Miracle-dz/UniFAR-FTUs huggingface dataset:
Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach

In this paper, we propose exact likelihood-based mean-variance efficiency tests of the market portfolio in the context of Capital Asset Pricing Model (CAPM), allowing for a wide class of error distributions which include normality as a special case. These tests are developed in the framework of multivariate linear regressions (MLR). It is well known, however, that despite their simple statistical structure, standard asymptotically justified MLR-based tests are unreliable. In financial econometrics, exact tests have been proposed for a few specific hypotheses [Jobson and Korkie (Journal of Financial Economics, 1982), MacKinlay (Journal of Financial Economics, 1987), Gibbons, Ross and Shanken (Econometrica, 1989), Zhou (Journal of Finance, 1993)], most of which depend on normality. For the gaussian model, our tests correspond to Gibbons, Ross and Shanken's mean-variance efficiency tests. In non-gaussian contexts, we reconsider mean-variance efficiency tests allowing for multivariate Student-t and gaussian mixture errors. Our framework allows to cast more evidence on whether the normality assumption is too restrictive when testing the CAPM. We also propose exact multivariate diagnostic checks (including tests for multivariate GARCH and multivariate generalization of the well-known variance ratio tests) and goodness of fit tests as well as a set estimate for the intervening nuisance parameters. Our results [over five-year subperiods] show the following: (i) multivariate normality is rejected in most subperiods, (ii) residual checks reveal no significant departures from the multivariate i.i. d. assumption, and (iii) mean-variance efficiency tests of the market portfolio are not rejected as frequently once they are allowed for the possibility of non-normal errors.
Shocks in direct numerical simulation of the confined

The occurrence of shocks in the confined three‐dimensional turbulent mixing layer at convective Mach number 1.2 is established by means of direct numerical simulations. The shocks are generated by the turbulent motions in the flow. Consequently, they can have different shapes and orientations, while they persist for a relatively short time. Furthermore, they are created by different types of turbulent vortices. The shocks do not strongly contribute to the turbulent dissipation. Even at the time when the largest shocks occur, the fraction of the turbulent dissipation due to the shocks is less than 10%.
STUDENTS' BEHAVIOUR AND ATTITUDES TO SCHOOL RULES AS OUTCOME OF INVOLVEMENT IN STRUCTURED LEISURE ACTIVITIES

The aim of the study was to ascertain the associations between students’ participation in extracurricular activities, duration and type of these activities and their antisocial behaviour, attitude towards the rules regulating their behaviour at school and students’ rights. The sample consisted of 1360 (707 males and 653 females) adolescents between ages of 12 and 17 years. The survey-style assessment questionnaire was used in this study. The research revealed that participation in extracurricular activities was associated with more seldom alcohol use, smoking, deviant behaviour at school, and favourable evaluation of school rules. Duration of extracurricular activities a week was not associated with students’ antisocial behaviour. Evaluating substance use and deviant behaviour at school participating in sport students did not differ from those ones who did not participate in any extracurricular activities. Substance use and deviant behaviour at school is less characteristic to those students who attend arts and various activities.
Phylogeography of the longhorn cactus beetle Moneilema appressum LeConte (Coleoptera: Cerambycidae): was the differentiation of the Madrean sky islands driven by Pleistocene climate changes?

Although it has been suggested that Pleistocene climate changes drove population differentiation and speciation in many groups of organisms, population genetic evidence in support of this scenario has been ambiguous, and it has often been difficult to distinguish putative vicariance from simple isolation by distance. The sky island communities of the American Southwest present an ideal system in which to compare late Pleistocene range fragmentations documented by palaeoenvironmental studies with population genetic data from organisms within these communities. In order to elucidate the impact of Pleistocene climate fluctuations on these environments, biogeographic patterns in the flightless longhorn cactus beetle, Moneilema appressum were examined using mitochondrial DNA sequence data. Gene tree relationships between haplotypes were inferred using parsimony, maximum‐likelihood, and Bayesian analysis. Nested clade analysis, Mantel tests, and coalescent modelling were employed to examine alternative biogeographic scenarios, and to test the hypothesis that Pleistocene climate changes drove population differentiation in this species. The program mdiv was used to estimate migration and divergence times between populations, and to measure the statistical support for isolation over ongoing migration. These analyses showed significant geographic structure in genetic relationships, and implicated topography as a key determinant of isolation. However, although the coalescent analyses suggested that a history of past habitat fragmentation underlies the observed geographic patterns, the nested clade analysis indicated that the pattern was consistent with isolation by distance. Estimated divergence times indicated that range fragmentation in M. appressum is considerably older than the end of the most recent glacial, but coincided with earlier interglacial warming events and with documented range expansions in other, desert‐dwelling species of Moneilema.
Snoopertext: A multiresolution system for text detection in complex visual scenes

