IAMINSTITUTE OF APPLIED MATHEMATICS

Topic: MSc Theses

MSc Theses by IAM

Publications for topic "MSc Theses"
2015
Armağan Özbilge, An Analysis of Momentum and Mean Reversion Effects on Equity Indices, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2015
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Gizem Ocak, An Early Warning Model for Turkish Insurance Companies, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2015
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Yavuz Yılmaz, Daily Natural Gas Consumption Predictıon by Mars and Cmars Models for Residential Users in Ankara, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2015
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Dilek Aydoğan, Determination of Inflation Rate in a Hidden Markov Model Framework: Turkey Case, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2015
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İdil Ayberk, District-Index Insurance Program: Basıc Model and Pricing, Actuarial sciences, Institute of Applied Mathematics, Middle East Technical University, 2015
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Ecem Hergüner, Investigation of Fractional Black Scholes Option Pricing Approaches and Their Implementations, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2015
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Etkin Hasgül, Modeling Future Mortality Rates Using Both Deterministic and Stochastic Approaches, Actuarial Sciences, Institute of Applied Mathematics, Middle East Technical University, 2015
Özgün Murat Arslantaş, Multigrid Methods for Optimal Control Problems Governed by Convection-Diffusion Equations, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2015
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Deniz Kenan Kılıç, Multiresolution Analysis of S&P500 Time Series, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2015
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Gözde Özden, Numerical Modelling of Spatio-Temporal Patterns in a Dc-Driven Gas Discharge-Semiconductor System, Scientic Computing, Institute of Applied Mathematics, Middle East Technical University, 2015
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Senem Aktaş, Numerical Simulation of Advective Lotka-Volterra Systems by Discontinuous Galerkin Method, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2015
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Fehmi Özsoy, Numerical Solution of the Fisher’s Equation With Discontinous Galerkin Method, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2015
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Özge Tekin, Object-Oriented Implementation of Option Pricing Via Matlab: Monte Carlo Approach, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2015
Hatice Kübra Güner, On the Effıcient Implementation of Rsa, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2015
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Oluwakayode John Omole, Recent Developments in Portfolio Optimization Via Dynamic Programming, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2015
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Selim Yayla, Regulatory Networks Studied by Ellipsoidal Calculus, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2015
Selim Baran, Security of Certificate-Based Protocols: Focus on Server Authentication, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2015
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Fulya Akat, The Estimation of Adopted Mortality and Morbidity Rates Using Markov Model and Phase Type Law: Turkish Case, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2015
2014
Okan Şeker, A Randomness Test Based on Postulate r-2 on the Number of Runs, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2014
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Bilgi Yılmaz, Computation of the Greeks in Black-Scholes-Merton and Stochastic Volatility Models Using Malliavin Calculus, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2014
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Ayça Yetere Kurşun, Consensus Clustering of Time Series Data, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2014
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Ndangang Yampa Harold, Free Storage Basis Conversion Over Extension Field, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2014
Hakan Yıldırım, Internet Voting Based on Homomorphic Encryption, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2014
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Abdulwahab Anim oku, Modelling and Implementation of Local Volatility Surfaces, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2014
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Ziya Akcengiz, Mutual Correlation of Randomness Test and Analysis of Test Outputs of Transformed and Biased Sequences, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2014
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Farid Javani, On Lattice Based Digital Signature Schemes, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2014
Hasan Makarim Rusydi, Relating Undisturbed Bits to Other Propertıes of Substitution Boxes, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2014
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Saman Ahmed, Simulation and Verification of Security Attacks on Light-Weight Rfid Protocols, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2014
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Ekin Baylan, Simulation Stochastic Differential Equation Using Ito-Taylor Schemes, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2014
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Aybike Gürbüz, Skewness and Kurtosis Factors and Asset Pricing in Borsa Istanbul, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey, 2014
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Derya Ezgi Öztürk, The Relation Between Crude Oil Prices and Financial Market Indicators: A Copula Approach, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2014
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2013
Mina Namaziesfanjani, A Survey on Known Algorithms in Solving Generalization birthday problem (L-List), Instıtute of Applıed Mathematics, Middle East Technical University, 2013
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Hacer Öz, Advances and Applıcations of Stochastic Ito-taylor Approximation and Change of Time Method: in the Fınancial sector, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2013
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Cansu Evcin, Analysis of Threshold Dynamics of Epidemic Models in a Periodic Environment, Institute of Applied Mathematics, Middle East Technical University, 2013
Cansu İncegul Yücetürk, Backward Stochastic Differentıal Equations and Feynman-kac formula in the presence of jump processes, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2013
