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Term Projects

Theses & Term Projects

Last Updated:
01/11/2023 - 09:32

Actuarial Sciences

  • 2019:
    1. Assessment of International Financial Reporting Standard for Insurance Contracts. F.B. Çelebi. Technical report, Middle East Technical University, 2019.      
  • 2018:
    1. A Detailed View into Reinsurance. M. Hristovski. Technical report, Middle East Technical University, 2018.      
  • 2016:
    1. Stochastic Mortality Estimation using Heligman-Pollard Method. D. Cidal. Technical report, Middle East Technical University, 2016.      
  • 2014:
    1. The Impact of the Replacement Migration Policy on Demographic Indicators and Labor Force in Turkey. O.N. Erdem. Technical report, Middle East Technical University, 2014.      
    2. Actuarial Valuation of Unemployment Insurance Fund in Turkey. E. Kızmaz . Technical report, Middle East Technical University, 2014.       
    3. Determination of the Claim Number Process on the Appearance of Chronic Obstructive Pulmonary Disease (COPD) in İstanbul. D. Özkan. Technical report, Middle East Technical University, 2014.      
  • 2013:
    1. Statistical Analysis of Automobile Insurance in Turkey. E. Çalışkan. Technical report, Middle East Technical University, 2013.      
  • 2012:
    1. The Impact of Longevity Risk on Turkish Pension System. E. Ben. Technical report, Middle East Technical University, 2012.      
  • 2009:
    1. Retrospective Hedging: A Study of Futures Contracts on TurkDEX. S. Özler. Technical report, Middle East Technical University, 2009.      
  • 2008:
    1. Monte Carlo Methods for Option Pricing. S. Kaplan. Technical report, Middle East Technical University, 2008.      
    2. Actuarial Risk Process and Ruin Probability. R. Özkan. Technical report, Middle East Technical University, 2008.      
    3. Risk Minimizing Strategies in Unit Linked Life Insurance Contracts. V. Jafarova. Technical report, Middle East Technical University, 2008.      
    4. Value at Risk: How Various Methodologies Differ. İ. Menet. Technical report, Middle East Technical University, 2008.      
    5. Credit Default Swap Basis, Pricing Model and Evaluation. A.N. Özveren. Technical report, Middle East Technical University, 2008.      
    6. Option Pricing by Heston Method. N. Çelik. Technical report, Middle East Technical University, 2008.      
  • 2006:
    1. Tourism Demand for Turkey: Models, Analysis and Results. T. Aktürk. Technical report, Middle East Technical University, 2006.      
    2. The Relationship Between Market Beta and Financial Performances of Companies in Textile Sector. F.G. Başaran. Technical report, Middle East Technical University, 2006.      
    3. The Impacts of Macroeconomic Variables on Stock Returns. B. Çakar. Technical report, Middle East Technical University, 2006.      
    4. The Effects of Financial Liberalization on Stock Markets in Emerging Markets. U.B. Geyikçi. Technical report, Middle East Technical University, 2006.      
    5. Determinants of Individual Ratings: A Multivariate Statistical Analysis. E.E. Gökçek. Technical report, Middle East Technical University, 2006.      
    6. High Volatility, Heavy Tails And Extreme Values in Value At Risk Estimation. A. Kısacık. Technical report, Middle East Technical University, 2006.      
  • 2005:
    1. A General View To The Applications Of Statistics On Motor Insurance Industry. A. Akınlı. Technical report, Middle East Technical University, 2005.      
    2. Optimal Reinsurance Strategies under Exponentially Distributed Claim Amounts. C. Aksu. Technical report, Middle East Technical University, 2005.      
    3. Annuities With Controlled Random Interest Rates. E. Kürüm. Technical report, Middle East Technical University, 2005.      
    4. Credit Derivatives Markets, Applications, Legal Issues and Strategic Use. V.G. Bilgin. Technical report, Middle East Technical University, 2005.      
    5. Insurer’s Optimal Reinsurance Protections under Pareto Distributed Claim Amounts. G. Yılmaz. Technical report, Middle East Technical University, 2005.      
    6. Analysis of Bauspar System and Model Based Clustering with Hidden Markov Models. H.T. İnce. Technical report, Middle East Technical University, 2005.      
    7. Defined Benefit Pension Fund Modeling. E.N. Buz. Technical report, Middle East Technical University, 2005.      
    8. Investigating The Use of Value at Risk in Insurance (Applying Monte Carlo Simulation Method). S. Karaaslan. Technical report, Middle East Technical University, 2005.      

