Miracle-dz/UniFAR-FTUs huggingface dataset:
Série Scientifique Scientific Series Recent Advances in Numerical Methods for Pricing Derivative Securities Recent Advances in Numerical Methods for Pricing Derivative Securities

Ce document est publié dans l'intention de rendre accessibles les résultats préliminaires de la recherche effectuée au CIRANO, afin de susciter des échanges et des suggestions. Les idées et les opinions émises sont sous l'unique responsabilité des auteurs, et ne représentent pas nécessairement les positions du CIRANO ou de ses partenaires. This paper presents preliminary research carried out at CIRANO and aims to encourage discussion and comment. The observations and viewpoints expressed are the sole responsibility of the authors. They do not necessarily represent positions of CIRANO or its partners. CIRANO Le CIRANO est une corporation privée à but non lucratif constituée en vertu de la Loi des compagnies du Québec. Le financement de son infrastructure et de ses activités de recherche provient des cotisations de ses organisations-membres, d'une subvention d'infrastructure du ministère de l'Industrie, du Commerce, de la Science et de la Technologie, de même que des subventions et mandats obtenus par ses équipes de recherche. La Série Scientifique est la réalisation d'une des missions que s'est données le CIRANO, soit de développer l'analyse scientifique des organisations et des comportements stratégiques. CIRANO is a private non-profit organization incorporated under the Québec Companies Act. Its infrastructure and research activities are funded through fees paid by member organizations, an infrastructure grant from the Ministère de l'Industrie, du Commerce, de la Science et de la Technologie, and grants and research mandates obtained by its research teams. The Scientific Series fulfils one of the missions of CIRANO: to develop the scientific analysis of organizations and strategic behaviour. Résumé / Abstract Cet article présente une synthèse des méthodes numériques récentes utilisées pour l'évaluation des titres dérivés. Des méthodes qui s'appliquent aux options américaines standard sur actif sous-jacent unique, aux options avec barrières (barrier options) et rétroactives (lookback options), ainsi qu'aux options sur actifs multiples, sont passées en revue. Des critères de comparaison des diverses approches sont discutés. De nouveaux résultats numériques sont également présentés. This paper provides a survey of recent numerical methods for pricing derivative securities. Methods for standard American options on a single underlying asset, barrier and lookback options and options on multiple assets are reviewed. Criteria for comparison of different approaches are discussed. New computational results are also presented.
A Complete Algebraic Solvability Test for theNonstrict Lyapunov

For arbitrary equally sized square complex matrices A and Q (Q Hermitian), the paper provides a complete algebraic test for verifying the existence of a Hermitian solution X of the nonstrict Lyapunov inequality A X + XA + Q 0: If existing, we exhibit how to construct a solution. Our approach involves the validation problem for the linear matrix inequality P k j=1 (A j X j B j + B j X j A j) + Q > 0 in X j , for which we provide an algebraic solvability test and a procedure to construct solutions if the kernels of A j or, dually, those of B j form an isotonic sequence. 0 C + is the complex plane, partitioned into the open left-half plane, the imaginary axis, and the open right-half plane. For a subspace S C n , A ? S denotes the preimage fx 2 C m j A x 2 Sg of S under the-th power A of A 2 C nn .
Estimating the Osmolarities of Tears During Evaporation Through the “Eyes” of the Corneal Nerves

