Gözde Ünal - Profile on Academia.edu (original) (raw)

Papers by Gözde Ünal

Research paper thumbnail of Spray drying as a method of producing silk sericin powders

Research paper thumbnail of Generating shapes by analogies: An application to hearing aid design

Computer-aided Design, 2011

Research paper thumbnail of Efficient Classification of Scanned Media Using Spatial Statistics

International Journal of Pattern Recognition and Artificial Intelligence, 2010

We address the automatic classification of scanned input media in order to improve color calibrat... more We address the automatic classification of scanned input media in order to improve color calibration. Since scanner responses vary significantly according to the type of input, a media dependent color calibration for a scanner is desirable for accurately mapping scanner responses to a standard color space. To assist such media dependent calibration, we propose an efficient algorithm for automated classification of input media into four major classes corresponding to photographic, lithographic, xerographic, and inkjet. Our technique exploits the strong correlation between the type of input medium and the spatial statistics of corresponding images, which may be observed in the scanned images. Adopting two spatial statistical measures of dispersion and periodicity, and utilizing extensive training data, we determine well separated decision regions to classify the input medium with a high confidence level. Experimental results over an independent test data set validate the results.

Research paper thumbnail of The Nasal Septum: An Unusual Presentation of Metastatic Renal Cell Carcinoma

Journal of Craniofacial Surgery, 2009

Research paper thumbnail of Manifold Learning for Image-Based Gating of Intravascular Ultrasound(IVUS) Pullback Sequences

Intravascular Ultrasound(IVUS) is an imaging technology which provides cross-sectional images of ... more Intravascular Ultrasound(IVUS) is an imaging technology which provides cross-sectional images of internal coronary vessel structures. The IVUS frames are acquired by pulling the catheter back with a motor running at a constant speed. However, during the pullback, some artifacts occur due to the beating heart. These artifacts cause inaccurate measurements for total vessel and lumen volume and limitation for further processing. Elimination of these artifacts are possible with an ECG (electrocardiogram) signal, which determines the time interval corresponding to a particular phase of the cardiac cycle. However, using ECG signal requires a special gating unit, which causes loss of important information about the vessel, and furthermore, ECG gating function may not be available in all clinical systems. To address this problem, we propose an image-based gating technique based on manifold learning. Quantitative tests are performed on 3 different patients, 6 different pullbacks and 24 different vessel cuts. In order to validate our method, the results of our method are compared to those of ECG-Gating method.

Research paper thumbnail of Coupled Nonparametric Shape and Moment-Based Intershape Pose Priors for Multiple Basal Ganglia Structure Segmentation

IEEE Transactions on Medical Imaging, 2010

Research paper thumbnail of Cointegration and Extreme Value Analyses of Bovespa and the Istanbul Stock Exchange

This paper investigates the long-term financial integration and bivariate extreme dependence betw... more This paper investigates the long-term financial integration and bivariate extreme dependence between Bovespa and the Istanbul Stock Exchange. While a static cointegration test presents no evidence of long-term cointegration, the introduction of a structural break into the model shows that Bovespa and the ISE were cointegrated following the local crisis in Turkey in 2000. Dynamic cointegration tests and DCC-GARCH analysis also reveal that Bovespa and the ISE reacted strongly not only to systemic crises as expected, but also unexpectedly to local crises in each other. This shows that equity prices in two emerging markets in distant regions of the world can co-move in the absence of significant trade and financial linkages. This suggests that there are underlying processes that affect equity prices other than trade, financial linkages, macroeconomic ties, and FDI as the prior literature suggests. While episodic cointegration is found for Bovespa and the ISE, the extremes of these markets still possess asymptotic independence, suggesting diversification opportunities. * We would like to thank to the two anonymous referees for their valuable comments and suggestions in writing of this paper. This research is supported by Bogazici University Research Fund (07N301). 14 A 0.0025 probability times 3,484 days. 15 As all bivariate extreme value distributions are asymptotically dependent, the _ , χ statistic is always equal to 1.

Research paper thumbnail of Cointegration and Extreme Value Analyses of Bovespa and the Istanbul Stock Exchange

This paper investigates the long-term financial integration and bivariate extreme dependence betw... more This paper investigates the long-term financial integration and bivariate extreme dependence between Bovespa and the Istanbul Stock Exchange. While a static cointegration test presents no evidence of long-term cointegration, the introduction of a structural break into the model shows that Bovespa and the ISE were cointegrated following the local crisis in Turkey in 2000. Dynamic cointegration tests and DCC-GARCH analysis also reveal that Bovespa and the ISE reacted strongly not only to systemic crises as expected, but also unexpectedly to local crises in each other. This shows that equity prices in two emerging markets in distant regions of the world can co-move in the absence of significant trade and financial linkages. This suggests that there are underlying processes that affect equity prices other than trade, financial linkages, macroeconomic ties, and FDI as the prior literature suggests. While episodic cointegration is found for Bovespa and the ISE, the extremes of these markets still possess asymptotic independence, suggesting diversification opportunities. * We would like to thank to the two anonymous referees for their valuable comments and suggestions in writing of this paper. This research is supported by Bogazici University Research Fund (07N301). 14 A 0.0025 probability times 3,484 days. 15 As all bivariate extreme value distributions are asymptotically dependent, the _ , χ statistic is always equal to 1.

