Miracle-dz/UniFAR-FTUs huggingface dataset:
Mispricing Due to Nelson-Siegel-Svensson model

Most trading software in the market uses linear interpolation in the bootstrap procedure to create a zero coupon interest rate curve. Forward interest rate curves created by interpolation method have a zigzag form that is inconsistent with arbitrage condition. Furthermore in the real world we are not able to detect the spot rates for all periods because the number of traded instruments is limited.Nelson and Siegel in 1987 proposed a model to estimate the interest rates. They demonstrated that their model was flexible to capture the various possible shapes of the yield curve and estimates the term structure of interest rates over time.Many Central banks are using the extended Nelson-Siegel model (sometimes called the Nelson-Siegel-Svensson model). This curve is parameterized with exponential functions, is smooth in both zero rate and forward rate and overcome those barrier (data mining problems and zigzag shape of forward interest rate curve), that we face by using linear interpolation to build the yield curve. The objective of this thesis is to study the Nelson and Siegel model and its extended version by Svensson, furthermore, study the adequacy and forecast performance of Nelson-Siegel-Svensson model in building the term structure of interest rate comparing with the linear interpolation method.
The Anti-Cancer Activities of Vernonia amygdalina Extract in Human Breast Cancer Cell Lines Are Mediated through Caspase-Dependent and p53-Independent Pathways

Breast cancer is currently the leading cause of cancer-related deaths among women globally. Notably, medicinal plant extracts may be a potential source for treatments of breast cancer. Vernonia amygdalina (VA) is a woody shrub reported to have not only diverse therapeutic effects but also anti-cancer properties. However, current research about the mechanisms of the anti-cancer potential of VA has been limited. This study aimed to investigate the mechanisms of action of VA that underlie its anti-cancer effects in human breast cancer cell lines (MCF-7 and MDA-MB-231 cells). Results from MTT assay revealed that VA inhibits the proliferation of MCF-7 and MDA-MB-231, in a time- and dose-dependent manner. The underlying mechanism of this growth inhibition involved the stimulation of cell-type specific G1/S phase cell cycle arrest in only MCF-7 cells, and not in MDA-MB-231 cells. While the growth arrest was associated with increased levels of p53 and p21, and a concomitant decrease in the levels of cyclin D1 and cyclin E, it was shown that VA causes cell cycle arrest through a p53-independent pathway as tested by the wild type p53 inhibitor, pifithrin-α. Furthermore, this study revealed that VA induces apoptosis in the two cell lines, as indicated by the increase in Annexin V-positive cells and sub-G1 population, and that this VA-induced apoptosis occurred through both extrinsic and intrinsic apoptotic pathways. The apoptosis in MCF-7 cells was also likely to be caspase-dependent and not p53 transcriptional-dependent. Given that approximately 70% of diagnosed breast cancers express ER-α, a crucial finding was that VA inhibits the expression of ER-α and its downstream player, Akt, highlighting the potential clinical significance of VA. Moreover, VA exhibits synergism when combined with doxorubicin, suggesting that it can complement current chemotherapy. Overall, this study demonstrates the potential applications of VA as an anti-cancer drug for breast cancer treatment.
Job-Finding and Separation Rates in the OECD

In this paper, we provide a set of comparable estimates of aggregate monthly job-finding and separation rates for twenty-seven OECD (Organisation for Economic Co-operation and Development) countries; these estimates can be used for the cross-country calibration of search models of unemployment. We find that cross-country differences in job-finding rates are much greater than those in separation rates. Our results are quantitatively and qualitatively in line with those published in previous studies; however, they cover a much larger set of countries. We combine our estimates with evidence on unemployment and labor force participation rates to impute steady-state worker flows for twenty-three of the countries in our sample.
Performance of adaptive chip equalization for the WCDMA downlink in fast changing environments

