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Linearity extensions of the market model:a case of the top 10 cryptocurrency prices during the pre‑COVID‑19 and COVID‑19 periods

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Financial Innovation 2021年第1期7卷 799-825页

作者： serdar Neslihanoglu Department of Economics and NIPE University of MinhoBragaPortugal Department of Statistics Faculty of Science and LettersEskisehir Osmangazi UniversityEskisehirTurkey

This research investigates the appropriateness of the linear specification of the market model for modeling and forecasting the cryptocurrency prices during the pre-COVID-19 and COVID-19 *** extensions are offered to compare the performance of the linear specification of the market model(LMM),which allows for the measurement of the cryptocurrency price beta *** first is the generalized additive model,which permits flexibility in the rigid shape of the linearity of the *** second is the time-varying linearity specification of the LMM(Tv-LMM),which is based on the state space model form via the Kalman filter,allowing for the measurement of the time-varying beta risk of the cryptocurrency *** analysis is performed using daily data from both time periods on the top 10 cryptocurrencies by adjusted market capitalization,using the Crypto Currency Index 30(CCI30)as a market proxy and 1-day and 7-day forward *** a comparison of cryptocurrency prices has yet to be undertaken in the *** empirical findings favor the Tv-LMM,which outperforms the others in terms of modeling and forecasting *** result suggests that the relationship between each cryptocurrency price and the CCI30 index should be locally instead of globally linear,especially during the COVID-19 period.

关键词： CAPM COVID-19 Crypto Currency Index 30 Generalized additive model Kalman filter

Problems of Syrdarya river basin management

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Frontiers of Environmental Science & Engineering 2009年第2期3卷 221-225页

作者： serdar EYEBERENOV Baijing CAO Fengting LI UNEP-TONGJI Institute of Environment for Sustainable Development Tongji UniversityShanghai 200092China

Prior to independence,Central Asian countries were closely interconnected through the regional management incorporating water,energy,and food *** approach,supported by the central government of Union of Soviet Socialist Republics(USSR),functioned effectively–meeting the needs of both upstream and downstream ***,after independence,Central Asian countries started prioritizing their own economic development policies without due account to regional concerns such as joint use of water resources,leading to *** this study,the case of Syrdarya basin was investigated to show how such strategies create tension in the region,since primary focus is given to national interests,without consideration for regional *** address this issue,an integrated approach to incorporating water,energy,and agriculture is *** is suggested that a single sector approach on water alone does not lead to stability,and a multi-sectoral approach is necessary to ensure sustainable *** sharing benefits from the river have to be responsible for costs of operation and maintenance of the water facilities.

关键词： Central Asia energy agriculture water Syrdarya basin

Impact of different sampling rates on precise point positioning performance using online processing service

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Geo-Spatial Information Science 2021年第2期24卷 302-312,I0008页

作者： serdar Erol Reha Metin Alkan İ.Murat Ozulu Veli Ilçi Department of Geomatics Engineering Istanbul Technical UniversityIstanbulTurkey Department of Technical Programs Hitit UniversityÇorumTurkey Department of Geomatics Engineering Ondokuz Mayıs UniversitySamsunTurkey

In this study,the effect of different sampling rates(*** recording interval)on the Precise Point Positioning(PPP)solutions in terms of accuracy was *** this purpose,a field test was carried out inÇorum province,Turkey,on 11 September *** this context,a Geodetic Point(GP)was established and precisely coordinated.A static GNSS measurement was occupied on the GP for about 4-hour time at 0.10 second(s)/10 Hz measurement intervals with the Trimble R10 geodetic grade GNSS *** original observation file was converted to RINEX format and then decimated into the different data sampling rates as 0.2 s,0.5 s,1 s,5 s,10 s,30 s,60 s,and 120 *** these RINEX observation files were submitted to the Canadian Spatial Reference System-Precise Point Positioning(CSRS-PPP)online processing service the day after the data collection date by choosing both static and kinematic processing *** this way,PPP-derived static coordinates,and the kinematic coordinates of each measurement epoch were *** PPP-derived coordinates obtained from each decimated sampling intervals were compared to known coordinates of the GP for northing,easting,2D position,and height *** to the static and kinematic processing results,high data sampling rates did not change the PPP solutions in terms of accuracy when compared to the results obtained using lower sampling *** results of this study imply that it was not necessary to collect GNSS data with high-rate intervals for many surveying projects requiring cm-level accuracy.

