Graduate School of Applied Mathematics, Term Project

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Entity Type
Project (4)

Has File(s)
Yes (4)

Author
Akar, Aslıhan (1)
Demir, Nazlı Ceren (1)
Kuş, Selin Özlem (1)
Özcan, Burcu (1)

Subject
Long Short Term Memory (1)
market liquidity, market frictions, illiquidity measures, asset pricing (1)
Optimal Liquidation, Option pricing and hedging, market impact, transaction costs (1)
Quantum Key Distribution, BB84 Protocol (1)
Stock price prediction (1)

Date Issued
2021 - 2022 (4)

Item Type
Term Project (4)

Recent Submissions

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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