METU SIAM Student Chapter

• Present your research during Euro-Informs 26th European Conference on Operational Research in Rome, Italy. It is a conference which has participants from whole of the world. It is not just an international conference, it is joint international conference.
• Represent SIAM (Society for Industrial and Applied Mathematics) & METU in a joint international conference.
• The fields of researches are sprawled. We invite all students, researchers interested in any branch of Operational Research, Mathematical modeling or economic analysis to participate at the conference and to present their research. All research in engineering, sciences, economics, management and other fields that uses applied math is welcome.
• Present your research as an abstract at most 1 page or as a paper at most 6 pages.
• A support of $1000 will be available for the student that will be selected.

If you satisfy the eligibility requirements indicated below please submit your manuscript to metusiam@gmail.com by February 22nd, 2013, Friday, Midnight.

1. Any PhD, Masters, or senior undergraduate student may apply. The student has to be a member of the SIAM Student Chapter (any METU student can become a member by contacting the Chapter at metusiam@gmail.com).
2. If the work to be presented is based on the Masters or PhD thesis of the student, the defense date of the thesis must be after January 1, 2012. If the work to be presented is based on a paper, the first submission date of the paper to any journal must be after January 1, 2012

Websites related to the event

METU SIAM Student Chapter: http://siam.metu.edu.tr
SIAM Global website: http://siam.org
European Conference on Operational Research: http://euro2013.org/
METU SIAM Student Chapter is sponsored by the Institute of Applied Mathematics and the Department of Mathematics. Institute website: http://iam.metu.edu.tr/ (old website http://www3.iam.metu.edu.tr)

Speaker: Mine Çağlar

Koç University, Department of Mathematics

mcaglar@ku.edu.tr

Seminar: Distribution of Maximum Loss for Fractional Brownian Motion

Date / Time: 19.2.2012 / 15.30

Place: IAM – S209 (Seminar Room)

Abstract

The maximum loss is one way of measuring the risk of falling prices. The price of a volatile asset can be modeled using fractional Brownian motion with Hurst parameter H > 1/2. The advantage of modeling with fractional Brownian motion over Markov processes is its capability of exposing the long range dependence in log-returns. We find bounds on the distribution of the maximum loss for fractional Brownian motion with H > 1/2 and derive estimates on its tail probability. Asymptotically, the tail of the distribution of maximum loss over [0, t] behaves like the tail of the marginal distribution at time t.
Joint work with Ceren Vardar, TOBB ETU.

Institute of Applied Mathematics, http://www3.iam.metu.edu.tr
Society for Industrial and Applied Mathematics, http://siam.org

On 4th November 2012, we met with high school students in “The science is fun at METU”  activity. We thank to organization committee and the volunteer friends. One can find more photographs of the event in our Facebook page (SIAM STUDENT Chapter).

The first activity of SIAM student chapter joined for this semester is “ODTÜ’de Bilim Eğlencedir!”.  The event will be held on  4th November 2012 at METU.
The general announcement of this event can be reached at http://www.obe.metu.edu.tr/ (in Turkish).
There will be more than 1000 students from around 20 high schools. The event includes many activities related with science such as experiments, projects, sightseeing, conversation, competition.
SIAM and Institute of Applied Mathematics (IAM) have undertaken math-related activities to organize this event.
The activities are “toss the dice experiment” and “crypto experiment”.

All members of our university are invited.

If you have any questions please contact us at metusiam@gmail.com.

To see the poster we have the following link obe_poster

We are happy to announce the Institute of Applied Mathematics (IAM) at METU celebrates its 10th Anniversary of the Foundation with ICACM. The conference will take place at the Culture & Convention (CCC) of the METU on October 3rd, 4th, 5th, 6th, 2012. You can visit http://icacm.iam.metu.edu.tr/ for more information.

More importantly, the METU SIAM Student Chapter will also be there to address more people being interested in applied mathematics. You can visit us and get information about SIAM,  METU SIAM Student Chapter.

Hope to see you.

On September 20th,2012 we gathered for the first meeting of the semester. We have many things to do in this semester. In the following weeks, we will be welcoming our new members. Students and graduates being interested in all kinds of applied mathematics, wanting to contribute scientific life are very welcomed.

The first meeting photos can be found at http://www.facebook.com/n/?groups%2F218914604861072%2Fpermalink%2F358318364254028%2F&mid=6c6729bGf480cG3e717c4G96&bcode=epSQ4dL5_1.1348236653.AaT-FtqhDjR2jRje&n_m=devin%40metu.edu.tr

Massive amounts of data are collected every day, often from services we use regularly, but never think about. Scientific data comes in massive amounts from sensor networks, astronomical instruments, biometric devices, etc., and needs to be sorted out and understood. Personal data from our Google searches, our Facebook or Twitter activities, our credit card purchases, our travel habits, and so on, are being mined to provide information and insight. These data sets provide great opportunities, and pose dangers as well.

