192 research outputs found
Multi-period scenario generation to support portfolio optimization:
Stochastic Programming (SP) models are widely used for real life problems involving uncertainty. The random nature of problem parameters is modeled via discrete scenarios, which makes the scenario generation process very critical to the success of the overall approach. In this study we consider a portfolio management problem and propose two scenario generation algorithms and a SP model to support investment decisions. The main objective of the scenario generation algorithms is to infer representative probability values to be assigned to the scenario realizations sampled from historical data.
The first algorithm assigns the probabilities by using similarity scores, assigning higher probabilities to the scenarios with data paths that are relatively similar to historical paths, where similarity scores are computed by means of distance measures. We first implement this approach using the weighted Euclidean distance (WED). We also propose a new distance measure to obtain similarity scores as an alternative to WED.
The second scenario generation algorithm is based on the combination of moment-matching technique and the Exponential Generalized Auto-Regressive Conditional Heteroskedasticity (EGARCH) model. Scenario probabilities are assigned such that the first four moments of the sampled returns are fit to target moments through a linear programming model, where the second target moments are set to be conditional on the past scenarios on the scenario tree using the EGARCH model. An additional set of constraints are proposed to increase robustness.
The generated scenarios become input to the SP model to restructure the existing portfolio such that the expected final wealth is maximized and the risk exposure is controlled through constraining Conditional Value-at-Risk at each decision epoch on the scenario tree. We finally propose a generic approach to reduce potential losses and implement it on a logistic regression framework.Ph.D.Includes bibliographical references (p. 216-220)by Erhan Deni
The social issues in novels of Hikmet Erhan Bener
Sosyal Bilimler Enstitüsü, Türk Edebiyatı Bölümü, Türk Dili ve Edebiyatı Ana Bilim Dalı, Yeni Türk Dili ve Edebiyatı Bilim DalıHikmet Erhan Bener'in Romanlarında Toplumsal Konular adlı tezde yazarın hayatı, edebî kişiliği ve romanları objektif bir şekilde incelendi. Tezin başlığı Romanlarda Toplumsal Konular olmasına rağmen nesnel bir inceleme olabilmesi için yazarın diğer eserleri de tarandı.Sanata ve edebiyata yatkın bir aile içinde yetişen Bener'in edebiyat dünyasına yolculuğu şiirle (Sesler) ve öyküyle (Küçük İstasyon) başlamıştır ve ilk eserlerinin yayınlanması için gerekli maddi desteği babasından almıştır. Edebiyata şiir ve öyküyle başlayan yazar asıl ününü romancılığıyla kazanmıştır. Yeni Türk Edebiyatı sahasında romancı kimliği ile tanınan yazarın deneme, öykü, tiyatro, anı-öykü, anı türünde eserleriyle, mesleği olan maliye alanıyla ilgili eserleri ve çevirileri de vardır. Bener, edebiyat sahasında yazmaya ara verdiği 1966-1975 yılları arasında maliye alanındaki kitaplarını yazmıştır.Romanlarında insanı merkeze alan yazar, her yönüyle insanı anlatır. İnsan, sosyal ve ruhsal durumuyla, siyasal anlayışıyla onun romanlarının en önemli öğesidir. Amacı her yönüyle insan gerçeğini yansıtmaktır. Her fırsatta ?Roman bir trajedidir? diyen yazar bu sözüyle roman anlayışını özetlemektedir. Bu, insanın varoluşuyla ilgili, psikolojik, sosyal ve siyasal trajedisidir. O romanlarında bireyi bütün boyutlarıyla ele alır; yani Bener'in romanlarının arka planında bütün boyutlarıyla insan vardır. Erhan Bener'in romanlarına baktığımızda İkinci Dünya Savaşı yıllarından bugüne kadar Türkiye'nin siyasal, sosyal değişimlerini, bu değişimlerin bireydeki yansımalarını görmek mümkündür; buradan yola çıkarak eserlerinin yazıldıkları dönemlerin zihniyetini taşıdığı anlaşılır. Bener'in eserlerinde, onun kurgu süzgecinden geçerek gelen ?Türkiye'nin Panoraması?, ?Türkiye'nin Gerçeği? beraberinde insanın siyasal, sosyal ve ruhsal panoraması, gerçeği ortaya çıkar.Türkiye ile birlikte Dünya'daki ve Avrupa'daki