Traditional financial modeling is based on semimartingale processes with stationary and independent increments. However, empirical investigations on financial data does not always support these assumptions. This contradiction showed that there is a need for new stochastic models. Fractional Brownian motion (fBm) was proposed as one of these models by Benoit Mandelbrot. FBm is the only continuous Gaussian process with dependent increments. Correlation between increments of a fBm changes according to its self-similarity parameter H. This property of fBm helps to capture the correlation dynamics of the data and consequently obtain better forecast results. But for values of H different than 1/2, fBm is not a semimartingale and classical Ito formula does not exist in that case. This gives rise to need for using the white noise theory to construct integrals with respect to fBm and obtain fractional Ito formulas. In this thesis, the representation of fBm and its fundamental properties are examined. Construction of Wick-Ito-Skorohod (WIS) and fractional WIS integrals are investigated. An Ito type formula and Girsanov type theorems are stated. The financial applications of fBm are mentioned and the Black&amp / Scholes price of a European call option on an asset which is assumed to follow a geometric fBm is derived. The statistical aspects of fBm are investigated. Estimators for the self-similarity parameter H and simulation methods of fBm are summarized. Using the R/S methodology of Hurst, the estimations of the parameter H are obtained and these values are used to evaluate the fractional Black&amp / Scholes prices of a European call option with different maturities. Afterwards, these values are compared to Black&amp / Scholes price of the same option to demonstrate the effect of long-range dependence on the option prices. Also, estimations of H at different time scales are obtained to investigate the multiscaling in financial data. An outlook of the future work is given.

The aim of this study is to define structural and architectural features of vernacular houses in Uzung&ouml / l, town of &Ccedil / aykara, Trabzon and to determine intervention types of houses in order to prevent loosing original architectural characteristics. For this purpose, the studies that were carried out about the history, geographical/physical character, settlement pattern and socio-economic character of the region in general and the district of the study area were surveyed. To be able to take reliable results, a study area, which has a representative character, was defined. All registered houses in the study area were surveyed and building characteristics of Uzung&ouml / l were identified. Beside gathering information, all surveyed buildings was documented in various details as structural scale and architectural scale. In order to examine the intervention character at houses in the district, all applied interventions at houses were documented. At the end of the documentation, specific intervention types were found. Values of the study area were listed and physical/architectural features that decided be preserved were identified.