Cellular WCDMA systems are characterized by multiple access interference (MAI) and multipath interference (MPI). Thus, optimal receivers deploy the signal and channel parameters of all active users for detection of the desired data stream. For the WCDMA downlink, we study receiver concepts that reduce interference without knowledge of the multiuser parameters. A promising concept is the principle of channel equalization at chip-level that is trying to compensate for the channel. Four receiver types are investigated, the LMMSE (linear minimum mean squared error) approach and three adaptive approaches. The adaptive receivers are based on the Griffith algorithm and adaptive chip separation. A receiver deploying a modification of the RLS (recursive least squares) algorithm is introduced. Adaptation errors are studied for the example of the Griffith algorithm. To evaluate the performance of the four receivers, they are compared to the conventional RAKE receiver for a fast changing fading channel under low spreading factor conditions.
Profiling Memory Vulnerability of Big-Data Applications

Motivated by the increasing popularity of hosting in-memory big-data analytics in cloud, we present a profiling methodology that can understand how different memory subsystems, i.e., cache and memory bandwidth, are susceptible to the impact of interference from co-located applications. We first describe the design of the proposed tool and demonstrate a case study consisting of five Spark applications on real-life data set.
Employment Generation for the Rural Poor in Asia: Perspectives, Patterns, and Policies

This paper reviews the literature on rural employment and employment generation. It considers three models of rural employment: neoclassical, dual economy, and dynamic linkages. Evidence favors the third model, which explains rural underemployment in terms of labor surplus, and points to local economic linkages as a means for the rural economy to absorb its own surplus labor. The paper summarizes other patterns particularly in relation to the determinants of rural employment, and enumerates elements of an employment strategy for rural Asia. Two of these elements remain controversial, namely, asset reform and prioritization of agriculture. In some cases both elements prove to be beneficial in terms of generating employment; however the evidence is not sufficiently conclusive for a generalization. Hence the rural employment strategy, while rightfully focusing on the rural economy, should be flexible in terms of specifying the mix and focus of interventions within the sector.
Aerosols, Climate, and the Hydrological Cycle

Human activities are releasing tiny particles (aerosols) into the atmosphere. These human-made aerosols enhance scattering and absorption of solar radiation. They also produce brighter clouds that are less efficient at releasing precipitation. These in turn lead to large reductions in the amount of solar irradiance reaching Earth's surface, a corresponding increase in solar heating of the atmosphere, changes in the atmospheric temperature structure, suppression of rainfall, and less efficient removal of pollutants. These aerosol effects can lead to a weaker hydrological cycle, which connects directly to availability and quality of fresh water, a major environmental issue of the 21st century.
Institutions and Information Environment of Chinese Listed Firms

This paper describes the financial reporting practices and information environment of Chinese listed firms and documents the influence that local and country-level institutions have on reporting incentives and the resultant information environment. We identify four key institutional arrangements that influence the supply and demand for information about Chinese listed firms: the State’s controlling ownership of listed firms, the government’s control of capital markets, the limited protection of property rights and weak market institutions, a lack of independence of local auditors, and the importance of social networks and political connections. The paper concludes by discussing how actual and potential changes in these institutional arrangements would likely influence China’s information environment.
Affective states classification using EEG and semi-supervised deep learning approaches

Affective states of a user provide important information for many applications such as, personalized information (e.g., multimedia content) retrieval/delivery or intelligent human-computer interface design. In recently years, physiological signals, Electroencephalogram (EEG) in particular, have been shown to be very effective in estimating a user's affective states during social interaction or under video or audio stimuli. However, due to the large number of parameters associated with the neural expression of emotion, there is still a lot of unknowns on the specific spatial and spectral correlation of the EEG signal and the affective states expression. To investigate on such correlation, two types of semi-supervised deep learning approaches, stacked denoising autoencoder (SDAE) and deep belief networks (DBN), were applied as application specific feature extractors for the affective states classification problem using EEG signals. To evaluate the efficacy of the proposed semi-supervised approaches, a subject-specific affective states classification experiment were carried out on the DEAP database to classify 2-dimensional affect states. The DBN based model achieved averaged F1 scores of 86.67%, 86.60% and 86.69% for arousal, valence and liking states classification respectively, which has significantly improved the state-of-art classification performance. By examining the weight vectors at each layer, we were also able to gain insights on the spatial or spectral locations of the most discriminating features. Another main advantage of applying the semi-supervised learning methods is that only a small fraction of labeled data, e.g., 1/6 of the training samples, were used in this study.
Capacity and availability comparison of OMS protection schemes in ASON/GMPLS mesh networks