siyasal-sosyal değişme ve gelişmeler, olaylar, bunların insan üzerindeki etkileri Bener'in romanlarında var olan bir gerçektir. Ortadakiler romanı bunun en güzel örneğidir. Atom bombasının kullanılması, Stalin'in ölümü Sovyet Rusya'nın durumu ve Türkiye'deki siyasi-sosyal olaylar (6/7 Eylül Olayları, Köy Enstitüleri'nin durumu), bunların ?Dokuzlar Çetesi? olarak adlandırılan gençler üzerindeki ve tabii ki Türkiye'deki etkileri vardır.Erhan Bener'in romanlarının arka planında onun toplumcu düşünce yapısının ipuçlarını görmek mümkündür. Olay-zaman-mekân ve kahraman unsurlarını olay örgüsü içine yerleştirirken kendi toplumsal düşünce anlayışını da verir. Yazar siyasal, sosyal, psikolojik ve felsefi yaklaşımlarını sergilerken çeşitli kurgu ve anlatım tekniklerinden yararlanır.Aydının ve küçük burjuvazinin açmazlarını, çıkmazlarını da eserlerine yansıtan yazar Yalnızlar romanında büyük kentlerden küçük bir kasabaya gelen bir grup aydının mekân-ruh çatışmasını, kendi dar çerçevelerinde boğulmalarını, Baharla Gelen'de aydının kendi içinde sorgulamasını; siyasal, sosyal, ruhsal sıkıntılarını, topluma karşı kendi kendini eleştirmesini ele alır. Ölü Bir Deniz, Ortadakiler, Işığın Gölgesi romanlarında da farklı şekillerde aydının problemlerini görmek mümkündür. Bu problemler bazen ruhsal, bazen sosyal ve siyasal problemlerdir.Hemen hemen bütün edebî türlerde ve meslekî alanla ilgili eserler veren, değişik anlatım yöntemleri ve kurgu teknikleri kullanan Erhan Bener, bireyden yola çıkarak insanın, toplumun evrensel sorunlarına eğilir.In the thesis titled The Social Issues in Novels of Hikmet Erhan Bener, the life of the author, his literary character and his novels are objectively studied. Although the title of the thesis is The social Issues in his Novels, the other works of the o the author are scanned for an abjective study.The journey of the author-grown up in a family inclined to fine arts-to literature set off with poetry (Sesler) and story (Küçük İstasyon) and he provided the financial support for publishing his first pieces form his father. The author, dealing with poetry and story as a first step to literature, gained his real fame with his novels. The author, famous for his novels in Contemporary Turkish Literature, also has other works; essays, stories, plays and vocational books and translations related to his real job financ. Bener, wrote his books in the field of finance when he made a pause in writing in the field of literature.The author concentrating human in his novels, reflects human in every aspect. Mankind, with his social and psychological mood, political, views, is the most important element of his novels. His aim is to reflect the reality of human in every aspect. The author, who says that ?Novel is a tragedy? at every turn, summarizes the perception of novel with this saying. This tragedy is the human tragedy; his existence,psychological, social and political tragedy. He deals with human in every aspect in his novels, the humanbeing with his every aspect in his novels, that?s to say in the background of Bener?s novels the humanbeing with his every aspect in his novels, that is to say; ın the background of Bener?s novels, the human being with his all aspects, stands. When we examine the novels of Erhan Bener, it is possible to observe the political and social changes and developments in Turkey, form World War II until now and the individual reflection of these changes and developments. It is understood that is novels reflects the mentality of the period those works are written. In Bener?s works it appears that the political, social and psychological panorama and reality of human being along with the panorama and reality of Turkey is strained from the filter of fiction.The social and political changes and development in the World and Europe along with Turkey, and their effects on human being are the reality of Bener?s novels. The novel Ortadakiler is the most presenting one of this view. The use of atomic bombs, the collapse of the Nazi Empire, Establishment of United Nations, death of Stalin, the condition of Soviet Russia and the social and political events in Turkey (the events in 