Miracle-dz/UniFAR-FTUs huggingface dataset:
Stochastic Volatility Surface Estimation

We propose a method for calibrating a volatility surface that matches option prices using an entropy-inspired framework. Starting with a stochastic volatility model for asset prices, we cast the estimation problem as a variational one and we derive a Hamilton-Jacobi-Bellman (HJB) equation for the volatility surface. We study the asymptotics of the HJB equation assuming that the stochastic volatility model exhibits fast mean-reversion. From the asymptotic solution of the HJB equation we get an estimate of the stochastic volatility surface. We also incorporate uncertainty in quoted derivative prices through a penalty term, i.e. by softening the constraints in the HJB equation. We present numerical solutions of our estimation scheme. We find that, depending on the softness of the constraints, certain parameters of the volatility surface related to the implied volatility smile can be calibrated so that they are stable over time. These parameters are essentially the ones found in previous fast mean-reversion asymptotics papers by Fouque, Papanicolaou and Sircar. We find that our procedure provides a natural way of interpolating between the prior parameters and the parameters of Fouque, Papanicolaou and Sircar.
A stochastic Lagrangian representation of the three‐dimensional incompressible Navier‐Stokes equations

In this paper we derive a probabilistic representation of the deterministic three‐dimensional Navier‐Stokes equations based on stochastic Lagrangian paths. The particle trajectories obey SDEs driven by a uniform Wiener process; the inviscid Weber formula for the Euler equations of ideal fluids is used to recover the velocity field. This method admits a self‐contained proof of local existence for the nonlinear stochastic system and can be extended to formulate stochastic representations of related hydrodynamic‐type equations, including viscous Burgers equations and Lagrangian‐averaged Navier‐Stokes alpha models. © 2007 Wiley Periodicals, Inc.
Strength and fatigue strength of a similar Ti‐6Al‐2Sn‐4Zr‐2Mo‐0.1Si linear friction welded joint

Strengths for monotonic and cyclic loadings of similar overmatching Ti‐6Al‐2Sn‐4Zr‐2Mo‐0.1Si (Ti6242) linear friction welds (LFW) were studied and compared with the parent material (PM) behaviour. Non‐destructive synchrotron observations revealed the presence of pores in the weld interface. The weld centre zone (WCZ) showed a higher strength leading to lower macroscopic ductility of the cross‐weld samples. Local strain and normalized strain rate have been assessed by stereo digital image correlation (DIC) and revealed an early plastic activity at yielding in the vicinity of the WCZ attributed to residual stresses. For the target life, the fatigue strength was slightly reduced but compromised by a strong scatter. Indeed, an internal fish‐eye fatigue crack initiation was found on an unexpected dendritic defect that was very different from the PM microstructure and the known martensitic α′ in the WCZ. The dendritic defect was linked to surface contamination prior to welding and led to melting.
DRIED DISTILLER'S GRAINS WITH SOLUBLES (DDGS) INCLUSION AND ALLZYME SSF® SUPPLEMENTATION IN GROWING-FINISHING RABBIT DIETS: 2. IMPACT ON MEAT CHEMICAL COMPOSITION

The main objectives of this study were to partially substitute corn and soybean meal with dried distiller’s grains with solubles (DDGS) and to supply Allzyme SSF® in growing-finishing rabbit diet, investigating the influence of these diets on rabbit’s meat quality. Seventy two rabbits of both sexes were randomly assigned in a feeding trial from 54th to 91th day of age, allotted into 6 equal groups (12 rabbits/ group) to evaluate 6 experimental diets varied basically in Allzyme SSF® (0 or 0.02 %) and DDGS (0, 10 or 20 %) levels within 2 x 3 factorial arrangement. Rabbits were fed ad libitum until they attained slaughtering age (91th day). Compared with DDGS-non containing, DDGS-containing diets either with or without Allzyme SSF® supplementation recorded a significant increase in minerals content of rabbit’s meat (P ≤ 0.05). In conclusion, DDGS level up to 20 % as well as Allzyme SSF® supplementation in growing rabbit’s diets has no detrimental effect on rabbit’s meat composition.
A Robust Predictive Current Control for Three-Phase Grid-Connected Inverters

