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).     

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     

NONLINEAR DYNAMIC ANALYSIS OF A LAMINATED HYBRID COMPOSITE PLATE SUBJECTED TO TIME-DEPENDENT EXTERNAL PULSES

Nonlinear dynamic responses of a laminated hybrid composite plate subjected to time-dependent pulses are investigated. Dynamic equations of the plate are derived by the use of the virtual work principle. The geometric nonlinearity effects are taken into account with the von Kármán large deflection theory of thin plates. Approximate solutions for a clamped plate are assumed for the space domain. The single term approximation functions are selected by considering the nonlinear static deformation of plate obtained using the finite element method. The Galerkin Method is used to obtain the nonlinear differential equations in the time domain and a MATLAB software code is written to solve nonlinear coupled equations by using the Newmark Method. The results of approximate-numerical analysis are obtained and compared with the finite element results. Transient loading conditions considered include blast, sine, rectangular, and triangular pulses. A parametric study is conducted considering the effects of peak pressure, aspect ratio, fiber orientation and thicknesses.     

Synthesis,characterization and biodistribution of 99mTc-Bioquin-HMPAO (99mTc-BH) as a novel brain imaging agent

Recently, the development of novel brain imaging agents has aroused much interest thanks to limited number of brain cancer or diseases diagnosis agents. It is aimed to synthesize a novel brain imaging agent including a promise for further studies on AD diagnosis potential and investigate its bioaffinity with biodistribution studies on healthy Balb/c mice. A novel radiolabeled agent was synthesized and characterized. Quality control of ^99mTc-BH was performed utilizing solvent extraction and chromatographic (Radio TLC and Radio HPLC) methods. Bioaffinity of the ^99mTc-BH was investigated on male Balb/c mice at various time points (5, 30, 60, 120 min post-injection). Paper electrophoresis showed that ^99mTc-BH has a neutral structure. Radiochemical purity of ^99mTc-BH was over 95 % with appropriate stability for imaging period. Selected brain regions have uptakes over 4 % ID/g following intravenous injection. Hippocampus has uptake approximately 10 % ID/g. ^99mTc-BH has shown brain uptake, so it may prove to be valuable for brain imaging as a novel technetium-labeled agent. Further investigations with AD animal model are our on going effort to show that this agent has AD diagnosis potential.     

Cloud point extraction procedure for flame atomic absorption spectrometric determination of lead(II) in sediment and water samples

The conditions for cloud point extraction of lead(II) from aqueous solutions were investigated and optimized. The procedure is based on the separation of Pb(II) – brillant cresyl blue (BCB) complexes into the micellar media by adding the surfactant Triton X-114. After phase separation, the surfactant-rich phase was dissolved with 1 mol L⁻¹ HNO₃ in ethanol and diluted with 1 mol L⁻¹ HNO₃ solution before lead was determined by flame atomic absorption spectrometry. Optimization of the pH, ligand and surfactant quantities, incubation time, temperature, viscosity, sample volume, and interfering ions was performed. The effects of the matrix ions were also examined. The detection limits for three times the standard deviations of the blank for lead were 7.5 μg L⁻¹ for water samples and 0.33 μg g⁻¹ for sediment samples. The validity of cloud point extraction was checked by employing certified reference samples of Lake Sediment IAEA-SL-1 and Sewage Sludge BCR-CRM 144R. The procedure was applied to natural waters and sediment samples with satisfactory results (recoveries >95%, relative standard deviations <6.4%).     

Non-linear bifurcation analysis of non-gradient systems

The post-divergence behaviour of non-gradient systems is studied through a perturbation approach, attention being restricted to equilibrium paths in the neighbourhood of a critical point. Simple and coincident critical points are treated separately. Various characteristic phenomena are explored in general terms by identifying certain distinct properties of the Jacobian matrix in a state-space formulation. It is demonstrated that the well-known asymmetric and symmetric points of bifurcation can also arise in non-gradient systems and the conditions giving rise to each of these phenomena are discussed. An illustrative example is presented.