Cryptography

  • 2023
    1. MARVELlous Family of STARK-Friendly Hash Challenge, S. Küçükdemir, Technical report, Middle East Technical University, 2023.
    2. Post-Quantum Cryptography and NTT as a Polynomial Multiplication Method, A.E. Kaya, Technical report, Middle East Technical University, 2023.
    3. Single Server Private Information Retrieval and SimplePIR Protocol, F.S. Menekay, Technical report, Middle East Technical University, 2023.
  • 2021
    1. Quantum Key Distribution and Recent Advancements, N.C. Demir, Technical report, Middle East Technical University, 2021. 
  • 2016:
    1. Binary Field Multiplication Using Toeplitz Matrix and Optimal Normal Basis. H. Özyürek. Technical report, Middle East Technical University, 2016.      
  • 2015:
    1. Sparse Decomposition of Hadamard Matrices. D. Karakozak. Technical report, Middle East Technical University, 2015.      
    2. Lattice Based Cryptography. D. Küçük. Technical report, Middle East Technical University, 2015.      
  • 2014:
    1. White-Box Cryptography for Aes. A.E. Yavuzyiğit. Technical report, Middle East Technical University, 2014.      
    2. Quadratic sieve on GPU. M.S. Al. Technical report, Middle East Technical University, 2014.      
    3. Undisturbed Bits. E. Çulhacı. Technical report, Middle East Technical University, 2014.      
    4. Term Project. M. Toker. Technical report, Middle East Technical University, 2014.      
  • 2013:
    1. Adaptation of the Conventional Voting Systems to Modern Era: Prêt à Voter. H. Yılmaz. Technical report, Middle East Technical University, 2013.      
    2. Modern Cryptography For Electronic Voting. E. Kanıcı. Technical report, Middle East Technical University, 2013.      
    3. Internet Votıng And Homomorphıc Encryptıon. S. Özkan. Technical report, Middle East Technical University, 2013.      
    4. Cloud Computing Presentation. S. Ahmed. Technical report, Middle East Technical University, 2013.      
  • 2011:
    1. Hyperbent Functions and Kloosterman Sums. A.Y. Gök. Technical report, Middle East Technical University, 2011.      
    2. A Review of the Fundamentals of Quantum Computation and Quantum Information. M. Demircioğlu. Technical report, Middle East Technical University, 2011.      
    3. Decorrelation Theory. D. Öner. Technical report, Middle East Technical University, 2011.      
    4. Algebraic Immunıty & Its Importance For Cryptographic Aspects. A. Taş. Technical report, Middle East Technical University, 2011.      
    5. Survey on Reflection Cryptanalysis. H.K. Taşkın. Technical report, Middle East Technical University, 2011.      
    6. Infinite Class of Balanced Boolean Functions with Optimal Algebraic Immunity. M.E. Ulu. Technical report, Middle East Technical University, 2011.      
    7. A Survey On Steiner Systems. E. Yardımcı. Technical report, Middle East Technical University, 2011.      
    8. Observing a network traffic to in a vulnerable machine. S. Korkmaz. Technical report, Middle East Technical University, 2011.      
    9. Cryptanalysis Of Camellia Block Cipher Algorithm. Ö. Topuz. Technical report, Middle East Technical University, 2011.      
    10. The Analysis of Hyperbent Functions in Terms of Dickson Polynomials. F. Atalay. Technical report, Middle East Technical University, 2011.      
    11. Analysis Of Aes: Sbox, Mds Matrix And Key Schedule Algortihm. Ö. Acar. Technical report, Middle East Technical University, 2011.      
    12. A Study Over Randomness Testing. Y. Asar. Technical report, Middle East Technical University, 2011.      
  • 2010:
    1. Structural Testing of Hash Functions. B. Ege. Technical report, Middle East Technical University, 2010.      
    2. Analysis of Relations Between Difference Distribution Tables and Autocorrelation Functions. B. Talay. Technical report, Middle East Technical University, 2010.      
    3. Cryptographic Analysis of the S-Boxes of the hash functions Sarmal, Luffa and JH. D. Arslan. Technical report, Middle East Technical University, 2010.      
