Graduate School of Applied Mathematics, Thesis

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Thesis (425)

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Akcengiz, Ziya (2)
Akleylek, Sedat (2)
Akman, Tuğba (2)
Altıntan, Derya (2)
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Natural Sciences (70)
Cryptography. (55)
Engineering and Technology (42)
Data encryption (Computer science). (30)
Finance. (28)

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2004 - 2009 (74)
2010 - 2019 (229)
2020 - 2024 (116)

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Master Thesis (295)
Ph.D. Thesis (130)

Recent Submissions

Efficient Batch Algorithms for the Post-Quantum Crystals Dilithium Signature Scheme and Crystals Kyber Encryption Scheme Türe, Nazlı Deniz; Yayla, Oğuz; Cenk, Murat; Department of Cryptography (2024-9-6) Digital signatures ensure authenticity and data integrity and are widely utilized in various fields such as information technologies, finance, education, and law. They are crucial in securing servers against cyber attacks ...
IMPACT OF RISK LIQUIDITY PREMIUM ON INVENTORY PROCESS IN A MARKET MAKING MODEL Ateşağaoğlu Alan, Gizem Damla; Sezer, Ali Devin; Department of Financial Mathematics (2024-9-5) A basic market making model in mathematical finance is the one proposed by Avellaneda and Stoikov (AS), which is formulated as a stochastic optimal control problem. This model includes a risk liquidity premium function ℓ w...
MACHINE LEARNING APPLICATIONS IN PORTFOLIO OPTIMIZATION Uykun, Firdevs Nur; Temoçin, Büşra Zeynep; Department of Financial Mathematics (2024-9-5) This study examines the evaluation of S&P 500 trend movements and their impact on portfolio optimization methodologies. Through the meticulous construction of risk aversion-adjusted portfolios applicable to both single and...
Entropy estimation methods and health tests for cryptographic random number generators Aslan, Melis; Doğanaksoy, Ali; Department of Cryptography (2024-9-02) Random numbers play a crucial role in cryptography since the security of cryptographic protocols relies on the assumption of the availability of uniformly distributed and unpredictable random numbers to generate secret key...
Option Pricing Under Delay Effect Alptekin, Emine Ezgi; Uğur, Ömür; Department of Financial Mathematics (2024-9-02) In many fields like physics, ecology, biology, economics, engineering, and financial mathematics, events often don’t have an immediate effect. Instead, they impact future situations. To understand how these systems work an...
On an Efficient Implementation of Combined True Random Number Generator and Physically Unclonable Function on a SoC FPGA Yılmaz, Yunus Emre; Yayla, Oğuz; Department of Cryptography (2024-9) True Random Number Generators (TRNGs) and Physically Unclonable Functions (PUFs) are two basic and useful primitives in designing cryptographic systems. TRNGs must be invariably random, while PUFs must have repetitive res...
Optimal Portfolio Allocation Under Fractal Theory AÇIKGÖZ, TÜRKER; Temoçin, Büşra Zeynep; Department of Financial Mathematics (2024-8-27) The Efficient Market Hypothesis has been dominating the literature of finance for a long time. Meanwhile, the problematic assumptions and inappropriateness of Efficient Market Hypothesis in explaining real-life financial m...
The impact of dependence between claim frequency and severity on expected loss using GLM: MTPL application Aslanöz, İlkyaz; Kestel, Sevtap Ayşe; Yıldırım Külekci, Bükre; Department of Actuarial Sciences (2024-7-31) In non-life insurance, the accurate estimation of total loss is extremely important for companies' asset-liability management. To estimate the total loss, insurance companies use generalized linear model (GLM) as it is com...
INFLUENCE OF EXPECTED PREMIUM ON OPTIMAL REINSURANCE AND INVESTMENT STRATEGY Gülveren, Anıl; Kestel, Sevtap Ayşe; Bulut Karageyik, Başak; Department of Financial Mathematics (2024-7-31) This thesis investigates optimal investment and reinsurance strategies aimed at maximizing the expected utility of wealth. Building on foundational work in optimal in vestment and insurance strategy within a diffusion setu...
