Topic: MSc Theses
MSc Theses by IAM 
Publications for topic "MSc Theses"
2015
An Analysis of Momentum and Mean Reversion Effects on Equity Indices, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2015  ,

An Early Warning Model for Turkish Insurance Companies, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2015  ,

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  ,

Determination of Inflation Rate in a Hidden Markov Model Framework: Turkey Case, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2015  ,

DistrictIndex Insurance Program: Basıc Model and Pricing, Actuarial sciences, Institute of Applied Mathematics, Middle East Technical University, 2015  ,

Investigation of Fractional Black Scholes Option Pricing Approaches and Their Implementations, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2015  ,

Modeling Future Mortality Rates Using Both Deterministic and Stochastic Approaches, Actuarial Sciences, Institute of Applied Mathematics, Middle East Technical University, 2015  ,
Multigrid Methods for Optimal Control Problems Governed by ConvectionDiffusion Equations, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2015  ,

Multiresolution Analysis of S&P500 Time Series, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2015  ,

Numerical Modelling of SpatioTemporal Patterns in a DcDriven Gas DischargeSemiconductor System, Scientic Computing, Institute of Applied Mathematics, Middle East Technical University, 2015  ,

Numerical Simulation of Advective LotkaVolterra Systems by Discontinuous Galerkin Method, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2015  ,

Numerical Solution of the Fisher’s Equation With Discontinous Galerkin Method, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2015  ,

ObjectOriented Implementation of Option Pricing Via Matlab: Monte Carlo Approach, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2015  ,
On the Effıcient Implementation of Rsa, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2015  ,

Recent Developments in Portfolio Optimization Via Dynamic Programming, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2015  ,

Regulatory Networks Studied by Ellipsoidal Calculus, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2015  ,
Security of CertificateBased Protocols: Focus on Server Authentication, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2015  ,

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
A Randomness Test Based on Postulate r2 on the Number of Runs, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2014  ,

Computation of the Greeks in BlackScholesMerton and Stochastic Volatility Models Using Malliavin Calculus, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2014  ,

Consensus Clustering of Time Series Data, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2014  ,

Free Storage Basis Conversion Over Extension Field, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2014  ,
Internet Voting Based on Homomorphic Encryption, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2014  ,

Modelling and Implementation of Local Volatility Surfaces, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2014  ,

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  ,

On Lattice Based Digital Signature Schemes, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2014  ,
Relating Undisturbed Bits to Other Propertıes of Substitution Boxes, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2014  ,

Simulation and Verification of Security Attacks on LightWeight Rfid Protocols, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2014  ,

Simulation Stochastic Differential Equation Using ItoTaylor Schemes, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2014  ,

Skewness and Kurtosis Factors and Asset Pricing in Borsa Istanbul, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey, 2014  ,

The Relation Between Crude Oil Prices and Financial Market Indicators: A Copula Approach, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2014  ,

2013
A Survey on Known Algorithms in Solving Generalization birthday problem (LList), Instıtute of Applıed Mathematics, Middle East Technical University, 2013  ,

Advances and Applıcations of Stochastic Itotaylor Approximation and Change of Time Method: in the Fınancial sector, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2013  ,

Analysis of Threshold Dynamics of Epidemic Models in a Periodic Environment, Institute of Applied Mathematics, Middle East Technical University, 2013  ,
Backward Stochastic Differentıal Equations and Feynmankac formula in the presence of jump processes, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2013  ,

Backward Stochastic Differential Equations and Their Applications to Stochastic Control Problems, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2013  ,

Construction of QuasiCyclic SelfDual Codes, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2013  ,

Demand, Supply and Partıal Equilibrium Analysis of Turkish Electricity Energy Pricing, Actuarial Sciences, Institute of Applied Mathematics, Middle East Technical University, 2013  ,

Optimal Portfolio Strategies Under Varıous Risk Measures, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2013  ,

Pricing American Options Under Discrete And Continuous Time Setting, Instıtute of Applıed Mathematics, Middle East Technical University, 2013  ,

Pricing and Hedging a Participating Forward Contract, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2013  ,

Statistical Network Analysis for Collaboration in Applied Mathematics, Scientific Computing, Institute of Applied Mathematics, Middle East Technical Universityhj, 2013  ,

2012
Generalized Bent Functions with Perfect Nonlinear Functions on Arbitrary Groups, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2012  ,

Impact of Capacity Level on Reinsurance and Cat Bond Markets, Actuarial Sciences, Institute of Applied Mathematics, Middle East Technical University, 2012  ,

Market Reaction to Rights Offering Announcements in the Turkish Stock Market, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2012  ,

Modelling Weather Index Based Drought Insurance for Provinces in the Central Anatolia Region, Actuarial Sciences, Institute of Applied Mathematics, Middle East Technical University, 2012  ,

On Verification of Restricted Extended Affine Equivalence of Vectorial Boolean Functions, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2012  ,
Portfolio Insurance Strategies, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2012  ,

Risk Analysis Based on Spatial Analysis of Chronic Obstructive Pulmonary Disease (COPD) and Lung Cancer With Respect to Provinces in Turkey, Actuarial Sciences, Institute of Applied Mathematics, Middle East Technical University, 2012  ,
Stochastic Credit Default Swap Pricing, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2012  ,

Temperature in Turkey and Turkish day Ahead Electricity Market Prices: Modeling and Forecasting, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2012  ,

Testing for Rational Bubbles in the Turkish Stock Market, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2012  ,