Text detection in natural images remains a very challenging task. For instance, in an urban context, the detection is very difficult due to large variations in terms of shape, size, color, orientation, and the image may be blurred or have irregular illumination, etc. In this paper, we describe a robust and accurate multiresolution approach to detect and classify text regions in such scenarios. Based on generation/validation paradigm, we first segment images to detect character regions with a multiresolution algorithm able to manage large character size variations. The segmented regions are then filtered out using shapebased classification, and neighboring characters are merged to generate text hypotheses. A validation step computes a region signature based on texture analysis to reject false positives. We evaluate our algorithm in two challenging databases, achieving very good results.
NBER WORKING PAPER SERIES THE ELASTICITY OF SUBSTITUTION BETWEEN TIME AND MARKET GOODS: EVIDENCE FROM THE GREAT RECESSION

We thank David Berger, Ariel Burstein, Matthias Doepke, Laura Doval, Martin Eichenbaum, Yana Gallen, Nir Jaimovich, Guido Lorenzoni, Tiago Pires, and Giorgio Primiceri for useful comments. This research was funded by a cooperative agreement between the USDA/ERS and Northwestern University, but the views expressed herein are those of the authors and do not necessarily reflect the views of the U.S. Department of Agriculture or the National Bureau of Economic Research.
On an index policy for restless bandits

We investigate the optimal allocation of effort to a collection of n projects. The projects are ‘restless' in that the state of a project evolves in time, whether or not it is allocated effort. The evolution of the state of each project follows a Markov rule, but transitions and rewards depend on whether or not the project receives effort. The objective is to maximize the expected time-average reward under a constraint that exactly m of the n projects receive effort at any one time. We show that as m and n tend to ∞ with m/n fixed, the per-project reward of the optimal policy is asymptotically the same as that achieved by a policy which operates under the relaxed constraint that an average of m projects be active. The relaxed constraint was considered by Whittle (1988) who described how to use a Lagrangian multiplier approach to assign indices to the projects. He conjectured that the policy of allocating effort to the m projects of greatest index is asymptotically optimal as m and n tend to∞. We show that the conjecture is true if the differential equation describing the fluid approximation to the index policy has a globally stable equilibrium point. This need not be the case, and we present an example for which the index policy is not asymptotically optimal. However, numerical work suggests that such counterexamples are extremely rare and that the size of the suboptimality which one might expect is minuscule.
An Abandoned Object Detection System Based on Dual Background and Motion Analysis

In this paper, a video-surveillance system for the detection of abandoned objects and its owner is proposed. The approach is based on dual background for the detection of static foreground and motion analysis for its owner. The static foreground detection performs in two steps: constructing and updating a pixel-based dual background to obtain the dual foreground, carrying a register for the evidence frame to give an alarm. Motion analysis establishes the correspondence of foreground objects between the successive frames using color histogram, in order to label the objects and record their characteristic and state. When the static foreground detection part find a possible target, the result of the motion analysis can be used to estimate the owner. We demonstrate that this abandoned object detection system solves successfully a high percentage of occlusions.
Sentiment classification using summaries: A comparative investigation of lexical and statistical approaches

Online reviewing has been on the rise and is extremely useful and accessible to web users due to the rise in social networking and more reviewing platforms. Being that some reviews tend to contain more text than is necessary to convey the sentiment of the review, review summarization with respect to polarity classification has become necessary. This work gives a comparative investigation of three forms of summarization approaches used for polarity classification. These include using SentiWordNet for a lexical approach, SVM Light for a statistical approach, and the Open Text Summarizer for a traditional summarization based approach.
Wind Speed Perception and Risk

Background How accurately do people perceive extreme wind speeds and how does that perception affect the perceived risk? Prior research on human–wind interaction has focused on comfort levels in urban settings or knock-down thresholds. No systematic experimental research has attempted to assess people's ability to estimate extreme wind speeds and perceptions of their associated risks. Method We exposed 76 people to 10, 20, 30, 40, 50, and 60 mph (4.5, 8.9, 13.4, 17.9, 22.3, and 26.8 m/s) winds in randomized orders and asked them to estimate wind speed and the corresponding risk they felt. Results Multilevel modeling showed that people were accurate at lower wind speeds but overestimated wind speeds at higher levels. Wind speed perceptions mediated the direct relationship between actual wind speeds and perceptions of risk (i.e., the greater the perceived wind speed, the greater the perceived risk). The number of tropical cyclones people had experienced moderated the strength of the actual–perceived wind speed relationship; consequently, mediation was stronger for people who had experienced fewer storms. Conclusion These findings provide a clearer understanding of wind and risk perception, which can aid development of public policy solutions toward communicating the severity and risks associated with natural disasters.
On the Estimation of Parameters of Variograms of Spatial Stationary Isotropic Random Processes

