Search results for: Taylan Kabbani
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 10

Search results for: Taylan Kabbani

10 Deep Reinforcement Learning Approach for Trading Automation in The Stock Market

Authors: Taylan Kabbani, Ekrem Duman

Abstract:

The design of adaptive systems that take advantage of financial markets while reducing the risk can bring more stagnant wealth into the global market. However, most efforts made to generate successful deals in trading financial assets rely on Supervised Learning (SL), which suffered from various limitations. Deep Reinforcement Learning (DRL) offers to solve these drawbacks of SL approaches by combining the financial assets price "prediction" step and the "allocation" step of the portfolio in one unified process to produce fully autonomous systems capable of interacting with its environment to make optimal decisions through trial and error. In this paper, a continuous action space approach is adopted to give the trading agent the ability to gradually adjust the portfolio's positions with each time step (dynamically re-allocate investments), resulting in better agent-environment interaction and faster convergence of the learning process. In addition, the approach supports the managing of a portfolio with several assets instead of a single one. This work represents a novel DRL model to generate profitable trades in the stock market, effectively overcoming the limitations of supervised learning approaches. We formulate the trading problem, or what is referred to as The Agent Environment as Partially observed Markov Decision Process (POMDP) model, considering the constraints imposed by the stock market, such as liquidity and transaction costs. More specifically, we design an environment that simulates the real-world trading process by augmenting the state representation with ten different technical indicators and sentiment analysis of news articles for each stock. We then solve the formulated POMDP problem using the Twin Delayed Deep Deterministic Policy Gradient (TD3) algorithm, which can learn policies in high-dimensional and continuous action spaces like those typically found in the stock market environment. From the point of view of stock market forecasting and the intelligent decision-making mechanism, this paper demonstrates the superiority of deep reinforcement learning in financial markets over other types of machine learning such as supervised learning and proves its credibility and advantages of strategic decision-making.

Keywords: the stock market, deep reinforcement learning, MDP, twin delayed deep deterministic policy gradient, sentiment analysis, technical indicators, autonomous agent

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9 Prediction and Reduction of Cracking Issue in Precision Forging of Engine Valves Using Finite Element Method

Authors: Xi Yang, Bulent Chavdar, Alan Vonseggern, Taylan Altan

Abstract:

Fracture in hot precision forging of engine valves was investigated in this paper. The entire valve forging procedure was described and the possible cause of the fracture was proposed. Finite Element simulation was conducted for the forging process, with commercial Finite Element code DEFORMTM. The effects of material properties, the effect of strain rate and temperature were considered in the FE simulation. Two fracture criteria were discussed and compared, based on the accuracy and reliability of the FE simulation results. The selected criterion predicted the fracture location and shows the trend of damage increasing with good accuracy, which matches the experimental observation. Additional modification of the punch shapes was proposed to further reduce the tendency of fracture in forging. Finite Element comparison shows a great potential of such application in the mass production.

Keywords: hotforging, engine valve, fracture, tooling

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8 Quick Covering Machine for Grain Drying Pavement

Authors: Fatima S. Rodriguez, Victorino T. Taylan, Manolito C. Bulaong, Helen F. Gavino, Vitaliana U. Malamug

Abstract:

In sundrying, the quality of the grains are greatly reduced when paddy grains were caught by the rain unsacked and unstored resulting to reduced profit. The objectives of this study were to design and fabricate a quick covering machine for grain drying pavement to test and evaluate the operating characteristics of the machine according to its deployment speed, recovery speed, deployment time, recovery time, power consumption, aesthetics of laminated sack, conducting partial budget, and cost curve analysis. The machine was able to cover the grains in a 12.8 m x 22.5 m grain drying pavement at an average time of 17.13 s. It consumed 0 .53 W-hr for the deployment and recovery of the cover. The machine entailed an investment cost of $1,344.40 and an annual cost charge of $647.32. Moreover, the savings per year using the quick covering machine was $101.83.