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  ,

Two Studies on Backward Stochastic Differential Equation, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2012  ,

2011
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  ,

Comparison of OCR Algorithms Using Fourier and Wavelet Based Feature Extraction, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2011  ,

Discontinuous Galerkin Methods for TimeDependent Convection Dominated Optimal Control Problems, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2011  ,

Effects Of Monetary Policy On Banking Interest Rates:Interest Rate PassThrough In Turkey, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2011  ,

Energy Preserving Methods For Korteweg Devries Type Equations, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2011  ,

On Planar Functions, Crytography, Instititue of Applied Mathematics, Middle East Technical University, 2011  ,

Option Pricing With Fractional Brownian Motion, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2011  ,

PORTFOLIO SELECTION AND RETURN PERFORMANCE: An Application of the BlackLitterman Method in the Istanbul Stock Exchange, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2011  ,

Pricing Default And Financial Distress Risks In Foreign CurrencyDenominated Corporate Loans In Turkey, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2011  ,

Pricing Inflation Indexed Swaps Using An Extended HJM Framework With Jump Process, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2011  ,

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  ,

Survival Modelling Approach To Time To First Claim And Actuarial Premium Calculation, Actuarial Sciences, Institute of Applied Mathematics, Middle East Technical University, 2011  ,

The Intraday LeadLag Relationship Of Spot And Futures Markets In Turkey: CoIntegration And Causality Analyses, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2011  ,

2010
A Compact Cryptographic Processor for IPsec Applcations, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2010  ,

Basic Cryptanalysis Methods on Block Ciphers, Crytography, Institute of Applied Mathematics, Middle East Technical University, 2010  ,

Combination of Conventional Regularization Methods and Genetic Algorithms for Solving the Inverse Problem of Electrocardiography, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2010  ,
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  ,

Completion, Pricing and Calibration in a Levy Market Model, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2010  ,

Computation and Analysis of Spectra of Large Networks with Directed Graphs, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2010  ,

Computation and Analysis of Spectra of Large Undirected Networks, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2010  ,

Generating Functions and Their Applications, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2010  ,

Parameter Estimation in Generalized Partial Linear Models with Conic Quadratic Programming, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2010  ,

Parameter Estimation in Generalized Partial Linear Models with Tikhanov Regularization, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2010  ,

Protein Domain Networks: Analysis of Attack Tolerance Under Varıed Circumstances, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2010  ,

Robust Conic Quadratic Programming Applied to Qualıtyimprovement – a Robustificatıon of Cmars, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2010  ,

SpaceTime Codes, Cryptology, Institute of Applied Mathematics, Middle East Technical University, 2010  ,

2009
Combined Attacks on Block Ciphers, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2009  ,

Design and Analysis of Hash Functions, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2009  ,
Dynamic Complex Hedging and Portfolio Optimization in Additive Markets, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2009  ,
Impossible Differential Cryptanalysis of Reduced Round HIGHT, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2009  ,
Pricing InflationIndexed Swaps and Swaptions Using an HJM Model, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2009  ,
Relatedkey Attacks on Block Ciphers, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2009  ,
2008
A Market Model for Pricing Inflation Indexed Bonds with Jumps Incorporation, Financial Mathematics, Institute of Applied Mathematics, 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, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2008  ,
An Empirical Comparison of Interest Rate Models for Pricing Zero Coupon Bond Options, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2008  ,
Analysis of Turkish Stock Market with Markov Regime Switching Volatility Models, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2008  ,
Credit Risk Modelling and Credit Default Swap Pricing Under Variance Gamma Process, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2008  ,
Development of Tools for Modeling Hybrid Systems with Memory, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2008  ,
Digital Image Processing of Remotely Sensed Oceanographic Data, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2008  ,
On the Avalanche Properties of MISTY1, KASUMI and KASUMIR, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2008  ,
On the Security of Tiger Hash Function, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2008  ,
SARMAL : A Cryptographic Hash Function, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2008  ,
2007
Asset Pricing Models: Stochastic Volatility and Informationbased Approaches, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2007  ,

How To Invert OneWay Functions : TimeMemory TradeOff, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2007  ,
Modelling Functional Dynamical Systems by Piecewise Linear Systems with Delay, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2007  ,
On Forward Interest Rate Models : Via Random Fields and Markov Jump Processes, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2007  ,
Some Extensions to Creditrisk+: Fft, FftPanjer And PoissonInar Process, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2007  ,

Text Mining : A Burgeoning Quality Improvement Tool, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2007  ,
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
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  ,

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  ,
Construction of Bent Functions, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2006  ,
CRYPTOGRAPHIC PROPERTIES OF SOME HIGHLY NONLINEAR BALANCED BOOLEAN FUNCTIONS, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2006  ,
Dıscrete Tomographıc Reconstructıon Methods From The Theorıes Of Optımızatıon And Inverse Problems: Applıcatıon In Vlsı Mıcrochıp Productıon, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2006  ,
Extension of the Logistic Equation with piecewise constant arguments and Population Dynamics, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2006  ,
Scalar Multiplication on Elliptic Curves, Cryptography, Institute of Applied Mathematics, Middle East Technical University, 2006  ,

Statictical Methods in Credit Rating, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2006  ,

Term Structure Of Government Bond Yields: A MacroFınance Approach, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2006  ,
Term Structure Of Government Bond Yields: A MacroFınance Approach, Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, 2006  ,
Yield Curve Estimation by SplineBased Models, Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, 2006  ,
