Miracle-dz/UniFAR-FTUs huggingface dataset:
Forecasting Daily Variability of the S&P 100 Stock Index Using Historical, Realised and Implied Volatility Measurements

This discussion paper resulted in an article in the Journal of Empirical Finance (2005). Vol. 12, issue 3, pages 445-475. The increasing availability of financial market data at intraday frequencies has not only led to the development of improved volatility measurements but has also inspired research into their potential value as an information source for volatility forecasting. In this paper we explore the forecasting value of historical volatility (extracted from daily return series), of implied volatility (extracted from option pricing data) and of realised volatility (computed as the sum of squared high frequency returns within a day). First we consider unobserved components and long memory models for realised volatility which is regarded as an accurate estimator of volatility. The predictive abilities of realised volatility models are compared with those of stochastic volatility models and generalised autoregressive conditional heteroskedasticity models for daily return series. These historical volatility models are extended to include realised and implied volatility measures as explanatory variables for volatility. The main focus is on forecasting the daily variability of the Standard & Poor's 100 stock index series for which trading data (tick by tick) of almost seven years is analysed. The forecast assessment is based on the hypothesis of whether a forecast model is outperformed by alternative models. In particular, we will use superior predictive ability tests to investigate the relative forecast performances of some models. Since volatilities are not observed, realised volatility is taken as a proxy for actual volatility and is used for computing the forecast error. A stationary bootstrap procedure is required for computing the test statistic and its $p$-value. The empirical results show convincingly that realised volatility models produce far more accurate volatility forecasts compared to models based on daily returns. Long memory models seem to provide the most accurate forecasts.
Extensible resource management for cluster computing

Advanced general purpose parallel systems should be able to support diverse applications with different resource requirements without compromising effectiveness and efficiency. We present a resource management model for cluster computing that allows multiple scheduling policies to co-exist dynamically. In particular, we have built Octopus, an extensible and distributed hierarchical scheduler that implements new space sharing, gang scheduling and load sharing strategies. A series of experiments performed on an IBM SP2 suggest that Octopus can effectively match application requirements to available resources, and improve the performance of a variety of parallel applications within a cluster.
Sufficient Conditions for Decentralized Potential Functions Based Controllers Using Canonical Vector Fields

A combination of dual Lyapunov analysis and properties of decentralized navigation function based controllers is used to check the stability properties of a certain class of decentralized controllers for navigation and collision avoidance in multiagent systems. The derived results yield a less conservative condition from previous approaches, which relates to the negativity of the sum of the minimum eigenvalues of the Hessian matrices at the critical points, instead of requiring each of the eigenvalues to be negative itself. This provides an improved characterization of the reachable set of this class of decentralized navigation function based controllers, which is less conservative than the previous results for the same class of controllers.
Association What Makes Professional Development Effective ? Results from a National Sample of Teachers

What Makes Professional Development Effective? Results from a National Sample of Teachers Author(s): Michael S. Garet, Andrew C. Porter, Laura Desimone, Beatrice F. Birman, Kwang Suk Yoon Source: American Educational Research Journal, Vol. 38, No. 4 (Winter, 2001), pp. 915-945 Published by: American Educational Research Association Stable URL: http://www.jstor. org/stable/3202507 Accessed: 24/04/2009 21:09
Predicting where faults can hide from testing

Sensitivity analysis, which estimates the probability that a program location can hide a failure-causing fault, is addressed. The concept of sensitivity is discussed, and a fault/failure model that accounts for fault location is presented. Sensitivity analysis requires that every location be analyzed for three properties: the probability of execution occurring, the probability of infection occurring, and the probability of propagation occurring. One type of analysis is required to handle each part of the fault/failure model. Each of these analyses is examined, and the interpretation of the resulting three sets of probability estimates for each location is discussed. The relationship of the approach to testability is considered. <<ETX>>
Modeling Host Genetic Regulation of Influenza Pathogenesis in the Collaborative Cross

Genetic variation contributes to host responses and outcomes following infection by influenza A virus or other viral infections. Yet narrow windows of disease symptoms and confounding environmental factors have made it difficult to identify polymorphic genes that contribute to differential disease outcomes in human populations. Therefore, to control for these confounding environmental variables in a system that models the levels of genetic diversity found in outbred populations such as humans, we used incipient lines of the highly genetically diverse Collaborative Cross (CC) recombinant inbred (RI) panel (the pre-CC population) to study how genetic variation impacts influenza associated disease across a genetically diverse population. A wide range of variation in influenza disease related phenotypes including virus replication, virus-induced inflammation, and weight loss was observed. Many of the disease associated phenotypes were correlated, with viral replication and virus-induced inflammation being predictors of virus-induced weight loss. Despite these correlations, pre-CC mice with unique and novel disease phenotype combinations were observed. We also identified sets of transcripts (modules) that were correlated with aspects of disease. In order to identify how host genetic polymorphisms contribute to the observed variation in disease, we conducted quantitative trait loci (QTL) mapping. We identified several QTL contributing to specific aspects of the host response including virus-induced weight loss, titer, pulmonary edema, neutrophil recruitment to the airways, and transcriptional expression. Existing whole-genome sequence data was applied to identify high priority candidate genes within QTL regions. A key host response QTL was located at the site of the known anti-influenza Mx1 gene. We sequenced the coding regions of Mx1 in the eight CC founder strains, and identified a novel Mx1 allele that showed reduced ability to inhibit viral replication, while maintaining protection from weight loss.
Exploring the impact of choral singing on mindfulness

