MSc Theses
Last Updated:
27/10/2023 - 11:32
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- 2023
- Clustering Influence On MTPL Premium Estimation Using Credibility Approach, İ.O. Kızıloğlu. Master's thesis, Middle East Technical University, 2023
- 2022
- .Modeling Cash Flows Under IFRS17: TÜRK Case, R .Jubeh, Master's thesis, Middle East Technical University, 2022
- Determination of Spot Wheat Prices Under Climate Impact Using Copula Approach, İ .Kayapınar, Master's thesis, Middle East Technical University, 2022
- 2019:
- Modeling Problems in a Regional Labor Market by -MARS and Artificial Intelligence-Poland Case. S. Gütmen. Master's thesis, Middle East Technical University, 2019.
- Utilization of Outlier-Adjusted Lee-Carter Model in Mortality Estimation on Whole Life Annuities. C. Yavrum. Master's thesis, Middle East Technical University, 2019.
- 2018:
- Measuring Longevity Risk on Second Pillar Pension System: Turkey Case. G. Açıkgöz. Master's thesis, Middle East Technical University, 2018.
- The Comparison of Risk Measures on Claim Distributions: Turkish Motor Insurance Case. C. Telkes. Master's thesis, Middle East Technical University, 2018.
- Reinsurance Pricing Using Exposure Curve of Two Dependent Risks. G. Akarsu. Master's thesis, Middle East Technical University, 2018.
- 2016:
- Discrete-Time Surplus Process for Takaful Insurance with Multiple Threshold Levels. A. Achlak. Master's thesis, Middle East Technical University, 2016.
- CPPI Strategy on Defined Contribution Pension Scheme under Cushion Option and Discrete Time Trading Setting. A. Gülveren. Master's thesis, Middle East Technical University, 2016.
- Risk Premium Estimation On MTPL Insurance Using Copula Method: Turkey Case. E. Usta. Master's thesis, Middle East Technical University, 2016.
- Stochastic Surplus Processes with VaR and CVaR Simulations in Actuarial Applications. M. Şimşek. Master's thesis, Middle East Technical University, 2016.
- Assessment of Solvency II Requirements for Turkish Insurance Market. M. Höbek. Master's thesis, Middle East Technical University, 2016.
- 2015:
- Modeling Future Mortality Rates Using Both Deterministic and Stochastic Approaches. E. Hasgül. Master's thesis, Middle East Technical University, 2015.
- District-Index Insurance Program: Basic Model and Pricing. İ. Ayberk. Master's thesis, Middle East Technical University, 2015.
- 2013:
- Demand, Supply and Partial Equilibrium Analysis of Turkish Electricity Energy Pricing. A. Özdemir. Master's thesis, Middle East Technical University, 2013.
- 2012:
- Risk Analysis Based on Spatial Analysis of Chronic Obstructive Pulmonary Disease (Copd) And Lung Cancer With Respect To Provinces in Turkey. S. Çiftçi. Master's thesis, Middle East Technical University, 2012.
- Modelling Weather Index Based Drought Insurance For Provinces in The Central Anatolia Regıon. Ö.O. Evkaya. Master's thesis, Middle East Technical University, 2012.
- Impact of capacity level on reinsurance and cat bonds. T. Kerman. Master's thesis, Middle East Technical University, 2012.
- 2011:
- Survival Modelling Approach to Time to First Claim and Actuarial Premium Calculation. D. Akbulut. Master's thesis, Middle East Technical University, 2011.
- 2023
- Routing Algorithms As An Application Of Graph Theory, G. Yıldırım. Master's thesis, Middle East Technical University, 2023.
- A Comprehensive Study of Time Lock Puzzles and Timed Signatures in Cryptography, C. Doğan. Master's thesis, Middle East Technical University, 2023.
- Homomorphic Encryption: A Comprehensive Study of Types, Techniques, and Real-world Applications, E.N. Tekin. Master's thesis, Middle East Technical University, 2023.
- Secure Model Verification and Privacy Preservation with ZK-SNARKs and Neural Networks, D.O. Seriner Gerenli. Master's thesis, Middle East Technical University, 2023.
- A New Efficient Tmvp Algorithm and an Application for Post-Quantum Cryptography, A.B. Gökce. Master's thesis, Middle East Technical University, 2023.
- A Study on Crystals-Kyber and its Masked Implementations, S. Özeren. Master's thesis, Middle East Technical University, 2023.
- 2022
- Analysis and Comparison of Fully Homomorphic Encryption Approaches Over Integers, C. Bozkurt. Master's thesis, Middle East Technical University, 2022.
- Analyzes of Block Recombination and Lazy Interpolation Methods and Their Applications to Saber, B. Aksoy. Master's thesis, Middle East Technical University, 2022.
- Hyybrid Analysis of Tmvp for Modular Polynomial Multiplication in Cryptography, G. Efe. Master's thesis, Middle East Technical University, 2022.
- Radix-3 NTT-Based Polynomial Multiplication for Lattice-Based Cryptography, C.A. Hassan. Master's thesis, Middle East Technical University, 2022.
- Machine Learning over Encrypted Data With Fully Homomorphic Encyption, A. Kahya. Master's thesis, Middle East Technical University, 2022.
- Blockchain Based Solution for Electronic Health Record Integrity, K. Çelik. Master's thesis, Middle East Technical University, 2022.
- Random Sequences in Vehicle Routing Problem, M.E. Gülşen. Master's thesis, Middle East Technical University, 2022.
- Sttudies on Almost Perfect Nonlinear Functions, G. Batmaz Keskin. Master's thesis, Middle East Technical University, 2022.
- 2021
- Gröbner Basis Attack on STARK-Friendly Symmetric-Key Primitives: JARVIS, MiMC and GMiMCerf. G. Kara. Master's thesis, Middle East Technical University, 2021.