Keywords: quick, covering machine, grain, drying pavement

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7 Evaluation of Quick Covering Machine for Grain Drying Pavement

Authors: Fatima S. Rodriguez, Victorino T. Taylan, Manolito C. Bulaong, Helen F. Gavino, Vitaliana U. Malamug

Abstract:

In sundrying the quality of the grains are greatly reduced when paddy grains were caught by the rain unsacked and unstored resulting to reduced profit. The objectives of this study were to design and fabricate a quick covering machine for grain drying pavement; to test and evaluate the operating characteristics of the machine according to its deployment speed, recovery speed, deployment time, recovery time, power consumption, aesthetics of laminated sack; and to conduct partial budget and cost curve analysis. The machine was able to cover the grains in a 12.8 m x 22.5 m grain drying pavement at an average time of 17.13 s. It consumed 0.53 W-hr for the deployment and recovery of the cover. The machine entailed an investment cost of $1,344.40 and an annual cost charge of $647.32. Moreover, the savings per year using the quick covering machine was $101.83.

Keywords: quick covering machine, grain drying pavement, laminated polypropylene, recovery time

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6 Comparison of Homogeneous and Micro-Mechanical Modelling Approach for Paper Honeycomb Materials

Authors: Yiğit Gürler, Berkay Türkcan İmrağ, Taylan Güçkıran, İbrahim Şimşek, Alper Taşdemirci

Abstract:

Paper honeycombs, which is a sandwich structure, consists of two liner faces and one paper honeycomb core. These materials are widely used in the packaging industry due to their low cost, low weight, good energy absorption capabilities and easy recycling properties. However, to provide maximum protection to the products in cases such as the drop of the packaged products, the mechanical behavior of these materials should be well known at the packaging design stage. In this study, the necessary input parameters for the modeling study were obtained by performing compression tests in the through-thickness and in-plane directions of paper-based honeycomb sandwich structures. With the obtained parameters, homogeneous and micro-mechanical numerical models were developed in the Ls-Dyna environment. The material card used for the homogeneous model is MAT_MODIFIED_HONEYCOMB, and the material card used for the micromechanical model is MAT_PIECEWISE_LINEAR_PLASTICITY. As a result, the effectiveness of homogeneous and micromechanical modeling approaches for paper-based honeycomb sandwich structure was investigated using force-displacement curves. Densification points and peak points on these curves will be compared.

Keywords: environmental packaging, mechanical characterization, Ls-Dyna, sandwich structure

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5 The Determination of Stress Experienced by Nursing Undergraduate Students during Their Education

Authors: Gülden Küçükakça, Şefika Dilek Güven, Rahşan Kolutek, Seçil Taylan

Abstract:

Objective: Nursing students face with stress factors affecting academic performance and quality of life as from first moments of their educational life. Stress causes health problems in students such as physical, psycho-social, and behavioral disorders and might damage formation of professional identity by decreasing efficiency of education. In addition to determination of stress experienced by nursing students during their education, it was aimed to help review theoretical and clinical education settings for bringing stress of nursing students into positive level and to raise awareness of educators concerning their own professional behaviors. Methods: The study was conducted with 315 students studying at nursing department of Semra and Vefa Küçük Health High School, Nevşehir Hacı Bektaş Veli University in the academic year of 2015-2016 and agreed to participate in the study. “Personal Information Form” prepared by the researchers upon the literature review and “Nursing Education Stress Scale (NESS)” were used in this study. Data were assessed with analysis of variance and correlation analysis. Results: Mean NESS Scale score of the nursing students was estimated to be 66.46±16.08 points. Conclusions: As a result of this study, stress level experienced by nursing undergraduate students during their education was determined to be high. In accordance with this result, it can be recommended to determine sources of stress experienced by nursing undergraduate students during their education and to develop approaches to eliminate these stress sources.

Keywords: stress, nursing education, nursing student, nursing education stress

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4 A Trend Based Forecasting Framework of the ATA Method and Its Performance on the M3-Competition Data

Authors: H. Taylan Selamlar, I. Yavuz, G. Yapar

Abstract:

It is difficult to make predictions especially about the future and making accurate predictions is not always easy. However, better predictions remain the foundation of all science therefore the development of accurate, robust and reliable forecasting methods is very important. Numerous number of forecasting methods have been proposed and studied in the literature. There are still two dominant major forecasting methods: Box-Jenkins ARIMA and Exponential Smoothing (ES), and still new methods are derived or inspired from them. After more than 50 years of widespread use, exponential smoothing is still one of the most practically relevant forecasting methods available due to their simplicity, robustness and accuracy as automatic forecasting procedures especially in the famous M-Competitions. Despite its success and widespread use in many areas, ES models have some shortcomings that negatively affect the accuracy of forecasts. Therefore, a new forecasting method in this study will be proposed to cope with these shortcomings and it will be called ATA method. This new method is obtained from traditional ES models by modifying the smoothing parameters therefore both methods have similar structural forms and ATA can be easily adapted to all of the individual ES models however ATA has many advantages due to its innovative new weighting scheme. In this paper, the focus is on modeling the trend component and handling seasonality patterns by utilizing classical decomposition. Therefore, ATA method is expanded to higher order ES methods for additive, multiplicative, additive damped and multiplicative damped trend components. The proposed models are called ATA trended models and their predictive performances are compared to their counter ES models on the M3 competition data set since it is still the most recent and comprehensive time-series data collection available. It is shown that the models outperform their counters on almost all settings and when a model selection is carried out amongst these trended models ATA outperforms all of the competitors in the M3- competition for both short term and long term forecasting horizons when the models’ forecasting accuracies are compared based on popular error metrics.