A wealth of academic research demonstrates an empirical link between choral singing and well-being. This study investigated the construct of state mindfulness as a potential generative mechanism by which this link exists. A within-subject design measured levels of state mindfulness in choristers before and after a choir rehearsal. Assessing state mindfulness before and after listening to a piece of music at home acted as the control condition. State mindfulness was assessed by the Mindful State Questionnaire (MSQ) among a sample of 83 adult amateur choristers (65 females, mean age 51.9 years). The development and psychometric properties of the MSQ are described. Paired t-tests revealed significant increases in levels of state mindfulness for both conditions (choir singing; t = 10.82, p < .001, η2 = 0.58; listening to music; t = 4.48, p < .001, η2 = 0.21), however the effect sizes and confidence intervals indicated a far greater effect for the choral singing condition. Limitations and future recommendations are discussed, with examples of opportunities to incorporate these findings into the promotion of mental health in Ireland.
Some Sharp Bounds on the Negative Decision Number of Graphs

Abstract Let G = (V,E) be a graph. A function f : V → {-1,1} is called a bad function of G if ∑u∈NG(v) f(u) ≤ 1 for all v ∈ V where NG(v) denotes the set of neighbors of v in G. The negative decision number of G, introduced in [12], is the maximum value of ∑v∈V f(v) taken over all bad functions of G. In this paper, we present sharp upper bounds on the negative decision number of a graph in terms of its order, minimum degree, and maximum degree. We also establish a sharp Nordhaus-Gaddum-type inequality for the negative decision number.
Shallow-water wave lensing in coral reefs: a physical and biological case study

SUMMARY Wave lensing produces the highest level of transient solar irradiances found in nature, ranging in intensity over several orders of magnitude in just a few tens of milliseconds. Shallow coral reefs can be exposed to wave lensing during light-wind, clear-sky conditions, which have been implicated as a secondary cause of mass coral bleaching through light stress. Management strategies to protect small areas of high-value reef from wave-lensed light stress were tested using seawater irrigation sprinklers to negate wave lensing by breaking up the water surface. A series of field and tank experiments investigated the physical and photophysiological response of the shallow-water species Stylophora pistillata and Favites abdita to wave lensing and sprinkler conditions. Results show that the sprinkler treatment only slightly reduces the total downwelling photosynthetically active and ultraviolet irradiance (∼5.0%), whereas it dramatically reduces, by 460%, the irradiance variability caused by wave lensing. Despite this large reduction in variability and modest reduction in downwelling irradiance, there was no detectable difference in photophysiological response of the corals between control and sprinkler treatments under two thermal regimes of ambient (27°C) and heated treatment (31°C). This study suggests that shallow-water coral species are not negatively affected by the strong flashes that occur under wave-lensing conditions.
Expectation and Evaluation in Moral and Non-Moral Contexts

People’s evaluations of events often depend on their expectations about those events. There is often disappointment when events fail to meet expectations—sometimes even when the events are still positive overall—and there is a special thrill to having one’s expectations exceeded. In this dissertation I propose a theory of event evaluation based on contrasts between global representations of states of the world that accounts for the role of expectations in evaluations. I then present four studies showing evidence for this model in moral and non-moral domains. In Study 1, I generated quantitative predictions from the model to fit existing data describing people’s emotional reactions to risky monetary gambles. Study 2 is a naturalistic study examining football fans’ reactions after wins and losses based on their Twitter activity. Fans’ reactions are influenced by their prior expectations of winning or losing each game. The evaluation of events is intimately linked to the evaluation of actions, in that one mode for evaluating action is simply to evaluate the events brought about by those actions. Consequently, Studies 3 and 4 shift focus to judgments of moral actions. In Study 3, participants were asked to contrast pairs of identical actions taken against victims in different circumstances. Participants’ expectations about victims’ prior risk affected their moral judgments of the actions so that a victim’s greater prior risk mitigated the severity of their moral judgments. Study 4 examined a naturalistic dataset of global Twitter activity in response to terrorism events. Terrorism events evoked larger public reactions when those events were surprising, with weaker reactions resulting when terrorism occurred in countries that suffer from high rates of terrorism. Finally, I discuss the implications of these findings for the normative status of human moral judgments. I discuss how expectations may play a role in the omission-commission distinction, moral luck, and victim blaming. Although it seems justifiable that expectations influence evaluations of non-moral events, in judgments of moral actions this tendency may lead to pervasive moral error.
Classifying digestive organs in wireless capsule endoscopy images based on deep convolutional neural network