- Zero Knowledge Range Proofs and Applications on Decentralized Constructions. E. Günsay. Master's thesis, Middle East Technical University, 2021.
- Gröbner Basis Attack on Stark-Friendly Symmetric-Key Primitives: Jarvis, Mimc and Gmimcerf, G. Kara. Master's thesis, Middle East Technical University, 2021.
- Zero-knowledge range proofs and applications on decentralized constructions, E. Günsay. Master's thesis, Middle East Technical University, 2021.
- On Measuring Security Bounds of Some Ciphers Using Mixed Integer Linear Programming (MILP) Approach, T. Can. Master's thesis, Middle East Technical University, 2021.
- Implementation Analysis of Cryptography Toolbox in Hyperledger, A. Şimşek. Master's thesis, Middle East Technical University, 2021.
- Studies on Implementation of Some Mrd Codes, R. Özkerim. Master's thesis, Middle East Technical University, 2021.
- Analysis and Implementation of Binary Polynomial Multiplication, M.A. Oludo. Master's thesis, Middle East Technical University, 2021.
- Cryptographic Misuse Detection Tools, E.S. Koru. Master's thesis, Middle East Technical University, 2021.
- Some Studies on CCZ-Equivalence of the Inverse Function, M. Fidan. Master's thesis, Middle East Technical University, 2021.
- Soome Studies on C-Differential Uniformity of Swapped Inverse Function, B. Ünver. Master's thesis, Middle East Technical University, 2021.
- MDS Matrices Over Rings For Designing Lightweight Block Cİpher, G. Yetişer. Master's thesis, Middle East Technical University, 2021.
- 2020:
- Identity/Attribute-Based Authenticatıon Protocols Based On Pairings. G. Öztürk. Master's thesis, Middle East Technical University, 2020.
- Cryptographic Modules Validation Process According to the Fips 140 and ıso/iec 15408. C.Yener, Master's thesis, Middle East Technical University, 2020.
- A Study of Lightweight Cryptography. Z. Çamur. Master's thesis, Middle East Technical University, 2020.
- On Password-Based Authentıcated Key Exchange (Pake) Protocols. M. Tonga. Master's thesis, Middle East Technical University, 2020.
- Secure Message Authentication Protocol for CAN (Controller Area Network). S. Mertol. Master's thesis, Middle East Technical University, 2020.
- Identity/Attribute-Based Authentication Protocols Based on Pairings, G. Öztürk. Master's thesis, Middle East Technical University, 2020.
- 2019
- Decentralized Secure Multiparty Computation. B. Taşçı. Master's thesis, Middle East Technical University, 2019.
- Elliptic Curves and Use of Their Endomorphism Rings in Cryptography. A.M. Sülçe. Master's thesis, Middle East Technical University, 2019.
- Quantum Safe Digital Signatures from Symmetric Key Primitives. Ş. Erbaş. Master's thesis, Middle East Technical University, 2019.
- A Survey About Cryptographic Protocols Using Pairing Based Cryptography. Ş. Fetvacı. Master's thesis, Middle East Technical University, 2019.
- Password Based Secure User Authentication Protocols on Wireless Sensor Networks. U. Şen. Master's thesis, Middle East Technical University, 2019.
- A Study on Countermeasures to Side Channel Attacks for AES. D. Çenesiz. Master's thesis, Middle East Technical University, 2019.
- Aspects of Coding Theory With Two Recent Applications. Ş. Bodur. Master's thesis, Middle East Technical University, 2019.
- Secure Cloud Storage Access Control with Attribute Based Encryption. C.T. Bağlaçer. Master's thesis, Middle East Technical University, 2019.
- Quantum-Resistant Multivariate Quadratic Systems and Digital Signatures. E. Altundağ. Master's thesis, Middle East Technical University, 2019.
- 2018:
- Modified Differential Cryptanalysis on LBLOCK Using Differential Factors. M. Öğünç. Master's thesis, Middle East Technical University, 2018.
- Homomorphic Encryption for Data Security in Cloud Computing. A. Wainakh. Master's thesis, Middle East Technical University, 2018.
- A Survey on the Provable Security Using Indistinguishability Notion on Cryptographic Encryption Schemes. E. Ayar. Master's thesis, Middle East Technical University, 2018.
- 2017:
- Modular Exponentiation Methods in Cryptography. H.B. Yünüak. Master's thesis, Middle East Technical University, 2017.
- Slide Attacks and Its Applications. E. Uslu. Master's thesis, Middle East Technical University, 2017.
- Secure Password Generation through Statistical Randomness Tests. A. Uslu. Master's thesis, Middle East Technical University, 2017.
- Homomorphic Encryption Based on the Ring Learning with Errors (RLWE) Problem. İ. Keskinkurt. Master's thesis, Middle East Technical University, 2017.
- Correlation of Squences and Quadratic Forms. C. Genişel. Master's thesis, Middle East Technical University, 2017.
- Some Characterizations of Generalized s–Plateaued Functions. E. Çelik. Master's thesis, Middle East Technical University, 2017.
- 2016:
- Design of S-boxes by Concatenation of Rotation-Symmetric S-boxes. S. Baloğlu. Master's thesis, Middle East Technical University, 2016.
- S-box Classification and Selection in Symmetric Key Algorithms. H.A. Şahin. Master's thesis, Middle East Technical University, 2016.
- Analysis of Recent Attacks on SSL⁄TLS Protocols. D. Özden. Master's thesis, Middle East Technical University, 2016.
- An Analysis on Efficient Polynomial Multiplication Algorithms for Cryptographic Purposes. M.B. İlter. Master's thesis, Middle East Technical University, 2016.