6/7 September, the state of the Rural İnstitutes) and their effects on the young group called as Dokuzlar Çetesi and the effects on Turkey are all reflected in this novel.It is possible to see the clues of the author?s socialist views in the background of Erhan Bener?s novels. While locating the event, time, place and heroes in setting of the event, he puts forward his perception of social thoughts. While the author ıs reflecting his political, social psychological and philosophical approaches, he uses variour expression and fiction techniques.The author reflects the problems and dilemma of the Intellectual an bourgeoise to his works; in the novel Yalnızlar he mentions about a group of intellectuals moved to a small town form big cities and the conflict of place and spirit, In Baharla Gelen he mentions about the intellectual questioning himself in innerside and his political, social, spiritual problems and autocriticizing. Also in Ölü Bir Deniz, Ortadakiler, Işığın Gölgesi it is possible to see the problems of the intellectual in various types. These problems are sometimes spiritual, sometimes political or social.The author, who has written mostly in every literary types and professional areas and used various expression methods and fiction techniques, deals with the unıversal problems of the individual and society while examining the human
The life, art and works of Erhan Bener
In our thesis named as The Life, Art and Works of Erhan Bener, we aimed to search and examine author's life, artist personality and works with a objective- scientific consideration. Erhan Bener, who grew in an intellectual family, began to do with literature by writing poems, then went on with stories and novels. Though he gained fame with his novels and his memory-story style work, Bürokratlar, he wrote stories, theaters and essays. He got a lot of awards with his novels, stories and theatres and many works of him were adapted for the movies. In addition Bener wrote ten books concerning finance when he made a break for literature works between 1966 and 1975.,In bis novels, Erhan Bener exposed the human reality by giving importance to psychological elements. "Novel is a tragedy" word summarizes Bener's novel conception and his novel's main problematic is "existence". He considered this problematic in three different ways. In his first five novels {Acemiler, Yalnızlar, Loş Ayna, Kedi and Ölüm ile Baharla Gelen) he exposed existence pains in the individual's interior world. He wrote his books in this period with a parallel expression to subjects that was handled by Existentialists, hi the second period, which began with Elifin Öyküsü, he reflected the individual's personality that was formed by social factors and difficult situation which they got into against the society. His well known novels like Oyuncu, Böcek, Ortadakiler are the example for this preference. In his novels Tekilleşme, Dönüşler and Köleler ve Tutkular he scrutinized the reasons of human being philosopicaHy. While scrutinizing the human being and cause-effects of human behaviours, he used some scientific approaches too. Some ideas of Freud, Jung and Nietzche came up in various event paths in his novels. He always fictionalized the individual in social realities and his view focused on the individual's interior world. Almost in his every novel, Bener, depending on realistic aesthetic, exposed the complicated structure taking it's source from the clash between the individual's personality supressed by society and his interior world in various expression methods and techniques. Novel in novel in Oyuncu, diary in Elifin Öyküsü, detective fiction in Loş Ayna ve Sisli Yaz are the examples of method variety in his novels. Besides this fictions variety, Bener used many various expression techniques to expose his novel characters' interior world. mclining to publish story books when he was in 63, Bener began to write stories in the early stages of his authorship. He has been writing stories since 1945 and he narrates life sections based on instant emotions and thoughts in most of his stories. In his long stories, which are less in number, he draws near to novel in