Graduate School of Applied Mathematics

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Weber, Gerhard Wilhelm (173)
Karasözen, Bülent (95)
Kestel, Sevtap Ayşe (60)
Uğur, Ömür (39)
Cenk, Murat (35)

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Cryptography. (55)
Applied Mathematics (41)
Management Science and Operations Research (37)
Data encryption (Computer science). (30)
Finance. (28)

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1991 - 1999 (10)
2000 - 2009 (176)
2010 - 2019 (617)
2020 - 2021 (120)

Recent Submissions

Structure-preserving reduced-order modeling of Korteweg–de Vries equation
Uzunca, Murat; Karasözen, Bülent; Yıldız, Süleyman (2021-10-01)
© 2021 International Association for Mathematics and Computers in Simulation (IMACS)Computationally efficient, structure-preserving reduced-order methods are developed for the Korteweg–de Vries (KdV) equations in Hamiltoni...
Gradient-based grey wolf optimizer with Gaussian walk: Application in modelling and prediction of the COVID-19 pandemic
Khalilpourazari, Soheyl; Hashemi Doulabi, Hossein; Özyüksel Çiftçioğlu, Aybike; Weber, Gerhard-Wilhelm (2021-09-01)
© 2021 Elsevier LtdThis research proposes a new type of Grey Wolf optimizer named Gradient-based Grey Wolf Optimizer (GGWO). Using gradient information, we accelerated the convergence of the algorithm that enables us to so...
Time varying control of magnetohydrodynamic duct flow
Evcin, Cansu; Uğur, Ömür; Tezer, Münevver (2021-09-01)
© 2021 Elsevier Masson SASOptimal control of the unsteady, laminar, fully developed flow of a viscous, incompressible and electrically conducting fluid is considered under the effect of a time varying magnetic field B0(t) ...
Reduced order modelling of nonlinear cross-diffusion systems
Karasözen, Bülent; Mülayim, Gülden; Uzunca, Murat; Yıldız, Süleyman (2021-07-15)
© 2021 Elsevier Inc.In this work, we present reduced-order models (ROMs) for a nonlinear cross-diffusion problem from population dynamics, the Shigesada-Kawasaki-Teramoto (SKT) equation with Lotka-Volterra kinetics. The fo...
BACK-ORDERED INVENTORY MODEL WITH INFLATION IN A CLOUDY-FUZZY ENVIRONMENT
Barman, Haripriya; Pervin, Magfura; Roy, Sankar Kumar; Weber, Gerhard Wilhelm (2021-07-01)
In this paper, an Economic Production Quantity model for deteriorating items with time-dependent demand and shortages including partially back-ordered is developed under a cloudy-fuzzy environment. At first, we develop a c...
Forecasting the Hydro Inflow and Optimization of Virtual Power Plant Pricing
Çabuk, Sezer; Mert, Özenç Murat; Kestel, Ayşe Sevtap; Kalaycı, Erkan (Springer, London/Berlin , 2021-07-01)
Reduced-order modelling of shallow water equations
Yıldız, Süleyman; Karasözen, Bülent; Department of Scientific Computing (2021-7)
The shallow water equations (SWEs) consist of a set of two-dimensional partial differential equations (PDEs) describing a thin inviscid fluid layer flowing over the topography in a frame rotating about an arbitrary axis. S...
A ROBUST OPTIMIZATION MODEL FOR SUSTAINABLE AND RESILIENT CLOSED-LOOP SUPPLY CHAIN NETWORK DESIGN CONSIDERING CONDITIONAL VALUE AT RISK
Lotfi, Reza; Mehrjerdi, Yahia Zare; Pishvaee, Mir Saman; Sadeghieh, Ahmad; Weber, Gerhard Wilhelm (2021-06-01)
One of the challenges facing supply chain designers is designing a sustainable and resilient supply chain network. The present study considers a closed-loop supply chain by taking into account sustainability, resilience, r...
Time dependent stop-loss reinsurance and exposure curves
Mert, Özenç Murat; Kestel, Ayşe Sevtap (2021-06-01)
Stop-loss contracts are the most commonly used reinsurance agreements in insurance whose important factors are the retention and the maximum (cap) values attained on the random loss, which may occur within the policy perio...
An integrated decision-making approach for green supplier selection in an agri-food supply chain: Threshold of robustness worthiness
