Graduate School of Applied Mathematics

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Recent Submissions

Probabilistic Forecasting of Multiple Time Series with Single Recurrent Neural Network
TOPALLAR, SARP TUĞBERK; Yozgatlıgil, Ceylan; Department of Scientific Computing (2022-9-20)
Time series forecasting can be summarized as predicting the future values of a sequence indexed by timestamps based on the past records of that sequence. Optimal or near-optimal resource allocation requires accurate predic...
Analytical Pricing Formula Under Three-State Regime-Switching Model
Tekin, Özge; Uğur, Ömür; Mamon, Rogemar; Department of Financial Mathematics (2022-9-19)
Economic and financial data display diverse behavior at different time intervals due to their dynamics and stochastic nature. To build explanatory models, different time periods with similar characteristics can be grouped ...
Liquidity and Asset Pricing under the Presence of Market Frictions; with an Analysis
Özcan, Burcu; Gaygısız Lajunen, Esma; Department of Financial Mathematics (2022-9-05)
This paper provides a literature review on the models explaining the relationship between liquidity and asset prices with an emphesis on the Vayanos and Wang’s model (2012) which is one of the most significant contribution...
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 ...
Optimal Liquidation with Conditions on Minimum Price
Mervan, Aksu; Sezer, Ali Devin; Department of Financial Mathematics (2022-9-1)
The classical optimal trading problem is the closure of an initial position q_0 in a financial asset over a time interval [0 T]; the trader tries to maximize an expected utility under the constraint q_T = 0, which is the l...
STUDIES ON ALMOST PERFECT NONLINEAR FUNCTIONS
Batmaz Keskin, Güneş; Özbudak, Ferruh; Department of Cryptography (2022-9-01)
This thesis presents some parts of our continuing work on Almost Perfect Nonlinear( APN) Functions. Through this thesis, first of all the significance of APN functions and couple of generation methods for APN Functions are...
Optimal Capacity Allocation in accordance with Renewable Energy Sources: The US Electricity Market
Gölbaşı, Umut; Yılmaz, Bilgi; Kestel, Sevtap Ayşe (2022-09-01)
Blockchain based solution for electronic health record integrity
Çelik, Kaan; Yayla, Oğuz; Department of Cryptography (2022-9-1)
With the development of technology, great developments have occurred in the healthcare area, as in every field. Over time, many solutions have been proposed for the processing of electronic health data. As a fact, there ar...
Random Sequences in Vehicle Routing Problem
Gülşen, Mehmet Emin; Yayla, Oğuz; Department of Cryptography (2022-9-1)
Vehicle Routing Problem (VRP) is a classical combinatorial optimization and integer programming problem. The goal of VRP is to find the optimal set of routes to given set of destination points with a fleet of vehicles. In ...
SUPG-YZ beta computation of chemically reactive convection-dominated nonlinear models
Cengizci, Suleyman; Uğur, Ömür; Natesan, Srinivasan (2022-09-01)
In this computational study, we deal with the stabilized finite element solutions of convection-dominated models having nonlinear reaction mechanisms. The existence of advection terms in these models causes the numerical s...
Solving Optimal Control Problems Containing Uncertainty
Yücel, Hamdullah; Çiloğlu, Pelin (2022-08-29)
THE IMPACT OF THE 30TH OCTOBER EARTHQUAKE ON THE COVID-19 PANDEMIC IN IZMIR AND ITS VICINITY
Aru, Tuğba; Başbuğ Erkan, Berna Burçak; Department of Financial Mathematics (2022-8-26)
This paper focuses on the effect of the 30th October Earthquake in Izmir on the number of COVID-19 cases. There have been many measures to implement social distancing and mask mandates in and around the city. However, eart...
Data-Driven Model Discovery and Control of Lateral-Directional Fighter Aircraft Dynamics
Öznurlu, Can; Uğur, Ömür; Çimen, Tayfun; Department of Scientific Computing (2022-8-26)
The focus of this thesis is to control the lateral-directional motion of the fighter aircraft by using integral action based Model Predictive Control (MPC) where the model is obtained by data-driven model discovery method....
Machine Learning over Encrypted Data With Fully Homomorphic Encyption
Kahya, Ayşegül; Cenk, Murat; Department of Cryptography (2022-8-26)
When machine learning algorithms train on a large data set, the result will be more realistic. Big data, distribution of big data, and the study of learning algorithms on distributed data are popular research topics of tod...
CRYPTOGRAPHIC PROTOCOLS OF SIGNAL AND SIGNAL BASED INSTANT MESSAGING APPLICATIONS
Dinçer, Hilal; Doğanaksoy, Ali; Gürkan Balıkçıoğlu, Pınar; Department of Cryptography (2022-8-22)
Instant messaging applications have replaced classical messaging in recent years. The fact that instant messaging applications transmit messages over the internet, therefore, being free and fast, played a major role in thi...
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...
Efficient multivariate-based ring signature schemes
Demircioğlu, Murat; Cenk, Murat; Akleylek, Sedat; Department of Cryptography (2022-8-4)
The ring signature scheme has a wide range of usage areas in public-key cryptography. One is leaking information within a group without exposing the signer's identity. The majority of the ring signature techniques in use, ...
The number of irreducible polynomials over finite fields with vanishing trace and reciprocal trace
Çakıroğlu, Yağmur; Yayla, Oğuz; Yılmaz, Emrah Sercan (2022-08-01)
We present the formula for the number of monic irreducible polynomials of degree n over the finite field F-q where the coefficients of x(n)(-1) and x vanish for n >= 3. In particular, we give a relation between rational po...
NEW TMVP-BASED MULTIPLICATION ALGORITHMS FOR POLYNOMIAL QUOTIENT RINGS AND APPLICATION TO POST-QUANTUM CRYPTOGRAPHY
Keskinkurt Paksoy, İrem; Cenk, Murat; Department of Cryptography (2022-7-28)
One of the quantum-safe cryptography research areas is lattice-based cryptography. Most lattice-based schemes need efficient algorithms for multiplication in polynomial quotient rings. The fastest algorithm known for multi...
Assessment Of Artificial Neural Network To Improve Hidden Markov Model For Financial Data
Aydoğan Kılıç, Dilek; Kestel, Sevtap Ayşe; Department of Financial Mathematics (2022-7-27)
The aim of this thesis is to eliminate the possible weaknesses of HMMs, which is a successful statistical model that is frequently used in time series modeling. Depending on the selection of the initial parameters of the H...
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