point of volume, intensity and expression. Erhan Bener, who shows a versatile author personality by using very different expression ways, conduced towards psychological novel which was begun by Mehmet Rauf. In his works the individual's adventure advancing and transforming since 1940s can be observed. Key words.: Erhan Bener, psychological novel, existence, new literature.Erhan Berter, Hayatı, Sanatı ve Eserleri başlıklı tezimizle, yazarın hayatını, sanatçı kişiliğini ve eserlerini nesnel-bilimsel bir anlayışla araştırıp incelemeyi amaçladık. Entelektüel bir aile ortamında yetişen Erhan Bener, edebiyata şiirle başlamış, öykü ve romanla devam etmiştir. Daha çok romanlarıyla ve Bürokratlar adlı anı- öyküsüyle tanınan yazar, öykü, tiyatro oyunu, deneme gibi edebî türlerde de ürün vermiştir. Roman, öykü ve oyunlarıyla pek çok ödül kazanan yazarın kimi eserleri de sinemaya uyarlanmıştır. Bener, edebiyatla ilgili çahşmalarınn yanı sıra edebiyata uzun bir süre ara verdiği dönemde (1966-1975) maliye ile ilgili on eser yazmıştır. Erhan Bener, romanlarında insan gerçeğini psikolojik öğeleri ön plânda tutarak dile getirmiştir. "Roman bir trajedidir." sözüyle roman anlayışını özetleyen Bener' in romanlarının ana sorunsalı "varoluş" tur. Yazar, bu sorunsalı romanlarında üç farklı yönelimle ele almıştır. İlk beş romanında (Acemiler, Yalnızlar, Loş Ayna, Kedi ve Ölüm ile Baharla Gelen) bireyin içsel dünyasındaki varoluş sancılarım sergilemiştir. Bu dönemde yazdığı eserlerde varoluşçuların işlediği konulara paralel bir anlatım vardır. Elifin Öyküsü ile başlayan ikinci döneminde ise, bireyin sosyal ve toplumsal etkenler altmda biçimlenen kişiliği ile toplum karşısındaki açmazım dile getirir. Oyuncu, Böcek, Ortadakiler gibi tanınmış romanları bu yöneliminin örnekleridir. Bener, Tekilleşme, Dönüşler ile Köleler ve Tutkular romanlarında ise, insanın varlık nedenleri üzerine felsefî irdelemeler yapar.Yazar, romanlarında insanın varoluşu ve davranışlarının neden-sonuçlan üzerine irdelemeler yaparken çeşitli bilimsel yaklaşımlara da yer vermiştir. Freud, Jung ve Nietzche'nin kimi düşünceleri, çeşitli olay örgüleri içinde onun romanlarında yer alırlar. Romanlarında bireyi hep toplumsal gerçeklikler içinde kurgulayan yazarın bakışı insanın iç dünyasında yoğunlaşmıştır. Gerçekçi estetiğe bağlı olan Bener, bireyin toplum tarafından baskılanan kişiliği ile onun iç dünyası arasındaki uyuşmazlıktan kaynaklanan karmaşık yapıyı hemen her romanında farklı anlatım yöntem ve teknikleriyle karşımıza çıkarır. Oyuncu 'da roman içinde roman, Elifin Öyküsü'nde günce, Loş Ayna ve Sisli Yaz'da. polisiye roman kurgusu, onun romanlarrmn yöntem çeşitliliğini gösteren örneklerdir. Bener, bu kurgu çeşithliğinin yam sura, roman kişilerinin iç dünyasını sergilerken çok çeşitli anlatım tekniklerini de başarıyla kullanmıştır. 63 yaşında iken öykü kitabı yayımlamaya yönelen Bener' in öykücülüğü yazarlığının ilk dönemlerinde başlamıştır. 1945 yılından bu yana öykü yazan Bener, öykülerinin çoğunda anlık duygu ve düşünce yoğunluklarına dayanan yaşam kesitlerine yönelir. Sayıca az olan kimi uzun öykülerinde de hacim, yoğunluk ve anlatım açılarından romana yaklaşır. Eserlerinde birbirinden çok farklı anlatım biçimleri kullanarak çok yönlü bir yazar kimliği ortaya koyan Erhan Bener'in edebiyatımızda Mehmet Rauf la başlayan psikolojik roman türüne önemli katkıları vardır. Onun eserlerinde 1940'h yıllardan günümüze uzanan süreçte gelişip dönüşen bireyin serüvenini izleyebiliriz Anahtar Sözcükler: Erhan Bener, psikolojik roman, varoluş, yeni edebiya
From data to bench to bedside: therapeutic targets in breast cancer