- Improvement on Bit Diffusion Analysis of Pi-Cipher. B. Bozademir. Master's thesis, Middle East Technical University, 2016.
- 2015:
- On the Efficient Implementation of RSA. H.K. Güner. Master's thesis, Middle East Technical University, 2015.
- Security of Certificate - Based Protocols: Focus on Server Authentication. S. Baran. Master's thesis, Middle East Technical University, 2015.
- 2014:
- Free Storage Basis Conversion Over Extension Field. N.Y. Harold. Master's thesis, Middle East Technical University, 2014.
- Mutual Correlation of Randomness Test and Analysis of Test Outputs of Transformed and Biased Sequences. Z. Akcengiz. Master's thesis, Middle East Technical University, 2014.
- A Randomness Test Based on Postulate R-2 on the Number of Runs. O. Şeker. Master's thesis, Middle East Technical University, 2014.
- On Lattice Based Digital Signature Schemes. F. Javani. Master's thesis, Middle East Techical University, 2014.
- Relating Undisturbed Bits to Other Properties of Substitution Boxes. R.H. Makarim. Master's thesis, Middle East Technical University, 2014.
- Simulation and Verification of Security Attacks on Light-weight RFID Protocols. S. Ahmed. Master's thesis, Middle East Technical University, 2014.
- Internet Voting Based on Homomorphic Encryption. H. Yıldırım. Master's thesis, Middle East Technical University, 2014.
- 2013:
- Construction of quasi-cyclic self-dual codes. P. Çomak. Master's thesis, Middle East Technical University, 2013.
- 2012:
- Generalized Bent Functions With Perfect Nonlinear Functions On Arbitrary Groups. E.S. Yılmaz. Master's thesis, Middle East Technical University, 2012.
- On Verification of Restricted Extended Affine Equivalence of Vectorial Boolean Functions. A. Sınak. Master's thesis, Middle East Technical University, 2012.
- A survey on all known algorithms in solving generalization of birthday. M. Namaziesfanjani. Master's thesis, Middle East Technical University, 2012.
- 2011:
- On Planar Functions. F. Hamidli. Master's thesis, Middle East Technical University, 2011.
- 2010:
- A Compact Cryptographic Processor for IPSec Applications. E.B. Kavun. Master's thesis, Middle East Technical University, 2010.
- Basic Cryptanalysis Methods on Block Ciphers. D. Çelik. Master's thesis, Middle East Technical University, 2010.
- Space-Time Codes. M. Karaçayır. Master's thesis, Middle East Technical University, 2010.
- Generating Functions and their Applications. B. Bilgin. Master's thesis, Middle East Technical University, 2010.
- 2009:
- Design and Analysis of Hash Functions. O. Koçak. Master's thesis, Middle East Technical University, 2009.
- Related-Key Attacks on Block Ciphers. A. Darbuka. Master's thesis, Middle East Technical University, 2009.
- Impossible Differential Cryptanalysis of Reduced Round HIGHT. C. Tezcan. Master's thesis, Middle East Technical University, 2009.
- A Survey on Quaternary Codes and Their Binary Images. D. Özkaya. Master's thesis, Middle East Technical University, 2009.
- An Alternative Normal Form for Elliptic Curve Crpyotography: Edwards Curves. K. Muş. Master's thesis, Middle East Technical University, 2009.
- Combined Attacks on Block Ciphers. N. Öztop. Master's thesis, Middle East Technical University, 2009.
- 2008:
- SARMAL: A Cryptographic Hash Function. K. Varıcı. Master's thesis, Middle East Technical University, 2008.
- On The Ntru Public Key Cryptosystem. C. Çimen. Master's thesis, Middle East Technical University, 2008.
- 2007:
- On the Security of Tiger Hash Function. O. Özen. Master's thesis, Middle East Technical University, 2007.
- On the Avalanche Properties of MISTY1, KASUMI and KASUMI-R. S. Akleylek. Master's thesis, Middle East Technical University, 2007.
- 2006:
- Some Sequence Synthesıs Algorıthms. B. Eröcal. Master's thesis, Middle East Technical University, 2006.
- Scalar Multiplication on Elliptic Curves. O. Yayla. Master's thesis, Middle East Technical University, 2006.
- How To Invert One-Way Functions: Time-Memory Trade-Off. Ç. Çalık. Master's thesis, Middle East Technical University, 2006.
- 2005:
- Cryptographıc Properties of Some Highly Nonlinear Balanced Boolean Functions. B.G. Dündar. Master's thesis, Middle East Technical University, 2005.
- Construction of Bent Functions. F. Sulak. Master's thesis, Middle East Technical University, 2005.
- 2004:
- Construction of Substitution Boxes Depending On Linear Block Codes. S. Yıldız. Master's thesis, Middle East Technical University, 2004.
- Nonlinearity Preserving Post-transformations. İ. Sertkaya. Master's thesis, Middle East Technical University, 2004.
- On the Expected Value of the Linear Complexity of Periodic Sequences. Ç. Özakın. Master's thesis, Middle East Technical University, 2004.
- Divisibility results on boolean functions using the Numerical Normal Form. F. Göloğlu. Master's thesis, Middle East Technical University, 2004.
- On an architecture for a paralel finite field multiplier with low complexity based on composite fields. N. Kındap. Master's thesis, Middle East Technical University, 2004.
- Counting and Constructing Boolean Functions with Particular Difference Distribution Vectors. E. Yıldırım. Master's thesis, Middle East Technical University, 2004.
