Miracle-dz/UniFAR-FTUs huggingface dataset:
American Option Pricing Using GARCH Models and the Normal Inverse Gaussian Distribution

In this paper we propose a feasible way to price American options in a model with time-varying volatility and conditional skewness and leptokurtosis, using GARCH processes and the Normal Inverse Gaussian distribution. We show how the risk-neutral dynamics can be obtained in this model, we interpret the effect of the risk-neutralization, and we derive approximation procedures which allow for a computationally efficient implementation of the model. When the model is estimated on financial returns data the results indicate that compared to the Gaussian case the extension is important. A study of the model properties shows that there are important option pricing differences compared to the Gaussian case as well as to the symmetric special case. A large scale empirical examination shows that our model out-performs the Gaussian case for pricing options on the three large US stocks as well as a major index. In particular, improvements are found when it comes to explaining the smile in implied standard deviations. Copyright The Author 2008. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oxfordjournals.org. , Oxford University Press.
Climate Change and YouTube: Deliberation Potential in Post-video Discussions

ABSTRACT YouTube videos are a ubiquitous source of information but also a venue for users to comment on discussion boards that addend videos. There are no moderators of these discussions, and thus there is a possibility for self-appointed leaders to emerge, responding incessantly and across a genre of videos. These “elites,” as they are labelled here, use the discussion as a personal campaign tool, diminishing the deliberative potential of provocative topics. To determine whether this is happening and to complement existing research analyzing the content of comments, this paper focuses on the structure of the discussions that follow the most popular climate change-related videos. Network analysis confirms that discussions can be elite-driven, appearing in two different network structure types. Among the core group of elite commenters, most are either climate change activists or sceptics, and the most prolific commenters among this core group are activists.
An application of high performance computing to transmission switching

We present a parallel implementation of three transmission switching algorithms. The first is based on a parallel search of all candidate lines, the second is based on a priority listing of lines and the third is based on decomposing the set of candidate lines in smaller subsets that are solved in parallel. We present a duality result that justifies the priority listing of the second algorithm. The We apply the algorithms on an IEEE 118 bus system and compare the relative performance of the algorithms in terms of cost of system operations. We envision the use of high performance computing for implementing the proposed algorithms in a real-time setting in order to exploit topology control of transmission networks for operating the system at minimum cost and for responding to system contingencies.
Long-Distance Retinoid Signaling in the Zebra Finch Brain

All-trans retinoic acid (ATRA), the main active metabolite of vitamin A, is a powerful signaling molecule that regulates large-scale morphogenetic processes during vertebrate embryonic development, but is also involved post-natally in regulating neural plasticity and cognition. In songbirds, it plays an important role in the maturation of learned song. The distribution of the ATRA-synthesizing enzyme, zRalDH, and of ATRA receptors (RARs) have been described, but information on the distribution of other components of the retinoid signaling pathway is still lacking. To address this gap, we have determined the expression patterns of two obligatory RAR co-receptors, the retinoid X receptors (RXR) α and γ, and of the three ATRA-degrading cytochromes CYP26A1, CYP26B1, and CYP26C1. We have also studied the distribution of zRalDH protein using immunohistochemistry, and generated a refined map of ATRA localization, using a modified reporter cell assay to examine entire brain sections. Our results show that (1) ATRA is more broadly distributed in the brain than previously predicted by the spatially restricted distribution of zRalDH transcripts. This could be due to long-range transport of zRalDH enzyme between different nuclei of the song system: Experimental lesions of putative zRalDH peptide source regions diminish ATRA-induced transcription in target regions. (2) Four telencephalic song nuclei express different and specific subsets of retinoid-related receptors and could be targets of retinoid regulation; in the case of the lateral magnocellular nucleus of the anterior nidopallium (lMAN), receptor expression is dynamically regulated in a circadian and age-dependent manner. (3) High-order auditory areas exhibit a complex distribution of transcripts representing ATRA synthesizing and degrading enzymes and could also be a target of retinoid signaling. Together, our survey across multiple connected song nuclei and auditory brain regions underscores the prominent role of retinoid signaling in modulating the circuitry that underlies the acquisition and production of learned vocalizations.
Hearing and Hearing Development in Classical Orchestral Musicians

