Non-Parametric Regression Methods

The nature of the financial time series is complex, continuous interchange of stochastic and deterministic regimes. Therefore, it is difficult to forecast with parametric techniques. Instead of parametric models, we propose three techniques and compare with each other. Neural networks and support vector regression (SVR) are two universally approximators. They are data-driven non parametric models. ARCH/GARCH models are also investigated. Our assumption is that the future value of Istanbul Stock Exchange 100 index daily return depends on the financial indicators although there is no known parametric model to explain this relationship. This relationship comes from the technical analysis. Comparison shows that the multi layer perceptron networks overperform the SVR and time series model (GARCH).     

Mechanistic Insights into the Reversible Formation of Iodosylarene–Iron Porphyrin Complexes in the Reactions of Oxoiron(IV) Porphyrin π‐Cation Radicals and Iodoarenes: Equilibrium,Epoxidizing Intermediate,and Oxygen Exchange

We have shown previously that iodosylbenzene–iron(III ) porphyrin intermediates ( 2 ) are generated in the reactions of oxoiron(IV ) porphyrin π‐cation radicals ( 1 ) and iodobenzene (PhI), that 1 and 2 are at equilibrium in the presence of PhI, and that the epoxidation of olefins by 2 affords high yields of epoxide products. In the present work, we report detailed mechanistic studies on the nature of the equilibrium between 1 and 2 in the presence of iodoarenes (ArI), the determination of reactive species responsible for olefin epoxidation when two intermediates (i.e., 1 and 2 ) are present in a reaction solution, and the fast oxygen exchange between 1 and H₂¹⁸O in the presence of ArI. In the first part, we have provided strong evidence that 1 and 2 are indeed at equilibrium and that the equilibrium is controlled by factors such as the electronic nature of iron porphyrins, the electron richness of ArI, and the concentration of ArI. Secondly, we have demonstrated that 1 is the sole active oxidant in olefin epoxidation when 1 and 2 are present concurrently in a reaction solution. Finally, we have shown that the presence of ArI in a reaction solution containing 1 and H₂¹⁸O facilitates the oxygen exchange between the oxo group of 1 and H₂¹⁸O and that the oxygen exchange is markedly influenced by factors such as ArI incubation time, the amounts of ArI and H₂¹⁸O used, and the electronic nature of ArI. The latter results are rationalized by the formation of an undetectable amount of 2 from the reaction of 1 and ArI through equilibrium that leads to a fast oxygen exchange between 2 and H₂¹⁸O.     

Generic Transport Aft-body Drag Reduction using Active Flow Control

Active flow-separation control is an effective and efficient mean for drag reduction and unsteady load alleviation resulting from locally or massively separated flow. Such a situation occurs in configurations where the aerodynamic performance is of secondary importance to functionality. The performance of heavy transport helicopters and aeroplanes, having a large, and almost flat, aft loading ramp suffer from the poor aerodynamics of the aft body. Hence, a combined experimental and numerical investigation was undertaken on a generic transport aeroplane/helicopter configuration. The experimental study provided surface pressures, direct drag measurements, surface and smoke flow visualization. The baseline flow was numerically analyzed, using finite volume solutions of the RANS equations. The baseline flow around the model was insensitive to the Reynolds number in the range it was tested. The flow separating from the aft body was characterized by two main sources of drag and unsteadiness. The first is a separation bubble residing at the lower ramp corner and the second is a pair of vortex systems developing and separating from the sides of the ramp. As the model incidence is decreased, the pair of vortex systems also penetrates deeper towards the centerline of the ramp, decreasing the pressure and increasing the drag. As expected, the ramp lower corner bubble was highly receptive to periodic excitation introduced from four addressable piezo-fluidic actuators situated at the ramp lower corner. Total drag was reduced by 3–11%, depending on the model incidence. There are indications that the flow in the wake of the model is also significantly steadier when the bubble at the lower ramp corner is eliminated. The vortex system is tighter and steadier when the ramp-corner bubble is eliminated.     