- 2023
- Trust in Banks: a Multi-Level Analysis, Y. Öztürk, Master's thesis, Middle East Technical University, 2023
- Seasonal Adjustment of High-Frequency Time Series, İ. Tosun, Master's thesis, Middle East Technical University, 2023
- Balance Sheet Changes in the Turkish Banking Sector in the Face of FX Rate Volatility, M. Malkoç, Master's thesis, Middle East Technical University, 2023
- Investor Overconfidence: An Emerging Market Analysis, C. Çaylak, Master's thesis, Middle East Technical University, 2023
- Modeling Exchange Rate Volatility Using ARMA-GARCH Aproach with Non-Gaussian Distributions, Y. Girgin, Master's thesis, Middle East Technical University, 2023
- Extracting Market Expectations for Monetary Policy Stance Using Overnight Index Swap: Evidence from Türkiye, İ. Özbek, Master's thesis, Middle East Technical University, 2023
- 2022
- Incorporation of Foreign Exchange Risk to Fama-French Factor Model: A Study on Borsa İstanbul, F. Höçük, Master's thesis, Middle East Technical University, 2022.
- Investor Attention and Stock Performance: a Search Engine Optimization Approach, A.E. Gül, Master's thesis, Middle East Technical University, 2022.
- Examination of Bond Risk Premia from the Banking Perspective, S. Orhan, Master's thesis, Middle East Technical University, 2022.
- Forecasting financial performance using the FSCORE, A.G. İrge, Master's thesis, Middle East Technical University, 2022.
- Resilience Into Disaster Risk Management, İ. Özbaba, Master's thesis, Middle East Technical University, 2022
- The Impact of the 30th October Earthquake on the Covid-19 Pandemic in İzmir and its Vicinity, T. Aru, Master's thesis, Middle East Technical University, 2022
- Bitcoin Price Forecasting Under the Influences of Network Metrics and Other Financial Assets, İ. Daş, Master's thesis, Middle East Technical University, 2022
- Effects of Central Bank's Announcements on Financial Markets, B. Hanikaz, Master's thesis, Middle East Technical University, 2022
- 2021
- Optimal Capacity allocation in Electricity Industry in Accordance with Renewable Energy Sources: The US Case. U. Gölbaşı. Master's thesis, Middle East Technical University, 2021.
- Intraday Price Reversals with High Frequency Data: Applied to Bist 100 Index. F. Cingöz. Master's thesis, Middle East Technical University, 2021
- Performance of Hybrid Machine Learning Algorithms on Financial Time Series Data. M. Gözde Sayın. Master's thesis, Middle East Technical University, 2021.
- Effects of Exchange Rate Volatility and Firm-Specific Features on the Rates of Returns of the Manufacturing Firms Listed in Borsa İstanbul: a Capm Approach, M. Aslan, Master's thesis, Middle East Technical University, 2021.
- The effect of focus versus diversification On bank performance: does ethical structure matter?, G. Çalı, Master's thesis, Middle East Technical University, 2021.
- 2020:
- Solution of the Almgren-Chriss Model with Quadratic Market Volume via Special Functions. E. Ertürk. Master's thesis, Middle East Technical University, 2020.
- Pricing Inflation Indexed Bonds and Embedded Deflation Floor Options: An Analysis on Turkish Bond Market. B. Bayram. Master's thesis, Middle East Technical University, 2020.
- 2019:
- Determination of Adequate Funding for Unemployement Insurance in Turkey. H.B. Yıldırım. Master's thesis, Middle East Technical University, 2019.
- Influence of Renewable Energy on Carbon Proces in the USA. H.E. Çoşkun. Master's thesis, Middle East Technical University, 2019.
- Modeling FX Options in Presence of Stochastic Volatility with Overnight-Indexed-Swap-Discounting. S. Tekten. Master's thesis, Middle East Technical University, 2019.
- Comparison of Machine Learning Algorithms on Consumer Credit Classification. O. Koç. Master's thesis, Middle East Technical University, 2019.
- Early Warning Model with Machine Learning for Turkish Insurance Sector. G.B. Koçer. Master's thesis, Middle East Technical University, 2019.
- Hedging Performance of Utility Indifference Pricing of European Call Options. C. Köroğlu. Master's thesis, Middle East Technical University, 2019.
- Corporate Strategies for Currency Risk Management. İ.B. Tekcan. Master's thesis, Middle East Technical University, 2019.
- An Affine Term Structure Model for Turkish Interest Rate Swap Market: Do Swaps Span Volatility Risk?. A.G. Özbekler. Master's thesis, Middle East Technical University, 2019.
- 2018:
- Electricity Load and Price Forecasting of Turkish Electricity Markets. O. Kalay. Master's thesis, Middle East Technical University, 2018.
- Volatility Indexes and an Implementation of the Turkish BIST 30 Index. C. Karakurt. Master's thesis, Middle East Technical University, 2018.
- Empirical Comparison of Portfolio Risk Diversification Algorithms. Ç. Yerli. Master's thesis, Middle East Technical University, 2018.
- A Comparison of Constant and Stochastic Volatility in Merton’s Portfolio Optimization Problem. O. Öztürk. Master's thesis, Middle East Technical University, 2018.
- 2017:
- Macroeconomic Announcements and Intraday Stock Market Volatility. B.N. Yılmaz. Master's thesis, Middle East Technical University, 2017.
- Modeling an Advanced Fund Transfer Pricing with an Application of Hull–White Interest–Rate Tree in Turkish Banking Sector. B. Shakirov. Master's thesis, Middle East Technical University, 2017.
- Application of Stochastic Volatility Models with Jumps to Bist30 Index Options. M. Rahiminejat. Master's thesis, Middle East Technical University, 2017.
- Energy Consumption in Data Centers with Deterministic Setup Times. A. Kara. Master's thesis, Middle East Technical University, 2017.
- Algorithmic Trading Strategies using Dynamic Mode Decomposition: applied to Turkish Stock Market. M.C. Savaş. Master's thesis, Middle East Technical University, 2017.
