Miracle-dz/UniFAR-FTUs huggingface dataset:
Intraday high-frequency FX trading with adaptive neuro-fuzzy inference systems

This paper introduces an adaptive neuro-fuzzy inference system (ANFIS) for financial trading, which learns to predict price movements from training data consisting of intraday tick data sampled at high frequency. The empirical data used in our investigation are five-minute mid-price time series from FX markets. The ANFIS optimisation involves back-testing as well as varying the number of epochs, and is combined with a new method of capturing volatility using an event-driven approach that takes into consideration directional changes within pre-specified thresholds. The results show that the proposed model outperforms standard strategies such as buy-and-hold or linear forecasting.
Open Access Research

Open access makes research results available via the Internet without the user needing to have a subscription or to make a one-off payment to a publisher. This model of publication has resulted in the creation of both digital repositories and open access electronic journals. Material published using either of these routes is often free of restrictions in terms of both copyright and licensing. This edition of ‘What's on the web’ reviews three websites that look at different aspects of open access: developing open access repositories in universities, academic publishing and communication, and an example of an open access publisher. If you would like to alert readers to useful web pages or suggest topics for this column, please send details to:
Diethylstilbestrol (DES)-Stimulated Hormonal Toxicity is Mediated by ERα Alteration of Target Gene Methylation Patterns and Epigenetic Modifiers (DNMT3A, MBD2, and HDAC2) in the Mouse Seminal Vesicle

Background: Diethylstilbestrol (DES) is a synthetic estrogen associated with adverse effects on reproductive organs. DES-induced toxicity of the mouse seminal vesicle (SV) is mediated by estrogen receptor α (ERα), which alters expression of seminal vesicle secretory protein IV (Svs4) and lactoferrin (Ltf) genes. Objectives: We examined a role for nuclear receptor activity in association with DNA methylation and altered gene expression. Methods: We used the neonatal DES exposure mouse model to examine DNA methylation patterns via bisulfite conversion sequencing in SVs of wild-type (WT) and ERα-knockout (αERKO) mice. Results: The DNA methylation status at four specific CpGs (–160, –237, –306, and –367) in the Svs4 gene promoter changed during mouse development from methylated to unmethylated, and DES prevented this change at 10 weeks of age in WT SV. At two specific CpGs (–449 and –459) of the Ltf gene promoter, DES altered the methylation status from methylated to unmethylated. Alterations in DNA methylation of Svs4 and Ltf were not observed in αERKO SVs, suggesting that changes of methylation status at these CpGs are ERα dependent. The methylation status was associated with the level of gene expression. In addition, gene expression of three epigenetic modifiers—DNMT3A, MBD2, and HDAC2—increased in the SV of DES-exposed WT mice. Conclusion: DES-induced hormonal toxicity resulted from altered gene expression of Svs4 and Ltf associated with changes in DNA methylation that were mediated by ERα. Alterations in gene expression of DNMT3A, MBD2, and HDAC2 in DES-exposed male mice may be involved in mediating the changes in methylation status in the SV. Citation: Li Y, Hamilton KJ, Lai AY, Burns KA, Li L, Wade PA, Korach KS. 2014. Diethylstilbestrol (DES)-stimulated hormonal toxicity is mediated by ERα alteration of target gene methylation patterns and epigenetic modifiers (DNMT3A, MBD2, and HDAC2) in the mouse seminal vesicle. Environ Health Perspect 122:262–268; http://dx.doi. org/10.1289/ehp.1307351
Empirical Effects of Policy Induced Competition in the Electricity Industry: The Case of District Heat Pricing in Finland 1996-2002