Understanding individualized breast cancer treatment options can help physicians care for their patients by careful selection of personalized therapies. The first steps towards this goal have already been taken by clinicians, with the frequent use of molecular and genetic biomarkers to classify breast cancer into categories which direct treatment. This thesis will propose new therapeutic targets for different breast cancer subtypes, as well as a new set of biomarkers that more efficiently predict hormone resistance in estrogen positive (ER+) breast tumors. A novel methodology for therapeutic target prediction will be proposed, based on a new paradigm called “gene centrality”. In addition to being over-expressed, good therapeutic targets should have a high degree of connectivity in the tumor network. Gene centrality encompasses this concept by measuring the connectivity of genes in a network in which each edge is weighted by the level of over-expression of the target gene. Using this method, a series of high centrality SRC proto-oncogenes (LYN, YES1, HCK, FYN, and LCK) were identified in subsets of Basal-like and HER2+ breast cancers. The hypothesis that YES1 is a therapeutic target in breast cancer was experimentally tested. We found that Basal-like breast tumor cell lines showed a significant decrease in fitness upon silencing the expression of YES1. Another validated therapeutic target in breast cancer is the estrogen receptor ESR1, targeted by drugs such as Tamoxifen. However, a significant fraction (~30%) of ER+ cases doesn’t respond well to this therapy. A novel outlier analysis method was applied to gene expression data from ER+ breast cancer patients to identify genes highly associated with Tamoxifen resistance. These included cell cycle genes as well as several chromosomal amplification sites. In addition to the well known HER2 amplicon on 17q12, we discovered that amplicons in 8q24.3, 8p11.2 and 17q21.33-q25.1 correlate strongly with early distant metastasis and poor long term survival. As independent biomarkers for Tamoxifen resistance, together these chromosomal regions are predictive for ~75% of patients that suffer early disease relapse.Ph.D.Includes bibliographical referencesIncludes vitaby Erhan Bila
Intracavity optogalvanic spectroscopy for radiocarbon analysis with attomole sensitivity
Carbon-14 (radiocarbon) is a naturally occurring radioactive isotope of carbon, having an extremely low natural abundance in living organisms (14C/C ~ 10-12) and a long half life of ~ 5730 years. These properties make it an ideal organic tracer for various applicationsin biological, pharmaceutical and environmental sciences as well as carbon dating. Today, the state of the art radiocarbon quantitation technique is Accelerator Mass Spectrometry (AMS) which is based on ion counting using a several megavolt tandem electrostatic accelerator as a mass spectrometer. Although AMS sets the standard for high sensitivity detection, its size, cost and complexity as an analysis system, limits its wide and routine use especially in laboratory or field applications. In this thesis, a new ultrasensitivelaser based analytical technique that can quantify attomoles of 14C in submicrogram samples is demonstrated. The new system exhibits similar or bettermeasurement capabilities as AMS, in sensitivity (14C/C ≤ 10-15), precision (≤3%) and accuracy (≤5%). Additional advantages include non destructive analysis capability, small size, being a table top instrument, high sample throughput capability via flow processingand the potential to be coupled to GC/LC instrumentation.The developed Intracavity Optogalvanic Spectroscopy (ICOGS) system is based on measuring changes in electrical properties of a weakly ionized glow discharge placed inside the cavity of a periodically modulated high power (50 W) 14CO2 laser. This new configuration enabled improvement of the signal detection sensitivity by about six orders of magnitude compared to the conventional external cell optogalvanic spectroscopymethod. The signal enhancement mechanism is similar to, but with key differences from the well studied optical detection method Intracavity Absorption Spectroscopy (ICAS). Measurement capability of this new system is demonstrated with calibration curvesrelative to AMS measurements with a dynamic range of more than five orders of magnitude. The systems studied exhibited saturation effects with laser power andmeasurement time and also non-linearities in response with samples having enrichments greater than 12 Modern. (1 Modern = 1.10-12 14C/12C ratio.) However, standard operating procedures were developed for accurately measuring unknown samples. For a more thorough quantitative understanding of the enhancement mechanism, a physical rate equations model has been outlined.Ph.D.Includes bibliographical references (p. 88-93)by Erhan Ilkme