FUTURE PRICE INDEX OF FARM PRODUCTS BASED ON CLIMATE FACTORS KARASU, NURŞEN; Erdil, Erkan; Department of Financial Mathematics (2024-7-3) Climate conditions have a big impact on the yield of farm products, hence the prices. This thesis makes price prediction of majorly traded grains, Wheat, Barley and Corn, based on major climate conditions, total precipitat...
Investigation of the Greenium in Commercial Mortgage-Backed Securities Kahveci, Sena; Güner, Zehra Nuray; Department of Financial Mathematics (2024-5-27) In recent years, environmental factors seem to play an important role in financial decisions, particularly due to the increasing popularity of sustainable investing strategies. One of the investment alternatives in this fi...
Estimation of a Stochastic Volatility and Jumps Model Using Generalized Method of Moments with Ordinary Moment Conditions Yakut, Şeref Kutay; Sezer, Ali Devin; Department of Financial Mathematics (2024-4-16) One of the first works estimating jump risk premium in financial markets is the seminal work of Jun Pan published in 2002. In this work Pan uses the generalized method of moments (GMM) to estimate the parameters of a stoch...
SOME CONSTRUCTIONS OF MUTUALLY UNBIASED BASES OVER FINITE FIELDS Elmas, Gökhan; Özkaya, Buket; Özbudak, Ferruh; Department of Cryptography (2024-2-26) Mutually unbiased bases, as a mathematical concept, has important implications in quantum information theory where the information is encoded as linear combinations of vectors in Hilbert spaces instead of as arrays of digi...
Proba: privacy-preserving, robust and accessible blockchain-powered helios Kocaman, Sermin; Doğanaksoy, Ali; Sulak, Fatih; Department of Cryptography (2024-1-26) Helios is the first web-based and open-audit voting system. The open-audit feature allows anyone to track the voting process, thus providing easy verifiability in all stages of the elections. Despite many advantages, Helio...
VERIFIABLE ACCOUNTABLE SUBGROUP MULTI-SIGNATURES Ağırtaş, Ahmet Ramazan; Yayla, Oğuz; Department of Cryptography (2024-1-22) In this thesis, we introduce an accountable subgroup multi-signature (ASM) framework. The framework comprises three novel pairing-based ASM schemes, i.e., vASM, ASMwSA and ASMwCA, each designed to be secure against chosen-...
MULTIPLE CONNECTIVITY APPROACH TO NETWORK FORMATION GAMES Çam, Can Deniz; Gaygısız Lajunen, Esma; Yücel, Hamdullah; Department of Scientific Computing (2023-12-11) The analyses of network structures, formations and stability characteristics are gaining importance and attracting increasing attention. This thesis establishes a specific network formation game and suggests a network stab...
ANALYSIS OF TWO VERSATILE MPC FRAMEWORKS MP-SPDZ AND MPYC Aykurt, Fatih; Yayla, Oğuz; Department of Cryptography (2023-12-07) Using secure multi-party computing protocols (MPC), a group of participants who distrust one another can securely compute any function of their shared secret inputs. Participants exchange these inputs in a manner similar t...
A STUDY ON CRYSTALS-KYBER AND ITS MASKED IMPLEMENTATIONS Özeren, Sıla; Yayla, Oğuz; Department of Cryptography (2023-10) As we transition into the quantum computing era, the security of widely-used cryptographic algorithms is facing significant challenges. This is attributable to Shor's algorithm, enabling quantum computers to break conventi...
A NEW EFFICIENT TMVP ALGORITHM AND AN APPLICATION FOR POST-QUANTUM CRYPTOGRAPHY Gökce, Anıl Burak; Yayla, Oğuz; Department of Cryptography (2023-9-25) With the advancements in quantum computing, traditional cryptography is considered to have little life in the future. That's why NIST initiated a Post-quantum cryptography-related project in order to standardize quantum-se...
Secure Model Verification and Privacy Preservation with ZK-SNARKs and Neural Networks Seriner Gerenli, Dursun Oylum; Özbudak, Ferruh; Department of Cryptography (2023-9-11) Neural networks are widely used learning models to achieve successful results in many application areas today. However, proving and sharing the accuracy and reliability of these networks is often limited due to privacy and...

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