Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets

We explore the relative weekly stock market volatility forecasting performance of the linear univariate MIDAS regression model based on squared daily returns vis-a-vis the benchmark model of GARCH(1,1) for a set of four developed and ten emerging market economies. We first estimate the two models for the 2002-2007 period and compare their in-sample properties. Next we estimate the two models using the data on 2002-2005 period and then compare their out-of-sample forecasting performance for the 2006-2007 period, based on the corresponding mean squared prediction errors following the testing procedure suggested by West (2006). Our findings show that the MIDAS squared daily return regression model outperforms the GARCH model significantly in four of the emerging markets. Moreover, the GARCH model fails to outperform the MIDAS regression model in any of the emerging markets significantly. The results are slightly less conclusive for the developed economies. These results may imply superior performance of MIDAS in relatively more volatile environments.Mixed Data Sampling regression model; Conditional volatility forecasting; Emerging Markets

The Economics of Uncovered Interest Parity Condition for Emerging Markets: A Survey

Financial account liberalizations since the second half of the 1980s paved way for the burgeoning literature that investigates foreign exchange market efficiency in emerging markets via testing for the uncovered interest parity (UIP) condition. This paper provides a broad and critical survey on this recent literature as well as a general understanding on the topic through reviewing the related literature on developed economies where recent methodological advances in time series econometrics have provided favorable results, questioning the previously documented UIP puzzle. The literature on emerging markets suggests that these countries deserve a special treatment by taking into account the existence of additional types of risk premia, high inflation episodes, financial contagion, peso problem, simultaneity problem, asymmetricity, and the determination of de facto structural breaks.Uncovered Interest Parity; Forward Premium Bias; Emerging Markets

Self-Supervised Learning of 3D Human Pose using Multi-view Geometry

Training accurate 3D human pose estimators requires large amount of 3D ground-truth data which is costly to collect. Various weakly or self supervised pose estimation methods have been proposed due to lack of 3D data. Nevertheless, these methods, in addition to 2D ground-truth poses, require either additional supervision in various forms (e.g. unpaired 3D ground truth data, a small subset of labels) or the camera parameters in multiview settings. To address these problems, we present EpipolarPose, a self-supervised learning method for 3D human pose estimation, which does not need any 3D ground-truth data or camera extrinsics. During training, EpipolarPose estimates 2D poses from multi-view images, and then, utilizes epipolar geometry to obtain a 3D pose and camera geometry which are subsequently used to train a 3D pose estimator. We demonstrate the effectiveness of our approach on standard benchmark datasets i.e. Human3.6M and MPI-INF-3DHP where we set the new state-of-the-art among weakly/self-supervised methods. Furthermore, we propose a new performance measure Pose Structure Score (PSS) which is a scale invariant, structure aware measure to evaluate the structural plausibility of a pose with respect to its ground truth. Code and pretrained models are available at https://github.com/mkocabas/EpipolarPoseComment: CVPR 2019 camera ready. Code is available at https://github.com/mkocabas/EpipolarPos

Y2SiO5 tozu üretimi ve plazma sprey tekniği ile kaplanması

06.03.2018 tarihli ve 30352 sayılı Resmi Gazetede yayımlanan “Yükseköğretim Kanunu İle Bazı Kanun Ve Kanun Hükmünde Kararnamelerde Değişiklik Yapılması Hakkında Kanun” ile 18.06.2018 tarihli “Lisansüstü Tezlerin Elektronik Ortamda Toplanması, Düzenlenmesi ve Erişime Açılmasına İlişkin Yönerge” gereğince tam metin erişime açılmıştır.Y2SiO5 kimyasal ve mekaniksel özelliklerinin iyi olmasından dolayı (yüksek sıcaklıkta kararlılığı, düşük termal genleşme katsayısı, düşük buharlaşma hızı, düşük oksijen geçirgenliği ve iyi erozyon direncinden dolayı) oksidasyon direnci veya çevresel/termal bariyer kaplamalara (ÇTBK) aday ve ümit verici malzemedir.Bu çalışmada ilk olarak LiYO2 katkı maddesi ile katı-sıvı faz sinterleme metodu kullanılarak Y2SiO5 tozu sentezlenmiştir. Sonraki aşamada üretilen Y2SiO5 tozu plazma sprey tekniği ile SiC altlık üzerine biriktirilmiştir. Son olarak üretilen Y2SiO5 tozu ve biriktirilen Y2SiO5 tabakası optik mikroskop, XRD, SEM-EDS ile karakterize edilmiştir.Y2SiO5 is a promising candidate for oxidation-resistant or environmental/thermal barrier coatings (ETBC) due to favorable chemical and mechanical properties (excellent high-temperature stability, low thermal expansion coefficient, low evaporation rate and oxygen permeability, good erosion resistance)In this study, firstly Y2SiO5 powder was synthesized to utilizing a solid?liquid phase sintering method with LiYO2 as an additive. In the next stage, the produced Y2SiO5 powder was deposited on SiC substrate by plasma spray technique. Finally, the produced Y2SiO5 powder and deposited Y2SiO5 layer was characterized with optic microscope, XRD, SEM and EDS analyses

