Institute of Applied Mathematics @ METU

Stabilized Finite Element Simulations of Multispecies Inviscid Hypersonic Flows in Thermochemical Nonequilibrium

Süleyman Cengizci, Ph.D.
Department of Scientific Computing
February 2022

Supervisor: Ömür Uğur (Institute of Applied Mathematics, Middle East Technical University, Ankara)
Co-Supervisor: Tayfun E. Tezduyar (Mechanical Engineering, Rice University, USA; Faculty of Science and Engineering, Waseda University, Japan)

Optimal Market Making Models in High-Frequency Trading

Burcu Aydoğan, Ph.D.
Department of Financial Mathematics
March 2021

Supervisor: Ömür Uğur (Institute of Applied Mathematics, Middle East Technical University, Ankara)
Co-Supervisor: Ümit Aksoy (Department of Mathematics, Atılım University, Ankara)

Hybrid Wavelet-Neural Network Models for Time Series Data

Deniz Kenan Kılıç, Ph.D.
Department of Financial Mathematics
February 2021

Supervisor: Ömür Uğur (Institute of Applied Mathematics, Middle East Technical University, Ankara)

Efficient Simulation and Modelling of Counterparty Credit Risk

Alper Ali Hekimoğlu, Ph.D.
Department of Financial Mathematics
December 2018

Supervisor: Ömür Uğur (Institute of Applied Mathematics, Middle East Technical University, Ankara)
Co-Supervisor: Sevtap Kestel (Institute of Applied Mathematics, Middle East Technical University, Ankara)

Uncertainty Quantification of Parameters in Local Volatility Model via Frequentist, Bayesian and Stochastic Galerkin Methods

Abdulwahab Animoku, Ph.D.
Department of Financial Mathematics
September 2018

Supervisor: Ömür Uğur (Institute of Applied Mathematics, Middle East Technical University, Ankara)

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Research

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Orta Doğu Teknik Üniversitesi, Uygulamalı Matematik Enstitüsü, Üniversiteler Mahallesi, Dumlupınar Bulvarı No:1, 06800 Çankaya/Ankara