Graduate School of Applied Mathematics, Article

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Direct and inverse problems for a 2D heat equation with a Dirichlet–Neumann–Wentzell boundary condition Ismailov, Mansur I.; Türk, Önder (2023-12-01) In this paper we present the inverse problem of determining a time dependent heat source in a two-dimensional heat equation accompanied with Dirichlet–Neumann–Wentzell boundary conditions. The model is of significant pract...
On the information content of implied liquidity measure: Evidence from the S&P 500 index options Yerli, Cigdem; Eksi-Altay, Zehra; Kestel, Sevtap Ayşe (2023-11-01) This paper aims to unfold the information content of the implied liquidity measure, which is introduced through the Conic Finance theory and considered a proxy for the market liquidity level. We propose a partial informati...
Mathematical encouragement of companies to cooperate by using cooperative games with fuzzy approach Özcan, Ismail; Sledzinski, Jacek Dominik; Gök, Sırma Zeynep Alparslan; Butlewski, Marcin; Weber, Gerhard Wilhelm (2023-10-01) In this paper, we will analyze the phenomenon of strategic cooperation between companies competing with each other so far. The analysis will concern the real situation of establishing a strategic alliance between companies...
Hybrid wavelet-neural network models for time series Kılıç, Deniz Kenan; Uğur, Ömür (2023-09-01) The use of wavelet analysis contributes to better modeling for financial time series in the sense of both frequency and time. In this study, S&P500 and NASDAQ data are separated into several components utilizing multiresol...
Inventory model involving reworking of faulty products with three carbon policies under neutrosophic environment Barman, Haripriya; Roy, Sankar Kumar; Sakalauskas, Leonidas; Weber, Gerhard Wilhelm (2023-08-01) The increasing in industry as well as usage of vehicles for transporting products generate many problems to the environment such as greenhouse gas emission and global warming. As nowadays environmental pollution has become...
A SUPG formulation augmented with shock-capturing for solving convection-dominated reaction–convection–diffusion equations Cengizci, Süleyman; Uğur, Ömür; Natesan, Srinivasan (2023-07-01) In this computational study, stabilized finite element solutions of convection-dominated stationary and linear reaction–convection–diffusion equations are studied. Although the standard (Bubnov–) Galerkin finite element me...
Butson-Hadamard matrices and Plotkin-optimal codes over DOUBLE-STRUCK CAPITAL Z(pe) Acar, Damla; SARAÇ, BÜLENT; Yayla, Oğuz (2023-06-01) In this paper, we deal with codes obtained from Butson-Hadamard matrices, called BH codes, focusing on their minimum distances. We first consider the usual Hamming distance and find lower bounds for distances of BH codes. ...
BIST100 Bankacılık Sektöründeki Bağımlılığın Asma Kopula ile İncelenmesi Yıldırım Külekci, Bükre; Poyraz, Gülden; Gür, Ismail; Evkaya, Ozan (2023-06-01) The frequently observed time-varying trends and dependence in recent years within financial markets have been essential for modeling and pricing. This study aims to analyze the dependence structure of banking sector sto...
Stochastic discontinuous Galerkin methods for robust deterministic control of convection-diffusion equations with uncertain coefficients Çiloğlu, Pelin; Yücel, Hamdullah (2023-04-01) We investigate a numerical behavior of robust deterministic optimal control problem subject to a convection-diffusion equation containing uncertain inputs. Stochastic Galerkin approach, turning the original optimization pr...
A stabilized FEM formulation with discontinuity-capturing for solving Burgers’-type equations at high Reynolds numbers Cengizci, Süleyman; Uğur, Ömür (2023-04-01) This computational study is concerned with the numerical solutions of Burgers’-type equations at high Reynolds numbers. The high Reynolds numbers drive the nonlinearity to play an essential role and the equations to become...
A stochastic gradient algorithm with momentum terms for optimal control problems governed by a convection–diffusion equation with random diffusivity Toraman, Sıtkı Can; Yücel, Hamdullah (2023-04-01) In this paper, we focus on a numerical investigation of a strongly convex and smooth optimization problem subject to a convection–diffusion equation with uncertain terms. Our approach is based on stochastic approximation w...
Analytical and numerical assessments of boundary variations in Steklov eigenvalue problems Bahadır, Eylem; Türk, Önder (2023-04-01) In this study, we aim to analyze the effects of several boundary variations on the spectrum of the simplified and generalized Steklov eigenvalue problems (EVPs) in which the spectral parameter resides on the boundary. We m...
The Impact of Feature Selection and Transformation on Machine Learning Methods in Determining the Credit Scoring Koç, Oğuz; Uğur, Ömür; Kestel, Sevtap Ayşe (2023-03-01) Banks utilize credit scoring as an important indicator of financial strength and eligibility for credit. Scoring models aim to assign statistical odds or probabilities for predicting if there is a risk of nonpayment in r...
Robust optimization for energy-aware cryptocurrency farm location with renewable energy Lotfi, Reza; Ghaboulian Zare, Sara; Gharehbaghi, Alireza; Nazari, Sima; Weber, Gerhard Wilhelm (2023-03-01) The cryptocurrency industry has changed the human life and accelerated financial exchange in this decade. Many investors want to invest in this industry and establish cryptocurrency farms. This research sets up a CryptoCur...
Credit Risk Evaluation Using Clustering Based Fuzzy Classification Method Koç, Oğuz; Başer, Furkan; Kestel, Sevtap Ayşe (2023-03-01) Credit scoring is a crucial indicator for banks to determine the financial position and the eligibility of aclient for credit. In order to assign statistical odds or probabilities to predict the risk of nonpayment inrelati...
Assessment of dependent risk using extreme value theory in a time-varying framework Yıldırım Külekci, Bükre; Karabey, Uğur; Kestel, Sevtap Ayşe (2023-02-01) Several extreme events in history have shown that the low probability and high impact extreme values may result in catastrophic losses. In this paper, we propose the use of extreme value theory with a time-varying framewor...
SUPG formulation augmented with YZ beta shock-capturing for computing shallow-water equations Cengizci, Suleyman; Uğur, Ömür (2023-02-01) We demonstrate that the streamline-upwind/Petrov-Galerkin (SUPG) formulation enhanced with YZ beta discontinuity-capturing, that is, the SUPG-YZ beta formulation, is an efficient and robust method for computing 2D shallow-...
Optimal placement of the multiple magnetic sources for the MHD flow in a rectangular duct Evcin, Cansu; Uğur, Ömür; Tezer, Münevver (2023-01-01) In this paper, we consider the optimal control of the fully developed, steady, laminar, unidirectional flow of an incompressible electrically conducting fluid in a long channel of rectangular cross-section (duct). The magn...
Editorial: Smart and sustainable supply chain and logistics - trends, challenges, methods and best practices Golinska-Dawson, Paulina; Mrugalska, Beata; Lai, Kin Keung; Weber, Gerhard Wilhelm (2023-01-01)
A robust optimization model to design an IoT-based sustainable supply chain network with flexibility Goli, Alireza; Babaee Tirkolaee, Erfan; Golmohammadi, Amir-Mohammad; Atan, Zumbul; Weber, Gerhard Wilhelm; Ali, Sadia Samar (2023-01-01) Supply chain network design is one of the most important issues in today’s competitive environment. Moreover, the ratio of transportation costs to the income of manufacturing companies has increased significantly. In this ...

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