Atabey Kaygun
Current Organizations / Institutes
The organizations/institutes from the scholar's latest article
Previous Organizations / Institutes
The organizations / institutes from the scholar's other articles in the past ten years
Research Subjects
Atabey Kaygun has a total of 21 co-authors. Here are the top co-authors by number of shared publications:
- Serkan Sütlü
IŞIK ÜNİVERSİTESİ
7 shared publications - Masoud Khalkhali
University of Western Ontario, London, Canada
5 shared publications - Bartosz Zieliński
University of Lodz, Poland
4 shared publications Boğaç A. Ergene
3 shared publications- Boğaç A. Ergene
University of Vermont
3 shared publications Piotr M. Hajac
3 shared publications
Latest Publications
- 7 September 2026
- Published by Elsevier in Journal of Algebra
- Vol. 709, 684-708
Geometry of deformations via incidence varieties
- 7 September 2026
- Published by Elsevier in Journal of Algebra
- Vol. 709, 684-708
Geometry of deformations via incidence varieties
- 27 August 2026
- Published by European Mathematical Society - EMS - Publishing House GmbH in Journal of Noncommutative Geometry
A model categorical equivalence for crossed simplicial modules
We construct a model categorical equivalence between the category of simplicial vector spaces and the category of representations of a crossed simplicial group \Delta G when each G_{n} is finite and the characteristic of the ground field is 0 .
- 27 August 2026
- Published by European Mathematical Society - EMS - Publishing House GmbH in Journal of Noncommutative Geometry
A model categorical equivalence for crossed simplicial modules
We construct a model categorical equivalence between the category of simplicial vector spaces and the category of representations of a crossed simplicial group \Delta G when each G_{n} is finite and the characteristic of the ground field is 0 .
- Open Access
- 1 April 2026
- Published by Elsevier in SSRN Electronic Journal
Procurement Portfolio Design in the European Electric Market
This paper develops and tests a unified quantitative framework for designing electricity procurement portfolios in two major European power markets, EPEX and Nord Pool. We model day-ahead prices across multiple market areas and formulate procurement as a convex mean–variance portfolio problem in which a procurement plan corresponds to a vector of weights constrained by explicit feasibility sets. We study four feasibility regimes—ranging from long-only (simplex) allocations to bounded long–short portfolios and fully unconstrained short-allowed allocations—in order to isolate how implementability constraints reshape the efficient frontier. We then validate the deterministic quadratic solutions with a scenario-based Monte Carlo layer calibrated to match the empirical first and second moments, and we overlay minimum-variance futures hedges using the Nord Pool system price benchmark and German futures for the continental EPEX region.The evidence yields three main findings. First, the constraint regime induces a systematic cost–risk trade-off: greater allocation flexibility typically lowers variance, but it can raise expected procurement cost, whereas tighter feasibility sets often reduce expected cost while leaving higher residual risk. Second, Monte Carlo simulations reproduce the analytical mean–variance outputs closely, which confirms numerical stability and shows that the quadratic approximation captures the dominant drivers of realized procurement-cost dispersion in this application. Third, market structure governs hedge effectiveness: Nord Pool hedges deliver substantial variance reductions at economically meaningful hedge ratios with only moderate cost increases, while EPEX hedges deliver only marginal variance relief, consistent with higher basis risk and weaker spot–future alignment at the portfolio level.
