Graduate School of Applied Mathematics, Thesis

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Thesis (386)

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Cryptography. (55)
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2004 - 2009 (74)
2010 - 2019 (229)
2020 - 2023 (83)

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Master Thesis (277)
Ph.D. Thesis (109)

Recent Submissions

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...
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 ...
SOLVING THE INVERSE PROBLEM OF ELECTROCARDIOGRAPHY FOR SPONTANEOUS PVC LOCALIZATION: ANALYSIS OF CLINICAL ELECTROCARDIOGRAPHIC DATA 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...
FEM APPROXIMATION OF MAXWELL EQUATIONS: THE SOURCE PROBLEM, EIGENPROBLEM, AND ELECTROMAGNETIC WAVES 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...
OPTION PRICING VIA REINFORCEMENT LEARNING: EXTENSIONS AND FURTHER INSIGHTS ON THE QLBS MODEL Özsoy, Ahmet Umur; Uğur, Ömür; Department of Financial Mathematics (2023-1-23) In our study, we make use of reinforcement learning by considering European options written on the exchange rates. For this purpose, we represent and later reformulate an option pricing model, the QLBS model, taking its ro...
TRUST IN BANKS: A MULTI-LEVEL ANALYSIS Öztürk, Yasemin; Öztürk, Yasemin; Department of Financial Mathematics (2023-1-06) Trust is required for a healthy and well-functioning financial system. However, limited evidence is present on what affects confidence towards the banks. Utilizing a sample drawn from the latest waves of World Value Survey...
LOOSE COUPLING OF SU2 MULTIPHYSICS CODE WITH PATO TO ANALYZE THE SURFACE RECESSION EFFECT ON SURFACE HEAT FLUX Çelik, Mutlu; Uğur, Ömür; Eyi, Sinan; Department of Scientific Computing (2022-12-30) In this thesis, open source softwares SU2 Multiphysics and The Porous material Analysis Toolbox (PATO) based on OpenFOAM are used to conduct loosely coupled analysis of hypersonic non-equilibrium flow and thermochemical ab...
Effects of Central Bank's Announcements on Financial Markets Hanikaz, Buğrahan; Gaygısız, Esma; Department of Financial Mathematics (2022-12-19) It has been stated in various studies that the Central Bank's announcements do not only affect the short-term interest rates, but also the long-term interest rates through different channels. In this study the effect of th...
STOCHASTIC MODELING OF STOP-LOSS REINSURANCE AND EXPOSURE CURVES UNDER TIME DEPENDENT STRUCTURE Mert, Özenç Murat; Kestel, Sevtap Ayşe; Department of Financial Mathematics (2022-12-2) Insurance markets play an essential role in the economy of the world and its structure requires reinsurance policies due to the growth in populations, extreme (catastrophic) events, political and economical perspectives. I...
BITCOIN PRICE FORECASTING UNDER THE INFLUENCES OF NETWORK METRICS AND OTHER FINANCIAL ASSETS Daş, İsmail; Kestel, Sevtap Ayşe; Yılmaz, Bilgi; Department of Financial Mathematics (2022-12-02) In 2008, the whitepaper titled "Bitcoin: A Peer-to-Peer Electronic Cash System" introduced an original design of a decentralized digital currency. The innovations, described by the pseudonym Satoshi Nakamoto, have led to t...
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 ...
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...
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...
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...
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 ...

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