Purpose A population of corneal neurons in rats preferentially sense and monitor the hyperosmolar conditions of tears when the tears begin to evaporate during corneal dryness. The present study exploited this ability in an effort to estimate tear osmolarities by comparing the responses to corneal dryness to their responses to hyperosmolar stimuli. Methods Extracellular recordings were performed from single neurons in the trigeminal ganglia innervating the corneas of rats. To determine the extent to which the corneal neurons' responses to drying of the cornea were induced via the activation by hyperosmolar stimuli, we assessed the responses to ocular instillation of 500 and 600 mOsm/L, and a graded series of hyperosmolar stimuli ranging from 350 to 1000 mOsm/L. Results The magnitudes of the responses to drying of the cornea were matched almost exactly to those induced by the ocular instillation of the 600 mOsm/L stimuli but not the 500 mOsm/L solutions. The response magnitudes to a graded series of hyperosmolar solutions were nearly linear from the 350 to the 600 mOsm/L stimuli, but reached a plateau or declined slightly thereafter. Conclusions Our results demonstrate that the tear osmolarity in rats could reach 600 to 1000 mOsm/L during ocular dryness. Furthermore, a spontaneous eye blink could be generated at a tear osmolarity of approximately 400 mOsm/L if the blink is solely determined by hyperosmolar tears, but ocular surface cooling also can become a major factor if hyperosmolar tears occurring during ocular dryness lower the threshold of activation of the neurons.
Strong approximation for the sums of squares of augmented GARCH sequences

Abstract: We study so–called augmented GARCH sequences, which include many submodels of considerable interest, such as polynomial and exponential GARCH. To model the returns of speculative assets, it is particularly important to understand the behaviour of the squares of the observations. The main aim of this paper is to present a strong approximation for the sum of the squares. This will be achieved by an approximation of the volatility sequence with a sequence of blockwise independent random variables. Furthermore, we derive a necessary and sufficient condition for the existence of a unique (strictly) stationary solution of the general augmented GARCH equations. Also, necessary and sufficient conditions for the finiteness of moments are provided.
Abstractions and Transformations Technical Report No : 2004-14 Comparing Reliability / Redundancy Trade-offs of Von Neumann Based Multiplexing Architectures

Majority gates play an important role in defectand fault-tolerant circuit implementations for nanotechnologies due to their use in redundancy mechanisms such as TMR, CTMR etc. Therefore, providing reliable implementation of majority logic using some redundancy mechanism is extremely important. This problem was addressed by von Neumann in 1956, in the form of ”majority multiplexing” and since then several analytical probabilistic models have been proposed to analyze majority multiplexing circuits. However, such analytical approaches are extremely challenging combinatorially and error prone. Also the previous analyses did not distinguish between permanent faults at the gates and transient faults due to noisy interconnects or noise effects on gates. In this paper, we provide explicit fault models for transient and permanent errors at the gates and noise effects at the interconnects. We model majority multiplexing in a probabilistic system description language, and use probabilistic model checking to analyze the effects of our fault models on the different reliability/redundancy trade-offs for majority multiplexing configurations. We also draw parallels with another fundamental logic gate multiplexing technique, namely NAND multiplexing. VLSI designs at the nano-scale will utilize implementation fabrics prone to faults of permanent and transient nature, and the interconnects will be extensively affected by noise, hence a comparative study of NAND multiplexing vs. majority multiplexing is needed in case the designers are confronted with the choice to implement redundancy in either way to mitigate the effects of such faults. This paper provides models, methodologies and tools that can capture probabilistically quantified fault models and provide quick evaluation of the trade-offs.
Young peoples’ reflections on what teachers think about family obligations that conflict with school: A focus on the non-normative roles of young caring and language brokering

In ‘Western’ contexts, school attendance is considered central for an ‘ideal’ childhood. However, many young people engage with home roles that conflict with school expectations. This article explores perceptions of that process in relation to two home activities – language brokering and young caring. We interviewed 46 young people and asked them to reflect on what the teacher would think when a child had to miss school to help a family member. This article discusses the young people’s overall need to keep their out-of-school lives private from their teachers.
Effectiveness of Different Classes of Fungicides on Botrytis cinerea Causing Gray Mold on Fruit and Vegetables

Botrytis cinerea is a necrotrophic pathogen causing a major problem in the export and post-harvest of strawberries. Inappropriate use of fungicides leads to resistance among fungal pathogens. Therefore, it is necessary to evaluate the sensitivity of B. cinerea to various classes of fungicide and to determine the effectiveness of different concentrations of commonly used fungicides. We thus evaluated the effectiveness of six classes of fungicide in inhibiting the growth and development of this pathogen, namely, fludioxonil, iprodione, pyrimethanil, tebuconazole, fenpyrazamine, and boscalid. Fludioxonil was the most effective (EC50 < 0.1 μg/ml), and pyrimethanil was the least effective (EC50 = 50 μg/ml), at inhibiting the mycelial growth of B. cinerea. Fenpyrazamine and pyrimethanil showed relatively low effectiveness in inhibiting the germination and conidial production of B. cinerea. Our results are useful for the management of B. cinerea and as a basis for monitoring the sensitivity of B. cinerea strains to fungicides.
Measuring Information Technology and Productivity in the New Economy