This presentation will show results from a study where pure tone audiometry was performed on 140 classical orchestral musicians in Gothenburg, Sweden. It was shown that female musicians had significantly better hearing thresholds in the high frequency area than the male musicians. Furthermore, the median pure tone hearing thresholds for the male musicians displayed a notch configuration at 6 kHz on the left ear similar to noise-induced hearing loss. Percussion and woodwind players displayed slightly worse hearing thresholds compared to the other musicians. When comparing age groups and gender it was noted that the median hearing thresholds were stable and within 20 dB HL up to the age group of 40-49 years. Further, 56 of the 140 musicians had participated in an earlier study performed by Axelsson and Lindgren, 16 years earlier. In order to determine the hearing development, a follow-up study was performed on these 56 musicians. Main findings were that the male musicians showed a slightly larger hearing reduction in the high frequency area, compared to the females. Comparison of the mean high frequency pure tone audiometry values between the musicians and two normal populations' was performed. The results showed on no progressive hearing loss due to 16 years of musical sound exposure. INTRODUCTION The sound environment seems to be an increasing problem for the professional classical orchestral musician today. Several previous studies have stressed the fact that musicians are exposed to periodically high sound levels with maximum and peak levels exceeding damage risk criteria. The high sound levels indicate that musicians are exposed to a risk to develop noise-induced hearing loss. In addition, sound levels are increasing over time. The orchestras are larger than they were 10-15 years ago (Axelsson & Lindgren, 1981) and the modern 20:th century classical music is more dynamic and produces higher volumes than older music. The increased volume is due to the character of the composed music, but it is also dependent upon the increased use of percussion and brass instruments, and the frequent occurrence of amplified performances nowadays. Further, the instruments are built and sometimes manipulated to manage and perform higher sound levels than earlier. Finally, the sound levels are also dependent upon the musical attitude among the musicians. Those who handle a sound strong instrument have influence over the final sound levels. The aim of the first study was to assess hearing in classical musicians. The aim of the second …
Good Network Updates for Bad Packets: Waypoint Enforcement Beyond Destination-Based Routing Policies

Networks are critical for the security of many computer systems. However, their complex and asynchronous nature often renders it difficult to formally reason about network behavior. Accordingly, it is challenging to provide correctness guarantees, especially during network updates. This paper studies how to update networks while maintaining a most basic safety property, Waypoint Enforcement (WPE): each packet is required to traverse a certain checkpoint (for instance, a firewall). Waypoint enforcement is particularly relevant in today's increasingly virtualized and software-defined networks, where new in-network functionality is introduced flexibly. We show that WPE can easily be violated during network updates, even though both the old and the new policy ensure WPE. We then present an algorithm WayUp that guarantees WPE at any time, while completing updates quickly. We also find that in contrast to other transient consistency properties, WPE cannot always be implemented in a wait-free manner, and that WPE may even conflict with Loop-Freedom (LF). Finally, we present an optimal policy update algorithm OptRounds, which requires a minimum number of communication rounds while ensuring both WPE and LF, whenever this is possible.
A STUDY OF INDIVIDUAL COMPUTER SELF-EFFICACY AND PERCEIVED USEFULNESS OF THE EMPOWERED DESKTOP INFORMATION SYSTEM

The sustained investment and deployment of modern Information Systems (IS) in U.S. corporations have increased interest in the study of factors influencing end-user acceptance and utilization of IS. Since utilization has been shown to be a critical element of IS success, great attention has been given to the factors that positively influence end-users to utilize Information Technology (IT) platforms. This study concentrates on the research of early indicators of utilization of a recently deployed IS, known as the Empowered Desktop, at Pacific Bell.
A role for myosin-1A in the localization of a brush border disaccharidase

To gain insight regarding myosin-1A (M1A) function, we expressed a dominant negative fragment of this motor in the intestinal epithelial cell line, CACO-2BBE. Sucrase isomaltase (SI), a transmembrane disaccharidase found in microvillar lipid rafts, was missing from the brush border (BB) in cells expressing this fragment. Density gradient centrifugation, affinity purification, and immunopurification of detergent-resistant membranes isolated from CACO-2BBE cells and rat microvilli (MV) all indicate that M1A and SI reside on the same population of low density (∼1.12 g/ml) membranes. Chemical cross-linking of detergent-resistant membranes from rat MV indicates that SI and M1A may interact in a lipid raft complex. The functional significance of such a complex is highlighted by expression of the cytoplasmic domain of SI, which results in lower levels of M1A and a loss of SI from the BB. Together, these studies are the first to assign a specific role to M1A and suggest that this motor is involved in the retention of SI within the BB.
The Causal Effect of Market Priming on Trust: An Experimental Investigation Using Randomized Control

We report data from laboratory experiments where participants were primed using phrases related to markets and trade. Participants then participated in trust games with anonymous strangers. The decisions of primed participants are compared to those of a control group. We find evidence that priming for market participation affects positively the beliefs regarding the trustworthiness of anonymous strangers and increases trusting decisions.
Random forest based classification of diseases in grapes from images captured in uncontrolled environments