The household electricity markets in Finland were opened to the competition on the 1st of November 1998. At the same time, the electricity transmission and distribution networks were regulated by special legislation (Act on Electricity Markets) and by special regulator (Electricity Market Authority). The regulation was extended to limit the unreasonable pricing and to separate financially the different business units (production, distribution and sales). However, the district heating industry does not have industry specific regulation. It is regulated through general Competition Laws. The policy induced competition in the electricity industry is expected to affect the district heating industry since both industries compete in the household heating goods markets. In addition, the district heating industry in Finland has had a regional monopoly within its distribution network. The threat of extended regulation is evident in the industry, since most of the network industries are regulated in order to facilitate access to the network and to speed up the development of competition in the market. The hypothesis of regulatory threat is studied through pricing behaviour of firms by using panel data models. The data consists of 76 district heating companies in Finland in years 1996 - 2002. The results indicate that the district heat markets are non-competitive and some evidence which supports regulat01y threat hypothesis can also be found. The electricity market reform caused a slight decrease in district heating price. The results indicate also that the large and market dominant firms have been more responsive to the policy reform than small firms.
Inflammatory Bowel Disease Alters Intestinal Bile Acid Transporter Expression

The enterohepatic circulation of bile acids (BAs) critically depends on absorption of BA in the terminal ileum and colon, which can be affected by inflammatory bowel disease (IBD). Diarrhea in IBD is believed to result in part from BA malabsorption (BAM). We explored whether IBD alters mRNA expression of key intestinal BA transporters, BA detoxifying systems, and nuclear receptors that regulate BA transport and detoxification. Using real-time polymerase chain reaction, mucosal biopsy specimens from the terminal ileum in Crohn’s disease (CD) patients and from the descending colon in ulcerative colitis (UC) patients were assessed for mRNA expression. Levels were compared with healthy controls. The main ileal BA uptake transporter, the apical sodium dependent bile acid transporter, was downregulated in active CD and UC and in CD in remission. Other significant changes such as repression of breast cancer–related protein and sulphotransferase 2A1 were seen only during active disease. In UC, pancolitis (but not exclusively left-sided colitis) was associated with altered expression of major BA transporters [multidrug resistance–associated protein 3 (MRP3), MRP4, multidrug resistance gene 1, organic solute transporter α/β] and nuclear receptors (pregnane X receptor, vitamin D receptor) in the descending colon. UC pancolitis leads to broad changes and CD ileitis to selective changes in intestinal BA transporter expression. Early medical manipulation of intestinal BA transporters may help prevent BAM.
Muon Size Spectrum measured by KASCADE-Grande

J. van Buren , T. Antoni , W.D. Apel , F. Badea , K. Bekk , A. Bercuci , M. Bertaina , J. Blümer , H. Bozdog , I.M. Brancus , M. Brüggemann , P. Buchholz , A. Chiavassa , K. Daumiller , F. Di Pierro , P. Doll , R. Engel , J. Engler , F. Feßler , P.L. Ghia , H.J. Gils , R. Glasstetter , C. Grupen , A. Haungs , D. Heck , J.R. Hörandel , K.H. Kampert , H.O. Klages , Y. Kolotaev , G. Maier , H.J. Mathes , H.J. Mayer , J. Milke , B. Mitrica , C. Morello , M. Müller , G. Navarra , R. Obenland , J. Oehlschläger , S. Ostapchenko , S. Over , M. Petcu , T. Pierog , S. Plewnia , H. Rebel , A. Risse , M. Roth , H. Schieler , J. Scholz , O. Sima , M. Stümpert , G. Toma , G.C. Trinchero , H. Ulrich , S. Valchierotti , W. Walkowiak , A. Weindl , J. Wochele , J. Zabierowski , S. Zagromski and D. Zimmermann (a) Institut für Experimentelle Kernphysik, Universität Karlsruhe, 76021 Karlsruhe, Germany (b) Institut für Kernphysik, Forschungszentrum Karlsruhe, 76021 Karlsruhe, Germany (c) National Institute of Physics and Nuclear Engineering, 7690 Bucharest, Romania (d) Dipartimento di Fisica Generale dell’Università, 10125 Torino, Italy (e) Fachbereich Physik, Universität Siegen, 57068 Siegen, Germany (f) Istituto di Fisica dello Spazio Interplanetario, INAF, 10133 Torino, Italy (g) Fachbereich Physik, Universität Wuppertal, 42097 Wuppertal, Germany (h) Soltan Institute for Nuclear Studies, 90950 Lodz, Poland (1) on leave of absence from Nat. Inst. of Phys. and Nucl. Engineering, Bucharest, Romania (2) now at University Leeds, LS2 9JT Leeds, United Kingdom (3) on leave of absence from Moscow State University, 119899 Moscow, Russia Presenter: H. Ulrich (Holger.Ulrich@ik.fzk.de), ger-ulrich-H-abs2-he13-poster
A Formative Experiment to Promote Disciplinary Literacy in Middle-School and Pre-Service Teacher Education through Blogging.