Research paper thumbnail of Spray drying as a method of producing silk sericin powders

Research paper thumbnail of Generating shapes by analogies: An application to hearing aid design

Computer-aided Design, 2011

Research paper thumbnail of Efficient Classification of Scanned Media Using Spatial Statistics

International Journal of Pattern Recognition and Artificial Intelligence, 2010

We address the automatic classification of scanned input media in order to improve color calibrat... more We address the automatic classification of scanned input media in order to improve color calibration. Since scanner responses vary significantly according to the type of input, a media dependent color calibration for a scanner is desirable for accurately mapping scanner responses to a standard color space. To assist such media dependent calibration, we propose an efficient algorithm for automated classification of input media into four major classes corresponding to photographic, lithographic, xerographic, and inkjet. Our technique exploits the strong correlation between the type of input medium and the spatial statistics of corresponding images, which may be observed in the scanned images. Adopting two spatial statistical measures of dispersion and periodicity, and utilizing extensive training data, we determine well separated decision regions to classify the input medium with a high confidence level. Experimental results over an independent test data set validate the results.

Research paper thumbnail of The Nasal Septum: An Unusual Presentation of Metastatic Renal Cell Carcinoma

Journal of Craniofacial Surgery, 2009

Research paper thumbnail of Manifold Learning for Image-Based Gating of Intravascular Ultrasound(IVUS) Pullback Sequences

Intravascular Ultrasound(IVUS) is an imaging technology which provides cross-sectional images of ... more Intravascular Ultrasound(IVUS) is an imaging technology which provides cross-sectional images of internal coronary vessel structures. The IVUS frames are acquired by pulling the catheter back with a motor running at a constant speed. However, during the pullback, some artifacts occur due to the beating heart. These artifacts cause inaccurate measurements for total vessel and lumen volume and limitation for further processing. Elimination of these artifacts are possible with an ECG (electrocardiogram) signal, which determines the time interval corresponding to a particular phase of the cardiac cycle. However, using ECG signal requires a special gating unit, which causes loss of important information about the vessel, and furthermore, ECG gating function may not be available in all clinical systems. To address this problem, we propose an image-based gating technique based on manifold learning. Quantitative tests are performed on 3 different patients, 6 different pullbacks and 24 different vessel cuts. In order to validate our method, the results of our method are compared to those of ECG-Gating method.

Research paper thumbnail of Coupled Nonparametric Shape and Moment-Based Intershape Pose Priors for Multiple Basal Ganglia Structure Segmentation

IEEE Transactions on Medical Imaging, 2010

Research paper thumbnail of Cointegration and Extreme Value Analyses of Bovespa and the Istanbul Stock Exchange

This paper investigates the long-term financial integration and bivariate extreme dependence betw... more This paper investigates the long-term financial integration and bivariate extreme dependence between Bovespa and the Istanbul Stock Exchange. While a static cointegration test presents no evidence of long-term cointegration, the introduction of a structural break into the model shows that Bovespa and the ISE were cointegrated following the local crisis in Turkey in 2000. Dynamic cointegration tests and DCC-GARCH analysis also reveal that Bovespa and the ISE reacted strongly not only to systemic crises as expected, but also unexpectedly to local crises in each other. This shows that equity prices in two emerging markets in distant regions of the world can co-move in the absence of significant trade and financial linkages. This suggests that there are underlying processes that affect equity prices other than trade, financial linkages, macroeconomic ties, and FDI as the prior literature suggests. While episodic cointegration is found for Bovespa and the ISE, the extremes of these markets still possess asymptotic independence, suggesting diversification opportunities. * We would like to thank to the two anonymous referees for their valuable comments and suggestions in writing of this paper. This research is supported by Bogazici University Research Fund (07N301). 14 A 0.0025 probability times 3,484 days. 15 As all bivariate extreme value distributions are asymptotically dependent, the _ , χ statistic is always equal to 1.

Research paper thumbnail of Cointegration and Extreme Value Analyses of Bovespa and the Istanbul Stock Exchange

This paper investigates the long-term financial integration and bivariate extreme dependence betw... more This paper investigates the long-term financial integration and bivariate extreme dependence between Bovespa and the Istanbul Stock Exchange. While a static cointegration test presents no evidence of long-term cointegration, the introduction of a structural break into the model shows that Bovespa and the ISE were cointegrated following the local crisis in Turkey in 2000. Dynamic cointegration tests and DCC-GARCH analysis also reveal that Bovespa and the ISE reacted strongly not only to systemic crises as expected, but also unexpectedly to local crises in each other. This shows that equity prices in two emerging markets in distant regions of the world can co-move in the absence of significant trade and financial linkages. This suggests that there are underlying processes that affect equity prices other than trade, financial linkages, macroeconomic ties, and FDI as the prior literature suggests. While episodic cointegration is found for Bovespa and the ISE, the extremes of these markets still possess asymptotic independence, suggesting diversification opportunities. * We would like to thank to the two anonymous referees for their valuable comments and suggestions in writing of this paper. This research is supported by Bogazici University Research Fund (07N301). 14 A 0.0025 probability times 3,484 days. 15 As all bivariate extreme value distributions are asymptotically dependent, the _ , χ statistic is always equal to 1.