Grapes have proved to be one of the most cost-effective and profitable crops for cultivation in India. This crop however is affected by numerous diseases which cause significant yield losses every year. Early detection of diseases and proper identification of their severity will help to take decisions on proper usage of pesticides in terms of their type and quantity, which eventually will help in maintaining the crop health. In this work, we propose a system for classifying three diseases affecting grapes — Anthracnose, Powdery Mildew and Downy Mildew — and identifying the severity of these diseases using image processing and machine learning algorithms. The key contribution of the proposed system is to consider images of grapes leaves with complex background which are captured under an uncontrolled environment. We compare the performance of four machine learning algorithms, PNN, BPNN, SVM and Random Forest, for separating the background from disease patches and classifying between the different diseases. We also study the performance of different texture features like local texture filters, local binary patterns (LBP), GLCM features, and some statistical features in RGB plane for classification. The proposed system achieves best classification accuracy of 86% using Random Forest and GLCM features.
The relations among academic motivation, self-concept, aspirations and choices: Integrating expectancy-value and academic self-concept theory

xxii Chapter 1: Introduction and Overview . 1 Chapter 2: Literature Review . 4 Expectancy-Value Theory of Achievement-Related Choices . 4 The Expectancy Component . 5 The Value Components . 6 Multiplicative Relation between Expectancy and Task Value . 8 Expectancy-By-Value Interaction in Classical EVT . 8 Reasons for the Omission of Expectancy-By-Value Interaction in Modern EVT . 9 Empirical Evidence for Expectancy-By-Value Interaction . 10 Integration of ASC Theory into EVT . 12 Self-concept . 12 Multidimensional and Domain Specific . 12 Reciprocal Effect Model (REM) . 15 The Frame of Reference Effects Based on ASC Theory . 17 Background Factors (Gender and Socioeconomic Status) in Relation to Modern EVT . 22 Gender . 22 Socioeconomic Status . 23 Research Questions of the Thesis . 23 Overarching Research Questions . 25 Specific Research Questions of the Five Empirical Studies . 25 Chapter 3: Methodology and Design . 28 Jiesi Guo iii Structural Equation Modelling . 28 Multiple Group Analyses . 28 Method Effects . 29 Complex Design . 30 Latent Interaction Modelling . 31 Unconstrained Approach . 31 Latent Moderated Structural (LMS) Equation Approach . 32 Estimator . 33 Missing Data . 33 Chapter 4: Study 1 Expectancy-Value, Gender and Socioeconomic Background as Predictors of Achievement and Aspiration: A Multi-cohort Study 35 Preface . 36 Abstract . 37 Expectancy-Value Theory . 38 Multiplicative Effect of Expectancy and Task Value . 38 Family Background and Gender . 38 The Hong Kong Context . 38 The Present Investigation . 39 Method . 39 Participants . 39 Measures . 39 Data Analysis . 40 Results . 40 Descriptive Statistics and Correlations . 40 The Hypothesised Model . 41 Expectancy by Task Value . 41 SES and Gender . 42 Discussion . 43 Chapter 5: Study 2 Directionality of the Associations of High School Expectancy-Value, Aspirations and Attainment over Eight Years: A Multiwave, Longitudinal study . 45 Preface . 46 Abstract . 47 Expectancy-Value Theory . 49 Jiesi Guo iv Motivational Beliefs and Achievement . 50 Motivational Beliefs and Educational and Occupational Aspirations . 51 Motivational Beliefs, Aspirations, and Educational Attainment . 52 The Present Investigation . 52 Method . 55 Participants . 55 Measures . 56 Analysis . 58 Results . 60 Descriptive and correlations . 60 Research Question 1: What roles do motivational beliefs play in shaping academic achievement and subsequent educational attainment? 63 Research Question 2: What roles do motivational beliefs play in shaping educational and occupational aspirations? 64 Research Question 3: Taking into account all cognitive and non-cognitive assets, what roles do motivational beliefs play in shaping individual’s educational attainment? 65 Discussion . 66 Stability of Motivational Beliefs and Achievement . 66 The Interplay Among Motivational Beliefs, Achievement, Aspirations, and Attainment . 6
Global illumination for Augmented Reality on mobile phones

The goal of our work is to create highly realistic graphics for Augmented Reality on mobile phones. One of the greatest challenges for this is to provide realistic lighting of the virtual objects that matches the real world lighting. This becomes even more difficult with the limited capabilities of mobile phone GPUs. Our approach differs in the following important aspects compared to previous attempts: (1) most have relied on rasterizer approaches, while our approach is based on raytracing; (2) we perform distributed rendering in order to address the limited mobile GPU capabilities; (3) we use image-based lighting from a pre-captured panorama to incorporate real world lighting. We utilize two markers: one for object tracking and one for registering the panorama. Our initial results are encouraging, as the visual quality resembles real objects and also the reference renderings which were created offline. However, we still need to validate our approach in human subject studies, especially with regards to the trade-off between latency of remote rendering and visual quality.
Enhanced recognition of facial expressions of disgust in opiate users receiving maintenance treatment.