Tirkolaee, Erfan Babaee; Dashtian, Zahra; Weber, Gerhard-Wilhelm; Tomaskova, Hana; Soltani, Mehdi; Mousavi, Nasim Sadat (2021-06-01)
© 2021 by the authors. Licensee MDPI, Basel, Switzerland.Along with the increased competition in production and service areas, many organizations attempt to provide their products at a lower price and higher quality. On th...
Assessment of longevity risk: credibility approach
Yıldırım Külekci, Bükre; Kestel, Ayşe Sevtap (2021-05-01)
Learning reduced-order dynamics for parametrized shallow water equations from data
Yildiz, Suleyman; Goyal, Pawan; Benner, Peter; Karasözen, Bülent (2021-05-01)
This paper discusses a non-intrusive data-driven model order reduction method that learns low-dimensional dynamical models for a parametrized shallow water equation. We consider the shallow water equation in non-traditiona...
Fuzzy multiple objective fractional optimization in rough approximation and its aptness to the fixed-charge transportation problem
Midya, Sudipta; Roy, Sankar Kumar; Weber, Gerhard Wilhelm (2021-05-01)
© The authors. Published by EDP Sciences, ROADEF, SMAI 2021.This article presents a multiple objective fractional fixed-charge transportation problem (MFFTP) in a rough decision-making framework. A transformation procedure...
Optimal market making models in high-frequency trading
Aydoğan, Burcu; Uğur, Ömür; Aksoy, Ümit; Department of Financial Mathematics (2021-4-08)
In this thesis, we aim to develop optimal trading strategies in a limit order book for high-frequency trading by stochastic control theory. First, we address for evolving optimal prices where the underlying asset follow...
MULTI-OBJECTIVE LINGUISTIC-NEUTROSOPHIC MATRIX GAME AND ITS APPLICATIONS TO TOURISM MANAGEMENT
Bhaumik, Ankan; Roy, Sankar Kumar; Weber, Gerhard Wilhelm (2021-04-01)
Game theory plays an important role in numerous decision-oriented real-life problems. Nowadays, many such problems are basically characterized by various uncertainties. Uncertainties come to happen due to decision makers' ...
NEW SOLUTIONS OF HYPERBOLIC TELEGRAPH EQUATION
İNÇ, MUSTAFA; Partohaghighi, Mohammad; AKINLAR, Mehmet Ali; Weber, Gerhard-Wilhelm (2021-04-01)
We present a new method based on unification of fictitious time integration (FTI) and group preserving (GP) methods. The GP method is applied in numerically discretized ordinary differential equations obtained from applica...
Optimal Capacity Allocation in Electricity Industry in accordance with Renewable Energy Sources: The US Case
Gölbaşı, Umut; Kestel, Sevtap Ayşe; Yılmaz, Bilgi; Department of Financial Mathematics (2021-3-15)
Electricity generation cost and environmental effects of electricity generation continue to be among central themes in energy planning. The choice of electricity generation technology and energy source affect the environme...
Hybrid wavelet-neural network models for time series data
Kılıç, Deniz Kenan; Uğur, Ömür; Department of Financial Mathematics (2021-3-3)
The thesis aims to combine wavelet theory with nonlinear models, particularly neural networks, to find an appropriate time series model structure. Data like financial time series are nonstationary, noisy, and chaotic. Ther...
Intraday price reversals with high frequency data : applied to BIST 100 index
Cingöz, Fatih; Oran, Adil; Department of Financial Mathematics (2021-3-03)
Investors are willing to exploit opportunities to earn abnormal profits. Event studymethodology has received considerable attention to catch these opportunities. How-ever, the literature dealing with short-term rea...
Permutation polynomials and construction of bent functions
Ongan, Pınar; Doğanaksoy, Ali; Temür, Burcu Gülmez; Department of Cryptography (2021-3-03)
This thesis consists of two main parts: In the first part, a study of several classes ofpermutation and complete permutation polynomials is given, while in the second part,a method of construction of several new classes o...
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