Miracle-dz/UniFAR-FTUs huggingface dataset:
Properties of realized variance for a pure jump process: calendar time sampling versus business time sampling

In this paper we study the impact of market microstructure effects on the properties of realized variance using a pure jump process for high frequency security prices. Closed form expressions for the bias and mean squared error of realized variance are derived under alternative sampling schemes. Importantly, we show that business time sampling is generally superior to the common practice of calendar time sampling in that it leads to a reduction in mean squared error. Using IBM transaction data we estimate the model parameters and determine the optimal sampling frequency for each day in the data set. The empirical results reveal a downward trend in optimal sampling frequency over the last 4 years with considerable day-to-day variation that is closely related to changes in market liquidity.
Skateboards, Bicycles, and Three-dimensional Biped Walking Machines: Velocity-dependent Stability by Means of Lean-to-yaw Coupling

One of the great challenges in the development of passive dynamic walking robots (useful for an understanding of human gait and for future applications in entertainment and the like) is the stabilization of three-dimensional motions. This is a difficult problem due to the inherent interaction between fore-aft motions and sideways motions. In this paper we propose a simple solution. Conceptually, one can avert a sideways fall by steering in that direction, similar to skateboards and bicycles. We propose to implement this concept for walking robots by the introduction of an ankle joint that kinematically couples lean to yaw. The ankle joint has an unusual orientation; its axis points forward and downward, without any left-right component. The effect of the ankle joint is investigated in a simple three-dimensional model with three internal degrees of freedom: one at the hip and two at the ankles. It has cylindric feet and an actuator at the hip joint, which quickly moves the swing leg to a preset forward position. The simulations show that it is easy to find a stable configuration, and that the resultant walking motion is highly robust to disturbances. Similar to skateboards and bicycles, there exists a critical velocity (as a function of the parameters) above which stable walking motions occur. The critical velocity can be lower for a more vertical ankle axis orientation. As an additional benefit, the ankle joint allows a straightforward implementation for steering; a simple sideways offset of the mass distribution will cause the model to gently steer in that direction. The results show great potential for the construction of a real-world prototype with the proposed ankle joint.
Tonotopically Arranged Traveling Waves in the Miniature Hearing Organ of Bushcrickets

Place based frequency discrimination (tonotopy) is a fundamental property of the coiled mammalian cochlea. Sound vibrations mechanically conducted to the hearing organ manifest themselves into slow moving waves that travel along the length of the organ, also referred to as traveling waves. These traveling waves form the basis of the tonotopic frequency representation in the inner ear of mammals. However, so far, due to the secure housing of the inner ear, these waves only could be measured partially over small accessible regions of the inner ear in a living animal. Here, we demonstrate the existence of tonotopically ordered traveling waves covering most of the length of a miniature hearing organ in the leg of bushcrickets in vivo using laser Doppler vibrometery. The organ is only 1 mm long and its geometry allowed us to investigate almost the entire length with a wide range of stimuli (6 to 60 kHz). The tonotopic location of the traveling wave peak was exponentially related to stimulus frequency. The traveling wave propagated along the hearing organ from the distal (high frequency) to the proximal (low frequency) part of the leg, which is opposite to the propagation direction of incoming sound waves. In addition, we observed a non-linear compression of the velocity response to varying sound pressure levels. The waves are based on the delicate micromechanics of cellular structures different to those of mammals. Hence place based frequency discrimination by traveling waves is a physical phenomenon that presumably evolved in mammals and bushcrickets independently.
Organizational Choice in R&D Alliances: Knowledge Based and Transaction Cost Perspectives

