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Browsing M.S. Theses by Author "Hörmann, Wolfgang."

Browsing M.S. Theses by Author "Hörmann, Wolfgang."

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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. ...
  • 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 ...
  • 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 ...
  • 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 ...
  • Quantifying the risk of portfolios containing stocks and commodities 
    Halulu, Sıla. (Thesis (M.S.)-Bogazici University. Institute for Graduate Studies in Science and Engineering, 2012., 2012.)
    In this study, we used copula method in order to model the multivariate return distributions of stock portfolios and, in this manner, to implement this model for risk measure evaluations in practice. Copulas are used to ...
  • Risk quantifcation of mixed portfolios containing bonds and stocks 
    Ceviz, Emre. (Thesis (M.S.)-Bogazici University. Institute for Graduate Studies in Science and Engineering, 2014., 2014.)
    In this study, we design a method to quantify the expected return and risk of mixed portfolios containing bonds and stocks using the historical data and expert opinion about the future changes in the market. Vasicek model ...
  • Risk quantification for foreign currency investments 
    Oktay, İrem. (Thesis (M.S.)-Bogazici University. Institute for Graduate Studies in Science and Engineering, 2016., 2016.)
    As the economies are globalized, more rms, investors and workers nd their fortunes linked to the exchange rates. Therefore, management of exchange rate risk becomes more signi cant. As the measured risk can be managed ...
  • Ship hull resistance estimation using multivariate statistics 
    Pala, Ahmet. (Thesis (M.S.) - Bogazici University. Institute for Graduate Studies in Science and Engineering, 2020., 2020.)
    The biggest cost in shipbuilding belongs to the main engine and propeller systems to be used. The selection of these equipment to be used is made according to the resistance values of the ship. Since these are very expensive ...
  • Simulation of disease spread models with metapopulation approach 
    Saygılı, Fatma Elif. (Thesis (M.S.) - Bogazici University. Institute for Graduate Studies in Science and Engineering, 2018., 2018.)
    In this thesis, a metapopulation simulation model, which is not only useful for Turkey but for any country, is built. For this purpose, a general simulation code is implemented including both infection and travel processes. ...

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