- Modeling of Exchange Rates by Multivariate Adaptive Regression Splines and Comparison with Classical Statistical Methods. E. Köksal. Master's thesis, Middle East Technical University, 2017.
- Identification of Coupled Systems of Stochastic Differential Equations in Finance Including Investor Sentiment by Multivariate Adaptive Regression Splines. B. Kalaycı. Master's thesis, Middle East Technical University, 2017.
- Stochastic Optimal Control Theory: New Applications to Finance and Insurance. E. Akdoğan. Master's thesis, Middle East Technical University, 2017.
- Stochastic Delay Differential Equations. E.E. Aladağlı. Master's thesis, Middle East Technical University, 2017.
- 2016:
- Robust Conditional Value-at-Risk Under Parallelpipe Uncertainty: An Application to Portfolio Optimization. G. Kara. Master's thesis, Middle East Technical University, 2016.
- Pricing and Hedging Lookback Options Using Black-Scholes in Borsa Istanbul. S.A. Samuel-Paul. Master's thesis, Middle East Technical University, 2016.
- Local Volatility Model Applied to BIST30 European Warrants: Pricing and Hedging. Z.S. Kirazoğlu. Master's thesis, Middle East Technical University, 2016.
- Credit Default Swap Valuation: An Application Via A Stochastic Intensity Model. M. Namuslu. Master's thesis, Middle East Technical University, 2016.
- Pricing and Hedging of Quotient Options in Istanbul Stock Exchange. A.U. Özsoy. Master's thesis, Middle East Technical University, 2016.
- Applications of the Heston Model on BIST30 Warrants: Hedging and Pricing. Ö.M. Mert. Master's thesis, Middle East Technical University, 2016.
- An Application of the Black Litterman Model in Borsa İstanbul using Analysts’ Forecasts as Views. C. Adaş. Master's thesis, Middle East Technical University, 2016.
- Hydro Inflow Forecasting And Virtual Power Plant Pricing in the Turkish Electricity Market. S. Çabuk. Master's thesis, Middle East Technical University, 2016.
- Flexibility Modelling of Natural Gas Contacts: İstanbul Case. C.F. Yazıcı. Master's thesis, Middle East Technical University, 2016.
- The Effect of Margin Changes on Futures Market Volume and Trading. Ç. Erken. Master's thesis, Middle East Technical University, 2016.
- 2015:
- Recent Developments in Portfolio Optimization via Dynamic Programming. J.O. Oluwakayode. Master's thesis, Middle East Technical University, 2015.
- Object-Oriented Implementation of Option Pricing Via Matlab: Monte Carlo Approach. Ö. Tekin. Master's thesis, Middle East Technical University, 2015.
- An Analysis of Momentum and Mean Reversion Effects on Equity Indices. A. Özbilge. Master's thesis, Middle East Technical University, 2015.
- Determination of Inflation Rate in a Hidden Markov Model Framework: Turkey Case. D. Aydoğan. Master's thesis, Middle East Technical University, 2015.
- Investigation of Fractional Black Scholes Option Pricing Approaches and Their Implementations. E. Hergüner. Master's thesis, Middle East Technical University, 2015.
- Multiresolution Analysis of S&P500 Time Series. D.K. Kılıç. Master's thesis, Middle East Technical University, 2015.
- An Early Warning Model For Turkish Non-Life Insurance Companies. G. Ocak. Master's thesis, Middle East Technical University, 2015.
- The Estimation of Mortality and Morbidity by Markov Model and Phase Type Law for Turkish Case. F. Akat. Master's thesis, Middle East Technical University, 2015.
- 2014:
- Skewness and Kurtosis Factors and Asset Pricing in Borsa Istanbul. A. Gürbüz. Master's thesis, Middle East Technical University, 2014.
- Simulating Stochastic Differential Equations using Ito-Taylor Schemes. E. Baylan. Master's thesis, Middle East Technical University, 2014.
- Modelling and Implementation of Local Volatility Surfaces. A. Animoku. Master's thesis, Middle East Technical University, 2014.
- Computation of Greeks in Black-Sholes-Merton and Stochastic Volatility Models Using Malliavin Calculus. B. Yılmaz. Master's thesis, Middle East Technical University, 2014.
- Cross Country Analysis on the Relation Between Crude Oil Prices and Financial Market Indicators: a Copula Approach. D.E. Öztürk . Master's thesis, Middle East Technical University, 2014.
- 2013:
- Pricing American Options With Numerical Applications. S. Kozpınar. Master's thesis, Middle East Technical University, 2013.
- Advances and Applıcatıons of Stochastıc Ito-Taylor Approxımatıon and Change of Time Method: in the Financial Sector. H. Öz. Master's thesis, Middle East Technical University, 2013.
- Optimal Portfolio Strategies Under Various Risk Measures. A. Meral. Master's thesis, Middle East Technical University, 2013.
- Backward Stochastic Differential Equations and Feynman-Kac Formula in the Presence of Jump Processes. C.İ. Yücetürk. Master's thesis, Middle East Technical University, 2013.
- Backward Stochastic Differential Equations and Their Applications to Stochastic Control Problems. H.S. Nalbant. Master's thesis, Middle East Technical University, 2013.
- 2012:
- Stochastic credit default swap prcing. İ.H. Gökgöz. Master's thesis, Middle East Technical University, 2012.
- Two Studies on Backward Stochastic Differential Equations. V. Tunç. Master's thesis, Middle East Technical University, 2012.
- Testing for Rational Bubbles in Turkish Stock Market. F. Başoğlu. Master's thesis, Middle East Technical University, 2012.
- Portfolio Insurance Strategies. Ç. Güleroğlu. Master's thesis, Middle East Technical University, 2012.
