Inflation-indexed instruments provide a real return and protect investors from the erosion of the purchasing power of money. Hence, inflation-indexed markets grow very fast day by day. In this thesis, we focus on pricing of the inflation-indexed swaps and swaptions which are the most liquid derivative products traded in the inflation-indexed markets. Firstly, we review the Hull-White extended Vasicek model in the HJM framework. Then, we use this model to price inflation-indexed swaps. Also, pricing of inflation-indexed swaptions is given using Black&rsquo / s market model.

For statistical estimation of population parameters, Fisher&rsquo / s maximum likelihood estimators (MLEs) are commonly used. They are consistent, unbiased and efficient, at any rate for large n. In most situations, however, MLEs are elusive because of computational difficulties. To alleviate these difficulties, Tiku&rsquo / s modified maximum likelihood estimators (MMLEs) are used. They are explicit functions of sample observations and easy to compute. They are asymptotically equivalent to MLEs and, for small n, are equally efficient. Moreover, MLEs and MMLEs are numerically very close to one another. For calculating MLEs and MMLEs, the functional form of the underlying distribution has to be known. For machine data processing, however, such is not the case. Instead, what is reasonable to assume for machine data processing is that the underlying distribution is a member of a broad class of distributions. Huber assumed that the underlying distribution is long-tailed symmetric and developed the so called M-estimators. It is very desirable for an estimator to be robust and have bounded influence function. M-estimators, however, implicitly censor certain sample observations which most practitioners do not appreciate. Tiku and Surucu suggested a modification to Tiku&rsquo / s MMLEs. The new MMLEs are robust and have bounded influence functions. In fact, these new estimators are overall more efficient than M-estimators for long-tailed symmetric distributions. In this thesis, we have proposed a new modification to MMLEs. The resulting estimators are robust and have bounded influence functions. We have also shown that they can be used not only for long-tailed symmetric distributions but for skew distributions as well. We have used the proposed modification in the context of experimental design and linear regression. We have shown that the resulting estimators and the hypothesis testing procedures based on them are indeed superior to earlier such estimators and tests.

Privacy of personal health records is of ultimate importance. Unfortunately, it is easy to obtain illegal access to electronic health records under insufficient security precautions. Access control based on token or username/password is not adequate for applications in health domain which require heightened security. Currently, electronic signature mechanisms are being employed as a strong alternative to classic methods. In addition, biometrics provide more precise results in comparison to electronic signature methods. However, applicability of biometrics in this field has been prohibited by factors such as the need for special hardware, increased implementation costs, and invasiveness of the biometry sensors (eg. iris topology, fingerprint). Behavioral biometrics such as speech, and keystroke dynamics are easier to implement, and do not suffer from the disadvantages mentioned for the static biometrics. Especially, using keystroke dynamics for user authentication is more advantageous than other advanced biometrics because the implementation is inexpensive and continuous identity control is plausible. The aim of this study is to show the feasibility of merging a biometry-based advanced identity verification method together with an initial access control procedure such as password check. In this study, we provide an authentication framework based on measuring similarity of the typing characteristics of medical reporters, while they are typing medical reports. We have made a prototype of the system and provided classification of keystroke timings for each operator. We have generated a testbed and measured similarity of typing patterns of 5 medical reporters upon typing 4 different kinds of medical reports. Our system performs with hundred percent accuracy in identifying the authorized operators from the reports they type. In current practice, electronic signatures are indispensable for health information systems, but our study shows that keystroke dynamics can easily be included in this chain for increased security.

This thesis is motivated by a construction company whose main business operation is foundation installations of offshore wind farm projects. Steel is the main input for most of the foundations. This construction company is confronted with price risk when involved in the procurement part of the foundations. The company receives a fixed payment for the project while paying variable raw material costs which depend on the steel spot price on the procurement date. The construction company should use financial markets to eliminate the price risk. However, in most wind farm projects, the steel requirement of a foundation is not known in advance, i.e., there is also a quantity risk. Therefore, it is not possible to completely eliminate the associated risk. In this thesis we analyze the hedging decisions of a value maximizing construction company confronted with both price and quantity risks under the presence of capital market imperfections.

