Graduate School of Applied Mathematics

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Recent Submissions

Modal analysis of elastic vibrations of incompressible materials using a pressure-stabilized finite element method Codina, Ramon; Türk, Önder (2022-09-01) This paper describes a modal analysis technique to approximate the vibrations of incompressible elastic solids using a stabilized finite element method to approximate the associated eigenvalue problem. It is explained why ...
Modeling Cash Flows Under IFRS17: TÜRK Case Jubeh, Rinad; Kestel, Sevtap Ayşe; Haçarız, Oytun; Department of Actuarial Sciences (2022-8-5) By the introduction of IFRS17, vital changes in measurements of insurance contracts are expected. This requires to assess the liabilities of insurance companies by two kinds. These are (i) fulfilment cash flows and (ii) co...
Forecasting financial performance using the FSCORE İRGE, AHMET GÜRŞAT; Danışoğlu, Seza; Department of Financial Mathematics (2022-7-18) This study examines whether the industry effect variables can be used to detect investable high book-to-market firms that are neglected by the classic FSCORE method. Industry winners in the neglected firms' cluster are cal...
Reduced-Order Modeling of Cross-Diffusion Systems Mülayim, Gülden; Karasözen, Bülent; Uzunca, Murat; Department of Scientific Computing (2022-7) In this thesis, intrusive and non-intrusive reduced-order models (ROMs) are developed for cross-diffusion systems. In the first part, we consider parameter-dependent systems with linear diffusion and cross-diffusion terms....
Radix-3 NTT-Based Polynomial Multiplication for Lattice-Based Cryptography Hassan, Chenar Abdulla; Yayla, Oğuz; Department of Cryptography (2022-5-31) The lattice-based cryptography is considered as a strong candidate amongst many other proposed quantum-safe schemes for the currently deployed asymmetric cryptosystems that do not seem to stay secure when quantum computers...
Solving PDE-constrained optimization problems containing random coefficients Yücel, Hamdullah (2022-05-18)
EXAMINATION OF BOND RISK PREMIA FROM THE BANKING PERSPECTIVE Orhan, Selim; Danışoğlu, Seza; Department of Financial Mathematics (2022-5-10) Banks are considered as the marginal and sophisticated investors of financial markets. This is evident in the Haddad and Sraer (2020) study that examines the US government bond excess returns. This study extends the Haddad...
Stochastic Discontinuous Galerkin Methods for Robust Deterministic Control of Convection Diffusion Equations with Uncertain Coefficients, Çiloğlu, Pelin; Yücel, Hamdullah (2022-04-12)
Solving Optimal Control Problems Containing Uncertain Coefficients with Stochastic Discontinuous Galerkin Methods Çiloğlu, Pelin; Yücel, Hamdullah (2022-04-08)
Stochastic Discontinuous Galerkin Methods for Robust Deterministic Optimal Control Çiloğlu, Pelin; Yücel, Hamdullah (2022-03-25)
HYBRID ANALYSIS OF TMVP FOR MODULAR POLYNOMIAL MULTIPLICATION IN CRYPTOGRAPHY Efe, Giray; Cenk, Murat; Department of Cryptography (2022-3-07) Polynomial multiplication on the quotient ring Z[x]/<x^n+-1> is one of the most fundamental, general-purpose operations frequently used in cryptographic algorithms. Therefore, a possible improvement over a multiplication a...
Stabilized Finite Element Simulations of Multispecies Inviscid Hypersonic Flows in Thermochemical Nonequilibrium Cengizci, Süleyman; Uğur, Ömür; Tezduyar , Tayfun E.; Department of Scientific Computing (2022-3) For both military and civil aviation purposes, rockets, missiles, and spacecraft moving at hypersonic speeds are being utilized in recent years. While these vehicles move at speeds five times the speed of sound or more, th...
Analyzes of Block Recombination and Lazy Interpolation Methods and Their Applications to Saber Aksoy, Berkin; Cenk, Murat; Department of Cryptography (2022-2-28) Since the beginning of the National Institute of Standards and Technology (NIST), The Post-Quantum Cryptography (PQC) Standardization Process, efficient implementations of lattice-based algorithms have been studied extensi...
Monotonicity of Liquidity sensitive Option Prices with respect to Market Liquidity Parameters Kuş, Selin Özlem; Sezer, Ali Devin; Department of Financial Mathematics (2022-2-18) Classical option pricing models assume that market prices of traded securities are given and independent of the actions of the traders. Recently, a number of option pricing models emerged where the impact of hedging transa...
SEISMIC FIRST ARRIVAL TRAVELTIME INVERSION HARNESSING PHYSICS INFORMED NEURAL NETWORKS Yıldırım, İsa Eren; Uğur, Ömür; Waheed, Umair bin; Department of Scientific Computing (2022-2-11) In Seismic prospecting, huge amounts of data are collected and processed to infer the structural and lithological composition of the subsurface. The key step in this procedure is velocity model building. First arrival trav...
Quality Enhancement of Computed Tomography Images of Porous Media Using Convolutional Neural Networks Yıldırım, Ertuğrul Umut; Uğur, Ömür; Glatz, Guenther; Department of Scientific Computing (2022-2-11) Computed tomography has been widely used in clinical and industrial applications as a non-destructive visualization technology. The quality of computed tomography scans has a strong effect on the accuracy of the estimated ...
INVESTOR ATTENTION AND STOCK PERFORMANCE: A SEARCH ENGINE OPTIMIZATION APPROACH Gül, Abdullah Efe; Danışoğlu, Seza; Department of Financial Mathematics (2022-2-11) This thesis proposes two new measures of investor attention: Search Traffic (ST) and Click Per Search (CPS). These two measures as well as the commonly used Google Search Volume Index (SVI) measure are constructed using a ...
Competing labels: a heuristic approach to pseudo-labeling in deep semi-supervised learning Bayrak, Hamdi Burak; Ertekin Bolelli, Şeyda; Yücel, Hamdullah; Department of Scientific Computing (2022-2-10) Semi-supervised learning is one of the dominantly utilized approaches to reduce the reliance of deep learning models on large-scale labeled data. One mostly used method of this approach is pseudo-labeling. However, pseudo-...
Analysis and Comparison of Fully Homomorphic Encryption Approaches Over Integers Bozkurt, Cansu; Cenk, Murat; Betin Onur, Cansu; Department of Cryptography (2022-2-10) The time period after the mid-20th century was named as information age or digital age. In that age, the world is being digitalized very fastly. The amount of data transferred and processed online is increasing rapidly. As...
Incorporation of Foreign Exchange Risk to Fama-French Factor Model: A Study on Borsa İstanbul Höçük, Furkan; Gaygısız Lajunen, Esma; Department of Financial Mathematics (2022-2-10) This empirical study compares the relative performances of the Fama-French five-factor model without foreign exchange risk and the five-factor model incorporating foreign exchange risk on capturing portfolio returns in Bor...

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