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Hanife Sevda Nalbant, Backward Stochastic Differential Equations and Their Applications to Stochastic Control Problems, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2013
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Pınar Çomak, Construction of Quasi-Cyclic Self-Dual Codes, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2013
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Asena Özdemir, Demand, Supply and Partıal Equilibrium Analysis of Turkish Electricity Energy Pricing, Actuarial Sciences, Institute of Applied Mathematics, Middle East Technical University, 2013
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Alev Meral, Optimal Portfolio Strategies Under Varıous Risk Measures, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2013
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Sinem Kozpınar, Pricing American Options Under Discrete And Continuous Time Setting, Instıtute of Applıed Mathematics, Middle East Technical University, 2013
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İbrahim Emre Ünver, Pricing and Hedging a Participating Forward Contract, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2013
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Simge Güneri, Statistical Network Analysis for Collaboration in Applied Mathematics, Scientific Computing, Institute of Applied Mathematics, Middle East Technical Universityhj, 2013
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2012
Emrah Yılmaz Sercan, Generalized Bent Functions with Perfect Nonlinear Functions on Arbitrary Groups, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2012
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Toygar Kerman, Impact of Capacity Level on Reinsurance and Cat Bond Markets, Actuarial Sciences, Institute of Applied Mathematics, Middle East Technical University, 2012
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Mete Tepe, Market Reaction to Rights Offering Announcements in the Turkish Stock Market, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2012
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Ömer Ozan Evkaya, Modelling Weather Index Based Drought Insurance for Provinces in the Central Anatolia Region, Actuarial Sciences, Institute of Applied Mathematics, Middle East Technical University, 2012
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Ahmet Sınak, On Verification of Restricted Extended Affine Equivalence of Vectorial Boolean Functions, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2012
Çiğdem Güleroğlu, Portfolio Insurance Strategies, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2012
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İsmail Hakkı Gökgöz, Stochastic Credit Default Swap Pricing, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2012
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Kamil Demirberk Ünlü, Temperature in Turkey and Turkish day Ahead Electricity Market Prices: Modeling and Forecasting, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2012
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Fatma Başoğlu, Testing for Rational Bubbles in the Turkish Stock Market, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2012
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Mustafa Murat Kubilay, The Volatility Spillover Among a Country’s Foreign Exchange, Bond, and Stock Markets: a Multivariate Garch Analysis, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2012
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Vildan Tunç, Two Studies on Backward Stochastic Differential Equation, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2012
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2011
H. Sakarya, A Contribution To Modern Data Reduction Techniques And Their Applications By Applied Mathematics And Statistical Learning, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2011
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Ö. N. Onak, Comparison of OCR Algorithms Using Fourier and Wavelet Based Feature Extraction, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2011
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T. Akman, Discontinuous Galerkin Methods for Time-Dependent Convection Dominated Optimal Control Problems, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2011
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S. Sağır, Effects Of Monetary Policy On Banking Interest Rates:Interest Rate Pass-Through In Turkey, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2011
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G. Şimşek, Energy Preserving Methods For Korteweg Devries Type Equations, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2011
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F. Hamidli, On Planar Functions, Crytography, Instititue of Applied Mathematics, Middle East Technical University, 2011
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A. İnkaya, Option Pricing With Fractional Brownian Motion, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2011
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Mehmet Burak Bozdemir, PORTFOLIO SELECTION AND RETURN PERFORMANCE: An Application of the Black-Litterman Method in the Istanbul Stock Exchange, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2011
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A. Yılmaz, Pricing Default And Financial Distress Risks In Foreign Currency-Denominated Corporate Loans In Turkey, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2011
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C. Karahan, Pricing Inflation Indexed Swaps Using An Extended HJM Framework With Jump Process, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2011
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Ş. B. Celep, Stochastic Volatility And Stochastic Interest Rate Model With Jump And Its Application On General Electric Data, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2011
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D. Akbulut, Survival Modelling Approach To Time To First Claim And Actuarial Premium Calculation, Actuarial Sciences, Institute of Applied Mathematics, Middle East Technical University, 2011
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N. Abuk, The Intraday Lead-Lag Relationship Of Spot And Futures Markets In Turkey: Co-Integration And Causality Analyses, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2011
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2010
E. B. Kavun, A Compact Cryptographic Processor for IPsec Applcations, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2010
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D. Çelik, Basic Cryptanalysis Methods on Block Ciphers, Crytography, Institute of Applied Mathematics, Middle East Technical University, 2010
