Graduate School of Applied Mathematics

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Recent Submissions

QUANTUM MAXIMUM DISTANCE SEPERABLE CODES KIRCALI, MUSTAFA; Özkaya, Buket; Özbudak, Ferruh; Department of Cryptography (2025-1-10) Quantum error-correcting codes (QECCs) are a cornerstone of fault-tolerant quantum computing, providing an essential means to protect delicate quantum information from the inevitable errors introduced by decoherence, noise...
Stochastic Non-Life Reserve Estimation and Risk Adjustments under IFRS 17 Akarsu Şengöz, Gülçin; Kestel, Sevtap Ayşe; Kestel, Sevtap Ayşe; Department of Financial Mathematics (2025-1-10) Claim reserving is always a critical concept in the insurance sector. Various approaches, both stochastic and deterministic, are developed and extensively discussed in the literature; deterministic approaches, such as the ...
Inventory process dynamics of a market making model with regime switch Alkan, Nazlan Belemir; Sezer, Ali Devin; Başoğlu Kabran, Fatma; Department of Financial Mathematics (2025-1-07) We study a version of the Avellaneda Stoikov (AS) market-making model, which optimizes the bid and ask spread of the market maker, with regime switch as proposed in the preprint ``Short Term Market Changes and Market Maki...
Hitting Probabilities of Constrained Simple Random Walks in Three Dimensions Aktepe İlter, Cansu; Sezer, Ali Devin; Department of Financial Mathematics (2025-1-7) We study the constrained simple random walk in three dimensions modeling the state of a queueing system with three nodes working in parallel. The process is assumed to be stable, i.e., the service rate at each node is grea...
STOCK PRICE MODELLING OF INDONESIAN BANKS: FORECASTING MODELLING Simarmata, Justin Eduardo; Weber, Gerhard Wilhelm; Baldemor, Milagros R.; Chrisinta, Debora (2025-01-01) Stock of banks in Indonesia are targeted for investors to invest in order to benefit from the distribution of dividends and capital gains. Proper observation is needed in selecting stocks as an investment place to avoid th...
Distributed Verifiable Random Function with Compact Proof Ağırtaş, Ahmet Ramazan; Özer, Arda Buğra; Saygı, Zülfükar; Yayla, Oğuz (2025-01-01) Verifiable Random Functions (VRFs) are cryptographic primitives that generate unpredictable randomness along with proofs that are verifiable, a critical requirement for blockchain applications in decentralized finance, onl...
Families of sequences with good family complexity and cross-correlation measure Doğan, Kenan; ŞAHİN, MURAT; Yayla, Oğuz (2025-01-01) In this paper, we examine the pseudorandomness of a family of sequences with respect to two key measures: family complexity (f-complexity) and cross-correlation measure of order ℓ. Our study encompasses sequences over both...
A GAME THEORY PERSPECTIVE ON STRATEGIC PROFIT DISTRIBUTION IN COMPLEX IT PROJECTS Özcan, İsmail; Śledziński, Jacek Dominik; ALPARSLAN GÖK, Sırma Zeynep; Meca, Ana; Weber, Gerhard Wilhelm; Butlewski, Marcin; Kocadag, Esmanur (2025-01-01) In this article, we examine the process of evaluating an Information Technology (IT) project undertaken by three capital-linked companies. Herewith we address one of the main branches and drivers of our modern economies. T...
GAUSSIAN TYPE-2 FUZZY COOPERATIVE GAME BASED ON REDUCTION METHOD: AN APPLICATION TO MULTI-DRUG RESISTANCE PROBLEM Maiti, Sumit Kumar; Roy, Sankar Kumar; Weber, Gerhard Wilhelm (2025-01-01) Many developments of fuzzy sets have been suggested to accomplish uncertain information in real-world problems. But, in the greatest cases, fuzzy sets in two- dimensions or type-1 fuzzy sets are measured. Incomplete inform...
Developing a Predictive Model for Engineering Graduates Placement Using a Data-Driven Machine Learning Approach Molla, Md Jakir Hossain; Obaidullah, Sk Md; Sen, Soumya; Weber, Gerhard Wilhelm; Jana, Chiranjibe (2024-12-01) This study presents a novel predictive model for engineering graduates' placement outcomes using Machine Learning (ML) techniques. The model is built on a comprehensive dataset that includes students' performance in variou...