This paper presents a new predictive control algorithm for grid-connected current-controlled inverters. The control combines a two-sample deadbeat control law with a Luenberger observer to estimate the future value of the grid currents. The resulting control offers robustness against the computational delay inherent in the digital implementation and considerably enhances the gain and phase margins of the previous predictive controls while maintaining the high-speed response typical of the deadbeat controllers.
Influence of the interactions between tea (Camellia sinensis) extracts and ascorbic acid on their antioxidant activity: analysis with interaction indexes and isobolograms

Products containing natural additives, including antioxidants, are usually perceived by consumers as safer than those with synthetic ones. Natural antioxidants, besides having a preservative activity, may exert beneficial health effects. Interactions between antioxidants may significantly change their antioxidant activity, thus in designing functional foods or food/cosmetic ingredients knowledge about the type of interactions could be useful. In the present study, the interactions between ascorbic acid (AA; vitamin C) and different black and green tea extracts and the influence on their antioxidant activities were investigated. The antioxidant activities of tea extracts and their mixtures with AA prepared in several different weight ratios were measured using the trolox equivalent antioxidant capacity (TEAC), 1,1-diphenyl-2-picrylhydrazyl (DPPH), and ferric-reducing antioxidant power (FRAP) methods. The type of interaction was determined by interaction indexes and isobolograms. It was found that the weight ratio of extracts to AA significantly influenced the antioxidant activity of a mixture and the type of interaction between these components. The weight ratio of tea extract to AA can cause the change of interaction, e.g. from antagonism to additivism or from additivism to synergism. The observed differences in the type of interactions were probably also a result of different extracts’ polyphenol composition and content. The type of interaction may also be affected by the medium in which extracts and AA interact, especially its pH and the solvent used. To obtain the best antioxidant effect, all these factors should be taken into account during the design of a tea extract–AA mixture. Graphical Abstract
Physical activity and fitness in patients with COPD

Background: Daily physical activity (DPA) level is reduced in patients with COPD. The aim of this study was to investigate the association of DPA with functional and psychological variables in these patients. Methods: 155 COPD patients (102 males, median (IQR) age 62 years (54-69 years), predicted FEV 1 60% (40%-75%) were included. We assessed DPA (DigiWalker SW-200), functional capacity and psychological factors. results: DPA level was significantly associated with all functional capacity variables and two psychological variables (Perceived Physical Ability Subscale, depression subscale of the Hospital Anxiety and Depression Scale). The six-minute walking distance and Saint George Respiratory Questionnaire activity score explained 37% of the variance of DPA in a regression analysis. A structural equations model revealed that psychological variables indirectly explained DPA through functional capacity variables. DPA was stronger associated with functional capacity variables and weaker with psychological variables in patients with lower functional status than in patients with higher functional status. Conclusions: Higher levels of DPA are associated with better functional capacity, but interestingly, DPA is also affected by psychological factors, though only indirectly, via functional capacity. The effect of specific treatment addressing psychological factors on DPA level and exercise tolerance needs further investigation. Clinical Trial Registration: ClinicalTrials.gov,
Can blog communication dynamics be correlated with stock market activity?

In this paper, we develop a simple model to study and analyze communication dynamics in the blogosphere and use these dynamics to determine interesting correlations with stock market movement. This work can drive targeted advertising on the web as well as facilitate understanding community evolution in the blogosphere. We describe the communication dynamics by several simple contextual properties of communication, e.g. the number of posts, the number of comments, the length and response time of comments, strength of comments and the different information roles that can be acquired by people (early responders / late trailers, loyals / outliers). We study a "technology-savvy" community called Engadget (http://www.engadget.com). There are two key contributions in this paper: (a) we identify information roles and the contextual properties for four technology companies, and (b) we model them as a regression problem in a Support Vector Machine framework and train the model with stock movements of the companies. It is interestingly observed that the communication activity on the blogosphere has considerable correlations with stock market movement. These correlation measures are further cross-validated against two baseline methods. Our results are promising yielding about 78% accuracy in predicting the magnitude of movement and 87% for the direction of movement.
Merging Heterotic Orbifolds and K3 Compactifications with Line Bundles