White adipose tissue is not just a storage organ. It is now recognised as an endocrine organ. It secretes many substances known as adipokines, which are thought to link obesity with type 2 diabetes (T2D). One of the most important adipokines is adiponectin. It is a peptide hormone consisting of 244 amino acids with molecular weight of 30 KD. It circulates in plasma in high concentrations (3-30 4g/ml). Adiponectin polymerises to form many bigger forms. Those are low molecular weight (LMW); middle molecular weight (MMW) and high molecular weight (HMW). The HMW adiponectin is the active form of the hormone. The concentrations of most adipokines are increased in obese people. Adiponectin is unusual in that its concentration is lower in obese people. Consequently its concentration is decreased in some related metabolic disorders. Its concentrations decrease in cardiovascular diseases, diabetes, dyslipidemia and insulin resistances. It is well known that exercise increases insulin sensitivity, also adiponectin was reported to regulate insulin. The effect of exercise on the adiponectin concentrations in plasma is controversial, but the extent to which the exercise regulates the interstitial adiponectin concentrations is not fully examined. The main site of adipokines secretion is adipose tissue. Therefore the study of these substances at the site of their production has a special interest. Recently, microdialysis techniques have been extended to become important in the measurement of substances in the extracellular fluid of many tissues such as subcutaneous adipose tissue. In particular, it has been used for measurement of adipokines. This thesis includes three studies. The first study was aimed at examining the effect of one hour of moderate exercise at 50% of maximum oxygen consumption v on adiponectin concentration in dialysate samples taken from subcutaneous abdominal adipose tissues (SCAAT). 15 healthy young female volunteers, age 22.8 ± 3.0 years (mean ± SD) participated in this experiment divided into two groups depending on their body mass index (BMI), a lean group BMI 22.2 ± 1.6 kg/m2 (mean ± SD) and an overweight group BMI 27.7 ± 1.9 kg/m2 (mean ± SD). The samples were collected using CMA 66 M. Alzwayi iii microdialysis catheters with membrane cut off 100 KD. Fitness assessment was done for all volunteers about one week before the main trials. The main trials were done on two consecutive days, a rest day and an exercise day. Each day lasted for 4 to 6 hours. On the first day the microdialysis catheter were inserted in abdominal subcutaneous tissue 4 cm lateral to the umbilicus on the left side. Dialysate samples were collected every 30 - 45 minutes. On the exercise day volunteers exercised for one hour at 50% 2 . V O max. All samples were analysed for adiponectin concentrations using Mercodia ELISA technique. The principle findings of this study were that CMA 66 microdialysis catheters worked effectively for two consecutive days for fluid recovery. Adiponectin concentrations were very low and varied, in same volunteer from time to time, and between volunteers. However, the statistical analysis showed no significant difference in adiponectin concentrations between lean and overweight groups. Adiponectin concentrations in the first two samples on the first day of the insertion were significantly higher than the first two samples on the second day of the insertion. Finally, adiponectin concentrations in dialysate samples recovered by 100 KD microdialysis catheters were very low. Therefore, the effect of the exercise was not clear. The second study aimed to compare the adiponectin concentrations in plasma and dialysate samples. Six healthy male volunteers age 32.8 ± 13.1 years and BMI 25.9 ± 3.3 kg/m2 (mean ± SD), were recruited for this study. The experiment was run for two consecutive days using the same microdialysis catheters CMA 66. Dialysate samples were collected as before. 2 ml of blood samples were collected using a cannula inserted into the anticubital vein. Samples were taken every hour for a period of five hours each day. The plasma and dialysate samples were analysed for adiponectin using the Mercodia kits. Adiponectin concentrations in plasma samples were 256 and 1791 times higher than the adiponectin concentrations in dialysate samples. The conclusion of the two studies was that the CMA 66 microdialysis catheter with cut off 100 KD membranes only recovers a small part of the total adiponectin present. M. Alzwayi iv Therefore a third study was designed to use plasma samples. The aim of the study was to investigate the effect of acute exercise at 50% 2 . V O max on HMW adiponectin, total adiponectin, interleukin (IL)-6, tumour necrosis factor alpha (TNF-α), insulin and glucose concentrations directly after the exercise, one hour after and 48 hours. 13 young healthy female volunteers age 24.3 ± 2.7 years and BMI 21.9 ± 2.2 kg/m2 (mean ± SD) contributed in this study. The volunteers were invited for five visits. Their fitness was measured on the first visit. Then they came for two main trials rest day and exercise day, which they were randomly assigned. The main trails lasted for two hours. Three blood samples were collected each day using same cannulated system in the second study. The volunteers followed 48 hours after each trial, one blood sample were collected each day. The 8 plasma samples were analysed for: total adiponectin and insulin concentrations via Mercodia ELISA kits, HMW adiponectin, IL-6 and TNF-α concentration via R&D systems and glucose concentration using the glucose oxidase colorimetric method. The results showed no statistical difference in total or HMW adiponectin, TNF-α and glucose concentrations under the effect of moderate exercise at 50% 2 . V O max either directly or 48 (p value > 0.05). IL-6 concentrations increased about two fold one hour after the exercise above the resting level (P value < 0.05). IL-6 concentrations return to the basal level 48 hour latter. Insulin concentrations show a decrease one hour after the exercise finished. The number of volunteers was small and the change was close to significance. A one way ANOVA returned a P value of < 0.05, but a two way ANOVA with repeated measures returned a P value of > 0.05. In conclusion, the acute exercise at 50% 2 . V O max changes IL-6 concentrations but it has no effect on adiponectin concentrations in dialysate or plasma samples. Low adiponectin concentration is related to obesity, insulin resistance and T2D. Therefore, increase in adiponectin concentration probably lies in weight loss and the exercise may play role, even if it has little direct action on adiponectin concentration.

This thesis is an architectural study surveying on miniature parks and miniature models exhibited in them and particularly focuses on Miniaturk - the first miniature park of Turkey- located in Istanbul. It is established as an environment containing a group of miniature models of buildings and landscapes, which display the variety, and richness of the cultural tradition of the previous and contemporary Anatolian civilizations, and especially Ottoman grandeur. In this study, it is argued that Miniaturk stands as a hybrid category between a museum, a public park and entertainment centre. Miniaturk is also conceived as an architectural environment providing a possible ground to discuss the conceptions, misconceptions and presuppositions about architecture in the popular realm and in the professional and disciplinary framework. Thereby, Miniaturk is investigated through the processes of its production including the initial design idea and all the stages of its construction. This study also tries to discuss the miniature models from different points of view. Whether they are considered as tools of architectural representation or not by the professionals, the popularity and the communicative advantage of these models can be used to arouse interest in the cultural and historical heritage as well as the contemporary architecture. The daily life of man on the street is strictly connected with architecture / therefore Miniaturk requires recognition as an environment for realization of these connections and relations.