Link protection schemes provide high lightpath availability with very limited amount of signaling. When these protection schemes are applied over mesh networks with p-cycles it is also possible to reach service recovery within 50 ms after failure detection. In this paper we compare dedicated and shared link protection schemes over mesh-based ASON/GMPLS networks with defined p-cycles. The comparison is performed in terms of traffic capacity and lightpath availability. An analytical model to calculate the lightpaths availability is also discussed.
An investigation of the use of a wiki to support knowledge exchange in public health

This paper describes the use of a wiki to foster joint learning among a group of non-profit, community-based organizations involved with improving public health in London. The goal of the wiki was to encourage the growth of a community of practice-clear patterns of mutual engagement, joint enterprise and an emergent and shared repertoire of action-among these organizations. Participants reported that they failed to contribute to the wiki largely for economic reasons, issues of identity, and a lack of group norms. A critical factor in its failure, however, was the lack of its integration into existing work practices and project governance.
In Service Education for Staff Development

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Radio Resource Management for D2D-Based V2V Communication

Direct device-to-device (D2D) links are proposed as a possible enabler for vehicle-to-vehicle (V2V) communications, where the incurred intracell interference and the stringent latency and reliability requirements are challenging issues. In this paper, we investigate the radio resource management problem for D2D-based V2V communication. First, we analyze and transform the latency and reliability requirements of V2V communication into optimization constraints that are computable using only the slowly varying channel information. This transformation opens up the possibility of extending certain existing D2D techniques to cater to V2V communication. Second, we propose a problem formulation that fulfills the different requirements of V2V communication and traditional cellular communication. Moreover, a Separate resOurce bLock and powEr allocatioN (SOLEN) algorithm is proposed to solve this problem. Finally, simulations are presented to evaluate different schemes, which illustrate the necessity of careful design when extending D2D methods to V2V communication, as well as show promising performance of the proposed SOLEN algorithm.
Unveiling the monetary policy rule in the Euro-area

This paper provides evidence that, since the sign of Maastricht Treaty, euro-area monetary authorities mainly follow a strong anti-inflationary policy. This policy can be described by a threshold monetary policy rule model which allows for distinct inflation policy regimes: a low and high. The paper finds that these authorities react more strongly to positive deviations of inflation and/or output from their target levels rather than to the negative. They do not seem to react at all to negative deviations of output from its target level in the low-inflation regime. We argue that this behaviour can be attributed to the attitude of the monetary authorities to build up credibility on stabilizing inflationary expectations. To evaluate the policy implications of the above euro-area monetary policy rule behaviour, the paper simulates a small New Keynesian model. This exercise clearly indicates that the absence of reaction of the euro-area monetary authorities to negative output gap when inflation is very low reduces their efficiency on dampening the effects of negative demand shocks on the economy.
A Hierarchical Bayesian Model to Predict Self-Thinning Line for Chinese Fir in Southern China