In this thesis, single undesirable and semi-desirable facility location problems are analyzed in a continuous planar region considering the interaction between the facility and the existing demand points. In both problems, the distance between the facility and the demand points is measured with the rectilinear metric. The aim in the first part where the location of a pure undesirable facility is considered, is to maximize the distance of the facility from the closest demand point. In the second part, where the location of a semi-desirable facility is considered, a conflicting objective measuring the service cost of the facility is added to the problem of the first part. For the solution of the first problem, a mixed integer programming model is used. In order to increase the solution efficiency of the model, new branch and bound strategies and bounding schemes are suggested. In addition, a geometrical method is presented which is based on upper and lower bounds. For the biobjective problem, a three-phase interactive geometrical branch and bound algorithm is suggested to find the most preferred efficient solution.

In this study, we consider the hub location problem of PTT, first realized by Cetiner (2003), and propose the evaluation of multiple decision criteria while locating hubs. Since the mathematical model for the problem is too large to be solved, we utilize heuristic methods in the solution procedure. While doing this, we first test two algorithms, NSGA-II and SPEA2, on different hub location problems and use the algorithm with better performance while solving the PTT problem.

This thesis presents the prediction algorithm for the price of the share of risky asset. The price of the share is presented by dynamic model and observation is presented by the measurement model. Dynamic model is derived by using Stochastic Calculus. The algorithm is simulated by using Matlab.

The thesis examines young women’s livelihoods in Calabar, southeastern Nigeria. It discusses how young women aim to realise their believed ‘destinies of greatness’, reconciling aspirations of fortune with present insecurities. Pinpointing a time when the city’s universities were on indefinite strikes, the discussions depict young women’s industriousness as they ‘wait’ amid uncertainty. The thesis focuses explicitly on young women’s engagement with Pentecostalism, the religion encouraging action, timeliness, and knowledge of the self and God. Understanding how young women fashion Pentecostal subjectivities attuned with ideals of urban success, the chapters focus on various ‘sites’ in their lives: church ministries, the home, sewing shops, beauty pageants. The thesis argues that young women believe they can realise future fortune by constantly partaking in acts of self-preparation. However, as action is driven by the competing forces of fear and faith, the acts young women believe will fashion subjectivities conducive to urban success are always gambles. Illuminating the emic concept of ‘destiny’ – a classic concept in West African Anthropology, denoting personhood and lifecourse (Fortes 1987) – the thesis builds upon recent analyses of how action underpins concepts of hope (Miyazaki 2004), doubt (Pelkmans 2013), and fortune (da Col 2012; Graeber 2012). Illuminating action and futures, the discussion contributes to recent analyses of time, productivity and youth (Honwana 2012; Jeffrey 2010; Masquelier 2013a). By examining the often-ignored category of young women, the thesis develops an understanding of ‘feminine cultures of waiting’. The discussion of how Pentecostal subjectivities are fashioned, which draws different ‘sites’ of young women’s lives together, also furthers analyses of African youth by countering salient narratives of youth in violence (e.g. Vigh 2006). Focusing on young women’s livelihoods, the thesis contributes to an Anthropology of (Pentecostal) Christianity by illustrating how religious rhetoric and practice are carried out and negotiated outside formal church institutions.

The interaction between thermal convection and magnetic field is of interest in geophysical and astrophysical problems as well as in metallurgical processes such as casting or crystallization. A magnetic field may act in such a way to damp the convective velocity field in the melt or to reorganize the flow aligned with the magnetic field. This ability to manipulate the flow field is of technological importance in industrial processes. In this work, a direct numerical simulation of three-dimensional Boussinesq convection in a horizontal layer of electrically conducting fluid confined between two perfectly conducting horizontal plates heated from below in a gravitational and magnetic field is performed using a spectral element method. Periodic boundary conditions are assumed in the horizontal directions. The numerical model is then used to study the effects of imposing magnetic field. Finally, a low dimensional representation scheme is presented based on the Karhunen-Loeve approach.

Due to the complexity of multi-objective combinatorial optimization problems (MOCO), metaheuristics like multi-objective evolutionary algorithms (MOEA) are gaining importance to obtain a well-converged and well-dispersed Pareto-optimal frontier approximation. In this study, of the well-known MOCO problems, single-dimensional multi-objective knapsack problem and multi-objective assignment problem are taken into consideration. We develop a steady-state and elitist MOEA in order to approximate the Pareto-optimal frontiers. We utilize a territory concept in order to provide diversity over the Pareto-optimal frontiers of various problem instances. The motivation behind the territory definition is to attach the algorithm the advantage of fast execution by eliminating the need for an explicit diversity preserving operator. We also develop an interactive preference incorporation mechanism to converge to the regions that are of special interest for the decision maker by interacting with him/her during the optimization process.