Graduate School of Applied Mathematics, Thesis

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Thesis (453)

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Akcengiz, Ziya (2)
Akdoğan, Emre (2)
Akleylek, Sedat (2)
Akman, Tuğba (2)
Altıntan, Derya (2)

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Natural Sciences (90)
Cryptography. (55)
Engineering and Technology (55)
Data encryption (Computer science). (30)
Finance. (28)

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2004 - 2009 (74)
2010 - 2019 (229)
2020 - 2026 (150)

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Master Thesis (311)
Ph.D. Thesis (142)

Recent Submissions

Black-Box System Identification with Deep Recurrent Networks and Classical Models Avan, Beyza; Türk, Önder; Gökgöz Küçüksakallı, Nurgül; Department of Scientific Computing (2026-2-20) Deep learning has demonstrated significant, well-established success across a range of application domains; however, its use in nonlinear system identification remains an active area of research. This thesis provides a rig...
Nested Copula Reserving for Claims in General Insurance Koçer, Günay Burak; Kestel, Sevtap Ayşe; Department of Financial Mathematics (2026-2-10) Regulatory frameworks such as Solvency II and IFRS 17 require credible identification of reserve uncertainty and tail risk, which encourages models that move beyond deterministic Chain-Ladder approaches. This study propose...
COLLUSION-RESISTANT TLS ATTESTATION PROTOCOLS: A VERIFIABLE, MODULAR FRAMEWORK FOR DECENTRALIZED APPLICATIONS Şen, Uğur; Yayla, Oğuz; Osmanoğlu, Murat; Department of Cryptography (2026-2-10) A significant portion of today’s accessible data is stored on centralized servers and is typically accessed through the Transport Layer Security (TLS) protocol, which provides confidentiality and integration guarantees. Ho...
On PIR schemes from nD-cyclic codes and the Schur product of some algebraic codes Karakaş, Burcu Ecem; Özkaya, Buket; Özbudak, Ferruh; Department of Cryptography (2026-1-22) Private Information Retrieval (PIR) schemes aim to retrieve data from a database without revealing any details which data has been retrieved. A PIR scheme for coded storage systems with colluding servers gives a better PIR...
FACDO: Feature-Aware Conditional Diffusion Oversampler for Robust Minority Oversampling in Imbalanced Credit Risk and Fraud Classification YAMAN, ONUR; Uğur, Ömür; Department of Scientific Computing (2026-1-22) Datasets used in credit risk modelling and fraud detection are typically highly imbalanced, where defaults or fraudulent transactions constitute only a small fraction of all observations. Accurately identifying these minor...
CRYPTOGRAPHICALLY SECURE RANDOM NUMBER GENERATION BASED ON A CHAOTIC SYSTEM: A NOVEL ENTROPY LAMP SYSTEM Güneyi, Hakan Önder; Demirköz, Melahat Bilge; Yayla, Oğuz; Department of Cryptography (2026-1-21) Chaotic systems are sensitive to initial conditions and enhance security by introducing unpredictability. This study aims to develop a cryptographically secure random number generator using captured pixels from an entropy ...
ANALYSIS OF ISOGENY-BASED CRYPTOSYSTEMS RENAN, FARZIN; Özkaya, Buket; Kutas, Péter; Department of Cryptography (2026-1-16) This thesis advances isogeny-based, quantum-resistant cryptographic constructions by designing and analyzing novel signature schemes with advanced functionalities, together with a verifiable delay function that extends cap...
An introduction to block cipher cryptanalysis Şencan, Hüseyin; Özkaya, Buket; Department of Cryptography (2026-1) Ensuring the security of encryption algorithms is a fundamental requirement before employing them to protect sensitive information. The most reliable way to evaluate the strength of a cipher is through cryptanalysis, which...
DYNAMIC PROPORTION PORTFOLIO INSURANCE FOR MANAGING GAP RISK Saydam, Su; Temoçin, Büşra Zeynep; Department of Financial Mathematics (2025-12-30) This thesis applies the dynamic proportion portfolio insurance strategy to manage gap risk—the probability that the portfolio value falls below the guaranteed floor between discrete rebalancing dates. The CPPI multiplier i...