- Pricing and Hedging of a Participating Forward Contract. İ.E. Ünver. Master's thesis, Middle East Technical University, 2012.
- Temperature in Turkey and Turkish Day Ahead Electricity Market Prices: Modeling and Forecasting. K.D. Ünlü. Master's thesis, Middle East Technical University, 2012.
- 2011:
- The Volatility Spillover Among A Country’s Foreign Exchange, Bond and Stock Markets: A Multivariate GARCH Analysis. M.M. Kubilay. Master's thesis, Middle East Technical University, 2011.
- Market Reaction to Rights Offering Announcements In The Turkısh Stock Market. M. Tepe. Master's thesis, Middle East Technical University, 2011.
- The Intraday Lead-Lag Relatıonship Of Spot and Futures Markets in Turkey: Co-Integration and Causality Analyses. N. Abuk. Master's thesis, Middle East Technical University, 2011.
- Stochastic Volatility and Stochastic Interest Rate Model with Jump and its Application on General Electric Data. Ş.B. Celep. Master's thesis, Middle East Technical University, 2011.
- Effects of Monetary Policy on Banking Interest Rates: Interest Rate Pass-Through in Turkey. S. Sağır. Master's thesis, Middle East Technical University, 2011.
- Pricing Default and Financial Distress Risks in Foreign Currency-Denomınated Corporate Loans ın Turkey. A. Yılmaz. Master's thesis, Middle East Technical University, 2011.
- Option Pricing with Fractional Brownian motion. B.A. İnkaya. Master's thesis, Middle East Technical University, 2011.
- Portfolio Selection and Return Performance: An Application of the Black-Litterman Method in the Istanbul Stock Exchange. M.B. Bozdemir. Master's thesis, Middle East Technical University, 2011.
- 2010:
- Pricing Power Derivatives: Electricity Swing Options. N.S. Aydın. Master's thesis, Middle East Technical University, 2010.
- Office Rent Varation in Istanbul CDB: an Application of Mamdani and TSK-TYPA Fuzzy Rule Based System. A. Karimov. Master's thesis, Middle East Technical University, 2010.
- Completion, pricing and calibration in a Levy market model. B.Z. Temoçin. Master's thesis, Middle East Technical University, 2010.
- Pricing Inflation Indexed Swaps Using an Extended HJM Framework With Jump Process. C. Karahan. Master's thesis, Middle East Technical University, 2010.
- 2009:
- Pricing Default and Prepayment Risks of Fixed-Rate Mortgages in Turkey an Application of Explicit Finite Difference Method. Ö. Çetinkaya. Master's thesis, Middle East Technical University, 2009.
- Pricing Inflation Indexed Swaps and Swaptions Using an HJM Model. Z.C. Temiz. Master's thesis, Middle East Technical University, 2009.
- 2008:
- Credit Risk Modelling and Credit Default Swap Pricing Under Variance Gamma Process. H. Anar. Master's thesis, Middle East Technical University, 2008.
- A Market Model for Pricing Inflation Indexed Bonds with Jumps Incorporation. İ.E. Güney. Master's thesis, Middle East Technical University, 2008.
- An Empirical Comparison of Interest Rate Models for Pricing Zero Coupon Bond Options. H. Şentürk. Master's thesis, Middle East Technical University, 2008.
- Analysis of Turkish Stock Market with Markov Regime Switching Volatility Models. M.A. Karadağ. Master's thesis, Middle East Technical University, 2008.
- The Capital Structure of Turkish Real Estate Investment Trusts. B. Yıldırım. Master's thesis, Middle East Technical University, 2008.
- Pricing Us Corporate Bonds By Jarrow⁄Turnbull (1995) Model. H.D. Oğuz. Master's thesis, Middle East Technical University, 2008.
- Completion of a Levy Market Model And Portfolio Optimizaiton. A. Türkvatan. Master's thesis, Middle East Technical University, 2008.
- Dynamic Complex Hedging and Portfolio Optimization in Additive Markets. O. Polat. Master's thesis, Middle East Technical University, 2008.
- Optimizable Multiresolution Quadratic Variation Filter For High-Frequency Financial Data. A. Şen. Master's thesis, Middle East Technical University, 2008.
- 2007:
- Jump Detection With Power And Bipower Variation Processes. H.Ö. Dursun. Master's thesis, Middle East Technical University, 2007.
- How Does The Stock Market Volatility Change After Inception Of Futures Trading? The Case Of The ISE National 30 Stock Index Futures Market. İ. Esen. Master's thesis, Middle East Technical University, 2007.
- Static hedging strategies for barrier options and their robustness to model risk. O. Kaya. Master's thesis, Middle East Technical University, 2007.
- On Forward Interest Rate Models: Via Random Fields and Markov Jump Processes. S. Altay. Master's thesis, Middle East Technical University, 2007.
- Credit Risk Modelling With Stochastic Volatility, Jumps and Stochastic Interest Rates. A. Yüksel. Master's thesis, Middle East Technical University, 2007.
- 2006:
- Asset Pricing Models: Stochastic Volatility and Information-based Approaches. N. Çalışkan. Master's thesis, Middle East Technical University, 2006.
- Term Structure of Government Bond Yields:A Macro-Fınance Approach. H. Artam. Master's thesis, Middle East Technical University, 2006.
- Statictical Methods in Credit Rating. Ö. Sezgin. Master's thesis, Middle East Technical University, 2006.
- Some extensions to creditrisk: FFT, FFT-Panjer and Poisson-INAR process. K.K. Nazlıben. Master's thesis, Middle East Technical University, 2006.
- Valuation of Life Insurance Contracts Using Stochastic Mortality Rate And Risk Process Modeling. Ş. Çetinkaya. Master's thesis, Middle East Technical University, 2006.
