Graduate School of Applied Mathematics

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Publication (592)
Thesis (386)
Project (85)
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Weber, Gerhard Wilhelm (184)
Karasözen, Bülent (95)
Kestel, Sevtap Ayşe (80)
Uğur, Ömür (50)
Cenk, Murat (43)

Cryptography. (55)
Natural Sciences (44)
Applied Mathematics (41)
Management Science and Operations Research (37)
Data encryption (Computer science). (30)

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1991 - 1999 (10)
2000 - 2009 (176)
2010 - 2019 (626)
2020 - 2023 (280)

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Journal Article (389)
Master Thesis (277)
Conference Paper (136)
Ph.D. Thesis (109)
Project (70)

Recent Submissions

Mathematical encouragement of companies to cooperate by using cooperative games with fuzzy approach
Özcan, Ismail; Sledzinski, Jacek Dominik; Gök, Sırma Zeynep Alparslan; Butlewski, Marcin; Weber, Gerhard Wilhelm (2023-10-01)
In this paper, we will analyze the phenomenon of strategic cooperation between companies competing with each other so far. The analysis will concern the real situation of establishing a strategic alliance between companies...
Investor Overconfidence: An Emerging Market Analysis
Çaylak, Ceyda; Danışoğlu, Seza; Department of Financial Mathematics (2023-4-28)
In finance theory, the investors are assumed to behave rationally, optimize their returns and risk-averse. Yet, there are anomalies in the market such as excess trading volume or excess volatility that need to explained wh...
Comparison of Artificial Neural Network-Based and Adaptive Quadratic Neural Network-Based Multi-Fidelity Algorithms for Buckling Load Prediction of Stiffened Panels
Yaşar, Hüseyin Avni; Gürses, Ercan; Yücel, Hamdullah; Department of Scientific Computing (2023-4-14)
This thesis presents a novel approach for predicting the buckling load of stiffened panels using multi-fidelity modeling based on the quadratic neural networks (QNNs) with adaptive activation functions. The effectiveness o...
Balance sheet changes in the Turkish banking sector in the face of FX rate volatility
Malkoç, Mert; Şendeniz Yüncü, İlkay; Department of Financial Mathematics (2023-4-10)
In this thesis, we aim to see the changes in the various balance sheet items of the Turkish banking sector and the exchange rate between January 2008 and December 2021. The analysis of balance sheet items is conducted in t...
A stochastic gradient algorithm with momentum terms for optimal control problems governed by a convection–diffusion equation with random diffusivity
Toraman, Sıtkı Can; Yücel, Hamdullah (2023-04-01)
In this paper, we focus on a numerical investigation of a strongly convex and smooth optimization problem subject to a convection–diffusion equation with uncertain terms. Our approach is based on stochastic approximation w...
A stabilized FEM formulation with discontinuity-capturing for solving Burgers’-type equations at high Reynolds numbers
Cengizci, Süleyman; Uğur, Ömür (2023-04-01)
This computational study is concerned with the numerical solutions of Burgers’-type equations at high Reynolds numbers. The high Reynolds numbers drive the nonlinearity to play an essential role and the equations to become...
Stochastic discontinuous Galerkin methods for robust deterministic control of convection-diffusion equations with uncertain coefficients
Çiloğlu, Pelin; Yücel, Hamdullah (2023-04-01)
We investigate a numerical behavior of robust deterministic optimal control problem subject to a convection-diffusion equation containing uncertain inputs. Stochastic Galerkin approach, turning the original optimization pr...
Analytical and numerical assessments of boundary variations in Steklov eigenvalue problems
Bahadır, Eylem; Türk, Önder (2023-04-01)
In this study, we aim to analyze the effects of several boundary variations on the spectrum of the simplified and generalized Steklov eigenvalue problems (EVPs) in which the spectral parameter resides on the boundary. We m...
Seasonal adjustment of high-frequency time series
Tosun, İlayda; Yozgatlıgil, Ceylan; Department of Financial Mathematics (2023-4)