The growing importance of information technology raises significant challenges for statisticians and economists. The US national accounts now incorporate sophisticated measurement tools to capture the rapid rates of technological change and dramatic improvements in the performance/price ratio of many hightech assets like computer hardware, software, and telecommunications goods. These data have been incorporated into traditional sources of growth analyses to identify the impact of information technology on the US economy. The emerging consensus is that information technology played a key role in the post-1995 revival of US productivity growth.
Impact of Changing Clinical Practices on Early Blood Gas Analyses in Very Preterm Infants and Their Associated Inpatient Outcomes

Background Early studies suggest an association of abnormal carbon dioxide (PCO2) or oxygen (PO2) levels with adverse inpatient outcomes in very preterm babies. Recent resuscitation practice changes, such as targeted oxygen therapy, end-expiratory pressure, and rescue surfactant may influence these associations. Objective The aim of this study is to assess the range of the initial partial pressures of PCO2 and PO2 in preterm neonates <33 weeks gestational age after birth and their correlation to inpatient neonatal outcomes. Study design This is a prospective observational cohort study of infants <33 weeks gestational age with arterial or venous blood gas analysis performed within the first hour after birth. Results One hundred seventy infants (arterial n = 75, venous n = 95) with mean (SD) gestational age of 28 (3) weeks and birth weight of 1,111 (403) g were included. None of the infants with arterial blood gases had hypocarbia (<30 mmHg), 32 (43%) had normocarbia (30–55 mmHg), and 43 (57%) had hypercarbia (>55 mmHg). Seventeen of the infants with arterial blood gases (22%) had hypoxia (<50 mmHg), 50 (67%) normoxia, and 8 (11%) hyperoxia (>80 mmHg). In infants with venous blood samples, none had venous PCO2 < 40 mmHg, 41 (43%) had venous PCO2 40–60 mmHg, and 54 (57%) had venous PCO2 > 60 mmHg. Multivariable logistic regression analysis showed no association of low or high PCO2 or PO2 with death or major inpatient morbidities. Conclusion With current resuscitation and stabilization practices, hyperoxia and hypocarbia was uncommon, and hypercarbia occurred frequently. None of these findings correlate with adverse inpatient outcomes or death. Our findings are in direct contrast to published observations using historical practices.
RESISTENSI PEREMPUAN TERHADAP TRADISI-TRADISI DI PESANTREN ANALISIS WACANA KRITIS TERHADAP NOVEL PEREMPUAN BERKALUNG SORBAN

Gender issue in a pesantren (Islamic Boarding House) is a part of larger gender issues in Indonesia, either in education or religion. The main indicator of gender issue in pesantren is a striking gap between men and women. Themes related to this issue actually are not new for novels in Indonesia. Some novels related to pesantren usually portray women as helplessness, subordinate, inferior, and marginalized. However, in Perempuan Berkalung Sorban (PBS) novel, the author tried to empower women through his writings. Women in PBS novel was portrayed as smart, brave, and critical towards pesantren’s hegemony such as power relation between santri (students) and kiai (teachers), the understanding of classical books (Kitab Kuning), social relations between men and women in pesantren, and so forth
Circadian expressions of cardiac ion channel genes in mouse might be associated with the central clock in the SCN but not the peripheral clock in the heart

