Kadyrbayeva, Aidana; Kapezova, Milana(Nazarbayev University School of Sciences and Humanities, 2024-05-03)
This paper describes the progression of research initiated in MATH 424: Mathematical Finance course, with an emphasis on the creation and development of the Trinomial Tree Method for option pricing, particularly in the ...
Nurlanova, Viktoriya(Nazarbayev University School of Sciences and Humanities, 2024-04-15)
In this paper, we first applied a piecewise linear regression model to best fit the discrete varying interest rate data and then we applied these results for the calculation of annuities with time variable interest rates. ...
Kalizhanova, Aigerim(Nazarbayev University School of Science and Humanities, 2024-04-30)
This study considers the basic SIR model with three distinct population growth rates to model the tuberculosis transmission dynamics in Kazakhstan. The local stability of disease-free, endemic and extinction equilibrium ...
Goloburda, Maiya(Nazarbayev University School of Sciences and Humanities, 2024-04-15)
This study compares traditional statistical methods (ARIMA, ETS) with LSTM, a deep learning approach, to forecast key socio-economic indicators (GDP, Population Growth, Price Index, Income per Capita, Housing prices) in ...
Kappar, Yerdaulet(Nazarbayev University School of Sciences and Humanities, 2024-04-15)
This research paper delves into optimizing the Average Value at Risk (AVaR) using Approximate
Dynamic Programming (ADP) in the context of optimal control problems. The study focuses on
comparing different numerical ...
Umirzakov, Yerzhan(Nazarbayev University School of Science and Humanities, 2024-04-15)
The system of Korteweg–De Vries (KdV) equations is a system of
partial differential equations. It is used to describe the modeling of shallow water
surface waves. In this paper, we show the well-posedness of the coupled ...
Kakenov, Assanali(Nazarbayev University School of Sciences and Humanities, 2024-04-19)
The purpose of this project is to compare copula estimations of Value at Risk (VaR) for a portfolio of 5 S&P 500 stocks to historical, normal distribution, and Monte Carlo methods employing dependence measures and ARIMA-GARCH ...
Kalilayeva, Aknur(Nazarbayev University School of Sciences and Humanities, 2024-04-19)
In this work, a generalized logistic model involving three parameters is proposed for the population mortality
data fitting. The analytic solution of this new model is derived in terms of the hypergeometric function ...
Jabbarkhanov, Khumoyun(Nazarbayev University, School of Sciences and Humanities, 2023-08-28)
This work investigates the fractional space-time behavior of the Fisher-KPP equation with initial boundary values. Notably, fractional versions of Fisher-KPP equations describe complex phenomena in cases where the classical ...
Yessetov, Yerkebulan(School of Sciences and Humanities, 2023-07)
Microelectromechanical systems (MEMS) have emerged as a revolutionary technology,
enabling the development of miniaturized devices with diverse functionalities and
superior performance. Among the essential components of ...
In the design of coat hanger extrusion dies, the main objective is to provide a uniform flow
rate at the die exit. Previously, a multi-rheology isothermal method model for coat hanger extrusion
dies was developed to reach ...
Abilassan, Akmarzhan(School of Sciences and Humanities, 2023)
This thesis presents an exploration of a variant of the multivariate Mittag-Leffler
function, with a focus on its properties and applications in the context of solving
differential equations. The work includes several ...
Zhalgasbek, Ayaz(School of Sciences and Humanities, 2023)
This capstone project analyzes the application of the Elliott wave theory
on time-series data from the Forex market. The project uses patternbased
probabilistic models to test the validity of the Elliott wave theory
and ...
Myrzabayeva, Galiya(School of Sciences and Humanities, 2023)
This thesis focuses on the polyharmonic Green’s function, one of fundamental concepts
in mathematical analysis and partial differential equations. The Green’s function
plays a crucial role in solving problems related to ...
Kuangaliyeva, Dilyara(School of Sciences and Humanities, 2023)
We solve inverse problems of determining continuous time-dependent
source terms in evolution equations. As a particular case, one inverse initialboundary
value problem with observation data at a spatial point is sufficient ...
Nuriyev, Zhangir(School of Sciences and Humanities, 2023)
Obtaining synchronization in the activity of neural networks has been a major goal
for scientists of various fields. Thus, several problems based on finite-time synchronization
are to be explored in this paper. The primary ...
Bolatbekov, Kairzhan(School of Sciences and Humanities, 2023)
Portfolio risk management is a process aimed at maintaining profit streams and reducing uncertainties in investment decisions. Value-at-Risk (VaR) is a widely used metric to quantify the potential loss of profits. Although ...
Otkel, Madina(School of Sciences and Humanities, 2023)
This thesis investigates the finite time synchronization and fixed time synchronization
of shunting inhibitory memristive neural networks with time-varying delays via
sliding mode control. First, a new terminal sliding ...
Aiben, Ailiza(School of Sciences and Humanities, 2023)
This project is aimed to analyze the exponential model, Von Bertalanffy model, and the dynamic carrying
capacity model based on the Canada population data. The unknown parameters in these models would be found
out by ...
Kamet, Madina(School of Sciences and Humanities, 2023)
In this thesis, we examine inverse problems for the sub-elliptic heat
equation with the Cauchy-Dirichlet initial-boundary value condition to determine
the time-dependent control parameter. Consequently, on the Heisenberg ...