关键词： Precise Point Positioning(PPP) online GNSS postprocessing service high-rate GNSS sampling rate monitoring structure behavior

Treatment of retinopathy of prematurity: a review of conventional and promising new therapeutic options

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International Journal of Ophthalmology(English edition) 2013年第2期6卷 228-236页

作者： Fatih Mehmet Mutlu Umit serdar Sarici Department of Ophthalmology Gülhane Military Medical Academy and Medical School Department of Pediatrics Division of Neonatology Gülhane Military Medical Academy and Medical School

Retinopathy of prematurity (ROP), a retinal vascular disease of premature infants, continues to be a major cause of preventable childhood blindness all over the world. The incidence of ROP varies among countries, being influenced by the quality of the level of neonatal intensive care. Here, we discuss the potential treatments that are now available or will soon or probably be available for ROP. Although ablation of the avascular retina with laser photocoagulation remains the current gold standard and well established therapy for ROP, some new therapeutic options including angiostatic therapies are being explored based on our knowledge of the pathophysiology of the ROP and complications and efficacy of laser treatment. However, prevention of the development of severe ROP and screening for ROP seem to be the best strategy in avoiding visual impairment caused by ROP in premature infants. New therapeutic interventions including vascular endothelial growth factor antibody administration, gene therapy and supplemental therapies should be supported with evidence-based data for the treatment of ROP.

关键词： retinopathy of prematurity laser retina vascular endothelial growth factor propranolol

Assessment of the consecutive harmful dinoflagellate blooms during 2015 in the Izmit Bay(the Marmara Sea)

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Acta Oceanologica Sinica 2018年第8期37卷 91-101页

作者： ERGüL Halim Aytekin AKSAN serdar IPSIROGLU Merve Department of Biology Science and Arts FacultyKocaeli UniversityKocaeli 41380Turkey

A series of red tides were observed during 2015 in the Izmit Bay（the Marmara Sea） which is located in the most industrialized and populated region of Turkey. Six samplings were carried out in this area following the red ***-N, nitrate-N, ammonia, silica and orthophosphate concentrations were analyzed *** conditions were measured by CTD probe. Plankton quantification was performed using counting chambers under microscopes. Prorocentrum micans was the most abundant species, except on May 14,2015, when Noctiluca scintillans was dominant. The abundance of P. micans reached average 18×10~6 ind./L on May 3, 2015 in the Karamürsel station, simultaneously with elevated levels of NH_3 and o-PO_4^（3–）. The sample was also abundant in dead amphipods（（72±12） ind./L） that had been covered by mucilage aggregates produced by ***. The highest biomass（calculated by carbon） was recorded as（268±26.0） mg/L on May 14 in the Hereke station. Beside the anthropogenic wastewater discharges, unknown sources and resuspensions caused increases in nutrient levels. After long term northeaster gusts（35 km/h for 5 d） an upwelling occurred on November 6, 2015 after wind-induced sediment resuspension. Although nutrient discharges remarkably decreased over 30 years through established wastewater treatment plants, harmful phytoplankton blooms still occur. Comparing the present results with other studies in nearby Mediterranean seas reveals that the most intense harmful dinoflagellate bloom in recent years occurred in the Izmit Bay. Therefore, additional protection measures necessary for a cleaner Izmit Bay. These incidents also demonstrate that contaminants, accumulated in sediment,may have long-lasting effects on enclosed marine ecosystems.

关键词： red tide harmful algal bloom phytoplankton dinoflagellate Izmit Bay Marmara Sea mucilage

Synchronous and metachronous occurrence of gastric adenocarcinoma and gastric lymphoma: A review of the literature

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World Journal of Gastroenterology 2006年第22期12卷 3564-3574页

作者： Erhan Hamaloglu serdar Topaloglu Arif Ozdemir Ahmet Ozenc Department of Surgery School of Medicine Hacettepe University06100 SihhiyeAnkaraTurkey First Department of Surgery Ankara Numune Training and Research Hospital 06100 SlhhiyeAnkaraTurkey Co-first-authors:Erhan HamalogluSerdar Topaloglu

The occurrence of both primary gastric lymphoma and gastric adenocarcinoma in the same patient is a rare entity. The possible causative factors of synchronous or metachronous occurrence of both malignancies and variet... 详细信息

关键词： Gastric adenocarcinoma Gastric lymphoma Synchronous occurrence Metachronous occurrence

Impacts of low-intensity prescribed fire on microbial and chemical soil properties in a Quercus frainetto forest

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Journal of Forestry Research 2018年第3期29卷 683-692页