AIMS Accurate recognition of facial expressions of emotion is critical in interpersonal interaction but is impaired in alcoholics, even after a period of abstinence. Little is known of whether other drug-dependent populations also show these impairments. This study aimed to investigate facial expression recognition by chronic opiate users. DESIGN An independent group design was used to compare 20 participants receiving opiate substitution treatment, 20 ex-opiate users in rehabilitation (average abstinence of 6 months) and 21 unemployed healthy controls. MEASUREMENTS The accuracy and speed of recognizing morphed emotional facial expressions were assessed using an emotional hexagon task. FINDINGS Current opiate users were significantly more accurate than ex-users at recognizing expressions of disgust. They were also generally slower than controls in recognizing all expressions, and slower than ex-opiate users in recognizing surprise, happy and fearful expressions. CONCLUSIONS Opiate users in maintenance treatment show a heightened ability to recognize facial expressions of disgust. We suggest that this may reflect increased exposure to other people's expressions of disgust and/or priming by the physical and social environments encountered by opiate-dependent individuals. Further, opiate maintained individuals' global slowness in processing emotional expressions may reflect the sedative effects of methadone.
Feasibility analysis for pulse rate variability to replace heart rate variability of the healthy subjects

Objective: To judge whether the pulse rate variability can be used as a surrogate of heart rate variability, as well as investigate the quantitative relationship between them. Methods: Being simultaneously acquired, the pulse wave and ECG data were denoised, removed baseline drift. Then the pulse rate intervals and heart rate intervals were extracted. Finally, the relationship between the heart rate variability and pulse rate variability were studied in the time domain, frequency domain, and nonlinear analysis. Conclusion: By studying the pulse rate variabilities and heart rate variabilities of 30 healthy adolescents, we find that heart rate variability and pulse rate variability is correlated, but the difference is relatively small, in a resting condition, the difference of time domain is less than 3%, the Frequency domain is less than 9%, the nonlinear is less than 9%, which in a certain extent can replace each other. Furthermore, the influence from the neural regulation and respiration caused the delay of PRV in comparison with HRV, ranging from 6% to 20% of a heartbeat period. The breathing more greatly influences the PRV than HRV.
Frontiers in Synaptic Neuroscience Synaptic Neuroscience Review Article Gabaergic Phenotype of Hippocampal Granule Cells Control of Gaba Release at Mossy Fi Ber-ca3 Connections in the Developing Hippocampus

1998). The small number of release sites and the relatively high release probability endows these synapses with distinct functional properties as compared to MF-Interestingly, at principal cell synapses, giant boutons develop gradually during the fi rst weeks of postnatal life. Light and electron microscopic studies have shown that immediately after birth immature axons terminate in very small spherical expansions which establish both symmetric and asymmetric contacts with proximal dendrites of pyramidal cells (Stirling and Bliss, 1978; Amaral and Dent, 1981). During this period, pyramidal cell dendrites show a marked lateral growth and fi ngers which began indenting into MF expansions. Moreover, at this developmental stage, the main neurotransmitter released from MF terminals is GABA which exerts into targeted cells a depolarizing and excitatory action (Safi ulina et al., 2006; Sivakumaran et al., 2009). In this paper we will review recent fi ndings obtained in our laboratory on immature MF-CA3 connections highlighting also new data on GABAergic signalling at these synapses. In particular, we will discuss these results in view of their possible implications in network excitability and information processing. The axons of granule cells in the dentate gyrus, the mossy fi bres (MFs) are part of the classical glutamatergic trisynaptic circuit in the hippocampus. They provide most of excitatory inputs to CA3 principal cells and GABAergic interneurons present in the hilus and in stratum lucidum (Frotscher et al., 2006). Other inputs to CA3 principal cells include fi bres from the enthorinal cortex and from other CA3 pyramidal cells via recurrent collaterals. MFs were called " mossy " by Ramon y Cajal (Ramon y Cajal, 1911) because of their particular shape which is reminiscent of that of the moss on a tree. Thus, in adulthood they form large (3–5 µm diameter) en passant swellings and terminal expansions on CA3 principal neurons or hilar mossy cells, seen as giant boutons at the electron microscopic level. The presynaptic swellings adapt very well to specialized post-synaptic elements present on proximal dendrites of CA3 principal cells, called thorny excrescences. The MF synaptic complex contains multiple active zones (up to 50) associated with postsynaptic densities. Unlikely principal cells, GABAergic interneurons in stratum lucidum, which constitute the large majority of postsynaptic MF targets, are innervated by small en passant boutons or fi lopodial extensions comprising only one or few release sites (Acsády et al., In this review some of the recent work carried out in our laboratory …