Volume CXX, Number 6, October 25, 2002

3rd Asian Pacific Regional Meeting of the International-Society-for-the-Study-of-Xenobiotics -- MAY 10-12, 2009 -- Bangkok, THAILANDWOS: 000269483300069…Int Soc Study Xenobio

Benzetilmiş Tavlama Algoritması İle Fazör Ölçüm Birimlerinin Optimal Yerleşimi

Gelişen teknoloji ve artan nüfus ile birlikte elektrik enerjisine olan ihtiyaç ve talep her geçen gün artmaktadır. Enerji talebindeki artış güç sistemlerini kararlılık sınırlarına yakın bölgelerde çalışmaya zorlamaktadır. Bu durum güç sistemlerinde gerilim kararsızlığı ve gerilim çökmesi gibi sonuçlar doğurmaktadır. Güç sistemlerinin kararlılık durumunun gerçek zamanlı olarak takip edilmesi kritik önem taşımaktadır. Bu sebeple güç sistemlerinin izlenebilirliği ve kontrolünü sağlayan sistemlere duyulan ihtiyaç da artmıştır. Fazör Ölçüm Birimi (FÖB) bu sistemlerden birisidir. FÖB’ler Global Positioning System (GPS) yardımıyla gerilim, akım ve faz açısının anlık olarak takip edilmesine imkan sağlamaktadır. Ancak maliyet kısıtı nedeniyle FÖB’ler iletim hatlarında tüm baralara yerleştirilememektedirler. Bu yüzden FÖB’leri şebekeye maksimum gözlenebilirliği sağlayacak optimal bir şekilde yerleştirmek önem arz etmektedir. Optimal yerleşim için literatürde pek çok yöntem kullanılmaktadır. Bu çalışmada Benzetilmiş Tavlama Algoritması kullanılarak Enterkonnekte güç sisteminin bir kısmı olan Trakya Güç Sistemi’ne optimal FÖB yerleşimi yapılmıştır. Benzetilmiş Tavlama Algoritması ile elde edilen sonuçlar, Power System Analysis Toolbox (PSAT) programı ile FÖB yerleşim algoritmalarından çıkan sonuçlarla karşılaştırılmıştır. Bu çalışma ile sistemin tamamını anlık olarak takip edebilmek için kullanılan FÖB’lerinin, Trakya Güç Sistemi’nde hangi baralara yerleştirilmesi gerektiği tespit edilmiş ve optimal yerleşim gerçekleştirilmiştir

AN INVESTIGATION OF THE EFFECTS OF RAPID WEIGHT LOSS ON OVERALL STRENGTH IN 17- AND 18-YEAR-OLD MALE WRESTLERS

Introduction and Objective: The goal of this study is to examine the effects of rapid weight loss on the overall strength of young male wrestlers. Methods: The study participants consisted of wrestlers aged 17-18 who competed in group competitions held in 5 cities in Turkey between March 31st and April 2nd, 2017. The participants included 6 Greco-Roman wrestlers in group competitions in Elazığ and 7 free-style wrestlers, for a total of 13 wrestlers. The first set of measurements of the athletes was taken 2 weeks before the competition, and the second set of measurements was made 1 day prior to competing. The measurements taken were weight, right and left hand grip strength, back strength, leg strength, vertical jump height, and the Cooper test. The statistical package program SPSS 17 was used to analyze the data. A value of p < .05 was considered statistically significant. Results: Among the wrestlers participating in the study, significant differences were observed in weight, vertical jump height, back strength, leg strength, and the Cooper test results when compared to the pre-study measurements (p < .05). For vertical jump height, the average of the first measurement was 32.92 and that of the second measurement was 31.07, resulting in a statistically significant difference (p < .05). The difference in averages for the Cooper test was also statistically significant, with an average of 2646.1 obtained for the first test and 2467.6 for the second test (p < .05). Conclusion: Rapid weight loss in wrestlers has an adverse effect on their overall strength, as determined using several parameters