We clarify the relation between six-dimensional Abelian orbifold compactifications of the heterotic string and smooth heterotic K3 compactifications with line bundles for both SO(32) and E8 × E8 gauge groups. The T 4 /ZN cases for N = 2,3,4 are treated exhaustively, and for N = 6 some examples are given. While all T 4 /Z2 and nearly all T 4 /Z3 models have a simple smooth match involving one line bundle only, this is only true for some T 4 /Z4 and T 4 /Z6 cases. We comment on possible matchings with more than one line bundle for the remaining cases. The matching is provided by comparisons of the massless spectra and their anomalies as well as a field theoretic analysis of the blow-ups.
Development of osteoporosis animal model using micropigs

Osteoporosis is a known major health problem and a serious disease of the bone, there has been a great need to develop more and newer animal models for this disease. Among animal models used for testing drug efficacy, the minipig model has become useful and effective due to its close similarity with humans (validity), particularly with the pharmacokinetics of compounds via subcutaneous administration, the structure and function of the organs, the morphology of bone and the overall metabolic nature. Based on these advantages, we sought to develop a new animal model of osteoporosis using micropig, which differs from other miniature pigs in the genetic background. Female micropigs were used for the induction of a moderate osteoporosis model by bilateral ovariectomy (OVX) and compared with shamoperated animals. For osteoporosis evaluation, clinical biomarkers such as blood osteocalcin (OSC) and parathyroid hormone (PTH) levels were measured, as well as bone mineral density (BMD) using micro-computed tomography (micro-CT). Compared to sham, OVX animals have decreased blood OSC level, while the blood PTH level increased in blood sera. In addition, we observed the significantly decreased BMDs of tibia region in OVX animals. Based on these results, we report that the micropig model developed in this study can be used to develop a new and effective medical method for diagnosis and treatment of osteoporosis.
Adsorption of Dissolved Organic Carbon and Nitrogen in Soils of a Weathering Chronosequence

Leaching of dissolved organic matter (DOM) and the associated nutrient elements can be a significant form of loss from developing ecosystems. We studied how the adsorption of dissolved organic C (DOC) and N (DON) changes during soil development and determined which soil characteristics control adsorption. We sampled 77, 255, 616, and about 1200+ yr-old andesitic soils at five depths and did adsorption isotherm experiments fit to a modified Langmuir equation. We measured DOC and DON in soil solution at the 10- to 20-, 40-, and 150-cm soil depths during the snowmelt period to compare with adsorption experiments. Ability of the soils to adsorb DOM increased with soil age. Regression analyses were performed between adsorption capacity or the null point concentration of either DOC or DON and the independent variables soil organic C (SOC), N, allophane, oxalate extractable Fe, crystalline Fe, and specific surface area. The best relationships were found between adsorption capacity and the allophane/SOC ratio (r 2 = 0.88), and between the null point concentration of DOC or DON and the SOC/allophane ratio (DOC: r 2 = 0.85; DON: r 2 = 0.77). Stepwise multiple regression indicated that oxalate-extractable Fe and specific surface area contributed only small increases in the multiple R 2 . High correlations between the null-point adsorption of DOC or DON and the DOC (r 2 = 0.92) or DON (r 2 = 0.86) field soil solution concentrations indicated that results obtained in laboratory experiments were applicable to field conditions. The cause of the increased ability of the soils to adsorb and retain DOM during soil development appears to be an increase in allophane concentrations.
Percutaneous Pulmonary Valve Implantation: Impact of Evolving Technology and Learning Curve on Clinical Outcome