Self-thinning is a dynamic equilibrium between forest growth and mortality at full site occupancy. Parameters of the self-thinning lines are often confounded by differences across various stand and site conditions. For overcoming the problem of hierarchical and repeated measures, we used hierarchical Bayesian method to estimate the self-thinning line. The results showed that the self-thinning line for Chinese fir (Cunninghamia lanceolata (Lamb.)Hook. ) plantations was not sensitive to the initial planting density. The uncertainty of model predictions was mostly due to within-subject variability. The simulation precision of hierarchical Bayesian method was better than that of stochastic frontier function (SFF). Hierarchical Bayesian method provided a reasonable explanation of the impact of other variables (site quality, soil type, aspect, etc.) on self-thinning line, which gave us the posterior distribution of parameters of self-thinning line. The research of self-thinning relationship could be benefit from the use of hierarchical Bayesian method.
Adult Olfactory Bulb Neural Precursor Cell Grafts Provide Temporary Protection From Motor Neuron Degeneration, Improve Motor Function, and Extend Survival in Amyotrophic Lateral Sclerosis Mice

Amyotrophic lateral sclerosis is a fatal disease caused by degeneration of motor neurons (MNs). We transplanted multipotent neural precursor cell (NPC)-neurospheres from mouse olfactory bulb (OB) into the spinal cord of transgenic mice that develop MN degeneration because of human mutant superoxide dismutase-1 (mSOD1). Adult NPCs were isolated from the OB core of transgenic mice expressing green fluorescent protein, human wild-type SOD1, or human mSOD1. mSOD1 mice received lumbar spinal cord transplants of OB-NPC neurospheres at preclinical stages of disease (70 days old). Control mSOD1 mice received dead cells or recombinant green fluorescent protein. OB-NPCs attenuated the loss of motor function and wasting. They delayed disease onset to ∼117 days, compared with control onset at ∼90 days. The lifespan of NPC recipient mice was extended (∼170 days) compared with the lifespan of controls (∼140 days). Transplanted OB-NPCs differentiated into large spinal neurons positive for choline acetyltransferase, interneurons, and glial cells. Loss of endogenous MNs was attenuated in mSOD1 mice with transplants. New neurons formed myelinated axons and synapses. NPC-derived neurons issued axons that grew into peripheral nerve. OB-NPCs also differentiated into oligodendrocytes and astrocytes that contacted neuronal processes. We conclude that transplantation of adult OB-NPCs is therapeutic for mouse amyotrophic lateral sclerosis.
Joule heating patterns as affunction of polar cap index

[1] Previous work by Chun et al. [1999] has shown that the polar cap (PC) index can be used as a proxy indicator of the integrated Joule heating rate in the Northern Hemisphere. However, knowledge of the spatial distribution of Joule heating is also important. The PC index is a single magnetometer station-derived index which measures the level of geomagnetic activity in the polar cap. A negative PC index corresponds to a condition related to lobe-merging convection conditions in the polar cap, near-zero PC indicates a quiet polar cap, and a positive PC indicates geomagnetically active periods. In this study we developed average patterns of Joule heating as a function of PC using 56 days (∼12,800 individual patterns) of Assimilative Mapping of Ionospheric Electrodynamics data from various case studies. With PC ranging from −3 to 8, we divide the Joule heating patterns into PC bins of 1.0, finding that there is a clear spatial evolution of Joule heating from negative PC to positive PC. When PC is negative, Joule heating on average is constrained to the high-latitude dayside. As PC goes to zero, Joule heating disappears. When PC increases in the positive direction, Joule heating intensifies throughout the auroral oval, with primary heating occurring along the dawn/dusk flanks. Further analysis reveals that it is primarily changes in the electric potential and not the Pedersen conductance that accounts for Joule heating shifting from the auroral zone to the high-latitude dayside when PC goes negative. We also find that the cross polar cap potential is linearly proportional to the PC index, consistent with previous studies. Finally, we compare the hemispheric energy budget between Joule heating and electron particle energy. We find that globally, Joule heating is roughly 4 times that of particle energy during geomagnetically active times (positive PC). During quiet times (zero PC), Joule heating and particle energy are equal contributors. When lobe-merging conditions occur (negative PC), Joule heating again dominates over particle energy except during the winter season, when polar cap conductivity is driven more by particle precipitation.
The Political Integration of Ethnic Minorities in Britain

