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Graduate School of Applied Mathematics, Thesis
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Deneme amaçlıdır
Ardanuç, Didem; Ardanuç, Didem; Department of Financial Mathematics (2021-2-12)
Deneme
Identity/attribute-based authentication protocols based on pairings
Öztürk, Gülnihal; Doğanaksoy, Ali; Department of Cryptography (2020-10-22)
Authentication is one of the most important goals in cryptography. It provides sharing information with only authorized people and protecting data from being modified. Authentication can be achieved in various ways such as...
Efficient implementation of lattice-based schemes
Bilgin, Yusuf Alper; Cenk, Murat; Department of Cryptography (2020-10-14)
Quantum computing and quantum computers have been discussed for almost three decades. However, they remain mainly in theory. Almost all big companies like Google, IBM, and Microsoft have put their effort to build the mos...
Cryptographic modules validation process according to the FIPS 140 and ISO/IEC 15408
Yener, Cansu; Doğanaksoy, Ali; Yayla, Oğuz; Department of Cryptography (2020-9)
With the advancement of technology, questions have arisen regarding the reliability of information technology products. Some standards have emerged to ensure the reliability of these products and to validate this reliabili...
Pricing inflation indexed bonds and embedded deflation floor options: An analysis on Turkish bond market
Bayram, Berat; Sezer, Ali Devin; Department of Financial Mathematics (2020-9)
Fixed income securities are financial contracts that provide a stream of cash flows to the investors. Such cash flows are exposed to inflation risk. From the perspective of the lender, the purchasing power of provided cash...
Solution of the Almgren-Chriss model with quadratic market volume via special functions
Ertürk, Eren; Sezer, Ali Devin; Department of Financial Mathematics (2020-9)
One of the current topics of research in mathematical finance is the scheduling of buy or sell orders to liquidate a position. A well-known framework for this problem is the one proposed by Almgren and Chriss that poses th...
Reevaluating Spectral Partitioning for Unsymmetric Matrices
Oktay, Eda; Manguoğlu, Murat; Yücel, Hamdullah; Department of Scientific Computing (2020-9)
Parallel solutions to scientific problems having graph representation require efficienttasks and partitioning data. In this thesis, various parallel graph partitioning algorithms are studied. While these algorithms are app...
Continuity problem for backward stochastic differential equations with singular nonmarkovian terminal conditions and deterministic terminal times
Ahmadi, Mahdi; Sezer, Ali Devin; Department of Financial Mathematics (2020-9)
In this thesis we study a class of Backward Stochastic Differential Equations (BSDE) with superlinear driver process f adapted to a filtration F = fFt; t 2 [0; T]g supporting at least a d dimensional Brownian motion and a ...
Option pricing in interest rate derivatives
Küçüksaraç, Doruk; Danışoğlu, Seza; Department of Financial Mathematics (2020)
The valuation of interest rate derivatives and embedded options in fixed-income securities is crucial for market practitioners. Although there have been many models to price interest rate derivatives, the inconsistency acr...
High performance number theoretic transforms in cryptography
Ulu, Metin Evrim; Cenk, Murat; Department of Cryptography (2020)
Theoretical advances in physics opened up a new window into quantum computation. This window rendered a number of mathematically hard problems unusable for cryptographic applications. For instance, Shor showed that it is p...
Secure message authentication protocol for can (controller area network).
Mertol, Sarp; Doğanaksoy, Ali; Department of Cryptography (2020)
The widespread communication of vehicles with each other and road infrastructure has raised concerns about how to ensure network security of the electronic control units (ECUs) in the vehicle. The fact that networks such a...
On password-based authenticated key exchange (PAKE) protocols.
Tonga, Meryem; Doğanaksoy, Ali; Department of Cryptography (2020)
Authentication and key agreement protocols play an important role in today’s digital world. Key agreement methods mostly mimic Diffie-Hellman key exchange protocol, but unfortunately they are susceptible to man-in-the-midd...
A study of lightweight cryptography
Çamur, Zeliha; Doğanaksoy, Ali; Department of Cryptography (2020)
Technology is evolving rapidly and with technology, the internet is also changing. People used to use internet to connect to each other. But with the changes in recent years, the internet is starting to be used more to con...
Analyses of factors of market microstructure: price impact, liquidity, and volatility
Karasan, Abdullah; Gaygısız Lajunen, Esma; Department of Financial Mathematics (2020)
First chapter of this thesis is an attempt to model the price impact by extending themodel proposed by Kyle [54]. It is assumed that the market is not perfectly efficientso that it takes to time to adjust new equilibrium p...
Quantum safe digital signatures from symmetric key primitives
Erbaş, Şeyma; Cenk, Murat; Department of Cryptography (2019)
When powerful quantum computers are built, they will break most of the public key cryptography schemes due to Shor’s quantum algorithm. Therefore, public key cryptography algorithm schemes that is secure against classical ...
Modeling fx options in presence of stochastic volatility with overnight-indexed-swap-discounting
Tekten, Selin; Uğur, Ömür; Department of Financial Mathematics (2019)
This study investigates the time contingent behavior of risk factor USDTRY. Option pricing models Black-Scholes and Heston has been utilized to estimate the behavior. The adjusted Black-Sholes model is the current market p...
Determination of adequate funding for unemployment insurance in Turkey
Yıldırım, Hacı Burak; Kestel, A. Sevtap; Department of Financial Mathematics (2019)
This thesis analyzes future affordability of unemployment insurance fund (UIF) by determining future income of UIF with occurrence of additional expense which is support and incentive payment to firms, in Turkey. Main goal...
Secure cloud storage with attribute based encryption
Bağlaçer, Ceyda Tuğb; Cenk, Murat; Department of Cryptography (2019)
As data storage needs increase, importance of and need for public cloud storage systems increase as well. However, given the amount, variety and importance of the data security can become a significant concern. Attribute b...
A Survey on cryptographic protocols using pairing-based cryptography
Fetvacı, Şeyma; Cenk, Murat; Department of Cryptography (2019)
With the thousands of works on pairing-based cryptography, the purpose of using pairings in the protocols/schemes have changed. Before, they were used just to attack the systems. Nowadays, they have been used to design suc...
Decentralized secure multiparty computation
Taşcı, Buse; Cenk, Murat; Department of Cryptography (2019)
Advances in blockchain technology have led to new applications that aim to eliminate central systems, to improve transparency and user control in transactions whiledealing with the privacy and security challenges. In this ...
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