In many fields of science dealing with geostatistical data, the weighted least squares proposed by Noel Cressie remains a popular choice for variogram estimation. The main advantages of Simplicity (yet rigour), ease of implementation and non-parametric nature are its principle advantages. It also avoids the heavy computational burden of Generalized least squares. But that comes at the cost of loss of information due to the use of a diagonal weight matrix. Besides, the parameter dependent weight matrix makes the estimating equations biased . In this paper we propose two alternative weight matrices which do not depend on the parameters. We show that one of the weight matrices gives parameter estimates with lower asymptotic variance and also has asymptotically unbiased estimating equations. The observations are validated using simulation and real data.
Mystate: sharing social and contextual information through touch interactions with tagged objects

Sharing social and contextual information via services like Facebook, Twitter or Foursquare has become extremely popular in the recent years. This paper introduces the novel MyState concept in which users can augment any kind of object with Near Field Communication (NFC) tags, can write any social or contextual information on those tags using their mobile phones and can publish this information on a social networking site just by touching such a tag with their phone. The distinct features of MyState are A) the possibility to augment any personal or public object with any contextual or social information, B) the possibility that everybody can touch those tags in order to post the related information to a social networking site, C) the speed and convenience to publish information by a simple touch as users don't have to look at the mobile phone screen, interact with mobile phone menus or write any text when touching an already deployed tag. The paper reports on two field studies which provide insights on where the participants placed the tags, how they used MyState and what type of information was shared. Here we observed that users typically shared identity, location, activity and time, but also feelings, social meanings and experiences. Furthermore we identified several distinct social usage patterns such as synchronizing activities, expressing moods, games and tracking shared items.
Semi-supervised learning by locally linear embedding in kernel space

Graph based semi-supervised learning methods (SSL) implicitly assume that the intrinsic geometry of the data points can be fully specified by an Euclidean distance based local neighborhood graph, however, this assumption may not always be necessarily true. To overcome this problem, we propose to apply locally linear embedding (LLE) method to characterize the geometric structure of the data points; besides this, the embedding process is performed in the kernel induced feature space rather than the original input space. After embedding, the proposed transductive learning method predicts the labels of the unlabeled data within the regularization framework. Experimental results on image retrieval and pattern recognition verify the performance of the proposed approach.
Islam and family planning: changing perceptions of health care providers and medical faculty in Pakistan

Training health care providers and medical college faculty about the supportive nature of Islam toward family planning principles addressed their misconceptions and enhanced their level of comfort in providing family planning services and teaching the subject. Training health care providers and medical college faculty about the supportive nature of Islam toward family planning principles addressed their misconceptions and enhanced their level of comfort in providing family planning services and teaching the subject. ABSTRACT A USAID-sponsored family planning project called “FALAH” (Family Advancement for Life and Health), implemented in 20 districts of Pakistan, aimed to lower unmet need for family planning by improving access to services. To enhance the quality of care offered by the public health system, the FALAH project trained 10,534 facility-based health care providers, managers, and medical college faculty members to offer client-centered family planning services, which included a module to explain the Islamic viewpoint on family planning developed through an iterative process involving religious scholars and public health experts. At the end of the FALAH project, we conducted a situation analysis of health facilities including interviews with providers to measure family planning knowledge of trained and untrained providers; interviewed faculty to obtain their feedback about the training module; and measured changes in women's contraceptive use through baseline and endline surveys. Trained providers had a better understanding of family planning concepts than untrained providers. In addition, discussions with trained providers indicated that the training module on Islam and family planning helped them to become advocates for family planning. Faculty indicated that the module enhanced their confidence about the topic of family planning and Islam, making it easier to introduce and discuss the issue with their students. Over the 3.5-year project period, which included several components in addition to the training activity, we found an overall increase of 9 percentage points in contraceptive prevalence in the project implementation districts—from 29% to 38%. The Islam and family planning module has now been included in the teaching program of major public-sector medical universities and the Regional Training Institutes of the Population Welfare Department. Other countries with sizeable Muslim populations and low contraceptive prevalence could benefit from this module.
Why tropical forest lizards are vulnerable to climate warming