This dissertation describes a formative experiment that investigated how strategy instruction paired with collaborative blogging could promote disciplinary literacy among eighth-grade students in a social studies classroom and among pre-service teachers in a social studies methods course. Qualitative methods were utilized to collect and analyze data in this study. To determine modifications to the intervention, an embedded, singlecase study was designed to analyze data iteratively using constant comparative methods. Post-study, qualitative methods were also used to conduct retrospective analysis to connect overall findings to theory. Three modifications were made, in the middle-school setting, to the intervention, which enhanced participants’ progress toward the pedagogical goals of the study. Results indicated middle-school students’ disciplinary-literacy skills and pre-service teachers’ instructional methods improved during the intervention. Findings suggested: (a) In-service and pre-service teachers may struggle with beliefs about disciplinary literacy and technology, but practice and experience may shift those beliefs; (b) writing on a blog may be motivating for adolescents and heighten their awareness of audience; and (c) eighth-grade students are capable of engaging in disciplinary literacy, but explicit strategies may be necessary for their success.
The great recession and bank lending to small businesses

This paper investigates whether small firms have experienced worse tightening of credit conditions during the Great Recession than large firms. To structure the empirical analysis, the paper first develops a simple model of bank loan pricing that derives both the interest rates on loans actually made and the marginal condition for loans that would be rationed in the event of an economic downturn. Empirical estimations using loan-level data find evidence that, once we account for the contractual features of business loans made under formal commitments to lend, interest rate spreads on small loans have declined on average relative to spreads on large loans during the Great Recession. Quantile regressions further reveal that the relative decline in average spread is entirely accounted for by loans to the riskier borrowers. These findings are consistent with the pattern of differentially more rationing of credit to small borrowers in recessions as predicted by the model. This suggests that policy measures that counter this effect by encouraging lending to small businesses may be effective in stimulating their recovery and, in turn, job growth.
Lecture Notes on Statistical Learning Theory

Problem setting. In statistical learning theory (SLT), the goal is to find a classifier g : Rd → {0, 1}, predicting the correct class y of an observation x ∈ Rd, based on data (x1, y1), . , (xn, yn). Clearly, we cannot learn any reasonable classifier, if no assumption is imposed on the relationship between the data and the test observation (x, y). To this end, we assume in SLT that the data pairs Dn := (xi, yi) n i=1 and the test observation (x, y) are independently drawn from one and the same probability distribution P. Correspondingly, we denote the random variables associated to (xi, yi) and (x, y) by capital letters, i.e., (Xi, Yi) and (X,Y ), respectively. Thus a classifier errs if g(X) 6= Y so that L(g) := P(g(X) 6= Y |Dn) is the probability of error of g.
The Monoceros R2 Molecular Cloud

The Monoceros R2 region was first recognized as a chain of reflection nebulae illuminated by A- and B-type stars. These nebulae are associated with a giant molecular cloud that is one of the closest massive star forming regions to the Sun. This chapter reviews the properties of the Mon R2 region, including the namesake reflection nebulae, the large scale molecular cloud, global star formation activity, and properties of prominent star forming regions in the cloud.
Factors That Influence the Career Stability of Assistant Principals

The Factors That Influence the Career Stability of Assistant Principals Mary Lu MacCorkle In light of potential shortages of administrators in public education, this study was designed to investigate factors that could influence assistant principals to remain in their current positions as assistant principals or to aspire to principalships. The following factors were examined to determine whether current assistant principals felt they were significant in their career decision-making: administrative process, mentoring experience, role conflict, and role ambiguity. The survey study asked a sample (n=612) of assistant principals (N=9777) 21 questions on the Assistant Principal Career Stability Survey. The data were analyzed in correlation with the participants’ career plans. Participation in a mentoring program was highly significant for those assistant principals who wish to remain assistants or move on to principalships. Participation in a team-like administrative process was also significant as well as age, years in education, and years as an administrator. Sex, role conflict, and role ambiguity were not significant as general factors, but three individual questions related to role conflict demonstrated significance.
Control of Hepatic Gluconeogenesis During the Transition Period

