Yazar "Hörmann, Wolfgang." için listeleme

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  • A simulation model for distribution warehouses 
    Hoyur, Gülizar. (Thesis (M.S.)-Bogazici University. Institute for Graduate Studies in Science and Engineering, 2006., 2006.)
    The aim of this study is to aid logistics companies in their strategic and operational decision making processes in a fierce competition environment. With this point of view, an Arena-based simulation model has been ...
  • An application of credit scoring based on logistic regression 
    Moralar, Berker. (Thesis (M.S.) - Bogazici University. Institute for Graduate Studies in Science and Engineering, 2019., 2019.)
    As the importance of processing data to extract added value continuously grows, nancial institutions, which are able to collect customer data from a variety of sources, invest more and more resources to move towards a ...
  • Credit risk modelling and quantification 
    Çomakoğlu, Adnan. (Thesis (M.S.)-Bogazici University. Institute for Graduate Studies in Science and Engineering, 2009., 2009.)
    Credit risk modelling and quantification is a very crucial issue in bank management and has become more popular among practitioners and academicians in recent years because of the changes and developments in banking and ...
  • Designing an inventory control system for an industrial equipment distributor company 
    Genç, Mehmet. (Thesis (M.S.)-Bogazici University. Institute for Graduate Studies in Science and Engineering, 2009., 2009.)
    The purpose of this research is finding a practical solution to an inventory management problem of a distributor company which is facing performance and delivery problems. The solution needs to be practical so that business ...
  • Distribution planning of magazines 
    Özgün, Onur. (Thesis (M.S.)-Bogazici University. Institute for Graduate Studies in Science and Engineering, 2006., 2006.)
    The main aim of this thesis is to determine the best values of total printingvolume of magazines and the amounts that are sent to sales points, through forecastingand determination of optimum service level to be provided. ...
  • Efficient simulations in finance 
    Sak, Halis. (Thesis (Ph.D.)-Bogazici University. Institute for Graduate Studies in Science and Engineering, 2008., 2008.)
    Measuring the risk of a credit portfolio is a challenge for financial institutions because of the regulations brought by the Basel Committee. In recent years lots of models and state-of-the-art methods, which utilize Monte ...
  • Efficient stratified sampling for financial risk simulation 
    Başoğlu, İsmail. (Thesis (Ph.D.)-Bogazici University. Institute for Graduate Studies in Science and Engineering, 2014., 2014.)
    Monte Carlo simulation is frequently the only method available for computing nancial risk, particularly under the realistic and complex portfolio models. The naive simulation generally leads to large con dence intervals ...
  • Forecasting demand of magazines and modelling seasonality 
    Aktel, Abdullah. (Thesis (M.S.)-Bogazici University. Institute for Graduate Studies in Science and Engineering, 2008., 2008.)
    The main aim of this thesis is to find a sensible way to model the seasonality and forecast the demand of magazines automatically. Demand forecasting in magazine industry is very complex and historic delivery and sale data ...
  • Generalized linear modelling for assessing promotions 
    Acar, Sergül. (Thesis (M.S.) - Bogazici University. Institute for Graduate Studies in Science and Engineering, 2013., 2013.)
    Price promotions are very important and widely used in marketing and pricing strategy. Therefore, understanding and quantifying the in uences of price promotions on demand become interesting. In this study we modelled the ...
  • Importance sampling for queueing simulations 
    Yön, Semih. (Thesis (M.S.)-Bogazici University. Institute for Graduate Studies in Science and Engineering, 2007., 2007.)
    In a simulation it is desired to control variability and decrease the variance of experiments. So we can be aware of the accuracy of the constructed models and consequently can supply reliable results. Importance Sampling ...
  • Input modeling 
    Pınar, Başak. (Thesis (M.S.)-Bogazici University. Institute for Graduate Studies in Science and Engineering, 2012., 2012.)
    In this study input modeling is executed by using the most e cient statistical principles and a new input modeling tool, the Fit All function, is developed in the statistical computing environment R. Moreover a practical ...
  • Input modeling for discrete distributions 
    Dündar, Hale. (Thesis (M.S.)-Bogazici University. Institute for Graduate Studies in Science and Engineering, 2015., 2015.)
    In this thesis we developed a new input modeling tool called FitAllDiscrete(x) for the statistical software R. We then tested the success of our modeling tool by comparing it with two popular commercial softwares: Arena ...
  • Interest rate modelling and bond portfolio selection 
    Drağan, Oğuz Kaan. (Thesis (M.S.)-Bogazici University. Institute for Graduate Studies in Science and Engineering, 2012., 2012.)
    Bond portfolio management and interest rate risk quanti cation is an important eld of practice in nance. In markets there exist di erent types of bonds that are issued from a variety of sources including the central ...
  • Methods for daily forecasting 
    Tuğrul, Özge. (Thesis (M.S.)-Bogazici University. Institute for Graduate Studies in Science and Engineering, 2010., 2010.)
    For many branches of business daily forecasting constitutes an important activity, since future plans are made or decisions are taken according to the future expectations. This thesis provides a comparison of different ...
  • Numeric methods for stochastic disease spread models 
    Yıldız, Zeynep Gökçe. (Thesis (Ph.D.) - Bogazici University. Institute for Graduate Studies in Science and Engineering, 2020., 2020.)
    Disease spread models are important in controlling the new infectious diseases that suddenly threaten the public health. Mathematical tools are especially impor tant to understand the spread of the disease since experiments ...
  • Option pricing by simulation 
    Dingeç, Kemal Dinçer. (Thesis (Ph.D.)-Bogazici University. Institute for Graduate Studies in Science and Engineering, 2013., 2013.)
    The valuation of path dependent and multivariate options require efficient numerical methods, as their prices are not available in closed form. Monte Carlo simulation is one of the widely used techniques. Although simulation ...
  • Pattern recognition applications for image classification 
    Çetinkaya, Mert. (Thesis (M.S.) - Bogazici University. Institute for Graduate Studies in Science and Engineering, 2021., 2021.)
    Pattern recognition and image classification applications are the topic of this thesis. Its focus is on neural network based techniques, in other words, convolutional neural networks, and they are tried to be used in the ...
  • Portfolio risk calculation and stochastic portfolio optimization by a copula based approach 
    Karadağ, Durmuş Tarık. (Thesis (M.S.)-Bogazici University. Institute for Graduate Studies in Science and Engineering, 2008., 2008.)
    In this study we used copulas to calculate the risks of stock portfolios and developed a stochastic portfolio optimization model using copulas to find optimal portfolios. Copula is a multivariate distribution function ...
  • Pricing American options by simulation 
    Coşkan, Cem. (Thesis (M.S.)-Bogazici University. Institute for Graduate Studies in Science and Engineering, 2008., 2008.)
    Pricing American options is a di cult problem in mathematical nance as no closed form solution exists. So, many approximations and numerical techniques have been developed. In option pricing, it is advantageous to use ...
  • Quantifying the interest rate risk of bonds by simulation 
    Dağıstan, Çağatay. (Thesis (M.S.)-Bogazici University. Institute for Graduate Studies in Science and Engineering, 2010., 2010.)
    Managing interest rate risk of bonds is very important in practice. Therefore, many methods have been developed to measure the interest rate risk. In this thesis, simulation is used to quantify the interest rate risk of ...