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.     

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.     

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.     

Li(AlxCo1-x)O2晶体中Co3+电子态的变化及对结构演化的影响

研究了应用于锂二次电池正极的新型高能量密度存贮材料Li(AlxCo1-x)O2 (x=01—05)的磁性.发现Al3+的掺杂可导致Co3+中d电子自旋态发生变化，即有部分d电子进入高自旋态.伴随Co3+中电子状态的改变，材料结构演化也发生了相应变化，表现为c/a比增大明显减缓，较好地解释了材料结构对Vegard定律的正偏离.这对材料的微观结构与性能设计具有重要意义. 关键词： 锂电池材料 Li（AlxCo1-x）O2 磁性 自旋态 结构演化     

广义线性模型(六)

本讲座是广义线性模型这个题目的一个比较系统的介绍。主要分 3部分 :建模、统计分析与模型选择和诊断。写作时依据的主要参考资料是L .Fahrmeir等人的 :《MultivariateStatisticalModel ingBasedonGeneralizedLinearModles》。     

Formulation for XPS spectral change of oxides by ion bombardment as a function of sputtering time

XPS measurement revealed that the original state of TiO₂ was changed to Ti₂O₃ and TiO by ion bombardment. TiO₂ decreased and Ti₂O₃ increased at the initial stage. TiO increased at a later stage than Ti₂O₃. Each of them saturated after enough sputtering time.A formulation was proposed in order to explain the change of XPS spectra for oxides as a function of ion sputtering time. This formulation was based on reaction equations that contain two reduction processes (from TiO₂ to Ti₂O₃ and from Ti₂O₃ to TiO), and sputtering effects. Using four fitting parameters (two reduction coefficients, sputtering yield and information depth), the present formula was fitted to the experimental results. The fitting results agree satisfactorily with the experimental results. The calculation shows that the reduction coefficient from TiO₂ to Ti₂O₃ is about ten times larger than that from Ti₂O₃ to TiO. This calculation predicts that surface composition of an oxide that is changed by ion bombardment will reach a different value depending on its bulk composition. Moreover, the present formulation can determine the chemical states of compounds changed by ion bombardment.     

Analysis of heterojunction resonant cavity-enhanced Schottky photodiodes by using two-valley transport model

The article concerns heterojunction resonant cavity-enhanced (RCE) Schottky photodiodes with GaAs in the absorption layer. The quantum efficiency and linear pulse response have thoroughly been analysed. For the first time, the response of a heterojunction photodiode has been modelled by the phenomenological model for a two-valley semiconductor. The results obtained have shown that the satellite valleys, as well as the parasitic time constant, significantly influence the response and, accordingly, have to be taken into account when analysing and optimizing RCE photodetectors.     

Modeling hyperelastic behavior of rubber: A novel invariant‐based and a review of constitutive models

A constitutive phenomenological model completing the Gent‐Thomas concept is carried out to formulate laws governing the hyperelastic behavior of incompressible rubber materials. It is shown that the phenomenological Gent‐Thomas model (1958) and the constrained chain model (1992) give similar precise results at small to moderate deformation. On the other hand, comparisons of the outcome of the proposed model with that of the molecular model from the combined concepts of Flory‐Erman and Boyce‐Arruda (2000), and with those of the phenomenological models of Ogden (1982), Yeoh‐Fleming (1997), Pucci‐Saccomandi (2002) and Beda (2005) are made. Residual inconveniences raised by attractive continuum models in rubber elasticity literature have been successfully overcome. Results from both the statistical and phenomenological mechanics concepts are compared with the data of some useful classical materials (rubbers of Treloar, Rivlin‐Saunders, Pak‐Flory and Yeoh‐Fleming). The results permit one to see salient equivalence of the two theories for a more reliable prediction of stress‐stretch response for all states of any mode of deformation. A complete and exhaustive analysis of the Mooney plot that combines small and very large extension‐compression has been quite essential in assessing the validity of models. A method of identification of material parameters is presented and data of the simple tension suffice for the determination of the parameter values. It is shown that the ordinary identification procedures, such as the usual least squares, a very much used numerical method in materials investigation, can be unsuitable in some cases of hyperelastic modeling. © 2007 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 45: 1713–1732, 2007     

Identification of micro-scale calorimetric devices II

The miniaturized calorimetric devices furnish a reduced working flat surface and permits measurements with extremely low-mass quantities. The experimental sensitivity shows relevant position dependence with x-y surface coordinates and with z-distance. The device identification is realized via a 2-D model based in Fourier general equation. Using the Marquardt method the experimental flat surface device can be identified and the fitted parameters used to simulate the behavior of the experimental system. From the model, the effects of several dissipation configurations can be evaluated. Also, via the RC-analogy, a way to 3-D experimental devices is roughly described. This revised version was published online in July 2006 with corrections to the Cover Date.