This paper studies the classification problem of the digestive organs in wireless capsule endoscopy (WCE) images based on deep convolutional neural network (DCNN) framework. Essentially, DCNN proves having powerful ability to learn layer-wise hierarchy models with huge training data, which works similar to human biological visual systems. Classifying digestive organs in WCE images intuitively means to recognize higher semantic image features. To achieve this, an effective deep CNN-based WCE classification system has been constructed (DCNN-WCE-CS). With about 1 million real WCE images, intensive experiments are conducted to evaluate its performance by setting different network parameters. Results illustrate its superior performance compared to traditional classification methods, where about 95% classification accuracy can be achieved in average. Moreover, it is observed that the DCNN-WCE-CS is robust to the large variations of the WCE images due to the individuals and complex digestive tract circumstance, including the rotation, the luminance change of the WCE images.
Production of Methane Emissions from Ruminant Husbandry: A Review

The aim of this review is to summarize the current knowledge of methane (CH4) production from ruminants. The objectives are to identify the factors affecting CH4 production. Methane is a potent greenhouse gas (GHG). Ruminant livestock constitute worldwide the most important source of anthropogenic emissions of methane. There are two main factors influencing global warming change, an increase in greenhouse gas emissions and depletion of the ozone layer. Methane is associated with both factors. Ruminants (dairy, beef, goats, and sheep) are the main contributors to CH4 production. Their CH4 production is a natural and inevitable outcome of rumen fermentation. Feed is converted into products such as milk and meat. Many factors influence ruminant CH4 production, including level of intake, type and quality of feeds, energy consumption, animal size, growth rate, level of production, and environmental temperature. The methane emissions in dairy cows represent values from 151 to 497 g·day-1. Lactating cows produced more CH4 (354 g·day-1) than dry cows (269 g·day-1) and heifers (223 g·day-1). Dairy ewe generates 8.4 kg·head-1 annually. Holstein produced more CH4 (299 g·day-1) than the Crossbred (264 g·day-1). Methane emission by heifers grazing on fertilized pasture was higher (223 g·day-1) than that of heifers on unfertilized pasture (179 g·day-1). The average CH4 emissions are from 161 g·day-1 to 323 g·day-1 in beef cattle. Mature beef cows emit CH4 approximately from 240 g·day-1 to 396 g·day-1. Suffolk sheep emit 22 - 25 g·day-1. The bison’s annual CH4 emissions per year were 72 kg·head-1. The CH4 emission from manure depends on the physical form of the feces, the amount of digestible material, the climate, and the time they remained intact. The annual emissions from the pens and storage pond at dairy farm were 120 kg·cow-1.
Inflammatory responses to the occupational inhalation of metal fume

Occupational exposure to metal fume promotes a reversible increase in the risk of pneumonia, but by mechanisms which are unclear. To investigate, the current authors measured various markers of host defence function in welders and nonwelders. Induced sputum and venous blood samples were collected from 27 welders with regular long-term exposure to ferrous metal fume and 31 unexposed matched controls. In sputum, the present authors measured cell counts, the soluble and cellular iron concentration, and levels of interleukin-8, tumour necrosis factor-α, myeloperoxidase, matrix metalloproteinase-9, immunoglobulin (Ig)A, α2-macroglobulin and unsaturated iron-binding capacity. Blood samples were assayed for evidence of neutrophil activation and pneumococcal IgG antibodies. Welders had significantly higher iron levels and a substantially lower unsaturated iron-binding capacity in their sputum, but, despite a high iron challenge, there was a noteworthy absence of an inflammatory response. Only blood counts of eosinophils and basophils were significantly related to the extent of welding. Weak nonsignificant trends were observed for several other measures, consistent with low-grade priming of neutrophils. In conclusion, these data suggest that chronic exposure to metal fume blunts responsiveness to inhaled particulate matter. However, the mechanism behind the lack of detectable local inflammatory response requires further investigation.
Has internet delay gotten better or worse?