Reconfiguring Stoicism: Convergence of Self-Improvement and Masculinity on TikTok
This research examines the multimodal representations of Stoic content within TikTok. The research aimed to explore the multifaceted structure of an emerging digital philosophy discourse and its implications for contemporary socio-cultural dynamics. It explores a fragmented version of Stoicism, focussing on the affordances of algorithm-driven platforms and modularity principles. For multimodal discourse analysis, 20 highly viewed (>300,000) videos under the hashtags of #stoic and #stoicism are selected through purposeful sampling. It identifies the emergence of a fragmented Stoicism, built upon platform affordances and audio-visual modularity. Emerging themes include self-improvement, being dangerous and traditional masculinity remarking a divergence from popular and classical interpretations of Stoicism. Through these key themes, construction of an arbitrary link between hegemonic masculinity, glorified individualism and Stoicism is explored. Employing elements of aggression, self-isolation and self-improvement, TikTok content creates a novel discourse of Stoicism which is elusive, abstract, and reliant on visually driven narratives
Coupled Fixed Point Theorems on Partially Ordered <i>g</I>-metric Spaces
Kumam, Poom/0000-0002-5463-4581; ERHAN, INCI M./0000-0001-6042-3695; KARAPINAR, ERDAL/0000-0002-6798-3254The purpose of this paper is to extend some recent coupled fixed point theorems in the context of partially ordered G-metric spaces in a virtually different and more natural way.Department of Mathematics and Faculty of Science, King Mongkut's University of Technology Thonburi (KMUTT)The second author gratefully acknowledges the support provided by the Department of Mathematics and Faculty of Science, King Mongkut's University of Technology Thonburi (KMUTT) during his stay at the Department of Mathematical and Statistical Sciences, University of Alberta as a visitor for the short term research
Entropy based distributed behavior modeling for heterogeneous multi-agent systems
ResearchFaculty mentor, Dr. Hakki Erhan Sevi
Gender prediction from tweets: Improving neural representations with hand-crafted features
Author profiling is the characterization of an author through some key attributes
such as gender, age, and language. In this paper, a RNN model with Attention
(RNNwA) is proposed to predict the gender of a twitter user using their tweets.
Both word level and tweet level attentions are utilized to learn ’where to look’.
This model1 is improved by concatenating LSA-reduced n-gram features with the
learned neural representation of a user. Both models are tested on three languages:
English, Spanish, Arabic. The improved version of the proposed model (RNNwA
+ n-gram) achieves state-of-the-art performance on English and has competitive
results on Spanish and Arabic
Cost effective localization in distributed sensory networks
The most important mechanism to occur in biological distributed sensory networks (DSNs) is called lateral inhibition, (LI). LI relies on one simple principle. Each sensor strives to suppress its neighbors in proportion to its own excitation. In this study, LI mechanism is exploited to localize the unknown position of a light source that illuminated the photosensitive sensory network containing high and low quality sensors. Each photosensitive sensor was then calibrated to accurately read the distance to the light source. A series of experiments were conducted employing both quality sensors. Low quality array was allowed to take advantage of LI, whereas the high quality one was not. Results showed that the lateral inhibition mechanism increased the sensitivity of inferior quality sensors, giving the ability to make the localization as sensitive as high quality sensors do. This suggests that the networks with multitude of sensors could be made cost-effective, were these sensory networks equipped with LI
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