The importance of gluconeogenesis, a metabolic pathway that results in formation of glucose from non-carbohydrate carbon substrates, is underscored in dairy cattle by to the lack of intestinal glucose absorption that occurs as a consequence of the extensive fermentation of free dietary carbohydrate in the rumen. In early lactation greater than 90 % of whole animal glucose requirements are met through endogenous glucose production and liver is the primary site of synthesis for glucose that is available for metabolism and mammary lactose synthesis. Lactation and gestation impose the greatest demands on glucose economy of ruminants and ketosis and pregnancy toxemia are commonly linked to gluconeogenic insufficiency. Transition to lactation in dairy cattle represents one of the most dramatic changes in glucose metabolism. Understanding of the control of gluconeogenesis in transition cows has the potential to yield management strategies to increase glucose supply for optimal milk production and to alleviate clinical diseases linked to glucose insufficiency. This review will provide background information on control of gluconeogenesis with a primary focus on emerging information on control of gluconeogenesis in transition dairy cows.
Utilizing Experimental Data for Reducing Ensemble Size in Flexible-Protein Docking

Efficient and sufficient incorporation of protein flexibility into docking is still a challenging task. Docking to an ensemble of protein structures has proven its utility for docking, but using a large ensemble of structures can reduce the efficiency of docking and can increase the number of false positives in virtual screening. In this paper, we describe the application of our new methodology, Limoc, to generate an ensemble of holo-like protein structures in combination with the relaxed complex scheme (RCS), to virtual screening. We describe different schemes to reduce the ensemble of protein structures to increase efficiency and enrichment quality. Utilizing experimental knowledge about actives for a target protein allows the reduction of ensemble members to a minimum of three protein structures, increasing enrichment quality and efficiency simultaneously.
Neuropsychological Impairment and Its Association with Violence Risk in Japanese Forensic Psychiatric Patients: A Case-Control Study

Background In Japan, the legislation directing treatment of offenders with psychiatric disorders was enacted in 2005. Neuropsychological impairment is highly related to functional outcomes in patients with psychiatric disorders, and several studies have suggested an association between neuropsychological impairment and violent behaviors. However, there have been no studies of neuropsychological impairment in forensic patients covered by the Japanese legislation. This study is designed to examine the neuropsychological characteristics of forensic patients in comparison to healthy controls and to assess the relationship between neuropsychological impairment and violence risk. Methods Seventy-one forensic patients with psychiatric disorders and 54 healthy controls (matched by age, gender, and education) were enrolled. The CogState Battery (CSB) consisting of eight cognitive domains, the Iowa Gambling Task (IGT) to test emotion-based decision making, and psychological measures of violence risk including psychopathy were used. Results Forensic patients exhibited poorer performances on all CSB subtests and the IGT than controls. For each group, partial correlational analyses indicated that poor IGT performance was related to psychopathy, especially antisocial behavior. In forensic patients, the CSB composite score was associated with risk factors for future violent behavior, including stress and noncompliance with remediation attempts. Conclusion Forensic patients with psychiatric disorders exhibit a wide range of neuropsychological impairments, and these findings suggest that neuropsychological impairment may increase the risk of violent behavior. Therefore, the treatment of neuropsychological impairment in forensic patients with psychiatric disorders is necessary to improve functional outcomes as well as to prevent violence.
Crystal Growth and Impingement in Polymer