Keywords: accuracy, exponential smoothing, forecasting, initial value

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3 Processing and Economic Analysis of Rain Tree (Samanea saman) Pods for Village Level Hydrous Bioethanol Production

Authors: Dharell B. Siano, Wendy C. Mateo, Victorino T. Taylan, Francisco D. Cuaresma

Abstract:

Biofuel is one of the renewable energy sources adapted by the Philippine government in order to lessen the dependency on foreign fuel and to reduce carbon dioxide emissions. Rain tree pods were seen to be a promising source of bioethanol since it contains significant amount of fermentable sugars. The study was conducted to establish the complete procedure in processing rain tree pods for village level hydrous bioethanol production. Production processes were done for village level hydrous bioethanol production from collection, drying, storage, shredding, dilution, extraction, fermentation, and distillation. The feedstock was sundried, and moisture content was determined at a range of 20% to 26% prior to storage. Dilution ratio was 1:1.25 (1 kg of pods = 1.25 L of water) and after extraction process yielded a sugar concentration of 22 0Bx to 24 0Bx. The dilution period was three hours. After three hours of diluting the samples, the juice was extracted using extractor with a capacity of 64.10 L/hour. 150 L of rain tree pods juice was extracted and subjected to fermentation process using a village level anaerobic bioreactor. Fermentation with yeast (Saccharomyces cerevisiae) can fasten up the process, thus producing more ethanol at a shorter period of time; however, without yeast fermentation, it also produces ethanol at lower volume with slower fermentation process. Distillation of 150 L of fermented broth was done for six hours at 85 °C to 95 °C temperature (feedstock) and 74 °C to 95 °C temperature of the column head (vapor state of ethanol). The highest volume of ethanol recovered was established at with yeast fermentation at five-day duration with a value of 14.89 L and lowest actual ethanol content was found at without yeast fermentation at three-day duration having a value of 11.63 L. In general, the results suggested that rain tree pods had a very good potential as feedstock for bioethanol production. Fermentation of rain tree pods juice can be done with yeast and without yeast.

Keywords: fermentation, hydrous bioethanol, fermentation, rain tree pods, village level

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2 Investigation of Physical Properties of Asphalt Binder Modified by Recycled Polyethylene and Ground Tire Rubber

Authors: Sajjad H. Kasanagh, Perviz Ahmedzade, Alexander Fainleib, Taylan Gunay

Abstract:

