Graduate School of Applied Mathematics

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Publication (486)
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Author
Weber, Gerhard Wilhelm (171)
Karasözen, Bülent (93)
Kestel, Sevtap Ayşe (47)
Uğur, Ömür (36)
Cenk, Murat (35)

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

Date Issued
1991 - 1999 (10)
2000 - 2009 (176)
2010 - 2019 (616)
2020 - 2021 (108)

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...
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)
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...
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...
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...
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...
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...
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...
Effect of price-sensitive demand and default risk on optimal credit period and cycle time for a deteriorating inventory model
Paul, Asim; Pervin, Magfura; Roy, Sankar Kumar; Weber, Gerhard Wilhelm; Mirzazadeh, Abolfazl (2021-03-01)
In this paper, we formulate and solve an economic order quantity model with default risk. Our main purpose is to investigate retailer's optimal replenishment time and credit period for deteriorating items under selling pri...
An Integration of Neural Network and Shuffled Frog-Leaping Algorithm for CNC Machining Monitoring
Goli, Alireza; Tirkolaee, Erfan Babaee; Weber, Gerhard Wilhelm (2021-03-01)
This paper addresses Acoustic Emission (AE) from Computer Numerical Control (CNC) machining operations. Experimental measurements are performed on the CNC lathe sensors to provide the power consumption data. To this end, a...
Zero-knowledge range proofs and applications on decentralized constructions
Günsay, Esra; Cenk, Murat; Department of Cryptography (2021-2-15)
Appropriate, effective, and efficient use of cryptographic protocols contributes to many novel advances in real-world privacy-preserving constructions. One of the most important cryptographic protocols is the zero-knowledg...
Gröbner basis attack on stark-friendly symmetric-key primitives: jarvis, mimc and gmimcerf
Kara, Gizem; Doğanaksoy, Ali; Yayla, Oğuz; Department of Cryptography (2021-2-11)
A number of arithmetization-oriented ciphers emerge for use in advanced cryptographic protocols such as secure multi-party computation (MPC), fully homomorphic encryption (FHE) and zero-knowledge proofs (ZK) in recent year...
Performance of hybrid machine learning algorithms on financial time series data
Sayın, Merve Gözde; Yozgatlıgil, Ceylan; Uğur, Ömür; Department of Financial Mathematics (2021-2-5)
Estimating stock indices that reflect the market has been an essential issue for a long time. Although various models have been studied in this direction, historically, statistical methods and then various machine learning...
Sustainable fuzzy multi-trip location-routing problem for medical waste management during the COVID-19 outbreak
Tirkolaee, Erfan Babaee; Abbasian, Parvin; Weber, Gerhard Wilhelm (Elsevier BV, 2021-02-01)
The performance of waste management system has been recently interrupted and encountered a very serious situation due to the epidemic outbreak of the novel Coronavirus (COVID-19). To this end, the handling of infectious me...
A quantitative analysis of low carbon performance in industrial sectors of developing world
Ali, Sadia Samar; ERSÖZ, FİLİZ; Kaur, Rajbir; Altaf, Bothinah; Weber, Gerhard Wilhelm (2021-02-01)
The world is moving towards carbon restricted scenario where excellence and growth in business is contingent upon good governance and excellent low carbon emission related policies, strategies, and long-term values to stay...
Multi-objective solid transportation-location problem with variable carbon emission in inventory management: a hybrid approach
Das, Soumen Kumar; Pervin, Magfura; Roy, Sankar Kumar; Weber, Gerhard Wilhelm (2021-02-01)
The most important strategic issue for several industries is where to find facilities so as to discover a transportation path for optimizing the objectives at the same time. This paper acquaints a streamlining model with i...
Robust bi-level programming for renewable energy location
Lotfi, Reza; Mardani, Nooshin; Weber, Gerhard Wilhelm (Wiley, 2021-01-01)
One of the key factors in the establishment of power plants is proper location, which entails addressing various criteria. Power plant establishment operations are included in the fundamental designs; in turn, comprehensiv...
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