Estimating Sampling Errors in REA Survey: A Model Approach for the Synthetic Presentation of Results for Main Variables Involved in Economic Analysis

A new sample business survey for agriculture, the REA survey, and a project of integration with the FADN network (RICA in Italy) have significantly changed the production of statistical information nowadays available with reference to the agricultural sector. On the basis of this relevant information, new economic analyses are being developed on farms’ performance, agricultural households’ income and the Common Agricultural Policy (CAP). In this paper the authors estimate the relationship between the levels of variables of interest and their sampling errors using models in order to improve the accessibility of the information on estimates accuracy to the final users (agricultural analysts, policy makers). The paper is the result of a joint research of the three authors. Sections 1–3 and 6 by Pizzoli, Sects. 4 and 5 by Rondinelli, Sect. 7 by Filiberti, conclusions joint to the three authors.     

Characterization of NOx species in dehydrated and hydrated Na- and Ba-Y, FAU zeolites formed in NO2 adsorption

Adsorbed ionic NO_x species formed upon the interaction of NO₂ with dehydrated or hydrated Na- and Ba-Y, FAU zeolites were characterized using FT-IR/TPD, solid state NMR, and XANES techniques. NO₂ disproportionates on both dehydrated catalyst materials forming NO⁺ and NO₃⁻ species. These ionic species are stabilized by their interactions with the negatively charged zeolite framework and the charge compensating cations (Na⁺ and Ba²⁺), respectively. Although the nature of the adsorbed NO_x species formed on the two catalysts is similar, their thermal stabilities are strongly dependent on the charge compensating cations. In the presence of water in the channels of these zeolite materials new paths open for reactions between NO⁺ and H₂O, and NO₂ and H₂O, resulting in significant changes in the adsorbed ionic species observed. These combined spectroscopic investigations afforded the understanding of the interactions between water and NO₂ on these zeolite catalysts.     

镍-酸性铬兰K络合物吸附波

用微分脉冲溶出伏安法研究了镍(11)与酸性铬兰K(ACBK)所生成的络合物在悬汞电极上的电化学特性及电化学反应机理，发现电极反应为镍与酸性铬兰K所生成的络合物吸附在电极表面后发生的不可逆还原。在HCl-硼砂介质中(pH8．67)，络合物在-316mV处有一吸附还原峰，其峰电流与镍浓度在0．001～0．010μ/mL范围内呈现良好的线性关系，其最低检出浓度为0．0005μg／mL。     

Scalar Perturbations in Inflationary Models Based on the Non-Linear Sigma Model

The inflationary models based on the non-linear sigma model with the self-coupling potential are considered. The slow-roll solutions for long-wavelength inhomogeneities in general two-component chiral models and diagonal three-component chiral model of a special case are obtained. Scalar perturbations are calculated for two examples.     

Application of Pulsed Traveling Hydrogen Arcs for Metal Oxide Reduction

A plasma reactor that has a transient traveling arc has been used to study hydrogen in relation to in-flight reduction of metal oxide particles. Experiments were done to determine the nature of the arc and its interaction with the reactor gas. The lifetime of the excited atomic hydrogen was measured and it was found to be more than 4 ms after the arc had ceased. Powders and tablets of oxides were exposed to the pulsed-arc treated hydrogen and found to react much more rapidly and intensely than when exposed to hot molecular hydrogen. The results suggest that atomic hydrogen will exist throughout the volume of such a reactor for a period that is sufficient to reduce particles of FeO, Cr₂O₃, and TiO₂.     

A computational strategy for multiscale systems with applications to Lorenz 96 model

Numerical schemes for systems with multiple spatio-temporal scales are investigated. The multiscale schemes use asymptotic results for this type of systems which guarantee the existence of an effective dynamics for some suitably defined modes varying slowly on the largest scales. The multiscale schemes are analyzed in general, then illustrated on a specific example of a moderately large deterministic system displaying chaotic behavior due to Lorenz. Issues like consistency, accuracy, and efficiency are discussed in detail. The role of possible hidden slow variables as well as additional effects arising on the diffusive time-scale are also investigated. As a byproduct we obtain a rather complete characterization of the effective dynamics in Lorenz model.     

Lorentz Invariant Decompositions of the State Vector Spaces and the Basis Problem

We consider a representation of the state reduction which depends neither on its reality nor on the details of when and how it emerges. Then by means of the representation we find necessary conditions, even if not the sufficient ones, for a decomposition of the state vector space to be a solution to the basis problem. The conditions are that the decomposition should be Lorentz invariant and orthogonal and that the associated projections should be continuous. They are shown to be able to determine a decomposition in each of a few examples considered if the other circumstances are taken into account together.