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).     

On Extracting Maximum Stable Sets in Perfect Graphs Using Lovász's Theta Function

We study the maximum stable set problem. For a given graph, we establish several transformations among feasible solutions of different formulations of Lovász's theta function. We propose reductions from feasible solutions corresponding to a graph to those corresponding to its induced subgraphs. We develop an efficient, polynomial-time algorithm to extract a maximum stable set in a perfect graph using the theta function. Our algorithm iteratively transforms an approximate solution of the semidefinite formulation of the theta function into an approximate solution of another formulation, which is then used to identify a vertex that belongs to a maximum stable set. The subgraph induced by that vertex and its neighbors is removed and the same procedure is repeated on successively smaller graphs. We establish that solving the theta problem up to an adaptively chosen, fairly rough accuracy suffices in order for the algorithm to work properly. Furthermore, our algorithm successfully employs a warm-start strategy to recompute the theta function on smaller subgraphs. Computational results demonstrate that our algorithm can efficiently extract maximum stable sets in comparable time it takes to solve the theta problem on the original graph to optimality. This work was supported in part by NSF through CAREER Grant DMI-0237415. Part of this work was performed while the first author was at the Department of Applied Mathematics and Statisticsat Stony Brook University, Stony Brook, NY, USA.     

Electrochemical Polymerization of Aniline at Low Supporting-Electrolyte Concentrations and Characterization of Obtained Films

Conductive polymers of aniline were synthesized in aqueous acidic media such as perchloric, sulfuric, hydrochloric, phosphoric, and trifluoroacetic acids and the effect of supporting electrolyte was investigated. The conductivity of each polyaniline (PAn) sample was determined by the four-probe technique. PAn (H₂SO₄) sample was shown to have the highest conductivity, specifically, 3.55 S cm^–1. The effect of concentrations of monomers and acids on the conductivity of PAn's was studied. It was observed that the conductivity decreased with increasing aniline concentration and increased with increasing sulfuric acid concentration. The conductivities of PAn (CF₃COOH) were also investigated in different supporting electrolytes and highly good increments of its conductivities were obtained. Magnetic properties of the PAn salts were analyzed by Gouy balance measurements and it was found that their conducting mechanisms are of bipolaron nature. From the FTIR analysis it was found that polymerization occurs via the –NH₂ group in a head-to-tail mechanism. The thermal analyses revealed that PAn (HCl) among the PAn salts studied shows the highest thermal stability. Surface analyses of polymers were clarified by scanning electron microscopy. From elemental analysis results, PAn salts were concluded to be in emeraldine structure.     

Phenol biosensor based on electrochemically controlled integration of tyrosinase in a redox polymer

An amperometric biosensor for the detection of phenolic compounds was developed based on the immobilization of tyrosinase within an Os-complex functionalized electrodeposition polymer. Integration of tyrosinase within the redox polymer assures efficient catechol recycling between the enzyme and the polymer bound redox sites. The non-manual immobilization procedure improves the reproducibility of fabrication process, greatly reduces the desorption of the enzyme from the immobilization layer, and, most importantly prevents fast inactivation of the enzyme by its substrate due to fast redox cycling. A two-layer sensor architecture was developed involving ascorbic acid oxidase entrapped within an electrodeposition polymer in a second layer on top of the redox polymer/tyrosinase layer. Using this sensor architecture it was possible to eliminate the current interference arising from direct ascorbate oxidation up to a concentration of 630 μM ascorbic acid. The effects of the polymer thickness, the enzyme/polymer ratio, and the applied potential were evaluated with respect to optimal sensor properties. The sensitivity of the optimized sensors for catechol was 6.1 nA μM⁻¹ with a detection limit of 10 nM, and for phenol 0.15 nA μM⁻¹ with a detection limit of 100 nM.     

Synthesis and polymerization of a new nitrogen‐containing bis‐ortho‐diynylarene monomer

This study focuses on the preparation, characterization, and optical properties of new bis(3,4‐diphenylethynylphenyl)phenylamine. This is the first nitrogen‐containing bis‐ortho‐diynylarene (BODA) monomer having a nitrogen atom as the spacer group. BODA monomers are usually prepared from common bisphenols, thereby providing great synthetic versatility and the opportunity to develop a wide array of novel polyarylene thermosets by varying the aromatic spacer group. The new bis(3,4‐bisphenylethynylphenyl)phenylamine was synthesized in five steps. This compound emits an intense blue color (λ = 438 nm) upon irradiation by UV light and may be suitable for use as an emitting layer in electroluminescent devices. Bis‐(3,4‐bisphenylethynylphenyl)phenylamine and its polymer have photoluminescence quantum yields 34 and 38%, respectively, and long excited‐state lifetimes of 3.2 and 3.6 ns, respectively. The structure of the monomer and its polymer were characterized using spectroscopic techniques including Ultraviolet–visible Spectrophotometer, Photoluminescence Spectrophotometer, Fourier Transform infrared spectroscopy, and Gel Permeation Chromatography. The polymerizations were studied by Differential Scanning Calorimeter. The amount of weight loss and the thermostability of the nitrogen‐containing polymer were determined from thermogravimetric analysis. The electrical conductivity of neat HCl‐doped BODA‐derived polymer film was measured according to the standard four‐point probe technique. © 2006 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 44: 6988–6996, 2006     

New glyoxime derivatives and their transition metal complexes

Two new vic-dioxime ligands and their complexes with Co⁺², Ni⁺², Cu⁺², Cd⁺², and Zn⁺² ions were synthesized. Primer amines (3,4-methylenedioxaaniline and 4-methylbenzylamine) reacted with antichloroglyoxime to give 3,4-methylenedioxaphenylaminoglyoxime (H₂L¹) and N-(4-methylbenzyl)aminoglyoxime (H₂L²) ligands. Structures of the ligands and their complexes are proposed based on elemental analyses, IR, UV-Vis, and ¹H NMR spectra, magnetic susceptibility measurements, and thermogravimetric analyses (TGA). The article was submitted by the authors in English.     

A note on

There is only one pair of non-real zeros of , and of , in the left half-plane. The Riemann Hypothesis implies that and have no zeros in the strip .

     

Bioadhesion to solids: contact angle hysteresis effect

It was recently reported that the ease of removal of sporelings of green seaweed Ulva under shear stress from the polymer surfaces was found to be linearly and positively correlated with contact angle and wetting hysteresis, i.e., the higher the hysteresis, the greater the removal. Motivated by this report, we examined the relationship between the bioadhesion of blood platelets and proteins with contact angle hysteresis of solid substrates using the data of published papers. It was determined that there is a linear and positive relationship between the contact angle hysteresis and bioadhesion of both blood platelets and γ-globulin protein contacting the solid substrates, i.e., the higher the hysteresis, the greater the bioadhesion. The reasons are discussed and it is proposed that testing the effect of CAH on the adhesion strengths of biomaterials on surfaces is useful in order to gain a better insight on the bioadhesion mechanism.