- 2005:
- Credit Scoring Methods And Accuracy Ratio. A. İşcanoğlu. Master's thesis, Middle East Technical University, 2005.
- Coherent and Convex Measures of Risk. İ. Yıldırım. Master's thesis, Middle East Technical University, 2005.
- Public Debt Management in Turkey with Stochastic Optimization Approach. N. Çelebi. Master's thesis, Middle East Technical University, 2005.
- Decomposition Techniques in Energy Risk Management. O. Sürücü. Master's thesis, Middle East Technical University, 2005.
- Stochastic Volatility, a New Approach For Vasicek Model With Stochastic Volatility. S. Zeytun. Master's thesis, Middle East Technical University, 2005.
- Comparative Study of Risk Measures. Z. Ekşi. Master's thesis, Middle East Technical University, 2005.
- 2004:
- Yield Curve Estimation and Prediction with Vasicek Model. D. Bayazıt. Master's thesis, Middle East Technical University, 2004.
- Yield Curve Modelling via two Parameter Processes. U. Pekerten. Master's thesis, Middle East Technical University, 2004.
- One-Factor Interest Rate Models: Analytic Solutions and Approximations. Y. Yolcu. Master's thesis, Middle East Technical University, 2004.
- 2023
- Fem Approximation of Maxwell Equations: the Source Problem, Eigenproblem, and Electromagnetic Waves, T. Dağlı, Master's thesis, Middle East Technical University, 2023.
- Solving the Inverse Problem of Electrocardiography for Spontaneous Pvc Localization: Analysis of Clinical Electrocardiographic Data, N. Rasoolzadeh, Master's thesis, Middle East Technical University, 2023.
- Comparison of Artificial Neural Network-Based and Adaptive Quadratic Neural Network-Based Multi-Fidelity Algorithms for Buckling Load Prediction of Stiffened Panels, H.A. Yaşar, Master's thesis, Middle East Technical University, 2023.
- 2022
- Stochastic Momentum Methods For Optimal Control Problems Governed By Convection-diffusion Equations With Uncertain Coefficients, S.C. Toraman, Master's thesis, Middle East Technical University, 2022.
- Performance of Electrical Power Flow Solvers: Case Studies, Ö.A. Ceylan, Master's thesis, Middle East Technical University, 2022.
- Competing labels: a heuristic approach to pseudo-labeling in deep semi-supervised learning, H.B. Bayrak, Master's thesis, Middle East Technical University, 2022.
- Quality Enhancement of Computed Tomography Images of Porous Media Using Convolutional Neural Networks, E.U. Yıldırım, Master's thesis, Middle East Technical University, 2022.
- Seismic First Arrival Traveltime Inversion Harnessing Physics Informed Neural Networks, İ.E. Yıldırım, Master's thesis, Middle East Technical University, 2022.
- Data-Driven Model Discovery and Control of Lateral-Directional Fighter Aircraft Dynamics, C. Öznurlu, Master's thesis, Middle East Technical University, 2022.
- Probabilistic Forecasting of Multiple Time Series with Single Recurrent Neural Network, S.T. Topallar, Master's thesis, Middle East Technical University, 2022.
- Loose Coupling of Su2 Multiphysics Code with Pato to Analyze the Surface Recession Effect on Surface Heat Flux, M. Çelik, Master's thesis, Middle East Technical University, 2022.
- 2021
- A data driven epidemic model to analyze and forecast the dynamics of COVID-19, R. Hasanli. Master's thesis, Middle East Technical University, 2021.
- Bipedal Robot Walking by Reinforcement Learning in Partially Observed Environment, U. Özalp. Master's thesis, Middle East Technical University, 2021
- Extension of Leap Condition in Approximate Stochastic Simulation Algorithms of Biological Networks, S. Demirbüken. Master's thesis, Middle East Technical University, 2021
- 2020
- Reevaluating Spectral Partitioning for Unsymmetric Matrices. E. Oktay. Master's thesis, Middle East Technical University, 2020.
- 2019
- Stochastic Modeling of Biochemical Systems with Filtering and Smoothing. M. Haksever. Master's thesis, Middle East Technical University, 2019.
- Sentiment Analysis with Recurrent Neural Networks on Turkish Reviews Domain. D. Rysbek. Master's thesis, Middle East Technical University, 2019.
- 2018:
- Numerical Studies of Korteweg-de Vries Equation with Random Input Data. M.A. Üreten. Master's thesis, Middle East Technical University, 2018.
- 2016:
- Parallel Preconditioning Techniques for Numerical Solution of Three Dimensional Partial Differential Equations. A.A. Sivas. Master's thesis, Middle East Technical University, 2016.
- Numerical Solution of semi-linear Advection-Diffusion-Reaction Equations by Discontinuous Galerkin Methods. S. Yıldız. Master's thesis, Middle East Technical University, 2016.
- 2015:
- Numerical Solution of Fisher’s Equation with Discontinuous Galerkin Method. F. Özsoy. Master's thesis, Middle East Technical University, 2015.
- Regulatory Networks studied by Ellipsoidal Calculus. S. Yayla. Master's thesis, Middle East Technical University, 2015.
- Numerical Modelling of Spatio-Temporal Patterns in a DC-Driven Gas Discharge-Semiconductor System. G. Özden. Master's thesis, Middle East Technical University, 2015.
- Daily Natural Gas Consumption Prediction by MARS and CMARS Models for Residential Users in Ankara. Y. Yılmaz. Master's thesis, Middle East Technical University, 2015.
- Multigrid Methods for Optimal Control Problems Governed by Convection-Diffusion Equations. Ö.M. Arslantaş. Master's thesis, Middle East Technical University, 2015.