- 1 April 2026
- Published by Elsevier in SSRN Electronic Journal
Open AccessProcurement Portfolio Design in the European Electric Market
This paper develops and tests a unified quantitative framework for designing electricity procurement portfolios in two major European power markets, EPEX and Nord Pool. We model day-ahead prices across multiple market areas and formulate procurement as a convex mean–variance portfolio problem in which a procurement plan corresponds to a vector of weights constrained by explicit feasibility sets. We study four feasibility regimes—ranging from long-only (simplex) allocations to bounded long–short portfolios and fully unconstrained short-allowed allocations—in order to isolate how implementability constraints reshape the efficient frontier. We then validate the deterministic quadratic solutions with a scenario-based Monte Carlo layer calibrated to match the empirical first and second moments, and we overlay minimum-variance futures hedges using the Nord Pool system price benchmark and German futures for the continental EPEX region.The evidence yields three main findings. First, the constraint regime induces a systematic cost–risk trade-off: greater allocation flexibility typically lowers variance, but it can raise expected procurement cost, whereas tighter feasibility sets often reduce expected cost while leaving higher residual risk. Second, Monte Carlo simulations reproduce the analytical mean–variance outputs closely, which confirms numerical stability and shows that the quadratic approximation captures the dominant drivers of realized procurement-cost dispersion in this application. Third, market structure governs hedge effectiveness: Nord Pool hedges deliver substantial variance reductions at economically meaningful hedge ratios with only moderate cost increases, while EPEX hedges deliver only marginal variance relief, consistent with higher basis risk and weaker spot–future alignment at the portfolio level.
- Open Access
Geometric Rigidity in Moduli Stacks of Algebras
We study quadratic moduli schemes $X$ of algebra laws on a fixed vector space $W$ under the transport-of-structure action of $GL(W)$ on $Hom(W^{\otimes 2},W)$. We construct an intrinsic three-term deformation complex on $X$ whose fibers encode transverse first-order classes and primary obstructions, and whose cohomology agrees on the operadic loci with the standard low-degree deformation cohomology (à la Gerstenhaber and Nijenhuis--Richardson). We then define a canonical quadratic map $κ^{inc}_{2,μ}\colon H^2_{inc}(μ)\to H^3_{inc}(μ)$ that controls second-order lifts modulo isotriviality. If $μ$ is smooth point in a reduced component and $(κ^{inc}_{2,μ})^{-1}(0)=\{0\}$, then the $G$-orbit of $μ$ is Zariski open in that component. This provides a coordinate-free explanation of Richardson-type geometric rigidity even when the second deformation cohomology does not vanish.Open AccessGeometric Rigidity in Moduli Stacks of Algebras
We study quadratic moduli schemes $X$ of algebra laws on a fixed vector space $W$ under the transport-of-structure action of $GL(W)$ on $Hom(W^{\otimes 2},W)$. We construct an intrinsic three-term deformation complex on $X$ whose fibers encode transverse first-order classes and primary obstructions, and whose cohomology agrees on the operadic loci with the standard low-degree deformation cohomology (à la Gerstenhaber and Nijenhuis--Richardson). We then define a canonical quadratic map $κ^{inc}_{2,μ}\colon H^2_{inc}(μ)\to H^3_{inc}(μ)$ that controls second-order lifts modulo isotriviality. If $μ$ is smooth point in a reduced component and $(κ^{inc}_{2,μ})^{-1}(0)=\{0\}$, then the $G$-orbit of $μ$ is Zariski open in that component. This provides a coordinate-free explanation of Richardson-type geometric rigidity even when the second deformation cohomology does not vanish. - Open Access
Geometry of Deformations via Incidence Varieties
We provide a unified geometric realization of the classical deformation complexes. We construct GL-equivariant bilinear incidence varieties whose diagonal slices recover the varieties of associative, commutative, Leibniz, and Lie algebra structures on a finite-dimensional vector space. We prove that the fiber of the incidence map at a given algebra law is canonically isomorphic to the space of 2-cocycles in the corresponding cohomology theory (Hochschild, Harrison, Leibniz, or Chevalley--Eilenberg). Furthermore, we introduce invariant bilinear forms to define open strata of separable and semisimple algebras, and demonstrate that these strata consist of open GL-orbits, establishing the rigidity of generic points in the coarse moduli spaces for all four geometries.