Background— Percutaneous pulmonary valve implantation was introduced in the year 2000 as a nonsurgical treatment for patients with right ventricular outflow tract dysfunction. Methods and Results— Between September 2000 and February 2007, 155 patients with stenosis and/or regurgitation underwent percutaneous pulmonary valve implantation. This led to significant reduction in right ventricular systolic pressure (from 63±18 to 45±13 mm Hg, P<0.001) and right ventricular outflow tract gradient (from 37±20 to 17±10 mm Hg, P<0.001). Follow-up ranged from 0 to 83.7 months (median 28.4 months). Freedom from reoperation was 93% (±2%), 86% (±3%), 84% (±4%), and 70% (±13%) at 10, 30, 50, and 70 months, respectively. Freedom from transcatheter reintervention was 95% (±2%), 87% (±3%), 73% (±6%), and 73% (±6%) at 10, 30, 50, and 70 months, respectively. Survival at 83 months was 96.9%. On time-dependent analysis, the first series of 50 patients (log-rank test P<0.001) and patients with a residual gradient >25 mm Hg (log-rank test P=0.01) were associated with a higher risk of reoperations. Conclusions— Percutaneous pulmonary valve implantation resulted in the ability to avoid surgical right ventricular outflow tract revision in the majority of cases. This procedure might reduce the number of operations needed over the total lifetime of patients with right ventricle–to–pulmonary artery conduits.
Theoretical study of the debt financing structure's impact on solvency

Debt financing is one of the main ways of external financing, and it has always been the research focus of the academic circles. However, as a new branch of the capital structure research in recent years, the relationship between debt financing structure and solvency has not drawn enough attention. Based on relevant research literatures, this paper studies the impacts of debt financing structure on solvency, identifies the observed variables, and then proposes the conceptual model and hypotheses. Beginning with the principal-agent relationship of the capital structure theory, it finds that the impact of debt maturity structure on short-term solvency is positive, while the impact of debt maturity structure on long-term solvency is negative. What's more, this paper finds out that the impact of debt type structure on short-term and the impact of debt type structure on long-term solvency are both positive. At last, it offers suggestions for the next empirical research and theoretical research.
Prosody in Israeli Sign Language

This is a study of the interaction of phonology with syntax, and, to some extent, with meaning, in a natural sign language. It adopts the theory of prosodic phonology (Nespor & Vogel, 1986), testing both its assumptions, which had been based on data from spoken language, and its predictions, on the language of the deaf community in Israel. Evidence is provided to show that Israeli Sign Language (ISL) divides its sentences into the prosodic constituents, phonological phrase and intonational phrase. It is argued that prominence falls at the end of phonological phrases, as the theory predicts for languages like ISL, whose basic word order is head first, then complement. It is suggested that this correspondence between prominence pattern and word order may have important implications for language acquisition. An assimilation rule whose domain is the phonological phrase provides further evidence for the phono logical phrase constituent. The rule involves a phonetic element that has no equivalentin spoken language: the non dominant hand. In this way, it is shown how a phonetic system that bears no physical relation to that of spoken language is recruited to serve a phonologicalsyntactic organization that is in many ways the same. The study also provides evidence for the next higher constituent in the prosodic hierarchy, the intonational phrase. Elements such as topicalized constituents form their own intonational phrases in ISL as in spoken languages. Intonational phrases have clear phonetic correlates, one of which is facial expressions which characterize entire intonational phrases. It is argued that facial expressions are analogous to intonational melodies in spoken languages. But unlike the tones of spoken language, which follow one another in a sequence, facial articulations can occur simultaneously with one another and with the rest of the communicative message conveyed by the hands. This difference, it is argued, results from the fact that the many facial articulators are independent, both of each other and of the primary articulators, the hands. The investigation illuminates the similarities as well as the differences of prosodic systems in the two natural human language modalities, and points out directions for future research.
Explore no more: Improved high-probability regret bounds for non-stochastic bandits

This work addresses the problem of regret minimization in non-stochastic multi-armed bandit problems, focusing on performance guarantees that hold with high probability. Such results are rather scarce in the literature since proving them requires a large deal of technical effort and significant modifications to the standard, more intuitive algorithms that come only with guarantees that hold on expectation. One of these modifications is forcing the learner to sample arms from the uniform distribution at least Ω( √T) times over T rounds, which can adversely affect performance if many of the arms are suboptimal. While it is widely conjectured that this property is essential for proving high-probability regret bounds, we show in this paper that it is possible to achieve such strong results without this undesirable exploration component. Our result relies on a simple and intuitive loss-estimation strategy called Implicit exploration (IX) that allows a remarkably clean analysis. To demonstrate the flexibility of our technique, we derive several improved high-probability bounds for various extensions of the standard multi-armed bandit framework. Finally, we conduct a simple experiment that illustrates the robustness of our implicit exploration technique.
Selective Ablation of a Class of Amacrine Cells Alters Spatial Processing in the Retina

