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).     

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     

A stability preserved time-integration method for nonlinear advection–diffusion-reaction processes

Journal of Mathematical Chemistry - A new implicit-explicit local differential transform method (IELDTM) is derived here for time integration of the nonlinear (2?+?1)-dimensional...     

Effect of X-radiation on lipid peroxidation and antioxidant systems in rats treated with saponin-containing compounds

The aim of this study was to investigate the effect of three saponin-containing plant species extracts (Aesculuc hippocastanum L. seed extract [AHE], Medicago sativa L. extract [MSE] and Spinacia oleracea L. extract [SOE]) on lipid peroxidation and on antioxidant systems in rats exposed to X-rays (XR). The rats were divided into three categories. The first category served as controls and received only a standard diet. The second category served as the radiation group and received 5 and 10 Gy XR dose. The third category (XR+extract-treated) received plant extracts (25.0 or 50.0 mg kg(-1) live weight) and 5 or 10 Gy XR dose. Blood samples were analyzed for their content of malondialdehyde (MDA), reduced glutathione (GSH), plasma vitamin C, beta-carotene and retinol. In animals receiving XR, the plasma MDA (P < 0.001) value significantly increased but the level of GSH (P < 0.01), vitamin C (P < 0.001), retinol and beta-carotene (P < 0.001) decreased significantly with increasing XR doses. In the XR+extract-treated groups, the concentrations of MDA increased significantly with increasing radiation but their concentrations decreased significantly with increasing extract concentrations. Plasma concentrations of GSH, beta-carotene, retinol and vitamin C in XR+extract-treated groups decreased significantly with increasing XR dose but their concentrations increased with increasing extract doses. Further, comparison of blood samples of XR+extract-treated groups with those from the control group showed that GSH, beta-carotene, retinol and vitamin C values increased significantly but that MDA values decreased significantly. The results showed that all extracts have enhanced the antioxidant status and decreased the incidence of free radical-induced lipid peroxidation in blood samples of rats exposed to XR. However, the antioxidant effect of AHE-administered animals was more effective than that of MSE- and SOE-administered whole-body XR rats. We conclude that the supplementation with saponin-containing extracts may serve to reinforce the antioxidant systems, thus having protective effect against cell damage by XR.     

Preparation and properties of a new solid state borate ion selective electrode and its application

A new borate ion selective electrode using solid salts of Ag₃BO₃, Ag₂S and Cu₂S has been developed. Detailed information is provided concerning the composition, working pH and conditioning of the electrode. An analytically useful potential change occurred from 1 × 10⁻⁶ to 1 × 10⁻¹ M borate ion. The slope of the linear portion was 31 ± 2 mV/10-fold changes in borate concentration. The measurements were made at constant ionic strength (0.1 M NaNO₃) and at room temperature. The effect of Cl⁻, Br⁻, NO₃⁻, SO⁼₄, H₂PO₄⁻ anions and K⁺, Na⁺, Cu²⁺, Ag⁺, Ca²⁺ cations on borate response is evaluated and it was found that only Ag⁺ had a small interference effect. The lifetime of the electrode was more than two years, when used at least 4-5 times a day, and the response time was about 20-30 s. Borate content in waste water of borax factory, tap water of a town situated near to the borax factory and city tap water far from these mines were also determined. The validation was made with differential pulse polarography for the same water sample, and high consistency was obtained.     

Binary and Ternary Copper(II) Complexes with NIPAAm/IA Copolymers and Aminoacids: Interpretation of UV‐Visible Spectra and Cyclic Voltammograms

The complex formations of homopolymers and copolymers of poly(N‐isopropyl acrylamide) (PNIPAAm), polyacrylamide (PAAm) and poly(itaconic acid) (PIA) with Cu(II) ions in aqueous solutions were studied by using UV‐visible spectra in the region of 200–1100 nm and cyclic voltammograms between ?0.800 V and 0.600 V. According to the optical and electrochemical spectra of the polymer‐ and copolymer‐Cu(II) complexes and their ternary complexes with alanine, i.e., absorptions and the shifts in the wavelength of the maximum absorptions, currents and potentials of the peaks in the pH range of 3–12, the intensities of anodic and cathodic peak currents of polymers containing IA groups decrease with increasing pH and they show maximum absorptions at lower wavelengths than do the homopolymers used in this work. The peak point of the visible band shifts from 800 to 650 nm, with increasing pH, while the intensity of the third anodic peak observed after pH=4 increases in the case of both Ala‐Cu(II) and its ternary solution with P(NIPAAm‐co‐IA, 9.8 mol%). Both the pH‐dependent shifts of maximum absorptions and the appearence of the third anodic peaks as the pH raised were interpreted as a presence of tetracoordinated Cu(II) complexes in the solution and on the electrode surface, involving combined carboxyl, amide and amine interaction.     

A new Taylor collocation method for nonlinear Fredholm‐Volterra integro‐differential equations

The aim of this article is to present an efficient numerical procedure for solving nonlinear integro‐differential equations. Our method depends mainly on a Taylor expansion approach. This method transforms the integro‐differential equation and the given conditions into the matrix equation which corresponds to a system of nonlinear algebraic equations with unkown Taylor coefficients. The reliability and efficiency of the proposed scheme are demonstrated by some numerical experiments and performed on the computer program written in Maple10. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010