CDO term structure modelling with Levy processes and the relation to market models

This paper considers the modelling of collateralized debt obligations (CDOs). We propose a top-down model via forward rates generalizing Filipovi\'c, Overbeck and Schmidt (2009) to the case where the forward rates are driven by a finite dimensional L\'evy process. The contribution of this work is twofold: we provide conditions for absence of arbitrage in this generalized framework. Furthermore, we study the relation to market models by embedding them in the forward rate framework in spirit of Brace, Gatarek and Musiela (1997).Comment: 16 page

Carbon Nanotubes Doped Vanadium Oxide Thin Film

Vanadium oxide films were prepared by chemical coating techniques on glass and ITO coated glass substrates. Vanadium oxide films were doped with carbon nanotubes and examined their optical band gap and structures. The effects of carbon nanotubes on visible light absorbance and band gap energies were observed. Electrochemical, structural and optical studies on vanadium oxide coatings were reported in the liquid electrolyte. Optical constant such as refractive index, extinction coefficient, and band gap calculation was done by NKD analyzer. Effect of CNT into vanadium oxide films structural properties were examined by atomic force microscopy (AFM) When you are citing the document, use the following link http://essuir.sumdu.edu.ua/handle/123456789/3500

Cu-Au type orderings in the staggered quadrupolar region of the fcc Blume Emery Griffiths model

The spin-1 Ising (BEG) model has been simulated using a cellular automaton (CA) algorithm improved from the Creutz cellular automaton (CCA) for a face-centered cubic (fcc) lattice. The ground state diagram ($k$, $d$) of the fcc BEG model has ferromagnetic ($F$), quadrupolar ($Q$) and staggered quadrupolar ($SQ$) ordering regions. The simulations have been made in the staggered quadrupolar region for the parameter values in the intervals $-24\leq d=D/J<0$ and $-3\leq k=K/J\leq 0$ . The phase diagrams on the ($kT_{C}/J$, $d$) and the ($kT_{C}/J$, $k$) planes have been obtained through $k=-3$ and $d=-4$ lines, respectively. The staggered quadrupolar ordering region separates into five ordering regions ($A_{3}B(a)$, $A_{3}B(f)$, $AB$ (type-I), $AB$(type-II) and $AB_{3}(f)$) which have the different stoichiometric Cu-Au type structures.Comment: 24 pages, 11 figure

A novel hybrid algorithm for morphological analysis: artificial Neural-Net-XMOR

In this study, we present a novel algorithm that combines a rule-based approach and an artificial neural network-based approach in morphological analysis. The usage of hybrid models including both techniques is evaluated for performance improvements. The proposed hybrid algorithm is based on the idea of the dynamic generation of an artificial neural network according to two-level phonological rules. In this study, the combination of linguistic parsing, a neural network-based error correction model, and statistical filtering is utilized to increase the coverage of pure morphological analysis. We experimented hybrid algorithm applying rule-based and long short-term memory-based (LSTM-based) techniques, and the results show that we improved the morphological analysis performance for optical character recognizer (OCR) and social media data. Thus, for the new hybrid algorithm with LSTM, the accuracy reached 99.91% for the OCR dataset and 99.82% for social media data. © TÜBİTAK

The contamination status of trace metals in Sinop coast of the Black Sea, Turkey

The concentration of some heavy metals in sediment from the Sinop coasts of the Black Sea were measured to monitor metal pollution in 2013. The distribution of the heavy metals in sediments of the Black Sea shows a variable pattern. The objectives of the present study were to elucidate the distribution of heavy metals such as Cu, Pb, Zn, Ni, Mn, Fe, As, Cd, Cr, Hg and Co in sediment from Sinop coast of the Black Sea. In order to determine the quality of sediment in the Black Sea, pollution levels of the metals were evaluated using the enrichment factor technique (EF). The lowest EF values were between 0-5 in Cu, Fe, Zn, Ni, Cd, Pb, Mn and Co. These values did not have statistically significant differences. As, Cr and Hg concentrations were estimated relatively higher enrichment values than other the metals. The results indicated that contamination of surface sediments in Sinop Coast is dominated by As (10.2-7.4 mg.kg-1), Cr (67-374 mg.kg-1) and Hg (0.07-0.03 mg.kg-1) and to a lesser extent Cu (7.24- 5.09 mg.kg-1), Fe (1.76-1.12%), Zn (19.3-13.8 mg.kg-1), Ni (16.2-12.5 mg.kg-1), Cd (0.06-0.04 mg.kg-1), Pb (7.12-6.32 mg.kg-1), Mn (470-227 mg.kg-1), Co (9.5-5.9 mg.kg-1). Also, the requirement of age determination is of great importance to assess the extent of the anthropogenic contribution in pollution

