• VALUATION OF SOME NONLINEAR FINANCIAL CONTRACTS BY FINITE ELEMENT METHOD 

  Kazbek, Rakhymzhan (Nazarbayev University School of Science and Humanities, 2024-06-07)

  This thesis proposes a methodology for dealing with nonlinear financial derivative models using the finite element method (FEM). Financial engineering solutions are in high demand to mimic realistic market scenarios. ...
• ENHANCING CREDIT CARD FRAUD DETECTION: A MULTIFACETED APPROACH USING MACHINE LEARNING AND ADAPTATION TO NON-GAUSSIAN DISTRIBUTIONS 

  Mustafa, Ablay (Nazarbayev University School of Sciences and Humanities, 2024-05-01)

  This paper addresses the urgent issue of credit card fraud by using existing techniques for fraud detection, including Linear Regression, Support Vector Machines (SVM), Random Forests, Statistical Analysis, and Behavioral ...
• RISK-SENSITIVE LQR PROBLEMS WITH EXPONENTIAL NOISE 

  Shortanbaiuly, Olzhas (Nazarbayev University School of Sciences and Humanities, 2024-04-26)

  This thesis is about optimal control of Markov Decision Processes and solving risk-sensitive cost minimization and reward maximization problems, specifically, the Linear Quadratic Regulator (LQR) problem with Average-Value-at-Risk ...
• COMPUTABILITY OF ALGEBRAIC STRUCTURES 

  Tursynov, Adil (Nazarbayev University School of Sciences and Humanities, 2024-04-26)

  In the modern world, research areas are extremely progressive. One of them is the computability of structure within the computability theory. As the research field progressed, we got new problems. In the com- putability ...
• IMPROVED HARDY-SOBOLEV INEQUALITIES 

  Orazbayev, Almat (Nazarbayev University School of Sciences and Humatinies, 2024-04-29)

  In this thesis work, a new version of the Hardy-Sobolev inequality is obtained. It covers the recent inequality of Frank, Laptev, and Weidl derived in [4] and improves the results of Persson and Samko established in [13]. ...
• DISCRETE IMPROVED HARDY INEQUALITIES 

  Tulendinova, Aizhan (Nazarbayev University School of Sciences and Humanities, 2024-04-29)

  In this thesis work, a new improved version of the discrete Hardy inequality is obtained, covering the discrete version of inequality of Frank, Laptev, and Weidl and extending on the recent results of Roychowdhury and ...
• IMPROVED RESULTS ON FINITE-TIME SYNCHRONIZATION OF SHUNTING INHIBITORY CELLULAR NEURAL NETWORKS WITH TIME-VARYING DELAYS VIA HYBRID IMPULSIVE PINNING CONTROL 

  Maikenov, Otankhan (Nazarbayev University School of Sciences and Humanities, 2024-04-24)

  This thesis explores finite-time synchronization in shunting inhibitory cellular neural networks (SICNNs) with time-varying delays. An advanced hybrid controller is introduced to achieve this, serving as a state-feedback ...
• ALGORITHMIC PROPERTIES OF ROGERS SEMILATTICES 

  Tleuliyeva, Zhansaya (Nazarbayev University School of Sciences and Humanities, 2024-04-25)

  The thesis uses various approaches to explore the algorithmic complexity of families of subsets of natural numbers. One of these approaches involves investigating upper semilattices of computable numberings of a given ...
• EXTENSION OF TRANSITION PROBABILITY FORMULAS IN MULTI-SPECIES ASYMMETRIC SIMPLE EXCLUSION PROCESS 

  Kassymkhanov, Nariman (Nazarbayev University School of Science and Humanities, 2024-04-29)

  The Asymmetric Simple Exclusion Process (ASEP) is a mathematical model used to describe the movement of particles in a one-dimensional system. This work explores multi-species ASEP dynamics, where, in contrast to the ...
• BOUSSINESQ EQUATION IN ELASTIC RODS. 

  Zhardemova, Nazerke (Nazarbayev University School of Sciences and Humanities, 2024-04-19)

  In this project, the goal is to consider the equation of the transverse deflections of the rod when it is firmly connected to an elastic foundation. We study the well-posedness of the corresponding Cauchy problem, that ...
• MACHINE LEARNING TECHNIQUES APPLIED TO ROBUST OPTIMAL CONTROL PROBLEMS 

  Zhangunissov, Dilzhan (Nazarbayev University School of Sciences and Humanities, 2024-04-19)

  This project aims to solve the discrete time stochastic optimal control problem of evaluation of Average Value-at-Risk (AVaR) function. AVaR is an important tool in market risk management used to measure the risk. In the ...
• STATISTICAL METHODS IN NATURAL LANGUAGE PROCESSING 

  Nurkhan, Laiyk (Nazarbayev University School of Sciences and Humanities, 2024-04-28)

  This capstone project explores the application of statistical method ologies to two distinct natural language processing (NLP) tasks: machine translation between Ukrainian and Russian languages and the classifica tion ...
• FINITE-TIME OUTPUT-FEEDBACK PASSIFICATION OF UNCERTAIN FRACTIONAL-ORDER NEURAL NETWORKS HAVING TIME-VARYING DELAYS 

  Serikova, Tomiris (Nazarbayev University School of Sciences and Humanities, 2024-04-15)

  The purpose of the study was to investigate the finite-time stability and output feedback finite-time passification of fractional order uncertain neural networks with time-varying delay. We derived conditions for finite-time ...
• TRANSITION PROBABILITY OF THE PUSHTASEP WITH ONE PARAMETER 

  Tileukabyl, Nazgul (Nazarbayev University School of Sciences and Humanities, 2024-04-19)

  We consider a n-particle PushTASEP, a model introduced by Alimohammadi et al. In their work they obtained the exact solution for the master equation of PushTASEP with boundary conditions. In this paper we use the technique ...
• TRIMOMIAL TREE METHOD FOR OPTION PRICING WITH TRANSACTION COST 

  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 ...
• VARYING INTEREST RATES AND ANNUITIES 

  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. ...
• STUDY OF TUBERCULOSIS TRANSMISSION DYNAMICS USING SIR EPIDEMIC MODEL WITH THREE TYPES OF POPULATION RECRUITMENT RATE 

  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 ...
• TIME SERIES FORECASTING METHODS FOR SOCIO-ECONOMIC INDICATORS: A CASE STUDY OF KAZAKHSTAN 

  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 ...
• OPTIMAL CONTROL PROBLEM 

  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 ...
• EXISTENCE AND UNIQUENESS RESULTS FOR A SYSTEM OF COUPLED KDV EQUATIONS IN WEIGHTED SOBOLEV SPACE 

  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 ...

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