This study examines how firms choose organizational form for their R&D alliances. Encouraging cooperation in these alliances is often challenging, given the difficulties in knowledge sharing between partners and protecting the property rights over partner knowledge. Interestingly, knowledge-based and transaction cost perspectives generate different hypotheses on alliance organization choice in this setting. When partner knowledge bases are very different, the risk of unintended transfer or leakage is reduced, yet the need for enhanced communication and knowledge sharing mechanisms remains undiminished. With a sample of 232 R&D alliances, I find more thorough support for the transaction cost hypothesis. Firms more likely select an equity joint venture as partner knowledge bases diverge and knowledge transfer becomes more difficult. When such knowledge bases are very different, however, firms are less likely to choose an equity joint venture over more contractual forms of alliance organization. Thus, these results provide empirical evidence on alliance organization choice and also have important implications for the fundamental question of why firms exist. Copyright © 2004 John Wiley & Sons, Ltd.
A Focal Cue for Metric Measurement of 3D Surfaces

This paper finds a method for computing the best-focused location from an image and using it as a dimensional cue for acquisition of a 3D scene surface. In some situations in 3D vision, an object cannot be reconstructed into a 3D model with metric dimensions. Rather, it can only be reconstructed into a 3D structure up to a similarity transformation. To upgrade the 3D model from a similarity transformation to a Euclidean transformation, we propose a method based on the best-focused locations. By analyzing the blur distribution in an image, this method finds the best-focused locations from an image, which provides an additional cue for upgrading the reconstructed 3D structure. Hence, we can obtain not only the object's shape, but also the dimensions and sizes of surface features
Iron Source Preference and Regulation of Iron Uptake in Cryptococcus neoformans

The level of available iron in the mammalian host is extremely low, and pathogenic microbes must compete with host proteins such as transferrin for iron. Iron regulation of gene expression, including genes encoding iron uptake functions and virulence factors, is critical for the pathogenesis of the fungus Cryptococcus neoformans. In this study, we characterized the roles of the CFT1 and CFT2 genes that encode C. neoformans orthologs of the Saccharomyces cerevisiae high-affinity iron permease FTR1. Deletion of CFT1 reduced growth and iron uptake with ferric chloride and holo-transferrin as the in vitro iron sources, and the cft1 mutant was attenuated for virulence in a mouse model of infection. A reduction in the fungal burden in the brains of mice infected with the cft1 mutant was observed, thus suggesting a requirement for reductive iron acquisition during cryptococcal meningitis. CFT2 played no apparent role in iron acquisition but did influence virulence. The expression of both CFT1 and CFT2 was influenced by cAMP-dependent protein kinase, and the iron-regulatory transcription factor Cir1 positively regulated CFT1 and negatively regulated CFT2. Overall, these results indicate that C. neoformans utilizes iron sources within the host (e.g., holo-transferrin) that require Cft1 and a reductive iron uptake system.
Combining file content and file relations for cloud based malware detection

Due to their damages to Internet security, malware (such as virus, worms, trojans, spyware, backdoors, and rootkits) detection has caught the attention not only of anti-malware industry but also of researchers for decades. Resting on the analysis of file contents extracted from the file samples, like Application Programming Interface (API) calls, instruction sequences, and binary strings, data mining methods such as Naive Bayes and Support Vector Machines have been used for malware detection. However, besides file contents, relations among file samples, such as a "Downloader" is always associated with many Trojans, can provide invaluable information about the properties of file samples. In this paper, we study how file relations can be used to improve malware detection results and develop a file verdict system (named "Valkyrie") building on a semi-parametric classifier model to combine file content and file relations together for malware detection. To the best of our knowledge, this is the first work of using both file content and file relations for malware detection. A comprehensive experimental study on a large collection of PE files obtained from the clients of anti-malware products of Comodo Security Solutions Incorporation is performed to compare various malware detection approaches. Promising experimental results demonstrate that the accuracy and efficiency of our Valkyrie system outperform other popular anti-malware software tools such as Kaspersky AntiVirus and McAfee VirusScan, as well as other alternative data mining based detection systems.
Misvaluation and Return Anomalies in Distress Stocks

Return anomalies are most pronounced among distressed stocks. We attribute this finding to the role of misvaluation and investors' inability to value distressed stocks correctly. We treat distressed stocks as options and construct a valuation model that explicitly takes into account the value of the option to default (or abandon the rm). We show that anomalies exist only among the subset of distressed stocks classi fied as misvalued by our model. There is little evidence that more misvalued stocks are harder to arbitrage than less misvalued stocks.
The effect of the daily intake of inulin on fasting lipid, insulin and glucose concentrations in middle-aged men and women