Pushover analysis involves certain approximations and simplifications that some amount of variation is always expected to exist in seismic demand prediction of pushover analysis. In literature, some improved pushover procedures have been proposed to overcome the certain limitations of traditional pushover procedures. The effects and the accuracy of invariant lateral load patterns utilised in pushover analysis to predict the behavior imposed on the structure due to randomly selected individual ground motions causing elastic and various levels of nonlinear response were evaluated in this study. For this purpose, pushover analyses using various invariant lateral load patterns and Modal Pushover Analysis were performed on reinforced concrete and steel moment resisting frames covering a broad range of fundamental periods. Certain response parameters predicted by each pushover procedure were compared with the &#039 / exact&#039 / results obtained from nonlinear dynamic analysis. The primary observations from the study showed that the accuracy of the pushover results depends strongly on the load path, properties of the structure and the characteristics of the ground motion. Pushover analyses were performed by both DRAIN-2DX and SAP2000. Similar pushover results were obtained from the two different softwares employed in the study provided that similar approach is used in modeling the nonlinear properties of members as well as their structural features. The accuracy of approximate procedures utilised to estimate target displacement was also studied on frame structures. The accuracy of the predictions was observed to depend on the approximations involved in the theory of the procedures, structural properties and ground motion characteristics.

Mobile robotics has become a rapidly developing field of interdisciplinary research within robotics. This promising field has attracted the attention of academicy, industry, several government agencies. Currently from security to personal service mobile robots are being used in a variety of tasks. The use of such robots is expected to only increase in the near future. In this study, it is aimed to design and manufacture a versatile robot base. This base is aimed to be the main driving unit for various applications performed both indoors and outdoors ranging from personal service and assistance to military applications. The study does not attempt to individually address any specific application, indeed it is aimed to shape up a robotic module that can be used in a wide range of application on different terrain with proper modification. The robot base is specifically designed for mixed terrain applications, yet this study attempts to provide some guidelines to help robot designers. The manufactured robot base is tested with tracks, wheels, and with both tracks and wheels, results are provided as guidelines to robot designers. Last but no the least, this study aims to obtain the know-how of building functional and flexible robots in Turkey by facilitating local resources as much as possible.

This thesis analyses the utilization of intellectual property rights (IPRs) by small and medium-sized enterprises (SMEs), their contribution to economic and technological development and policies to be implemented for the SMEs to make more use of the system in order to reach a desired level of growth. Small and medium-scaled enterprises constitute more than 90 % of all firms almost all over the world and a substantial proportion of employment and turnover. This fact bares the necessity for the SMEs to make more use of the intellectual property rights system which is one of the components of innovation and technological growth, in order to achieve the desired level of economic and technological development. This paper discusses the existing and possible contribution of the IPRs obtained by SMEs to economic and technological development and the policies to be implemented in order to encourage intensive utilization of the system by the SMEs. The results of surveys previously carried out both in Turkey and abroad are incorporated within the results of a survey which was organized in the context of this thesis among 86 enterprises in 12 organized industrial zones all over Turkey. The latter survey measures the IPR utilization of the SMEs and the reasons behind under-utilization. Among the firms studied, 60 % of them are R&amp / D performers, 34 % have a distinct R&amp / D department while 56 % of them reported to have developed a new product, process or design. However only one third of these innovative firms have had an IP application and the percentage was even lower with IPR supports / only 2.3 % of the firms applied for IPR supports. The main reason for this underutilization of both IPRs and IPR supports was found as lack of awareness. Policy proposals were tried to be put forward depending on the findings of the survey and raising awareness was defined as the most important measure to be taken.

This thesis addresses the contested and poorly defined subject area of cultural iconicity. Careful consideration of three specific uses of the term - in the popular media, as a new way of articulating national identity, and in academic publications - reveals the extent to which the term is currently poorly comprehended and misapplied. The research proposes the introduction of tighter defining parameters to cultural iconography and presents an original definition against existing work in the field. The main aim, therefore, is straightforward; to attempt to answer the general question, what are cultural icons? To meet this end a definition of iconicity will be proposed consisting of four inter-connected conditions comprising, a) distinctness of image, b) durability of image, c) reproducibility of image and d) the tragic-dramatic narrative inherent in the image. The decision to implement such a definition is supported by a range of theoretical influences, from the ideas on perception developed by the German philosopher Arthur Schopenhauer, to recent work on the dramatic impact of tele-visual images. The philosophical influence applies the idea that human perception is strongly drawn towards tragic-dramatic forms - the tragic-dramatic narrative of cultural icons being an essential component of the definition - while new research into how images impact on common memory supports this application. The method adopted attacks the central question in three ways. Firstly, by applying throughout the work an original and practical working definition of cultural iconicity. Secondly, by differentiating the properties of primary cultural icons from other important cultural symbols (as in, for example, comparing cultural icons to photographic iconography and non-image based cultural myths). Third, a series of in-depth case studies applying the definition to real examples, which will be the crux of the project and, if successful, may prove not only an original contribution to knowledge in this new and exciting area of research, but should also appeal to a wider, non-academic readership.