- Numerical Simulation of Advective Lotka-Volterra systems by discontinuous Galerkin method. S. Aktaş. Master's thesis, Middle East Technical University, 2015.
- 2013:
- Consesnsus Clustering of Time Series Data. A. Yetere. Master's thesis, Middle East Technical University, 2013.
- Ensemble Clustering of Time Series Data. S. Güneri. Master's thesis, Middle East Technical University, 2013.
- 2012:
- Analysis Of Threshold Dynamics Of Epidemic Models in A Periodic Environment. C. Evcin. Master's thesis, Middle East Technical University, 2012.
- 2011:
- Discontinuous Galerkin Methods for Time-Dependent Convection Dominated Optimal Control Problems. T. Akman. Master's thesis, Middle East Technical University, 2011.
- Energy Preserving Methods for Korteweg De Vries Type Equations. G. Şimşek. Master's thesis, Middle East Technical University, 2011.
- 2010:
- Protein Domain Networks: Analysis of Attack Tolerance Under Varied Circumstances. Ş.D. Oğuz. Master's thesis, Middle East Technical University, 2010.
- Computation and Analysis of Spectra of Large Undirected Networks. Ö. Erdem. Master's thesis, Middle East Technical University, 2010.
- Computation and Analysis of Spectra of Large Networks with Directed Graphs. A. Sarıaydın. Master's thesis, Middle East Technical University, 2010.
- Parameter Estimation in Generalized Partial Linear Models with Tikhanov Regülarization. B. Kayhan. Master's thesis, Middle East Technical University, 2010.
- Robust Conic Quadratic Programming Applied to Qualıty Improvement - A Robustification of CMARS. A. Özmen. Master's thesis, Middle East Technical University, 2010.
- A Contribution to Modern Reduction Techniques and their Application by Applied Mathematics and Statistical Learning. H. Sakarya. Master's thesis, Middle East Technical University, 2010.
- Comparison of Optical Character Recognition Algorithms using Fourier and Wavelet Based Feature Extraction. N.Ö. Onak. Master's thesis, Middle East Technical University, 2010.
- Parameter Estimation in Generalized Partial Linear Models with Conic Quadratic Programming. G. Çelik. Master's thesis, Middle East Technical University, 2010.
- 2009:
- Derivative Free Multilevel Optimization Methods. B. Pekmen. Master's thesis, Middle East Technical University, 2009.
- Numerical Method for Conform Reflection. A. Kushnarov. Master's thesis, Middle East Technical University, 2009.
- Combination of Conventional Regularization Methods and Genetic Algorithms for Solving the Inverse Problem of Electrocardiography. S. Sarıkaya. Master's thesis, Middle East Technical University, 2009.
- 2008:
- Digital Image Processing of Remotely Sensed Oceanographic Data. M. Türkmen. Master's thesis, Middle East Technical University, 2008.
- The Finite Element Method Solution Of Reaction-Diffusion-Advection Equations in Air Pollution. Ö. Türk. Master's thesis, Middle East Technical University, 2008.
- A New Contribution to Nonlinear Robust Regression and Classification with Mars and its Applications to Data Mining for Quality Control in Manufacturing. F. Yerlikaya. Master's thesis, Middle East Technical University, 2008.
- Image Segmentation and Smoothing Via Partial Differential Equations. N. Özmen. Master's thesis, Middle East Technical University, 2008.
- Development of Tools for Modeling Hybrid Systems with Memory. N. Gökgöz. Master's thesis, Middle East Technical Uiversity, 2008.
- 2007:
- Modelling Functional Dynamical Systems by Piecewise Linear Systems with Delay. M. Kahraman. Master's thesis, Middle East Technical University, 2007.
- Inference of Piecewise Linear Systems with an Improved Method Employing Jump Detection. A.M. Selçuk. Master's thesis, Middle East Technical University, 2007.
- Text Mining: A Burgeoning Quality Improvement Tool. M. Alkın. Master's thesis, Middle East Technical University, 2007.
- 2006:
- Discrete Tomographic Reconstruction Methods from the Theories of Optimization and Inverse Problems: Application in VLSI Microchip Production. O. Özgür. Master's thesis, Middle East Technical University, 2006.
- Yield Curve Estimation by Spline-Based Models. İ. Baki. Master's thesis, Middle East Technical University, 2006.
- Extension of the Logistic Equation With Pıecewıse Constant Arguments and Population Dynamics. D. Altıntan. Master's thesis, Middle East Technical University, 2006.
- 2005:
- Boundary Element Formulatıon and Its Solutıon ın Forward Problem of Electrocardıography by Usıng a Realıstıc Torso Model. A. Kurt. Master's thesis, Middle East Technical University, 2005.
- Derivative Free Optimization Methods: Application in Stirrer Configuration and Data Clustering. B. Akteke. Master's thesis, Middle East Technical University, 2005.
- Inference of Switching Networks by using a Piecewise Linear Formulation. D. Akçay. Master's thesis, Middle East Technical University, 2005.
- Analysis and Prediction of Gene Expression Patterns by Dynamical Systems, and by A Combinatorial Algorithm. M. Taştan. Master's thesis, Middle East Technical University, 2005.
- Statistical Learning and Optimization Methods for Improving the Efficiency in Landscape image Clustering and Classification Problems. S. Gürol. Master's thesis, Middle East Technical University, 2005.
- 2004:
- A Mathematical Modeling and Approximation of Gene Expression Patterns By Lınear and Quadratıc Regulatory Relatıons and Analysıs of Gene Networks. F.B. Yılmaz. Master's thesis, Middle East Technical University, 2004.
- Mathematical Modeling of Enzymatic Reactions, Simulation and Parameter Estimation. S. Özöğür. Master's thesis, Middle East Technical University, 2004.