Several recent studies have suggested that the spatial tuning of retinal ganglion cells may be a more complex process than previously thought. The working hypothesis for many years was that the tuning was shaped by operations performed in the first synaptic layer of the retina, but recent work shows that operations in the second synaptic layer, involving amacrine cells, also play a significant role (Cook and McReynolds, 1998; Taylor, 1999; Flores-Herr et al., 2001). Although it is clear that amacrine cells are involved, the precise roles of the different amacrine subtypes in the many aspects of spatial tuning have not yet been established. Here we used a cell class ablation method to remove one subtype, the neuropeptide Y-expressing cells (NPY cells), and tapped into a part of the circuitry that tunes ganglion cells toward large spatial patterns (low spatial frequencies). When the subtype was ablated, ganglion cells tuned toward low spatial frequencies, both ON- and OFF-type cells, lost this preferential tuning. The effect was specific because ablation of another amacrine subtype did not produce it. Further analysis showed that the change in tuning was attributable to a decrease in the receptive field surround size of the ganglion cell. Other parameters, such as the size, strength, and asymmetry of the center and the strength of the surround, were not statistically significantly affected. These results thus show a mechanism for tuning cells to low spatial frequencies; an operation in the second synaptic layer, mediated by NPY cells, extends the surround of the ganglion cell.
CERES Top-of-Atmosphere Earth Radiation Budget Climate Data Record: Accounting for in-Orbit Changes in Instrument Calibration

The Clouds and the Earth’s Radiant Energy System (CERES) project provides observations of Earth’s radiation budget using measurements from CERES instruments onboard the Terra, Aqua and Suomi National Polar-orbiting Partnership (S-NPP) satellites. As the objective is to create a long-term climate data record, it is necessary to periodically reprocess the data in order to incorporate the latest calibration changes and algorithm improvements. Here, we focus on the improvements and validation of CERES Terra and Aqua radiances in Edition 4, which are used to generate higher-level climate data products. Onboard sources indicate that the total (TOT) channel response to longwave (LW) radiation has increased relative to the start of the missions by 0.4% to 1%. In the shortwave (SW), the sensor response change ranges from −0.4% to 0.6%. To account for in-orbit changes in SW spectral response function (SRF), direct nadir radiance comparisons between instrument pairs on the same satellite are made and an improved wavelength dependent degradation model is used to adjust the SRF of the instrument operating in a rotating azimuth plane scan mode. After applying SRF corrections independently to CERES Terra and Aqua, monthly variations amongst these instruments are highly correlated and the standard deviation in the difference of monthly anomalies is 0.2 Wm−2 for ocean and 0.3 Wm−2 for land/desert. Additionally, trends in CERES Terra and Aqua monthly anomalies are consistent to 0.21 Wm−2 per decade for ocean and 0.31 Wm−2 per decade for land/desert. In the LW, adjustments to the TOT channel SRF are made to ensure that removal of the contribution from the SW portion of the TOT channel with SW channel radiance measurements during daytime is consistent throughout the mission. Accordingly, anomalies in day–night LW difference in Edition 4 are more consistent compared to Edition 3, particularly for the Aqua land/desert case.
Using The Size of Classes and Methods as the Basisfor Early E ort Prediction ; Empirical Observations , Initial Application ; A Practitioners Experience

Early practical experience, based upon empirical observations strongly indicates that using classes as the basis for eeort estimation, can help to achieve DeMarco's holy grail. In providing evidence for this claim this position paper will describe (i) empirical size observations; (ii) estimations processes, based upon these observations ; and (iii) initial experiences using these processes. This paper will conclude with lessons learned and further work to be done.