Bilkent University in Turkey.
Sirakaya, S., S. J. Turnovsky and N. M. Alemdar (2009). “Trade, Growth, and Environmental Quality.” Review of International Economics 17 (5), 906-926.
Alemdar, N. M. , S. Sirakaya and S. J. Turnovsky (2009). “Foreign Lending under Limited Enforcement.” China and Asia: Economic and Financial Interactions 76, 257.
Sirakaya, S., S. J. Turnovsky and N.M. Alemdar (2006). “Feedback Approximation of the Stochastic Growth Model by Genetic Neural Networks.” Computational Economics 27 (2), 185-206.
Alemdar, N. M. , S. Sirakaya and F. Hüsseinov (2006). “Optimal Time Aggregation of Infinite Horizon Control Problems.” Journal of Economic Dynamics and Control 30 (4), 569-593.
Sirakaya, Sibel (2006). “Recidivism and Social Interactions.” Journal of the American Statistical Association 101 (475), 863-877.
Alemdar, N. M. and S. Sirakaya (2003). “On-line Computation of Stackelberg Equilibria with Synchronous Parallel Genetic Algorithms.” Journal of economic Dynamics and Control 27 (8), 1503-1515.
Sirakaya, S. and N. M. Alemdar (2003). “Genetic Neural Networks to Approximate Feedback Nash Equilibria in Dynamic Games.” Computers & Mathematics with Applications 46 (10-11), 1493-1509.
Sirakaya, S. (2013). ‘Numerical Approximation of Free Horizon Optimal Control Problems.” Working Paper, Office of the Comptroller of the Currency. Park, Y., S. Sirakaya and T. Y. Kim (2013). “A Dynamic Hierarchical Bayesian Model for the Probability of Default.” Working Paper, Office of the Comptroller of the Currency.