作者： serdar Akburak Yowhan Son Ender Makineci Meric Cakir Faculty of Forestry Soil Science and Ecology DepartmentIstanbul University34473 BahcekoySariyerIstanbulTurkey Division of Environmental Science and Ecological Engineering Korea University145 Anam-roSeongbuk-guSeoul 136-713Korea Faculty of Forestry Soil Science and Ecology DepartmentCankiri Karatekin University18100 CankkiriTurkey

Prescribed fire is a common economical and effective forestry practice, and therefore it is important to understand the effects of fire on soil properties for better soil management. We investigated the impacts of low-intensity prescribed fire on the microbial and chemical properties of the top soil in a Hungarian oak(Quercus frainetto Ten.) forest. The research focused on microbial soil parameters(microbial soil respiration(RSM), soil microbial biomass carbon(Cmic) and metabolic quotient(qCO2) and chemical topsoil properties(soil acidity(pH),electrical conductivity(EC), carbon(C), nitrogen(N), C/N ratio and exchangeable cations). Mean annual comparisons show significant differences in four parameters(C/N ratio,soil pH, Cmic and qCO2) while monthly comparisons do not reveal any significant differences. Soil pH increased slightly in the burned plots and had a significantly positive correlation with exchangeable cations Mg, Ca, Mn and *** mean annual C/N ratio was significantly higher in the burned plots(28.5:1) than in the control plots(27.0:1). The mean annual Cmic(0.6 mg g-1) was significantly lower although qCO2(2.5 lg CO2–C mg Cmic h-1) was significantly higher, likely resulting from the microbial response to fire-induced environmental stress. Low-intensity prescribed fire caused very short-lived changes. The annual mean values of C/N ratio, pH, Cmic and qCO2showed significant differences.

关键词： C/N Exchangeable cations Microbial biomass carbon qCO_2 Soil pH

The Relationship between Interest Rates and Inflation:Examining the Fisher Effect in China

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Frontiers of Economics in China-Selected Publications from Chinese Universities 2020年第2期15卷 247-256页

作者： serdar Ongan Ismet Gocer Department of Economics St.Mary's College of MarylandSt.Mary's CityMD 20686-3001USA Department of Econometrics Adnan Menderes UniversityAydin 09016Turkey

This study revisits the Fisher effect using a different empirical method that considers a potential nonlinear relationship between interest rates(treasury bond rates)and inflation in *** rising uncertainty and asymmetric information in financial markets between bond holders and bond issuers suggest such a potential nonlinear *** this aim,we apply Shin et al.'s(2014)nonlinear autoregressive distributed lag(NARDL)model with asymmetric dynamic multipliers for the sample period *** empirical findings reveal symmetric and asymmetric partial Fisher effects for all sample bond rates in ***,we find that 20-year bond rates experience the lowest partial Fisher effect.

关键词： Fisher effect nonlinear autoregressive distributed lag(NARDL)model asymmetric dynamic multipliers China treasury bonds inflation interest rates

Clustering Seismic Activities Using Linear and Nonlinear Discriminant Analysis

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Journal of Earth Science 2014年第1期25卷 140-145页

作者： H serdar Kuyuk Eray Yildirim Emrah Dogan Gunduz Horasan Department of Civil Engineering Faculty of EngineeringSakarya University Department of Geophysical Engineering Faculty of EngineeringSakarya University

Identification and classification of different seismo-tectonic events with similar character- istics in a region of interest is one of the most important subjects in seismic hazard studies. In this study, linear and nonlinear discriminant analyses have been applied to classify seismic events in the vicinity of Istanbul. The vertical components of the digital velocity seismograms are used for seismic events with magnitude （Md） between 1.8 and 3.0 that occurred between 2001 and 2004. Two, time dependent pa- rameters, complexity and S/P peak amplitude ratio are selected as predictands. Linear, quadratic, diag- linear and diagquadratic discriminant functions are investigated. Accuracy of methods with an addi- tional adjusted quadratic models are 96.6%, 96.6%, 95.5%, 96.6%, and 97.6%, respectively with a vari- ous misclassified rate for each class. The performances of models are justified with cross validation and resubstitution error. Although all models remarkably well performed, adjusted quadratic function achieved the best success rate with just 4 misclassified events out of 179, even better compared to com- plex methods such as, self organizing method, k-means, Gaussion mixture models that applied to same dataset in literature.

关键词： discriminant analysis clustering analysis self organizing map k-means Gaussion mix- ture models.