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Sedat Sarıkaya, Combinatıon of Conventional Regularization Methods and Genetic Algorithms for Solving the Inverse Problem of Electrocardiography, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2010
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B. Z. Yılmaz, Completion, Pricing and Calibration in a Levy Market Model, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2010
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A. Sariaydin, Computation and Analysis of Spectra of Large Networks with Directed Graphs, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2010
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Ö. Erdem, Computation and Analysis of Spectra of Large Undirected Networks, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2010
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B. Bilgin, Generating Functions and Their Applications, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2010
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Gül Çelik, Parameter Estimation in Generalized Partial Linear Models with Conic Quadratic Programming, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2010
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Belgin Kayhan, Parameter Estimation in Generalized Partial Linear Models with Tikhanov Regularization, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2010
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Şaziye Deniz Oğuz, Protein Domain Networks: Analysis of Attack Tolerance Under Varıed Circumstances, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2010
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Ayşe Özmen, Robust Conic Quadratic Programming Applied to Qualıtyimprovement – a Robustificatıon of Cmars, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2010
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M. Karaçayır, Space-Time Codes, Cryptology, Institute of Applied Mathematics, Middle East Technical University, 2010
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2009
Neşe Öztop, Combined Attacks on Block Ciphers, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2009
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O. Koçak, Design and Analysis of Hash Functions, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2009
Onur Polat, Dynamic Complex Hedging and Portfolio Optimization in Additive Markets, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2009
Cihangir Tezcan, Impossible Differential Cryptanalysis of Reduced Round HIGHT, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2009
Z. C. Temiz, Pricing Inflation-Indexed Swaps and Swaptions Using an HJM Model, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2009
A. Darbuka, Related-key Attacks on Block Ciphers, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2009
2008
Ethem Güney, A Market Model for Pricing Inflation Indexed Bonds with Jumps Incorporation, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2008
Hüseyin Şentürk, An Empirical Comparison of Interest Rate Models for Pricing Zero Coupon Bond Options, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2008
Mehmet Ali Karadağ, Analysis of Turkish Stock Market with Markov Regime Switching Volatility Models, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2008
Hatice Anar, Credit Risk Modelling and Credit Default Swap Pricing Under Variance Gamma Process, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2008
Nurgül Gökgöz, Development of Tools for Modeling Hybrid Systems with Memory, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2008
Müşerref Türkmen, Digital Image Processing of Remotely Sensed Oceanographic Data, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2008
Sedat Akleylek, On the Avalanche Properties of MISTY1, KASUMI and KASUMI-R, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2008
O. Özen, On the Security of Tiger Hash Function, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2008
K. Varici, SARMAL : A Cryptographic Hash Function, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2008
2007
Nilüfer Çalışkan, Asset Pricing Models: Stochastic Volatility and Information-based Approaches, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2007
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Çağdaş Çalık, How To Invert One-Way Functions : Time-Memory Trade-Off, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2007
M. Kahraman, Modelling Functional Dynamical Systems by Piecewise Linear Systems with Delay, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2007
Sülhan Altay, On Forward Interest Rate Models : Via Random Fields and Markov Jump Processes, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2007
K. Korhan Nazlıben, Some Extensions to Creditrisk+: Fft, Fft-Panjer And Poisson-Inar Process, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2007
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Mohammad A. J. Mohammad, Text Mining : A Burgeoning Quality Improvement Tool, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2007
Şirzat Çetinkaya, Valuation Of Life Insurance Contracts Accordıng To Stochastıc Mortalıty Rate And Rısk Process Modelıng, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2007
2006
Mesut Taştan, Analysis and Prediction of Gene Expression Patterns by Dynamical Systems, and by A Combinatorial Algorithm, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2006
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Arda Kurt, Boundary Element Formulation and Its Solution in Forward Problem of Electrocardiography by Using a Realistic Torso Model, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2006
F. Sulak, Construction of Bent Functions, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2006
B. Güçlü Dündar, CRYPTOGRAPHIC PROPERTIES OF SOME HIGHLY NONLINEAR BALANCED BOOLEAN FUNCTIONS, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2006
Derya Altıntan, Extension of the Logistic Equation with piecewise constant arguments and Population Dynamics, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2006
Oğuz Yayla, Scalar Multiplication on Elliptic Curves, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2006
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Özge Sezgin, Statictical Methods in Credit Rating, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2006
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Halil Artam, Term Structure Of Government Bond Yields: A Macro-Fınance Approach, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2006
Halil Artam, Term Structure Of Government Bond Yields: A Macro-Fınance Approach, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2006
İsa Baki, Yield Curve Estimation by Spline-Based Models, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2006
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