(119 articles) environmental science (519 articles) ecology (441 articles) behaviour Articles on similar topics can be found in the following collections Email alerting service here right-hand corner of the article or click Receive free email alerts when new articles cite this article-sign up in the box at the top Biological impacts of climate warming are predicted to increase with latitude, paralleling increases in warming. However, the magnitude of impacts depends not only on the degree of warming but also on the number of species at risk, their physiological sensitivity to warming and their options for behavioural and physiological compensation. Lizards are useful for evaluating risks of warming because their thermal biology is well studied. We conducted macrophysiological analyses of diurnal lizards from diverse latitudes plus focal species analyses of Puerto Rican Anolis and Sphaerodactyus. Although tropical lowland lizards live in environments that are warm all year, macrophysiological analyses indicate that some tropical lineages (thermoconformers that live in forests) are active at low body temperature and are intolerant of warm temperatures. Focal species analyses show that some tropical forest lizards were already experiencing stressful body temperatures in summer when studied several decades ago. Simulations suggest that warming will not only further depress their physiological performance in summer, but will also enable warm-adapted, open-habitat competitors and predators to invade forests. Forest lizards are key components of tropical ecosystems, but appear vulnerable to the cascading physiological and ecological effects of climate warming, even though rates of tropical warming may be relatively low. 1. INTRODUCTION Climate warming has profoundly affected terrestrial organisms (Walther et al. 2002; Parmesan 2006), and the magnitude of future effects is expected to increase with latitude (Root et al. 2003), paralleling the latitudinal increase in rate of warming (IPPC 2007). However, biotic impacts depend not only on the rate of warming but also on the number of species at risk, the behavioural and physiological abilities of organisms to buffer climate warming (Huey et al. The biodiversity of terrestrial ectotherms (e.g. insects, amphibians , reptiles) is of course vastly greater at lower latitudes. Moreover, many tropical ectotherms are surprisingly intolerant of high temperatures (Ruibal 1961; Parsons 1989) or are relatively sensitive to temperature change Nevertheless, biologists have given limited attention to whether tropical ectotherms are vulnerable to warming
Identification of Extract Method Refactoring Opportunities

Extract Method has been recognized as one of the most important refactorings, since it decomposes large methods and can be used in combination with other refactorings for fixing a variety of design problems. However, existing tools and methodologies support extraction of methods based on a set of statements selected by the user in the original method. The goal of the proposed methodology is to automatically identify Extract Method refactoring opportunities and present them as suggestions to the designer of an object-oriented system. The suggested refactorings adhere to three principles: the extracted code should contain the complete computation of a given variable declared in the original method, the behavior of the program should be preserved after the application of the refactoring, and the extracted code should not be excessively duplicated in the original method. The proposed approach is based on the union of static slices that result from the application of a block-based slicing technique. The soundness of the identified refactoring opportunities has been evaluated by an independent designer on the system that he developed.
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abundant supply, but it contains high proportions of juvenile wood, and hence utilization for structural purposes is difficult when conventional means of conversion are employed. As a different approach, it is p~ that heart-center cants be cut from boltwood and then sliced into thick ven~s for assembly into beams. The veneers can be expected to exhibit a considerable range in Stiffness. It is hypcxhesized that stiff veneers are stronger in tension and compression than less stiff veneers, and that this attnbute can be used to advantage by locating the stiffest veneers in the outermost portions of laminated beams. Procedure Sliced veneer was simulated by sawing heart-center cants into green lumber which was planed to 7/16-inch thickness prior to drying. Sufficient cants measuring 4-, 6-, 8-, 10-, and 12-inches square were first produced and then sawn through to obtain 120 veneers of each width, 600 veneers in all. The 120 veneers of each width were sequentially dealt into five sorts that were randomly assigned to drying treatments: (A) air dried; (B) in a . Jumber kiln on a mild schedule; (C) in a Jet dryer for 60 minutes at 300° F. ; (D) by conventional roller veneer dryer for 90 minutes at ness. With the deflection value obtained with this setup, it was possible to calculate the modulus of elasticity for each veneer: 300° F. ; and (E) for 23 minutes in a hot-plate press equipped with venti-late4cauls and operating at 300° F. Each drying group contained 120 veneers , 24 in each of five widths. The dry veneers were brought to an average equilibrium moisture content of 9 percent and then surfaced to precisely 1/3-inch thick and straight-line ripped to 1 inch less than nominal g~ width (3, 5, 7, 9, and 11 inches). The veneers were primarily loblolly pine with a sprinkling of shortleaf and longleaf pine. The bolts were picked at random out of a large deck of freshly cut pine. Stiffness of Veoeers Figure 1 illustrates the apparatus used to segregate the veneers Dy stiff-E = 4ybJl where E = modulus of elasticity, p.s. i. L = length between supports , inches (in this case 96) b = widdl of veneer, inches y = deflection, inches a' = thickness of veneer, inches (in this case 1/3) P = concentrated load in center of simple span, pounds (in this case P was held equal numerically to b) The relationship was simplified to …