Open AccessGeometry of Deformations via Incidence Varieties
We provide a unified geometric realization of the classical deformation complexes. We construct GL-equivariant bilinear incidence varieties whose diagonal slices recover the varieties of associative, commutative, Leibniz, and Lie algebra structures on a finite-dimensional vector space. We prove that the fiber of the incidence map at a given algebra law is canonically isomorphic to the space of 2-cocycles in the corresponding cohomology theory (Hochschild, Harrison, Leibniz, or Chevalley--Eilenberg). Furthermore, we introduce invariant bilinear forms to define open strata of separable and semisimple algebras, and demonstrate that these strata consist of open GL-orbits, establishing the rigidity of generic points in the coarse moduli spaces for all four geometries.
- 30 July 2025
- Published by Springer Nature in Applied Categorical Structures
- Vol. 33 (4) , 1-30
The Leibniz PROP is a Crossed Presimplicial Algebra
- 30 July 2025
- Published by Springer Nature in Applied Categorical Structures
- Vol. 33 (4) , 1-30
The Leibniz PROP is a Crossed Presimplicial Algebra
- Open Access
- 30 July 2025
- Published by SIGMA (Symmetry, Integrability and Geometry: Methods and Application) in Symmetry, Integrability and Geometry: Methods and Applications
- Vol. 21, 063
Birational Equivalences and Generalized Weyl Algebra
We calculate suitably localized Hochschild homologies of various quantum groups and Podleś spheres after realizing them as generalized Weyl algebras (GWAs). We use the fact that every GWA is birationally equivalent to a smash product with a 1-torus. We also address and solve the birational equivalence problem, and the birational smoothness problem for GWAs.
- 30 July 2025
- Published by SIGMA (Symmetry, Integrability and Geometry: Methods and Application) in Symmetry, Integrability and Geometry: Methods and Applications
- Vol. 21, 063
Open AccessBirational Equivalences and Generalized Weyl Algebra
We calculate suitably localized Hochschild homologies of various quantum groups and Podleś spheres after realizing them as generalized Weyl algebras (GWAs). We use the fact that every GWA is birationally equivalent to a smash product with a 1-torus. We also address and solve the birational equivalence problem, and the birational smoothness problem for GWAs.
- 20 May 2024
- Published by Elsevier in Bulletin des Sciences Mathématiques
- Vol. 193
Birational equivalences and Kac-Moody algebras
- 20 May 2024
- Published by Elsevier in Bulletin des Sciences Mathématiques
- Vol. 193
Birational equivalences and Kac-Moody algebras
- Open Access
Quantum van Est Isomorphism
Motivated by the fact that the Hopf-cyclic (co)homologies of function algebras over Lie groups and universal enveloping algebras over Lie algebras capture the Lie group and Lie algebra (co)homologies, we hereby upgrade the classical van Est isomorphism to ones between the Hopf-cyclic (co)homologies of quantized algebras of functions and quantized universal enveloping algebras, both in $h$-adic and $q$-deformation frameworks.
Open AccessQuantum van Est Isomorphism
Motivated by the fact that the Hopf-cyclic (co)homologies of function algebras over Lie groups and universal enveloping algebras over Lie algebras capture the Lie group and Lie algebra (co)homologies, we hereby upgrade the classical van Est isomorphism to ones between the Hopf-cyclic (co)homologies of quantized algebras of functions and quantized universal enveloping algebras, both in $h$-adic and $q$-deformation frameworks.
- Open Access
Birational Equivalences and Kac-Moody Algebras
We show that every Kac-Moody algebra is birationally equivalent to a smash biproduct of two copies of a Weyl algebra together with a polynomial algebra. We also show that the same is true for quantized Kac-Moody algebras where one replaces Weyl algebras with their quantum analogues.
Open AccessBirational Equivalences and Kac-Moody Algebras
We show that every Kac-Moody algebra is birationally equivalent to a smash biproduct of two copies of a Weyl algebra together with a polynomial algebra. We also show that the same is true for quantized Kac-Moody algebras where one replaces Weyl algebras with their quantum analogues.