Graduate School of Applied Mathematics, Article

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Energy dissipation preserving physics informed neural network for Allen–Cahn equations Kütük, Mustafa; Yücel, Hamdullah (2025-05-01) This paper investigates a numerical solution of Allen–Cahn equation with constant and degenerate mobility, with polynomial and logarithmic energy functionals, with deterministic and random initial functions, and with advec...
Fluctuations of Omega-killed level-dependent spectrally negative Lévy processes Palmowski, Zbigniew; Şimşek, Meral; Papaioannou, Apostolos D. (2025-03-01) In this paper, we solve exit problems for a level-dependent Lévy process which is exponentially killed with a killing intensity that depends on the present state of the process. Moreover, we analyse the respective resolven...
Optimal liquidation with conditions on minimum price Aksu, Mervan; Popier, Alexandre; Sezer, Ali Devin (2025-01-01) The classical optimal trading problem is the closure of an initial position in a financial asset over a fixed time interval; the trader tries to maximize an expected utility under the constraint that the position is fully ...
A GAME THEORY PERSPECTIVE ON STRATEGIC PROFIT DISTRIBUTION IN COMPLEX IT PROJECTS Özcan, İsmail; Śledziński, Jacek Dominik; ALPARSLAN GÖK, Sırma Zeynep; Meca, Ana; Weber, Gerhard Wilhelm; Butlewski, Marcin; Kocadag, Esmanur (2025-01-01) In this article, we examine the process of evaluating an Information Technology (IT) project undertaken by three capital-linked companies. Herewith we address one of the main branches and drivers of our modern economies. T...
Multi-objective sustainable inventory model with shortages and radio frequency identification under uncertain environment Mukherjee, Alay Kumar; Maity, Gurupada; Jablonsky, Josef; Roy, Sankar Kumar; Weber, Gerhard Wilhelm (2025-01-01) This study analyses the multi-objective inventory optimisation, where demand is influenced by both selling price and marketing efforts. In traditional inventory problem, profit or cost is optimised through single objective...
STOCK PRICE MODELLING OF INDONESIAN BANKS: FORECASTING MODELLING Simarmata, Justin Eduardo; Weber, Gerhard Wilhelm; Baldemor, Milagros R.; Chrisinta, Debora (2025-01-01) Stock of banks in Indonesia are targeted for investors to invest in order to benefit from the distribution of dividends and capital gains. Proper observation is needed in selecting stocks as an investment place to avoid th...
The QLBS Model Within the Presence of Feedback Loops Through the Impacts of a Large Trader Özsoy, Ahmet Umur; Uğur, Ömür (2025-01-01) We extend the QLBS model by considering a large trader whose transactions leave a permanent impact on the exchange rate process and therefore affect the price of contingent claims on such processes. Through a hypothetical ...
GAUSSIAN TYPE-2 FUZZY COOPERATIVE GAME BASED ON REDUCTION METHOD: AN APPLICATION TO MULTI-DRUG RESISTANCE PROBLEM Maiti, Sumit Kumar; Roy, Sankar Kumar; Weber, Gerhard Wilhelm (2025-01-01) Many developments of fuzzy sets have been suggested to accomplish uncertain information in real-world problems. But, in the greatest cases, fuzzy sets in two- dimensions or type-1 fuzzy sets are measured. Incomplete inform...
Families of sequences with good family complexity and cross-correlation measure Doğan, Kenan; ŞAHİN, MURAT; Yayla, Oğuz (2025-01-01) In this paper, we examine the pseudorandomness of a family of sequences with respect to two key measures: family complexity (f-complexity) and cross-correlation measure of order ℓ. Our study encompasses sequences over both...
Cushion option on CPPI strategy for defined-contribution pension plans Gulveren, Anil; Temoçin, Büşra Zeynep; Kestel, Sevtap Ayşe (2025-01-01) This paper investigates a well-known downside protection strategy called the constant proportion portfolio insurance (CPPI) in defined contribution (DC) pension fund modeling. Under discrete time trading CPPI, an investor ...
SUPG-based stabilized finite element computations of convection-dominated 3D elliptic PDEs using shock-capturing Cengizci, Süleyman; Uğur, Ömür; Natesan, Srinivasan (2024-12-01) This study is interested in stabilized finite element computations of advection-dominated convection–diffusion-type partial differential equations. The governing equations are assumed to be defined on the 3D unit cube and ...
Developing a Predictive Model for Engineering Graduates Placement Using a Data-Driven Machine Learning Approach Molla, Md Jakir Hossain; Obaidullah, Sk Md; Sen, Soumya; Weber, Gerhard Wilhelm; Jana, Chiranjibe (2024-12-01) This study presents a novel predictive model for engineering graduates' placement outcomes using Machine Learning (ML) techniques. The model is built on a comprehensive dataset that includes students' performance in variou...
The Assessment of Early Warning for Insurance Company Using Machine Learning Methods Koçer, Günay Burak; Kestel, Sevtap Ayşe (2024-11-01)
Analyzing how inflation affects non-instantly decaying goods with demand linked to ads and selling price in a dual-warehouse setup Limi, Anthony; Rangarajan, K.; Jana, Chiranjibe; Ghith, Ehab; Lamoudan, Tarik; Weber, Gerhard Wilhelm; Abdelhamid, Abdelaziz A. (2024-11-01) This study explores inventory management strategies specifically designed for non-instantaneous deteriorating goods under inflationary conditions, utilizing a dual-warehouse system—one owned and the other rented with limit...
SOLVING MATRIX GAME USING ROUGH INTERVAL PAYOFFS Ghosh, Piyush; Bhaumik, Ankan; Weber, Gerhard Wilhelm; Roy, Sankar Kumar (2024-10-01) In this paper, we conduct an analysis of a matrix game using rough interval payoffs, which we refer to as the rough interval matrix game (RIMG). We employ three methods to address the problem at hand: linear programming, g...
A different base approach for better efficiency on range proofs Günsay, Esra; Betin Onur, Cansu; Cenk, Murat (2024-09-01) Zero-knowledge range proofs (ZKRPs) are commonly used to prove the validation of a secret integer lies in an interval to some other party in a secret way. In many ZKRPs, the secret is represented in binary and then committ...
A strategy based on statistical modelling and multi-objective optimization to design a dishwasher cleaning cycle Anapa, Korkut; Yücel, Hamdullah (2024-09-01) This study proposes a novel approach based on statistical learning and multi-objective optimization to reduce the need for experiments during the design phase of new cleaning cycles for household dishwashers. We first buil...
A computational study for simulating MHD duct flows at high Hartmann numbers using a stabilized finite element formulation with shock-capturing Cengizci, Süleyman; Uğur, Ömür (2024-09-01) The concern of this manuscript is stabilized finite element simulations of two-dimensional incompressible and viscous magnetohydrodynamic (MHD) duct flows governed by a coupled system of partial differential equations of t...
Ruin probability for heavy-tailed and dependent losses under reinsurance strategies Yıldırım Külekci, Bükre; Korn, Ralf; Kestel, Sevtap Ayşe (2024-07-01) The frequency and severity of extreme events have increased in recent years in many areas. In the context of risk management for insurance companies, reinsurance provides a safe solution as it offers coverage for large cla...
On a class of permutation trinomials over finite fields Özkaya, Buket; Gülmez Temür, Burcu (2024-07-01)

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