Seasonal adjustment is a statistical methodology employed to eliminate the influence of regular cyclic patterns inherent in time series data. Seasonal adjustment is essential for accurately interpreting and analyzing time ...
The Impact of Feature Selection and Transformation on Machine Learning Methods in Determining the Credit Scoring
Koç, Oğuz; Uğur, Ömür; Kestel, Sevtap Ayşe (2023-03-01)
Banks utilize credit scoring as an important indicator of financial strength and eligibility for credit. Scoring models aim to assign statistical odds or probabilities for predicting if there is a risk of nonpayment in r...
Robust optimization for energy-aware cryptocurrency farm location with renewable energy
Lotfi, Reza; Ghaboulian Zare, Sara; Gharehbaghi, Alireza; Nazari, Sima; Weber, Gerhard Wilhelm (2023-03-01)
The cryptocurrency industry has changed the human life and accelerated financial exchange in this decade. Many investors want to invest in this industry and establish cryptocurrency farms. This research sets up a CryptoCur...
Credit Risk Evaluation Using Clustering Based Fuzzy Classification Method
Koç, Oğuz; Başer, Furkan; Kestel, Sevtap Ayşe (2023-03-01)
Credit scoring is a crucial indicator for banks to determine the financial position and the eligibility of aclient for credit. In order to assign statistical odds or probabilities to predict the risk of nonpayment inrelati...
MARVELlous Family of STARK-Friendly Hash Challenge
Küçükdemir, Sümeyye; Yayla, Oğuz; Department of Cryptography (2023-2-10)
As arithmetic oriented encryption is included in advanced protocols, block cipher which is effective in software and hardware, has become inconvenient. Therefore, a new design strategy was needed. Upon an agreement between ...
Assessment of dependent risk using extreme value theory in a time-varying framework
Yıldırım Külekci, Bükre; Karabey, Uğur; Kestel, Sevtap Ayşe (2023-02-01)
Several extreme events in history have shown that the low probability and high impact extreme values may result in catastrophic losses. In this paper, we propose the use of extreme value theory with a time-varying framewor...
SUPG formulation augmented with YZ beta shock-capturing for computing shallow-water equations
Cengizci, Suleyman; Uğur, Ömür (2023-02-01)
We demonstrate that the streamline-upwind/Petrov-Galerkin (SUPG) formulation enhanced with YZ beta discontinuity-capturing, that is, the SUPG-YZ beta formulation, is an efficient and robust method for computing 2D shallow-...
Rasoolzadeh, Nika; Serinağaoğlu Doğrusöz, Yeşim; Department of Scientific Computing (2023-1-27)
The inverse problem of electrocardiography refers to the determination of the electrical activity of the heart from the body surface potential measurements (BSPM). Knowledge of the electrical activity state of the heart ca...
Clustering Influence On MTPL Premium Estimation Using Credibility Approach
Kızıloğlu, İsmail Onur; Kestel, Sevtap Ayşe; Yıldırım Külekci, Bükre; Department of Actuarial Sciences (2023-1-27)
Pricing is one of the crucial aspects of the insurance industry. There are compulsory regulations on Motor Third Party Liability Insurance in Türkiye. After the cap premium, the significance of correct pricing for the prof...
Routing Algorithms As An Application Of Graph Theory
Yıldırım, Gökberk; Özbudak, Ferruh; Department of Cryptography (2023-1-27)
This paper examines routing algorithms that are generally used in various network types, such as Internet Protocol in graph-based models, to find the shortest routing path or minimum cost. The fundamental approach for calc...
Dağlı, Tugay; Türk, Önder; Department of Scientific Computing (2023-1-25)
In this thesis, edge-based finite element method (FEM) approximations of Maxwell's equations describing the relationship between the space variables and sources along the electromagnetic field are considered. In particular...
Liquidity Performance Measures On Bond Markets
Aktaş, Doğan; Danışoğlu, Seza; Department of Financial Mathematics (2023-1-24)
Financial markets are very important because of the facility provides in trade. Hence, performance of a fi nancial market is important. Liquidity is a crucial indicator to evaluate a financial market's performance. In this...
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