Graduate School of Applied Mathematics, Term Project

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Project (8)

Has File(s)
Yes (8)

Author
Akar, Aslıhan (1)
Aktaş, Doğan (1)
Demir, Nazlı Ceren (1)
Genç, Derya (1)
Kaya, Aslı Ebru (1)

Subject
control, coso, covid-19, banking sector (1)
Discrete fourier transform (1)
Lattice based schemes (1)
Liquidity, Bond market, Liquidity measures (1)
Long Short Term Memory (1)

Date Issued
2021 - 2023 (8)

Item Type
Term Project (8)

Recent Submissions

MARVELlous Family of STARK-Friendly Hash Challenge Küçükdemir, Sümeyye; Yayla, Oğuz; Department of Cryptography (2023-2-10) As arithmetic oriented encryption is included in advanced protocols, block cipher which is eﬀective in software and hardware, has become inconvenient. Therefore, a new design strategy was needed. Upon an agreement between ...
Liquidity Performance Measures On Bond Markets Aktaş, Doğan; Danışoğlu, Seza; Department of Financial Mathematics (2023-1-24) Financial markets are very important because of the facility provides in trade. Hence, performance of a fi nancial market is important. Liquidity is a crucial indicator to evaluate a financial market's performance. In this...
In the context of control, approach to the risks posed by covid-19in the field of banking within the COSO internal control-integrated framework Genç, Derya; Uğur, Ömür; Department of Financial Mathematics (2023-1-03) Control are the measres taken by the managemnet and other relevant units manage risks and increase the likelihood of achieving the determined goals and objectives. These control processes are generally determined by certai...
Post-Quantum Cryptography and NTT as a Polynomial Multiplication Method Kaya, Aslı Ebru; Yayla, Oğuz; Department of Cryptography (2023-1) Cryptology has been a crucial element in the rapidly evolving technology. Without a successful encryption, no one and no system can be secure. The advancements in another aspect of technology, namely the quantum computers,...
Liquidity and Asset Pricing under the Presence of Market Frictions; with an Analysis Özcan, Burcu; Gaygısız Lajunen, Esma; Department of Financial Mathematics (2022-9-05) This paper provides a literature review on the models explaining the relationship between liquidity and asset prices with an emphesis on the Vayanos and Wang’s model (2012) which is one of the most significant contribution...
Monotonicity of Liquidity sensitive Option Prices with respect to Market Liquidity Parameters Kuş, Selin Özlem; Sezer, Ali Devin; Department of Financial Mathematics (2022-2-18) Classical option pricing models assume that market prices of traded securities are given and independent of the actions of the traders. Recently, a number of option pricing models emerged where the impact of hedging transa...
Technical Indicators and LSTM Prediction for Stock Prices Akar, Aslıhan; Uğur, Ömür; Department of Financial Mathematics (2021-8) In this report, we study, first, Tesla Motors’ stock price prediction in a traditional way using technical indicators like Moving Average, Relative Strength Index, Parabolic SAR, Commodity Channel Index, Stochastic Oscilla...
Quantum Key Distribution and Recent Advancements Demir, Nazlı Ceren; Yayla, Oğuz; Department of Cryptography (2021-2-10) Güvenli anahtar değişiminin sağlanması simetrik anahtar ile şifrelemede önemli bir konudur. Kuantum bilgisayarların geliştirilmesiyle günümüzde kullanımda olan sistemlerin güvenlik ihtiyacını karşılamayacağı değerlendirilm...

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