SUPG-based stabilized finite element computations of convection-dominated 3D elliptic PDEs using shock-capturing Cengizci, Süleyman; Uğur, Ömür; Natesan, Srinivasan (2024-12-01) This study is interested in stabilized finite element computations of advection-dominated convection–diffusion-type partial differential equations. The governing equations are assumed to be defined on the 3D unit cube and ...
Analyzing how inflation affects non-instantly decaying goods with demand linked to ads and selling price in a dual-warehouse setup Limi, Anthony; Rangarajan, K.; Jana, Chiranjibe; Ghith, Ehab; Lamoudan, Tarik; Weber, Gerhard Wilhelm; Abdelhamid, Abdelaziz A. (2024-11-01) This study explores inventory management strategies specifically designed for non-instantaneous deteriorating goods under inflationary conditions, utilizing a dual-warehouse system—one owned and the other rented with limit...
The Assessment of Early Warning for Insurance Company Using Machine Learning Methods Koçer, Günay Burak; Kestel, Sevtap Ayşe (2024-11-01)
SOLVING MATRIX GAME USING ROUGH INTERVAL PAYOFFS Ghosh, Piyush; Bhaumik, Ankan; Weber, Gerhard Wilhelm; Roy, Sankar Kumar (2024-10-01) In this paper, we conduct an analysis of a matrix game using rough interval payoffs, which we refer to as the rough interval matrix game (RIMG). We employ three methods to address the problem at hand: linear programming, g...
Insurance Fraud Detection via Clustering-Based Fuzzy Classification On Noisy Unbalanced Datasets Koç, Oğuz; Başer, Furkan; Kestel, Sevtap Ayşe (2024-09-09) One of the most important challenges in overcoming the unsystematic risks in the insurance industry is fraud detection as the expenses associated with it can be disastrous, and can increase loading on reserves and premiums...
Efficient Batch Algorithms for the Post-Quantum Crystals Dilithium Signature Scheme and Crystals Kyber Encryption Scheme Türe, Nazlı Deniz; Yayla, Oğuz; Cenk, Murat; Department of Cryptography (2024-9-6) Digital signatures ensure authenticity and data integrity and are widely utilized in various fields such as information technologies, finance, education, and law. They are crucial in securing servers against cyber attacks ...
MACHINE LEARNING APPLICATIONS IN PORTFOLIO OPTIMIZATION Uykun, Firdevs Nur; Temoçin, Büşra Zeynep; Department of Financial Mathematics (2024-9-5) This study examines the evaluation of S&P 500 trend movements and their impact on portfolio optimization methodologies. Through the meticulous construction of risk aversion-adjusted portfolios applicable to both single and...
IMPACT OF RISK LIQUIDITY PREMIUM ON INVENTORY PROCESS IN A MARKET MAKING MODEL Ateşağaoğlu Alan, Gizem Damla; Sezer, Ali Devin; Department of Financial Mathematics (2024-9-5) A basic market making model in mathematical finance is the one proposed by Avellaneda and Stoikov (AS), which is formulated as a stochastic optimal control problem. This model includes a risk liquidity premium function ℓ w...
Entropy estimation methods and health tests for cryptographic random number generators Aslan, Melis; Doğanaksoy, Ali; Department of Cryptography (2024-9-02) Random numbers play a crucial role in cryptography since the security of cryptographic protocols relies on the assumption of the availability of uniformly distributed and unpredictable random numbers to generate secret key...
Option Pricing Under Delay Effect Alptekin, Emine Ezgi; Uğur, Ömür; Department of Financial Mathematics (2024-9-02) In many fields like physics, ecology, biology, economics, engineering, and financial mathematics, events often don’t have an immediate effect. Instead, they impact future situations. To understand how these systems work an...

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