Four international Math, Applied Math and Statistics organizations (SIAM, AMS, MAA and ASA) have suggested “Mathematics, Statistics, and the Data Deluge” as the theme of this years Math Awareness Month. Our student chapter is proud to present a four day/ two week workshop on the subject. Six scholars from various departments of our university will present lectures on computational and mathematical tools that one can use to work effectively with and model large amounts of data.

The program of our workshop is as follows:

1. May 16, 2012, Wednesday, 11:40-12:30, Estimation of Dynamics under Uncertainty, Gerhard Wilhelm Weber *,
2. May 17, 2012, Thursday, 11:40-12:30, Fractals in Cognitive Science, Annette Hohenberger and Halil Düzcü *,
3. May 17, 2012, Thursday, 14:00-17:30, Introduction to R and GGobi, Ozlem Ilk **,
4. May 23, 2012, Wednesday, 14:00-16:30, MapReduce and Hadoop, Mining Big Data in the Cloud, Aybar Acar *,
5. May 23, 2012, Wednesday, 11:40-12:30, Introduction to Clustering, Cem Iyigun *,
6. May 24, 2012, Thursday, 14:00-15:30, Modeling with MARS and CMARS, Fatma Yerlikaya-Ozkurt * (Cancelled)

** Department of Mathematics, Computer Lab, M202,

* Institute of Applied Math, S209

The R Workshop that will be led by Ozlem Ilk will be completely interactive; the users will be able to implement in realtime everything introduced in the workshop on the computers available in the lab where the workshop will take place. We cordially thank the mathematics department for hosting this event.

All members of our university are invited. If you have any questions please contact us at metusiam@gmail.com.

Fatma Yerlikaya-Ozkurt

Institute of Applied Math, Scientific Computing Program

May 24, 2012, Thursday, 14:00-15:30
Institute of Applied Math, S209

MARS: Multivariate Adaptive Regression Splines
CMARS: Conic (Convex, Continuous) Multivariate Adaptive Regression Splines

(Cancelled)

Conic (Convex, Continuous) Multivariate Adaptive Regression Splines (CMARS), developed at Institute of Applied Mathematics (IAM), Middle East Technical University (METU), is an alternative approach to the Multivariate Adaptive Regression Splines (MARS). MARS is a well-known data mining tool capable of modeling high-dimensional data with nonlinear structure. Flexible nature of MARS modeling leads successful implementation of the method in various application areas. On the other hand, CMARS is based on a penalized residual sum of squares (PRSS) for MARS as a Tikhonov regularization (TR) problem. CMARS treats this problem by a continuous optimization technique, in particular, the framework of Conic Quadratic Programming (CQP). These convex optimization problems are very well-structured, herewith resembling linear programs and, hence, permitting the use of interior point methods. CMARS and MARS methods are preferred by modelers and data analysts in the fields of nonparametric regression/classification, and data mining. By this talk, the implementation of MARS and CMARS methods will be provided on test data. For CMARS algorithm, a user-friendly computing environment which is written in MATLAB will be used. For MARS, R program, a well-known and popular statistical software, will be preferred.

Annette Hohenberger and Halil Düzcü

METU, Informatics Institute, Cognitive Science Program

May 17, 2012, Thursday, 11:40-12:30
Institute of Applied Math, S209

Fractals are self-similar structures with a precise definition in mathematics. They are ubiquitous in nature: coastlines, clouds, flowers, bodily organs, and many more, exhibit self-similarity. Their existence in the cognitive sciences, however, is just beginning to be revealed and their significance is not yet fully appreciated.

In our talk, we will distinguish two kinds of self-similarity: geometrical and statistical self-similarity. An example of the former is the Koch curve; an example of the latter is the power law scaling of probability density functions observed in the temporal patterns of cognitive processes. We will present examples of such power-laws in eye-gaze patterns and response latencies (reaction times) and explain what they possibly reveal about the functioning of the mind.

We will discuss with the audience how the concept of fractals may raise the mutual awareness of cognitive and natural scientists of the similarity of the processes they are studying in their respective areas.

Gerhard Wilhelm Weber

METU, Institute of Applied Mathematics

May 16, Wednesday, 11:40-12:30
Institute of Applied Math, S209

This presentation introduces recent research efforts and results in identifying and predicting time-dependent processes, based on given data and with various degrees of model discontinuity and uncertainty. This generalization is gradually unfolded, while always being motivated by real-world challenges and applications of them.

We aim at displaying joy and interest in state-of-the art applied mathematics and to invite to education, research and developing our countries by its help, in our scientific community. In fact, we try to “make appetite” for this!