Crystallization of polymeric materials is a solidification process in strong interaction with heat conduction. Both of the basic mechanisms involved in the solidification from a melt, namely the nucleation and growth of crystals, are strongly influenced by the temperature and its variation. Vice versa, the latent heat is rather large for polymeric materials, so that it causes a considerable change in the heat transfer process. The interaction of solidification and heat conduction is a well-known phenomenon in models of phase-change, and involves important problems in the theory of free and moving boundary problems. In typical examples of moving boundary problems for the heat equation such as the well-studied Stefan problem (cf. [18]), the unknown boundary is assumed to be an isotherm, which leads in a mathematical model to a homogeneous Dirichlet condition for the (appropriately scaled) temperature. For polymers, the situation is different, since the phase change does not take place at a fixed temperature (or with kinetic undercooling close to this temperature), but in a rather large temperature range between the thermal melting point Tm and the glass transition temperature Tg. The nucleation of new crystals can be modeled as a heterogeneous Poisson process in space and time, with rate α = α(x, t). For many important materials such as isotactic Polypropylene (i-pp), a model for the nucleation rate in dependence of the temperature u is given by α(x, t) = ∂ ∂t Ñ(u(x, t)) (cf. [6]), with some material function Ñ , which varies only in the interval (Tg, Tm), i.e., no crystals nucleate if the temperature is below the glass transition temperature or above the melting point. Usually it is assumed that new crystals nucleate as small spherical objects with initial radius R0 determined from classical nucleation theory. The nucleation process has been well investigated with respect to its stochastic properties
UDDI and WSDL extensions for Web service: a security framework

This paper outlines a framework for implementing security for Web Services by extending UDDI and WSDL. The framework includes security of UDDI itself, security of Web services transactions, and linkages with existing infrastructures outside UDDI. Extensions to the schema for both UDDI and WSDL are identified, as well as extensions to the security of thepublication and discovery mechanism itself.
Rectifier Nonlinearities Improve Neural Network Acoustic Models

Deep neural network acoustic models produce substantial gains in large vocabulary continuous speech recognition systems. Emerging work with rectiﬁed linear (ReL) hidden units demonstrates additional gains in ﬁnal system performance relative to more commonly used sigmoidal nonlinearities. In this work, we explore the use of deep rectiﬁer networks as acoustic models for the 300 hour Switchboard conversational speech recognition task. Using simple training procedures without pretraining, networks with rectiﬁer nonlinearities produce 2% absolute reductions in word error rates over their sigmoidal counterparts. We analyze hidden layer representations to quantify diﬀerences in how ReL units encode inputs as compared to sigmoidal units. Finally, we evaluate a variant of the ReL unit with a gradient more amenable to optimization in an attempt to further improve deep rectiﬁer networks.
The Federal Reserve ' s Operating Procedure , Nonborrowed Reserves , Borrowed Reserves and the Liquidity Effect ECONOMIC RESEARCH

Recently, there has been considerable interest in identifying the exogenous policy actions of the Fed and a number of identification methods have been proposed. This paper deals with one of these, namely, using nonborrowed reserves in a recursive structural vector autoregression (VAR). A number of researchers [Christiano, Eichenbaum and Evans (1994ab, 1996, 1997), Evans andMarshall (1997), Strongin (1995), Pagan and Robertson (1995) and Brunner (1994) findevidence of a statistically significant liquidity effect using nonborrowed reserves in a VAR. The success in finding the liquidity effect with nonborrowed reserves in the VAR is attributed to innovations to nonborrowed reserves reflecting supply shocks while innovations to total reserves primarily reflect shocks to demand. The purpose of this paper is to demonstrate that the opposite is true. Evidence of the liquidity effect in recursive structural VARs depends critically on the existence of a negative covariance between the federal funds rate and nonborrowed reserves. Under a variety of operating objectives, the Trading Desk of the Federal Reserve Bank of New York has offset changes in bank-initiated discount window borrowing when implementing the Federal Open Market Committee’s policy directive. This practice has created a negative contemporaneous covariance between nonborrowed reserves and the funds rate that has been incorrectly attributed to the liquidity effect. Once the Desk’s practice is accounted for, there is no evidence of a statistically significant liquidity effect. JEL Classifications: E40, E52 I would like to thank Dave Altig, Peter Clark, Dale Henderson, Eric Leeper, Cara Lown, John Robertson, Don Schlagenhaufand the staffs and faculty of the Research Department of the Federal Reserve Bank of Kansas City, Indiana University, Notre Dame and the International Monetary Fund for helpful comments, Jonathan Ahlbrecht for his valuable research assistance and Adrian Pagan and John Robertson for providing some of the data and computer programs.