Hybrid-Triggered CAT Bond Pricing For Flood Risk Using Copula-EVT Models Biçer Gürgen, Tuğçe; Kestel, A. Sevtap; Yıldırım Külekci, Bükre; Department of Actuarial Sciences (2025-9-01) This thesis develops a hybrid triggered catastrophe (CAT) bond pricing model for flood risk. As a case study we employ the data from Harris County, Texas where three trigger indicators are selected for their relevance to e...
INSURANCE FRAUD DETECTION VIA MACHINE LEARNING AND EXPLAINABLE ARTIFICIAL INTELLIGENCE (XAI) Tezel, Cihan; TEMOÇİN, Büşra Zeynep; Department of Actuarial Sciences (2025-9-1) This thesis studies insurance fraud detection with machine learning (ML) methods and explainable artificial intelligence (XAI) tools. The dataset contains insurance policies and their related claims, where fraud is marked ...
CLIMATE-ADJUSTED LONGEVITY RISK ON SECOND PILLAR PENSION SYSTEM MODELLING: TURKIYE CASE Narlıoğlu, Tuğba; Kestel, Ayşe Sevtap; Department of Actuarial Sciences (2025-9-1) This thesis aims to assess the longevity risk in the second pillar pension system (SPPS) by combining demographic mortality modelling with climate-driven mortality estimation. In the case of Turkiye, its demographic data i...
Expected Index of First Occurrence for Binary Patterns of Length 3 in Random Sequences Ulusman, Burcu; Yayla, Oğuz; Department of Actuarial Sciences (2025-8-31) This report presents the expected value calculations of the index at which a fixed binary pattern of length three first appears in a random sequence. The theoreti- cal background is based on the graph-theoretic approach pr...
Mixed Arithmetic-Binary Circuits in Fluid MPC Against Honest Majority of 4-Party and Its Applications Against Semi-Honest Adversary Çabaş, Furkan Kerim; Yayla, Oğuz; Department of Cryptography (2025-8-28) Secure multi-party computation (MPC) protocols that enable conversion between arithmetic and binary data types, initiated by Rotaru et al. with daBits and extended by Escudero et al. through edaBits, provide arithmetic sha...
Generator Matrices of Quasi-Cyclic Codes Bayraktar, Gözde Cennet; Özkaya, Buket; Özbudak, Ferruh; Department of Cryptography (2025-8-27) We give a complete solution to an open problem by using the spectral method on the polynomial generator matrices of quasi-cyclic codes of an arbitrary index, with the corresponding reduced Gröbner basis of the given quasi-...
Infrared Small Target Detection with YOLO: Performance Analysis and Optimization Atrash, Abdulkarim; Uğur, Ömür; ERTEKİN BOLELLİ, ŞEYDA; Department of Scientific Computing (2025-8-27) Infrared Small Target Detection (IRSTD) is a challenging problem with critical applications in defense and surveillance. It involves detecting tiny, low-contrast targets in cluttered infrared scenes. Single-frame IRSTD (SI...
Quantum Implementations of Block Ciphers Çıldıroğlu, Hasan Ozgur; Yayla, Oğuz; Department of Cryptography (2025-8-26) The emergence of quantum computing demands rigorous reassessment of classical cryptographic primitives, particularly lightweight block ciphers (LBCs). This work addresses this critical need by presenting the first comprehe...
A Study Of Single Secret Leader Election Protocol Constructions For Robust Proof Of Stake Consensus Fettuh, Tegrid; Yayla, Oğuz; Department of Cryptography (2025-8-26) As blockchains move from energy intensive Proof-of-Work to more sustainable Proof-of-Stake (PoS), scalable and secure leader election protocols, which is key to PoS systems, have become a major focus. Single Secret Leader ...
An optimal pairs trading strategy based on the inhomogeneous geometric Brownian motion Karakurt, Caner; Uğur, Ömür; Hekimoğlu, Alper Ali; Department of Financial Mathematics (2025-7-29) This study develops an optimal pairs trading strategy based on the inhomogeneous geometric Brownian motion (IGBM) process. The proposed model aims to identify an upper boundary that maximizes the expected return of the str...
FUZZY-INFERRED PCA AND HIERARCHICAL HMM PATTERN RECOGNITION FRAMEWORK FOR REGIME DETECTION AND INFLATION FORECASTING Koç, Oğuz; Kestel, Sevtap Ayşe; Department of Financial Mathematics (2025-7-14) Precise inflation forecasting is critical for sound economic decision-making across various sectors, including policy development, budget allocation, and financial planning. Traditional theoretical models, while valuable, ...

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