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Backtesting the modified VaR and Expected Shortfall methods: For non-linear portfolios within basel accords
(2018-05)
The banks have to measure the market risk daily for the calculation of their capital adequacy. According to the Fundamental Review of Trading Book (FRTB) market risk revision, which was released in 2016 by the Basel Committee ...
Nonlinear dynamic behavior of the basins with 2D bedrock
(Elsevier, 2018-04)
Resonance due to impedance contrast, focusing due to subsurface topography, conversion of the body waves to surface waves and subsurface topography are among the factors influencing the amplification specification of the ...
Spor hukukunda doping
(2018-11)
Spor müsabakalarındaki doping uygulamalarının sporun doğasına, yarışmadaki eşitlik ve adalet ilkelerine ters düştüğü, doping yapan sporcunun haksız şekilde diğer sporculara karşı bir avantaj sağladığı açıktır. Bu çalışmada ...
Study of dijet events with a large rapidity gap between the two leading jets in pp collisions at √s=7 TeV
(Springer Nature, 2018-03)
Events with no charged particles produced between the two leading jets are studied in proton-proton collisions at root s = 7 TeV. The jets were required to have transverse momentum p(T)(jet) > 40 GeV and pseudorapidity 1.5 ...
Characterization of turbulence generated by an active grid with individually controllable paddles
(Springer, 2018)
An active grid with individually controllable paddles was constructed to generate strong turbulence (Reλ>200). Measurements of turbulence quantities using the hot-wire technique were conducted in a wind tunnel along the ...
Analysis of sustainable materials for radiative cooling potential of building surfaces
(MDPI AG, 2018)
The main goal of this paper is to explore the radiative cooling and solar heating potential of several materials for the built environment, based on their spectrally-selective properties. A material for solar heating, ...
Elliptic flow of charm and strange hadrons in high-multiplicity p+Pb collisions at sNN =8.16 TeV
(American Physical Society, 2018-08-21)
The elliptic azimuthal anisotropy coefficient (v2) is measured for charm (D0) and strange (KS0, Λ, Ξ-, and Ω-) hadrons, using a data sample of p+Pb collisions collected by the CMS experiment, at a nucleon-nucleon center-of-mass ...
Sliding mode control of an electromechanical solenoid actuator for soft landing
(IEEE, 2018-10-08)
Electromechanical solenoid actuators are widely used in industrial applications that require fast and linear motion. High velocities can be achieved in small stroke lengths; in turn the motion results with high-velocity ...
Biomimicry designs for passive optical solutions for nanoscale radiative cooling applications
(SPIE, 2018)
Inspired by the mechanism of the wings of Morpho butterfly, here we propose biomimicry designs which have the potential to be used for radiative cooling purposes. We numerically analyzed the spontaneous emission at near-field ...
Enablers for industry 4.0
(IEEE, 2018-12-10)
Both, globalization and technological advancements do motivate manufacturing organizations to adopt Industry 4.0 practices. It implies an evolutional transformation, which aggregates advanced technologies and cyber-physical ...
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