Decision making -- Mathematical models; Risk; Investments; Portfolio management
Portfolio Selection with Prospect Models
by
Abdullah TA¸SKINCAN
A Thesis Submitted to the
Graduate School of Sciences and Engineering
in Partial Ful llment of the Requirements for
the Degree of
Master of Science
in
Industrial Engineering
Koç...
We introduce a random walk in random environment associated to an underlying directed polymer model in 1 + 1 dimensions. This walk is the positive temperature counterpart of the competition interface of percolation and arises as the limit of...
Let A be a commutative Banach algebra with a BAI (=bounded approximate identity). We equip A** with the (first) Arens multiplication. To each idempotent element u of A** we associate the closed ideal I-u = {a is an element of A : au = 0} in A. In...
We consider pseudounitary quantum systems and discuss various properties of pseudounitary operators. In particular we prove a characterization theorem for block-diagonalizable pseudounitary operators with finite-dimensional diagonal blocks....
Basics of Symplectic Manifolds
by
Karatu g Ozan Bircan
A Thesis Submitted to the
Graduate School of Science and Engineering
in Partial Ful llment of the Requirements for
the Degree of
Master of Science
in
Mathematics
Ko c University
July, 2014
Ko c...
A strongly damped wave equation including the displacement depending nonlinear damping term and nonlinear interaction function is considered. The main aim of the note is to show that under the standard dissipativity restrictions on the...
KOC UNIVERSITY
On the stability and instability of
nonlinear damped wave equations
by
Bilgesu Arif Bilgin
A thesis submitted in partial ful llment for the
degree of Doctor of Philosophy
in the
College of Sciences
Department of Mathematics
August...
An Investigation of Investor Behaviors in Financial Markets
by
Efe C OTEL_IO GLU
A Thesis Submitted to the
Graduate School of Sciences and Engineering
in Partial Ful llment of the Requirements for
the Degree of
Master of Science
in
Industrial...
STABILITY ANALYSIS OF FITZHUGH-NAGUMO
EQUATIONS
By
Melike S rlanc T uys uzo glu
SUBMITTED IN PARTIAL FULFILLMENT OF THE
REQUIREMENTS FOR THE DEGREE OF
MASTER OF SCIENCE
AT
"KOC UNIVERSITY"
"RUMEL_IFENER_I, SARIYER, _ISTANBUL"
AUGUST 2, 2013
c...
Long-Time Behaviour of Solutions to Phase Field Equations
by
Jandos Jayikbaev
A Thesis Submitted to the
Graduate School of Science and Engineering
in Partial Ful llment of the Requirements for
the Degree of
Master of Science
in
Mathematics
Ko c...
Extremely low frequency (ELF) and very low frequency (VLF) observations have formed the cornerstone of measurement and interpretation of effects of lightning discharges on the overlying upper atmospheric regions, as well as near-Earth space. ELF...
For an arbitrary possibly non-Hermitian matrix Hamiltonian H that might involve exceptional points, we construct an appropriate parameter space m and line bundle L-n over m such that the adiabatic geometric phases associated with the eigenstates of...
Blow-up Solutions of Second Order Nonlinear
Parabolic Equations
by
Nida Fidan
A Dissertation Submitted to the
Graduate School of Sciences and Engineering
in Partial Ful llment of the Requirements for
the Degree of
Master of...
Feedback Control of Nonlinear Parabolic Equations by Finite
Determining Parameters
by
Serap Kuran
A Thesis Submitted to the
Graduate School of Sciences and Engineering
in Partial Fulfillment of the Requirements for
the Degree of
Master of...
We consider linear optimization problems over the cone of copositive matrices. Such conic optimization problems, called copositive programs, arise from the reformulation of a wide variety of difficult optimization problems. We propose a hierarchy...
INVERSE PROBLEMS FOR SECOND ORDER PARABOLIC AND
HYPERBOLIC EQUATIONS
By
Nuri S ensoy
A Thesis Submitted to the
Graduate School of Science and Engineering
in Partial Ful llment of the Requirements for
the Degree of
Master of...
A JOURNEY AROUND MORSE HOMOLOGIES
(Modern Approach)
by
Fatih C elik
A Thesis Submitted to the
Graduate School of Sciences and Engineering
in Partial Ful llment of the Requirements for
the Degree of Master of Science
in
Mathematics
Ko c...
We study initial boundary value problems for the unstable convective Cahn-Hilliard
(CH) equation, i.e., the Cahn Hilliard equation whose energy integral is not bounded
below. It is well-known that without the convective term, the solutions of the...
The global phase diagram of the spinless Falicov-Kimball model in d = 3 spatial dimensions is obtained by renormalization-group theory. This global phase diagram exhibits five distinct phases. Four of these phases are charge-ordered (CO) phases, in...