1. Exclusion or Integration? 2. Diversity and Integration of British Ethnic Minorities 3. Political Orientations: Home or Away? 4. The Ethnic Minority Agenda(s) 5. Political representation of ethnic minority concerns 6. Partisanship 7. Eligibility, Registration and Turnout 8. Voting, Abstention, and Defection 9. Varieties of Political Action: Activists and Dissidents 10. Satisfaction or Disaffection from British Democracy? APPENDICES The Ethnic Minority British Election Survey (EMBES) Coding the variables
Edinburgh Research Explorer Genome-wide association study of anthropometric traits in Korcula Island, Croatia

Croatia Aim To identify genetic variants underlying six anthropometric traits: body height, body weight, body mass index, brachial circumference, waist circumference, and hip circumference, using a genome-wide association study. Methods The study was carried out in the isolated population of the island of Korčula, Croatia, with 898 adult examinees who participated in the larger DNA-based genetic epidemiological study in 2007. Anthropometric measurements followed standard internationally accepted pro-cedures. Examinees were genotyped using HumanHap 370CNV chip by Illumina, with a genome-wide scan con-taining 316 730 single nucleotide polymorphisms (SNP). Results A total of 11 SNPs were associated with the investigated traits at the level of P < 10 − 5 , with one SNP (rs7792939 in gene zinc finger protein 498, ZNF498 ) associated with body weight, hip circumference, and brachial circumference ( P = 3.59-5.73 × 10 − 6 ), and another one (rs157350 in gene delta-sarcoglycan, SGCD ) with both brachial and hip circumference ( P = 3.70-6.08 × 10 − 6 ). Variants in CRIM1 , a gene regulating delivery of bone morphogenetic proteins to the cell surface, and ITGA1 , involved in the regulation of mesenchymal stem cell proliferation and cartilage production, were also associated with brachial circumference ( P = 7.82 and 9.68 × 10 − 6 , respectively) and represent interesting functional candidates. Other associations involved those between genes SE Z6L2 and MAX and waist circumference, XTP6 and brachial circumference, and A MPA1/ GRIA1 and height. Conclusion Although the study was underpowered for the reported associations to reach formal threshold of genome-wide significance under the assumption of in-dependent multiple testing, the consistency of association between the 2 variants and a set of anthropometric traits makes CRIM1 and ITGA1 highly interesting for further replication and functional follow-up. Increased linkage disequilibrium between the used markers in an isolated population makes the formal significance threshold overly stringent, and changed allele frequencies in isolate population may contribute to identifying variants that would not be easily identified in large outbred
Motion trajectory recognition using local temporal self-similarities

Motion trajectories provide a meaningful clue in motion characterization of humans, robots, and moving objects. This paper addresses motion trajectory recognition by exploring local self-similarities of motion trajectories over time. Such temporal self-similarities within a motion trajectory are observed by building a Self-Similarity Matrix (SSM) based on the sigmoid distances between all pairs of points along the motion trajectory. On analysis of SSMs, we develop a self-similarity descriptor that captures the layout of local temporal similarities within a motion trajectory. Such descriptors exhibit a noise stability and invariance to group transformations. Temporal pyramid ordering is used in the BoF approach to quantize a set of self-similarity descriptors as a histogram of visual words, forming a temporal pyramid representation accordingly as input data used for recognition. Our method for recognizing motion trajectories is validated on a sign language dataset. It shows similar or superior performance in comparison with other methods. In particular, a significant improvement in recognition efficiency and robustness to noise are achieved using our method.
Analysis of the Thresholds for Regular Low-Density Erasure Codes

By proving the existence of the minimum of the threshold function in (0,1) we show that the threshold of regular low-density erasure codes under erasure recovery algorithms is equal to the minimum of the threshold function in (0, 1). The existence and uniqueness of positive real root of the polynomial equation k(x) = 0 in (0,1) are verified. It follows from the two conclusions obtained above that the threshold of regular low-density erasure codes can be determined by the analytical expression.