Delay is a key Internet performance metric and its stability, variation, and abrupt changes have been well studied. However, little could have been said about the Internet-wide delay distribution. In order to build a representative sample set for the Internet-wide delay distribution, one needs to draw data from a random selection of source hosts to destination hosts and there is no measurement system with access to every AS and subnet of the Internet. In this work we propose to apply the path-stitching algorithm to archival measurement data and reconstruct the past history of Internet delay distribution. The two main advantages of path stitching are that data from existing measurement projects is sufficient to provide accurate estimates and it produces delay estimates between almost any two hosts in the Internet. As a first step towards the longitudinal study of the Internet-wide delay distribution, we examine how the Internet delay changes from 2004 to 2009. Our work is the first ever systematic approach to Internet delay distribution. We report the overall delay distribution has gotten worse from 2004 to 2009, while the delay distribution for the same set of host pairs remains almost identical or slightly improved.
Do UN Interventions Cause Peace? Using Matching to Improve Causal Inference

Previous statistical studies of the effects of UN peacekeeping have generally suggested that UN interventions have a positive effect on building a sustainable peace after civil war. Recent methodological developments have questioned this result because the cases in which the United Nations intervenedwere quite different from those in which they did not. Therefore the estimated causal effect may be due to the assumptions of the model that the researchers chose rather than to peacekeeping itself. The root of the problem is that UN missions are not randomly assigned. We argue that standard approaches for dealing with this problem (Heckman regression and instrumental variables) are invalid and impracticable in the context of UN peacekeeping and would lead to estimates of the effects of UN operations that are largely a result of the assumptions of the statistical model rather than the data. We correct for the effects of nonrandom assignment with matching techniques on a sample of UN interventions in post-Cold-War conflicts and find that UN interventions are indeed effective in the sample of post-civil-conflict interventions, but that UN interventions while civil wars are still ongoing have no causal effect.
Game Profile–Based Training in Soccer: A New Field Approach

Abstract Dello Iacono, A, Martone, D, Cular, D, Milic, M, and Padulo, J. Game profile–based training in soccer: a new field approach. J Strength Cond Res 31(12): 3333–3342, 2017—The aim of the study was to profile and compare the time-motion, physiological, and neuromuscular responses of both National Youth League (NYL) and UEFA Youth League (UYL) matches with those of an experimental game profile–based training (GPBT) protocol. Time-motion traits and physiological, perceptual, and neuromuscular responses were investigated in 24 male soccer players across 14 matches and 6 GPBT training sessions, for a total of 420 samples. The GPBT had a greater influence on time-motion traits and perceptual responses than the NYL and UYL matches (all p < 0.001). No significant GPBT vs. match differences were found for mean heart rate or blood lactate (F = 1.228, p = 0.304, and F = 0.978, p = 0.385, respectively). Finally, the GPBT protocol led to greater impairment of the neuromuscular explosive performances when compared with those of the postmatch scores (squat jump: F = 19.991, p < 0.001; countermovement jump: F = 61.703, p < 0.001). Results identified the GPBT protocol as characterized by relatively greater high-intensity workloads than official NYL and UYL matches, requiring increased demanding efforts. In light of these outcomes, the GPBT protocol can be considered an advantageous training method for elite soccer players, capable of stimulating the physical effort and physiological capabilities required during a match. This approach is favorable when designing a training intervention according to the principle of sport specificity, as it is based on the specific metabolic demands.
Defying Disappearance: Cosmopolitan Public Spaces in Hong Kong

This paper explores the relationship between public space and cultural politics in Hong Kong. There is a tendency to assert that public space is disappearing in the city, whether through overt control of the public sphere or the commodification of landscape. While similar views have been expressed in relation to many cities around the world, in Hong Kong these concerns are difficult to disentangle from post-colonial politics. This paper therefore situates anxieties about public space within an historical geography of the Central district. This contextual strategy is deployed to frame a contemporary case study of the imaged powerful and powerless in the city: Hong Kong Land, Central leading landlord and Filipino domestic workers who gather in Central on Sundays to enjoy their day off. It is suggested that this gathering and the political rallies it hosts disrupt normative understandings of public space by introducing a transnational element that helps us to see Hong Kong's public spaces as contested. The paper concludes by pointing to the possibilities opened up by conceiving the public space of Central as a cultural landscape and as a cosmopolitan space reflective of Hong Kong's possible futures.
Program Design Environment for Multicore Processor Systems with Program Execution Controlled by Global States Monitoring

A new distributed program graphical design environment is described in the paper. It is oriented towards designing program execution control based on a built-in system infrastructure which enables easy global application states monitoring in systems based on multicore processors. Two aspects of global application control design are covered. First is the global control flow in programs at the level of processes and threads. The second is the asynchronous control of internal process and thread behavior. The proposed control infrastructure is based on structural program elements called synchronizers organized at the process and thread levels to collect state information, evaluate control predicates on global states and send signals to application program threads and processes to stimulate global control actions. The paper presents principles of the application program graphical design and programming methods to implement global control at the level of threads.