Modification of asphalt is a fundamental method around the world mainly on the purpose of providing more durable pavements which lead to diminish repairing cost during the lifetime of highways. Various polymers such as styrene-butadiene-styrene (SBS) and ethylene vinyl acetate (EVA) make up the greater parts of the all-over asphalt modifiers generally providing better physical properties of asphalt by decreasing temperature dependency which eventually diminishes permanent deformation on highways such as rutting. However, some waste and low-cost materials such as recycled plastics and ground rubber tire have been attempted to utilize in asphalt as modifier instead of manufactured polymer modifiers due to decreasing the eventual highway cost. On the other hand, the usage of recycled plastics has become a worldwide requirement and awareness in order to decrease the pollution made by waste plastics. Hence, finding an area in which recycling plastics could be utilized has been targeted by many research teams so as to reduce polymer manufacturing and plastic pollution. To this end, in this paper, thermoplastic dynamic vulcanizate (TDV) obtained from recycled post-consumer polyethylene and ground tire rubber (GTR) were used to provide an efficient modifier for asphalt which decreases the production cost as well and finally might provide an ecological solution by decreasing polymer disposal problems. TDV was synthesized by the chemists in the research group by means of the abovementioned components that are considered as compatible physical characteristic of asphalt materials. TDV modified asphalt samples having different rate of proportions of 3, 4, 5, 6, 7 wt.% TDV modifier were prepared. Conventional tests, such as penetration, softening point and roll thin film oven (RTFO) tests were performed to obtain fundamental physical and aging properties of the base and modified binders. The high temperature performance grade (PG) of binders was determined by Superpave tests conducted on original and aged binders. The multiple stress creep and recovery (MSCR) test which is relatively up-to-date method for classifying asphalts taking account of their elasticity abilities was carried out to evaluate PG plus grades of binders. The results obtained from performance grading, and MSCR tests were also evaluated together so as to make a comparison between the methods both aiming to determine rheological parameters of asphalt. The test results revealed that TDV modification leads to a decrease in penetration, an increase in softening point, which proves an increasing stiffness of asphalt. DSR results indicate an improvement in PG for modified binders compared to base asphalt. On the other hand, MSCR results that are compatible with DSR results also indicate an enhancement on rheological properties of asphalt. However, according to the results, the improvement is not as distinct as observed in DSR results since elastic properties are fundamental in MSCR. At the end of the testing program, it can be concluded that TDV can be used as modifier which provides better rheological properties for asphalt and might diminish plastic waste pollution since the material is 100% recycled.

Keywords: asphalt, ground tire rubber, recycled polymer, thermoplastic dynamic vulcanizate

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1 Medium-Scale Multi-Juice Extractor for Food Processing

Authors: Flordeliza L. Mercado, Teresito G. Aguinaldo, Helen F. Gavino, Victorino T. Taylan

Abstract:

Most fruits and vegetables are available in large quantities during peak season which are oftentimes marketed at low price and left to rot or fed to farm animals. The lack of efficient storage facilities, and the additional cost and unavailability of small machinery for food processing, results to low price and wastage. Incidentally, processed fresh fruits and vegetables are gaining importance nowadays and health conscious people are also into ‘juicing’. One way to reduce wastage and ensure an all-season availability of crop juices at reasonable costs is to develop equipment for effective extraction of juice. The study was conducted to design, fabricate and evaluate a multi-juice extractor using locally available materials, making it relatively cheaper and affordable for medium-scale enterprises. The study was also conducted to formulate juice blends using extracted juices and calamansi juice at different blending percentage, and evaluate its chemical properties and sensory attributes. Furthermore, the chemical properties of extracted meals were evaluated for future applications. The multi-juice extractor has an overall dimension of 963mm x 300mm x 995mm, a gross weight of 82kg and 5 major components namely; feeding hopper, extracting chamber, juice and meal outlet, transmission assembly, and frame. The machine performance was evaluated based on juice recovery, extraction efficiency, extraction rate, extraction recovery, and extraction loss considering type of crop as apple and carrot with three replications each and was analyzed using T-test. The formulated juice blends were subjected to sensory evaluation and data gathered were analyzed using Analysis of Variance appropriate for Complete Randomized Design. Results showed that the machine’s juice recovery (73.39%), extraction rate (16.40li/hr), and extraction efficiency (88.11%) for apple were significantly higher than for carrot while extraction recovery (99.88%) was higher for apple than for carrot. Extraction loss (0.12%) was lower for apple than for carrot, but was not significantly affected by crop. Based on adding percentage mark-up on extraction cost (Php 2.75/kg), the breakeven weight and payback period for a 35% mark-up is 4,710.69kg and 1.22 years, respectively and for a 50% mark-up, the breakeven weight is 3,492.41kg and the payback period is 0.86 year (10.32 months). Results on the sensory evaluation of juice blends showed that the type of juice significantly influenced all the sensory parameters while the blending percentage including their respective interaction, had no significant effect on all sensory parameters, making the apple-calamansi juice blend more preferred than the carrot-calamansi juice blend in terms of all the sensory parameter. The machine’s performance is higher for apple than for carrot and the cost analysis on the use of the machine revealed that it is financially viable with a payback period of 1.22 years (35% mark-up) and 0.86 year (50% mark-up) for machine cost, generating an income of Php 23,961.60 and Php 34,444.80 per year using 35% and 50% mark-up, respectively. The juice blends were of good qualities based on the values obtained in the chemical analysis and the extracted meal could also be used to produce another product based on the values obtained from proximate analysis.

Keywords: food processing, fruits and vegetables, juice extraction, multi-juice extractor

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