Significant circadian variations exist in the frequency of cardiac arrhythmia, but few studies have examined the relation between cardiac ion channels genes and biological clocks. We investigated this relation using suprachiasmatic nuclei lesion (SCNX) and pharmacological autonomic nervous system block (ANSB) mice. Significant 24-h variations were observed in the expression of clock genes Per2, Bmal1, and Dbp and ion channel genes KCNA5, KCND2, KCHIP2, and KCNK3 in the control mice hearts. In the SCNX mice, all genes examined lost circadian rhythm. In the ANSB mice, the expressions of the three clock genes were dampened significantly but still had circadian rhythm, whereas the four ion channel gene expressions lost rhythm. Heart rate also lost circadian rhythm in both the SCNX and ANSB mice. These results suggest that some ion channel gene expressions might be regulated by the central clock in the SCN through the ANS but not the peripheral clock in the heart.
Bacterial community composition differs with species and toxigenicity of the diatom Pseudo-nitzschia

Interactions between bacteria and members of the marine diatom genus Pseudonitzschia may enhance production of the toxin domoic acid (DA) by toxigenic strains of Pseudonitzschia. To gain a broader understanding of relationships between bacteria and Pseudo-nitzschia species, we used automated ribosomal intergenic spacer analysis (ARISA) to assess the composition of the bacterial communities coexisting with 18 Pseudo-nitzschia strains representing 6 species. For cultures surveyed across multiple time points and size fractions, the attached and free-living bacterial communities were not significantly distinct from one another, and bacterial composition was stable across diatom growth phases (exponential versus stationary) and approximately 1 yr in culture. Among all cultures, bacterial communities differed significantly with Pseudo-nitzschia species and toxigenicity. Toxigenic strains of Pseudo-nitzschia hosted fewer bacterial ARISA operational taxonomic units (OTUs), in comparison to nontoxigenic strains. We constructed two 16S rDNA clone libraries to identify bacteria coexisting with 1 P. multiseries (toxigenic) and 1 P. delicatissima (non toxigenic) culture. Both cultures hosted members of the Roseobacter clade, Gammaproteobacteria, and Flavobacteria, yet the specific bacteria coexisting with each Pseudo-nitzschia strain differed at the genus level or above. Our findings support the hypothesis that bacterial communities respond to DA or other species-specific differences in the environments created by Pseudo-nitzschia strains.
A depth space approach to human-robot collision avoidance

In this paper a real-time collision avoidance approach is presented for safe human-robot coexistence. The main contribution is a fast method to evaluate distances between the robot and possibly moving obstacles (including humans), based on the concept of depth space. The distances are used to generate repulsive vectors that are used to control the robot while executing a generic motion task. The repulsive vectors can also take advantage of an estimation of the obstacle velocity. In order to preserve the execution of a Cartesian task with a redundant manipulator, a simple collision avoidance algorithm has been implemented where different reaction behaviors are set up for the end-effector and for other control points along the robot structure. The complete collision avoidance framework, from perception of the environment to joint-level robot control, is presented for a 7-dof KUKA Light-Weight-Robot IV using the Microsoft Kinect sensor. Experimental results are reported for dynamic environments with obstacles and a human.
A 3D Model Retrieval System Based On the Derivative Radial Distance

In recent years, the demand for a content-based 3D model retrieval system becomes an important issue. Hence, we will propose two features, included radial distance (RD) and derivative radial distance (DRD) for 3D model retrieval. To derive better retrieval results, we will combine the RD and DRD. The experiments are conducted on the Princeton Shape Benchmark (PSB) database. Experiment results show that our proposed method is superior to others.
Macrophage Polarization at the Crossroad Between HIV-1 Infection and Cancer Development