Macroanatomy of cecum in german mast geese (Anser Anser) and investigation with scanning electron microscope (Sem)

Our study aimed to compare the cecum of German mast geese with other poultry species through macroanatomy and scanning electron microscope (SEM). Adult German geese were used as research material, which were obtained from its breeders and died of various causes. In the study, after determining the macroanatomical features of the German mast goose cecum, it was examined with a scanning electron microscope (JEOL JSM-5600LV) and the general structures were photographed. The craniodorsal of the rectum of German mast geese was shaped with two ceca, giving right and left arms to the cranial symmetrical to each other near the end of the ileum. The macroanatomy of the apex, corpus, and basis cecum parts was examined in the cecum divided into two. In the study, it was determined that villus extensions were sparse in the right and left apex ceci parts in the cecum SEM images of the German mast geese, while the number of the corpus and basis ceci parts was higher. As a result, the macroanatomy and scanning electron microscopic findings of German mast geese cecum were examined in detail and its differences from other poultry species were revealed

A Behavioral Observation Study of Turkish Drivers’ and Children\u27s Safety Belt Use

Researchers focused on child restraint use in vehicles travelling along Turkish roadways. Field observations occurred at 1.5 - 2 hour intervals during daylight hours between 1130 and 1930 in January 2009. Overall, 1,423 vehicles with children 8 years old and younger were observed completely. Drivers’ belt use was 52.1%. Children\u27s use rate (over all age categories and restraint systems) was even lower at 29.4%. Unfortunately, 29.4% of these vehicles also had a child riding on another occupant\u27s lap. The findings supported researchers’ concerns that children are at risk for traffic crash injuries and fatalities in Turkey, and that occupant protection intervention should be strengthened and evaluated among this country\u27s population

Measurements of Gd 152 (p,γ) Tb 153 and Gd 152 (p,n) Tb 152 reaction cross sections for the astrophysical γ process

The total cross sections for the Gd152(p,γ)Tb153 and Gd152(p,n)152Tb reactions have been measured by the activation method at effective center-of-mass energies 3.47≤Ec.m.eff≤7.94 MeV and 4.96≤Ec.m.eff≤7.94 MeV, respectively. The targets were prepared by evaporation of 30.6% isotopically enriched Gd152 oxide on aluminum backing foils, and bombarded with proton beams provided by a cyclotron accelerator. The cross sections were deduced from the observed γ-ray activity, which was detected off-line by an HPGe detector in a low background environment. The results are presented and compared with predictions of statistical model calculations. This comparison supports a modified optical proton+Gd152 potential suggested earlier.Peer reviewedFinal Accepted Versio

Seed-derived microbial colonization of Wild Emmer and domesticated bread wheat (Triticum dicoccoides and T. aestivum) seedlings shows pronounced differences in overall diversity and composition

The composition of the plant microbiota may be altered by ecological and evolutionary changes in the host population. Seed-associated microbiota, expected to be largely vertically transferred, have the potential to coadapt with their host over generations. Strong directional selection and changes in the genetic composition of plants during domestication and cultivation may have impacted the assembly and transmission of seed-associated microbiota. Nonetheless, the effect of plant speciation and domestication on the composition of these microbes is poorly understood. Here, we have investigated the composition of bacteria and fungi associated with the wild emmer wheat (Triticum dicoccoides) and domesticated bread wheat (Triticum aestivum). We show that vertically transmitted bacteria, but not fungi, of domesticated bread wheat species T. aestivum are less diverse and more inconsistent among individual plants compared to those of the wild emmer wheat species T. dicoccoides. We propagated wheat seeds under sterile conditions to characterize the colonization of seedlings by seed-associated microbes. Hereby, we show markedly different community compositions and diversities of leaf and root colonizers of the domesticated bread wheat compared to the wild emmer wheat. By propagating the wild emmer wheat and domesticated bread wheat in two different soils, we furthermore reveal a small effect of plant genotype on microbiota assembly. Our results suggest that domestication and prolonged breeding have impacted the vertically transferred bacteria, but only to a lesser extent have affected the soil-derived microbiota of bread wheat.IMPORTANCE Genetic and physiological changes associated with plant domestication have been studied for many crop species. Still little is known about the impact of domestication on the plant-associated microbiota. In this study, we analyze the seed-associated and soil-derived bacterial and fungal microbiota of domesticated bread wheat and wild emmer wheat. We show a significant difference in the seed-associated, but not soil-derived, bacterial communities of the wheat species. Interestingly, we find less pronounced effects on the fungal communities. Overall, this study provides novel insight into the diversity of vertically transmitted microbiota of wheat and thereby contributes to our understanding of wheat as a “}metaorganism.{” Insight into the wheat microbiota is of fundamental importance for the development of improved crops