Search results for: N. Duman
2 UV Resistibility of a Carbon Nanofiber Reinforced Polymer Composite
Authors: A. Evcin, N. Çiçek Bezir, R. Duman, N. Duman
Abstract:
Nowadays, a great concern is placed on the harmfulness of ultraviolet radiation (UVR) which attacks human bodies. Nanocarbon materials, such as carbon nanotubes (CNTs), carbon nanofibers (CNFs) and graphene, have been considered promising alternatives to shielding materials because of their excellent electrical conductivities, very high surface areas and low densities. In the present work, carbon nanofibers have been synthesized from solutions of Polyacrylonitrile (PAN)/ N,N-dimethylformamide (DMF) by electrospinning method. The carbon nanofibers have been stabilized by oxidation at 250 °C for 2 h in air and carbonized at 750 °C for 1 h in H2/N2. We present the fabrication and characterization of transparent and ultraviolet (UV) shielding CNF/polymer composites. The content of CNF filler has been varied from 0.2% to 0.6 % by weight. UV Spectroscopy has been performed to study the effect of composition on the transmittance of polymer composites.
Keywords: Electrospinning, carbon nanofiber, characterization, composites, nanofiber, ultraviolet radiation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7951 Deep Reinforcement Learning Approach for Trading Automation in the Stock Market
Authors: Taylan Kabbani, Ekrem Duman
Abstract:
Deep Reinforcement Learning (DRL) algorithms can scale to previously intractable problems. The automation of profit generation in the stock market is possible using DRL, 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. This work represents a DRL model to generate profitable trades in the stock market, effectively overcoming the limitations of supervised learning approaches. We formulate the trading problem as a Partially observed Markov Decision Process (POMDP) model, considering the constraints imposed by the stock market, such as liquidity and transaction costs. We then solved the formulated POMDP problem using the Twin Delayed Deep Deterministic Policy Gradient (TD3) algorithm and achieved a 2.68 Sharpe ratio on the test dataset. From the point of view of stock market forecasting and the intelligent decision-making mechanism, this paper demonstrates the superiority of DRL in financial markets over other types of machine learning and proves its credibility and advantages of strategic decision-making.
Keywords: Autonomous agent, deep reinforcement learning, MDP, sentiment analysis, stock market, technical indicators, twin delayed deep deterministic policy gradient.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 504