    4. Some Results On Maximum Nonlinear Functions. K. Doğan. Technical report, Middle East Technical University, 2010.      
  • 2009:
    1. A framework for document⁄file authorization in document management systems via PKI. P. Erdem. Technical report, Middle East Technical University, 2009.      
    2. A Case Study on the Security of IPV6 Transition Methods. E. Yüce. Technical report, Middle East Technical University, 2009.      
    3. Secure Email Transactions Using S⁄Mime. B. Alam. Technical report, Middle East Technical University, 2009.      
    4. A Survey of Solinas Primes. R. Muhammad. Technical report, Middle East Technical University, 2009.      
    5. Linear Characteristics of Whirlpool Block Cipher. H. Gürbaşlar. Technical report, Middle East Technical University, 2009.      
    6. Steganography and Steganalysis. Ü. Tatar. Technical report, Middle East Technical University, 2009.      
    7. The Analysis of Nonlinear Boolean Function Generation Via Genetic Algorithm. Y. Gökırmak. Technical report, Middle East Technical University, 2009.      
  • 2008:
    1. MD4 Testing a Crypto Box Using Related Key Boomerang Attack with 2 Keys. E. Bektaş. Technical report, Middle East Technical University, 2008.      
    2. Finding Collision To Md4 By Using Wang’s Method. O. Kurt. Technical report, Middle East Technical University, 2008.      
    3. Cryptographic Analysis of The Versions of the Serpent Cipher. Ç. Acar. Technical report, Middle East Technical University, 2008.      
    4. Construction of Secret Sharing Schemes Using Linear Codes. H. Özadam. Technical report, Middle East Technical University, 2008.      
    5. Analysis of Rabbit Cipher. T.L. Ölçüoğlu. Technical report, Middle East Technical University, 2008.      
  • 2007:
    1. Related Key Attack and Slide Atack. İ. Acunalp. Technical report, Middle East Technical University, 2007.      
    2. Time Memory Tread of Attac Using Rainbow Tables. C. Mangır. Technical report, Middle East Technical University, 2007.      
    3. Optimal Extension Field: Software and Hardware Implementation. Ö. Sever. Technical report, Middle East Technical University, 2007.      
    4. Time- Memory Trade-Off Using Distinguished Points. B. Yılmaz. Technical report, Middle East Technical University, 2007.      
    5. Smartcard &Cryptography. Z. Yüce. Technical report, Middle East Technical University, 2007.      
    6. A Study On Time-Memory Trade-Off Using Hellman Method. A. Züber. Technical report, Middle East Technical University, 2007.      
  • 2006:
    1. Differential Cryptanalysis and Linear Cryptanalysis of Block Ciphers. Ö. Boztaş. Technical report, Middle East Technical University, 2006.      
    2. Crypxor - A Stream Cipher Based Encryption and RSA Based Digital Signature Generation and Verification Tool. R.D. Ersöz. Technical report, Middle East Technical University, 2006.      
    3. RSA Key Supplier and Test Application. A. Öner. Technical report, Middle East Technical University, 2006.      
  • 2005:
    1. Data Sets of Block Cipher Statistical Test Kit. A. Altan. Technical report, Middle East Technical University, 2005.      
    2. Probabilistic Primality Tests. A. Bektaş. Technical report, Middle East Technical University, 2005.      
    3. An Overview of Quantum Cryptography. B. Özkök. Technical report, Middle East Technical University, 2005.      
    4. Evaluation Functions of Block Cipher Statistical Test Kit. D. Toz. Technical report, Middle East Technical University, 2005.      
    5. Notes On Systematic Authentication Codes With Highly Nonlinear Functions and Exponential Sums Over Finite Fields. M. Ulutaş. Technical report, Middle East Technical University, 2005.      
    6. On factoring n with the b-algorithm. T. Ergun. Technical report, Middle East Technical University, 2005.      
  • 2004:
    1. Boole Crypt: A Library for Crytographical Viewpoint of Boolean Functions. M. Özarar. Technical report, Middle East Technical University, 2004.      
    2. A Construction of Aalgebraic Codes Over Finite Fields. K. Kaşkaloğlu. Technical report, Middle East Technical University, 2004.      

