We have synthesized the fluorine-I 8 labeled derivative of N-fert-butyl-aphenylnitrone (PBN), a free radical spin trapping agent widely used with electron spin resonance (ESR). N-tert-Butyl-a-(4-[18F]fluorophenyl)nitrone ([18F]FPBN) could be prepared with low radiochemical yield (3% decay corrected) by the direct aromatic nucleophilic substitution of N-tertbutyl-a-(4-nitrophenyl)nitrone with [1...

Modelling of technological processes of heat treatment or welding, involving multiple heat source transitions, requires considering the phenomenon of tempering. In work have been presented results of dilatometric research of hardened C45 steel subjected to tempering. The analysis of the infl uence of heating rate at the kinetic determined from dilatometric curves has been made. There have also ...

The paper considers the conjecture that forecasts from preferred economic models or theories d-separate forecasts from less preferred models or theories from the actual realization of the variable for which a scientific explanation is sought. Dseparation provides a succinct notion to represent forecast dominance of one set of forecasts over another; it provides, as well, a criterion for model p...

One of the most significant factors influencing the liquidity of the financial market is the amount of currency in circulation. Although the central bank is responsible for the distribution of the currency it cannot assess the demand for the currency, as that demand is influenced by the non-banking sector. Therefore, the amount of currency in circulation has to be forecasted. This paper introdu...

We specify a class of non-linear and non-Gaussian models for which we estimate and forecast the conditional distributions with daily frequency. We use these forecasts to calculate VaR measures for three different equity markets (US, GB and Japan). These forecasts are evaluated on the basis of different statistical performance measures as well as on the basis of their economic costs that go alon...

This study evaluates the performance of feed-forward neural networks to model and forecast recovery rates of defaulted bank loans. In order to guarantee that the predictions are mapped into the unit interval, the neural networks are implemented with a logistic activation function in the output neuron. The statistical relevance of explanatory variables is assessed using the bootstrap technique. ...

This study determines whether it is possible to distinguish between conventional and Islamic banks in the Gulf Cooperation Council (GCC) region on the basis of financial characteristics alone. Islamic banks operate under different principles, such as risk sharing and the prohibition of interest, yet both types of banks face similar competitive conditions. The combination of effects makes it unc...

This paper contains a forecasting exercise on 30 time series, ranging on several fields, from economy to ecology. The statistical approach to artificial neural networks modelling developed by the author is compared to linear modelling and to other three well-known neural network modelling procedures: Information Criterion Pruning (ICP), Cross-Validation Pruning (CVP) and Bayesian Regularization...

Gustafsson, Åsa B., and Roberta A. Gottlieb. Bcl-2 family members and apoptosis, taken to heart. Am J Physiol Cell Physiol 292: C45–C51, 2007. First published August 30, 2006; doi:10.1152/ajpcell.00229.2006.—Loss of myocardial cells via apoptosis has been observed in many cardiovascular diseases and has been shown to contribute to the initiation and progression of heart failure. The Bcl-2 famil...

We develop a new consistent conditional moment test of functional form based on nuisance parameter indexed sample moments. We reduce the nuisance parameter space to known countable sets, provide a new vantage into why existing parametric moment condition tests work, and uncover a new class of revealing weights. These results are exploited to construct a weighted average conditional moment test,...