A growing body of evidence now exist, which suggests that Healthcare Associated Infections (HAI) are a major cause of morbidity and mortality. There is, however, a paucity of empirical knowledge and evidence-base of the role of Facilities Management (FM) in the control of HAI. Therefore, the main aim of this research was to investigate the role of FM in the control of HAI. The focus of the study is on domestic services. The research methodology of the study employed both qualitative and quantitative approaches. Altogether, 81 interviews were carried out involving experts in the areas of FM and HAI in the National Health Service (NHS). The qualitative data collected was analysed using content analysis. The qualitative data sets were then augmented by 412 completed questionnaires. The quantitative data sets obtained were subjected to rigorous statistical analyses. The study concluded that FM has a major role to play in the control of HAI, mainly in terms of cleaning, catering, waste management and laundry and linen services. However, FM is yet to feature prominently in the ‘control of HAI agenda’ in the NHS. There is evidence and lack of clarity on the roles and clear lines of communication between the major players in the control of HAI in FM services. There is a relatively low level of integration between the clinical teams and FM teams in the control of HAI. The roles and benefits of knowledge management and performance management are yet to be fully exploited in FM services in the control of HAI. A Performance Management Framework (PMF) for the control of HAI in FM services (particularly in domestic services) have been developed, tested and validated. The study recommends, inter alia, that FM should be made integral to the core services in hospitals for effective control of HAI. A national training and education framework for FM teams should be developed in order to enable them to carry out their work to the highest standards. There is also a need to adhere to a Performance Management Framework (PMF), which allows FM services to monitor and measure the performances in the control of HAI. The research methodology employed in this study could be replicated in different countries, including developing countries. There is also scope to research the key motivational constructs associated with effective knowledge sharing between the domestics and ICT teams in the control of HAI.

Since the 1980s, Taiwan has been subjected to heavy foreign and global influences, leading to a marked erosion of its traditional cultural forms. Indigenous traditions have had to struggle to hold their own and to strike out into new territory, adopt or adapt to Western models. For most theatres in Taiwan, Shakespeare has inevitably served as a model to be imitated and a touchstone of quality. Such Taiwanese Shakespeare performances prove to be much more than merely a combination of Shakespeare and Taiwan, constituting a new fusion which shows Taiwan as hospitable to foreign influences and unafraid to modify them for its own purposes. Nonetheless, Shakespeare performances in contemporary Taiwan are not only a demonstration of hybridity of Westernisation but also Sinification influences. Since the 1945 Kuomintang (Chinese Nationalist Party, or KMT) takeover of Taiwan, the KMT’s one-party state has established Chinese identity over a Taiwan identity by imposing cultural assimilation through such practices as the Mandarin-only policy during the Chinese Cultural Renaissance in Taiwan. Both Taiwan and Mainland China are on the margin of a “metropolitan bank of Shakespeare knowledge” (Orkin, 2005, p. 1), but it is this negotiation of identity that makes the Taiwanese interpretation of Shakespeare much different from that of a Mainlanders’ approach, while they share certain commonalities that inextricably link them. This study thus examines the interrelation between Taiwan and Mainland China operatic cultural forms and how negotiation of their different identities constitutes a singular different Taiwanese Shakespeare from Chinese Shakespeare. In recognising this, the core of this thesis rests on how Shakespeare plays speak insightfully to Taiwan society across historical, geographical, and cultural boundaries. Many Shakespeare plays powerfully echo the political turmoil of contemporary Taiwan society, but it is the negotiation of the political and cultural dependency that constitutes a distinct Taiwanese Shakespeare identity that is different from Chinese Shakespeare. This study therefore focuses on Shakespeare performances in contemporary Taiwan between 1986 and 2003, emphasising political context as key factor in adaptation, as Taiwan society transited from a military age to post-millennium democracy after martial law was lifted in 1987.