Financial Mathematics

  • 2023
    1. In the context of control, approach to the risks posed by covid-19in the field of banking within the COSO internal control-integrated framework, D. Genç, Technical report, Middle East Technical University, 2023.
    2. Liquidity Performance Measures On Bond Markets, D. Aktaş, Technical report, Middle East Technical University, 2023.
    3. Forecasting Gold Price Returns: A Time Series Analysis, C. Cansu, Technical report, Middle East Technical University, 2023.
  • 2022
    1. Monotonicity of Liquidity sensitive Option Prices with respect to Market Liquidity Parameters, S.Ö. Kuş, Technical report, Middle East Technical University, 2022.
    2. Liquidity and Asset Pricing under the Presence of Market Frictions; with an Analysis, B. Özcan, Technical report, Middle East Technical University, 2022.
  • 2021
    1. Technical Indicators and LSTM Prediction for Stock Prices, A. Akar. Technical report, Middle East Technical University, 2021.
  • 2020:
    1. Dynamics of the Inventory Process in the Avellenada-Stoikov Market Making Model. İ. Atçeken. Technical report, Middle East Technical University, 2020.      
    2. Optimal Liquidation Strategy Using Almgren Chriss Framework with Affine Trading Volume. İ. Gevişen. Technical report, Middle East Technical University, 2020.      
    3. Sovereign Default Probability Estimation with Logit Model. S. Uyanık. Technical report, Middle East Technical University, 2020.      
  • 2019:
    1. A Survey Of Blockchain And Bitcoin. S. Odabaş. Technical report, Middle East Technical University, 2019.      
    2. Risk Factors in Crude Oil Price Returns. Implementation onto 6 Countries. M. Göncüoğlu. Technical report, Middle East Technical University, 2019.      
    3. Credit Rating Agencies and an Analysis on Turkey’s Credit Rating. Ö. Varol. Technical report, Middle East Technical University, 2019.      
    4. Assessment of Liquidity Risk in Banks Based on Basic Determinants. S. Acar. Technical report, Middle East Technical University, 2019.      
    5. Assessment of Longevity Risk: Credibility Approach. B. Yıldırım-Külekci. Technical report, Middle East Technical University, 2019.      
  • 2017:
    1. Modern Portfolio Optimization with Value at Risk and Conditional Value at Risk - Explanation, Evaluation and Comparison. S. Keskin. Technical report, Middle East Technical University, 2017.      
    2. An Implementation of the Black-Litterman Model with Quantitative Views from EGARCH Models and Comparisons. N. Muttalimov. Technical report, Middle East Technical University, 2017.      
  • 2015:
    1. A Comparison of Simple Portfolio Formation Strategies and Markowitz Optimization Strategy for the Borsa Istanbul. C. Karuç. Technical report, Middle East Technical University, 2015.      
    2. Predicting the Nonperforming Loan (NPL) Rates of the Countries with the Panel Data Analysis. C. Çalık. Technical report, Middle East Technical University, 2015.      
    3. Barrier Option Pricing. Ö. Albayrak. Technical report, Middle East Technical University, 2015.      
  • 2014:
    1. Dividend Effect On the Turkish Warrants Market. Ş. Koçak. Technical report, Middle East Technical University, 2014.      
    2. The Impact of Warrant Introduction on the Underlying Stock: Turkish Experience. N. İçlek. Technical report, Middle East Technical University, 2014.      
    3. Estimation Of Inflation Function in Turkey. S. Saraç . Technical report, Middle East Technical University, 2014.       
  • 2013:
    1. The Effects of Stock Recommendations of Financial Intermediaries to Istanbul Stock Exchange for 2003-2010. G.G. Küçüközmen. Technical report, Middle East Technical University, 2013.      
    2. Hedging BIST Warrants Under Volatility Smile Effect. E. Tokatlı. Technical report, Middle East Technical University, 2013.      
    3. Term Project. H. Aydemir. Technical report, Middle East Technical University, 2013.      
    4. External Debt Sustainability in Turkey Using ARIMA Model. E. Barutçu. Technical report, Middle East Technical University, 2013.      
  • 2012:
    1. An Analysis of the Underwriting Process ort he Istanbul Stock Exchange IPOs. D. Özdemir. Technical report, Middle East Technical University, 2012.      
    2. Characteristics of Initial Public Offerings in the Istanbul Stock Exchange. B. Kavurt. Technical report, Middle East Technical University, 2012.      
    3. Foreign Exchange Hedging via Options and Analyse of Different Strategies. N.F. Ayvazoğlu. Technical report, Middle East Technical University, 2012.      
  • 2011:
    1. Risk Modeling in Optimization Problems via Value at Risk and Conditional Value at Risk. Z. Çobandağ. Technical report, Middle East Technical University, 2011.      