Mononuclear phagocytes play a fundamental role in the tissue homeostasis and innate defenses against viruses and other microbial pathogens. In addition, they are likely involved in several steps of cancer development. Circulating monocytes and tissue macrophages are target cells of viral infections, including human cytomegalovirus, human herpes virus 8, and the HIV, and alterations of their functional and phenotypic properties are likely involved in many tissue-degenerative diseases, including atherosclerosis and cancer. Different tissue microenvironments as well as their pathological alterations can profoundly affect the polarization state of macrophages toward the extreme phenotypes conventionally termed M1 and M2. Thus, targeting disease-associated macrophages is considered a potential approach particularly in the context of cancer-associated tumor-associated macrophages, supporting malignant cell growth and progression toward a metastatic phenotype. Of note is the fact that tumor-associated macrophages isolated from established tumors display phenotypic and functional features similar to those of in vitro–derived M2-polarized cells. Concerning HIV-1 infection, viral eradication strategies in the context of combination antiretroviral therapy should also consider the possibility to deplete, at least transiently, certain mononuclear phagocytes subsets, although the possibility of distinguishing those that are either infected or pathogenically altered remains a goal of future research. In the present review, we will focus on the recent literature concerning the role of human macrophage polarization in viral infections and cancer.
A comparison of soft-in/soft-out algorithms for 'turbo-detection'

Gerhard Bauch , Volker Franz Munich University of Technology (TUM), Institute for Communications Engineering ( LNT) D-80290 Munich, Germany e-mail: gerhard@LNT.e-technik.tu-muenchen.de, WWW: http://www.LNT.e-technik.t u-muenchen.de Siemens AG, OEN MN ER 51 Hofmannstr. 51, D-81359 Munich, Germany e-mail: Volker.Franz@oen.siemens. de Abstract | In turbo–detection the “turbo principle” is applied to joint equalization and decoding. The performance of a turbo scheme strongly depends on the quality of the soft values passed between the soft–in/soft– out decoders. In this paper we describe the differences between optimum and suboptimum soft–in/soft–out algorithms for equalization and decoding and compare them in a turbo–detection scheme concerning complexity and performance for perfect and mismatched channel estimation. Furthermore, a possibility to improve the soft–values of suboptimum algorithms which tend to be too optimistic is mentioned.
Multiview video coding based on rectified epipolar lines

Fast and efficient disparity estimation and compensation are the key techniques in multi-view video processing. When implementing multi-view video coding, there are lots of temporal and inter-viewpoint redundancy among viewpoints, which makes the compression work more challenging. It is found that the inter-viewpoint relationship is subject to the epipolar geometry, which provides constraints between the two image sequences of multi-view video. To efficiently encode data-intensive multi-view imaging content, a fast disparity estimation (DE) search method is proposed in this paper based on the rectified epipolar lines. Theoretical analysis and experimental results prove that the proposed disparity estimation search method can efficiently confine the search range in the process of disparity estimation. Our algorithm can reconstruct images with similar quality compared with the full search and the TZ fast search methods in JMVC (Joint Multi-view Video Coding), but the total encoding time is reduced by 30% and 40% respectively.
Age Related Bioenergetics Profiles in Isolated Rat Cardiomyocytes Using Extracellular Flux Analyses

Mitochondrial dysfunction is increasingly recognized and studied as a mediator of heart disease. Extracellular flux analysis (XF) has emerged as a powerful tool to investigate cellular bioenergetics in the context of cardiac health and disease, however its use and interpretation requires improved understanding of the normal metabolic differences in cardiomyocytes (CM) at various stages of maturation. This study standardized XF analyses methods (mitochondrial stress test, glycolytic stress test and palmitate oxidation test) and established age related differences in bioenergetics profiles of healthy CMs at newborn (NB1), weaning (3WK), adult (10WK) and aged (12–18MO) time points. Findings show that immature CMs demonstrate a more robust and sustained glycolytic capacity and a relative inability to oxidize fatty acids when compared to older CMs. The study also highlights the need to recognize the contribution of CO2 from the Krebs cycle as well as lactate from anaerobic glycolysis to the proton production rate before interpreting glycolytic capacity in CMs. Overall, this study demonstrates that caution should be taken to assure that translatable developmental time points are used to investigate mitochondrial dysfunction as a cause of cardiac disease. Specifically, XF analysis of newborn CMs should be reserved to study fetal/neonatal disease and older CMs (≥10 weeks) should be used to investigate adult disease pathogenesis. Knowledge gained will aid in improved investigation of developmentally programmed heart disease and stress the importance of discerning maturational differences in bioenergetics when developing mitochondrial targeted preventative and therapeutic strategies for cardiac disease.