    2. Term Structure of Government Bond Yields with Hidden Markov Model Analysis. H. Öztürk. Technical report, Middle East Technical University, 2011.      
    3. Analysis Of Electricity Prices in Turkey Using Arma Process Technıque. F. Aldemir. Technical report, Middle East Technical University, 2011.      
    4. Operational Risk: A General Approach. D. Apaydın-Erdem. Technical report, Middle East Technical University, 2011.      
    5. Portfolio Optimization by Copula Approach. B.B. Demir. Technical report, Middle East Technical University, 2011.      
    6. A Comparison of Basel II with Basel III. N. Erbil. Technical report, Middle East Technical University, 2011.      
    7. Modelling and Forecasting Variance Using GARCH-Type Models for European Carbon Markets in Phase II. O. Toros. Technical report, Middle East Technical University, 2011.      
    8. Stochastic Hybrid Systems Driven by Levy Processes. T. Gönüz. Technical report, Middle East Technical University, 2011.      
    9. Risk Measurement by Value at Risk and an Application with its Modern Methods. Y. Yıldız. Technical report, Middle East Technical University, 2011.      
  • 2010:
    1. Estimating Value at Risk: An Application to Oil Prices. A. Çağış. Technical report, Middle East Technical University, 2010.      
    2. Business Cycle Synchronization and Volatility Transmission. Z. Samancıoğlu. Technical report, Middle East Technical University, 2010.      
    3. Basel Standards: A General Appraoch. S. Ünalan. Technical report, Middle East Technical University, 2010.      
    4. Predicting Default Probabilities in Emerging Markets by Generalized Partial Linear Models. Z. Çavuşoğlu. Technical report, Middle East Technical University, 2010.      
  • 2009:
    1. Pricing The Mortgage Default Option in Turkey With Cox Ross Rubinstein Model. R. Yılmaz. Technical report, Middle East Technical University, 2009.      
    2. Comparison of Mars, Cmars and Cart in Predicting Default Probabilities for Emerging Markets. E. Büyükbebeci. Technical report, Middle East Technical University, 2009.      
    3. Term Structure Analysis of Bond Yields By Macro-Finance Representation. B. İren. Technical report, Middle East Technical University, 2009.      
    4. The Effects of Latest Parametric Reform on Financial Sustainability and Actuarial Fairness for Pay-As-You-Go Pension System in Turkey and Some Alternative Reform Options. K. Gürsoy. Technical report, Middle East Technical University, 2009.      
  • 2008:
    1. Relationship Between Financial Development and Economic Growth: Application in Turkey Economic Growth: Application in Turkey. S. Vuranok. Technical report, Middle East Technical University, 2008.      
    2. Event Study Methodology Applied to the Ise. D. Gümüş. Technical report, Middle East Technical University, 2008.      
  • 2006:
    1. Dynamic Coherent Risk Measures. S. Korkmaz. Technical report, Middle East Technical University, 2006.      
    2. Mean Variance Model For Gold Price Per Ounce With U.S Dollar, Yen, South African Rand Currencies. S. Üngör. Technical report, Middle East Technical University, 2006.      
  • 2005:
    1. Moment Generating Function Approach to Pricing Interest Rate. Ç. Vural. Technical report, Middle East Technical University, 2005.      
    2. Systematic & Unsystematic Risk of Ise Industrial Companies. H. Baş. Technical report, Middle East Technical University, 2005.      
    3. Procyclicality and Basel II. H. Kural. Technical report, Middle East Technical University, 2005.      
    4. Credit Risk Modeling. M.E. Tiftik. Technical report, Middle East Technical University, 2005.      
    5. Credit Rating of Bonds, Interest Rate Processes and Modelling with a Hidden Markov Chain Model. S. Çevik. Technical report, Middle East Technical University, 2005.      
    6. An Empirical Study of Greeks Approximations in Value-at-Risk Measurement for Non-linear Portfolios. Z. Sünger. Technical report, Middle East Technical University, 2005.      
    7. Value At Risk And Garch Models Assessement in Value at Risk Estimation. R. Kan. Technical report, Middle East Technical University, 2005.      
  • 2004:
    1. Energy Risk: The Risk Measurement of Oil and Natural Gas Prices. B. Candan. Technical report, Middle East Technical University, 2004.      
    2. Value-at-Risk (VaR) Computations under Various VaR Models for Insurance Companies and Stres Testing. S.B. İçmeli. Technical report, Middle East Technical University, 2004.      
    3. The Risk Measurement of Turkish Electricity Prices. A. Karakuş. Technical report, Middle East Technical University, 2004.      

Scientific Computing

  • 2018:
    1. Iterative Methods for Tomography Problems: Implementation to Cross-Well Tomography Problem. M.F. Karadeniz. Technical report, Middle East Technical University, 2018.      

 

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