The present study was carried out to examine the effect of the daily intake of 10 g inulin on fasting blood lipid, glucose and insulin levels in healthy middle-aged men and women with moderately raised total plasma cholesterol (TC) and triacylglycerol (TAG) levels. This study was a double-blind randomized placebo-controlled parallel study in which fifty-four middle-aged subjects received either inulin or placebo for a period of 8 weeks. Fasting blood samples were collected before the supplementation period (baseline samples 1 and 2, separated by 1 week) and at weeks 4 and 8, with a follow-up at week 12. Compared with baseline values, insulin concentrations were significantly lower at 4 weeks (P < 0·01) in the inulin group. There was a trend for TAG values, compared with baseline, to be lower in the inulin group at 8 weeks (P < 0·08) returning to baseline concentrations at week 12. On comparison of the inulin and placebo groups, the fasting TAG responses over the 8-week test period were shown to be significantly different (P < 0·05, repeated measures ANOVA), which was largely due to lower plasma TAG levels in the inulin group at week 8. The percentage change in TAG levels in the inulin group during the 8-week study was shown to correlate with the initial TAG level of the subjects (rs −0·499, P = 0·004). We therefore conclude that the daily addition of 10 g inulin to the diet significantly reduced fasting insulin concentrations during the 8-week test period and resulted in lower plasma TAG levels, particularly in subjects in whom fasting TAG levels were greater than 1·5 mmol/l. These data support findings from animal studies that fructans influence the formation and/or degradation of TAG-rich lipoprotein particles, and the insulin data are also consistent with recent studies showing attenuation of insulin levels in fructan-treated rats.
Decision, Sensation, and Habituation: A Multi-Layer Dynamic Field Model for Inhibition of Return

Inhibition of Return (IOR) is one of the most consistent and widely studied effects in experimental psychology. The effect refers to a delayed response to visual stimuli in a cued location after initial priming at that location. This article presents a dynamic field model for IOR. The model describes the evolution of three coupled activation fields. The decision field, inspired by the intermediate layer of the superior colliculus, receives endogenous input and input from a sensory field. The sensory field, inspired by earlier sensory processing, receives exogenous input. Habituation of the sensory field is implemented by a reciprocal coupling with a third field, the habituation field. The model generates IOR because, due to the habituation of the sensory field, the decision field receives a reduced target-induced input in cue-target-compatible situations. The model is consistent with single-unit recordings of neurons of monkeys that perform IOR tasks. Such recordings have revealed that IOR phenomena parallel the activity of neurons in the intermediate layer of the superior colliculus and that neurons in this layer receive reduced input in cue-target-compatible situations. The model is also consistent with behavioral data concerning temporal expectancy effects. In a discussion, the multi-layer dynamic field account of IOR is used to illustrate the broader view that behavior consists of a tuning of the organism to the environment that continuously and concurrently takes place at different spatiotemporal scales.
Impact of a varied understanding of school bullying

Purpose Traditional school bullying is complex and overlapping, hence research suggests there is a varied definition of the term (Canty et al., 2016). The purpose of this paper is to investigate the potential effects of the term bullying on adolescent experiences of bullying. Additionally, the study examined bully, victim, bully-victim, and bystander identity as a moderating factor of experience of the term. Design/methodology/approach Research appears to seldom offer adolescents the opportunity to discuss bullying using qualitative methods within naturalistic environments. Therefore, the current study adopted a phenomenological framework for adolescents to share their experiences. Data comprised recordings of semi-structured interviews and focus groups with adolescents (n=20) in high-school settings. Findings The current study supported the notion that adolescents perceive a varied use of the term bullying in schools. The sample experience a varied understanding of bullying in which they explain: increases exposure to bullying; impacts social perception of bullying; reduces trust in anti-bullying intervention; reduces coping self-efficacy amongst victims of bullying; and impacts negatively on friendships. Originality/value Findings suggest a knowledge deficit in transferring information about school bullying from experts to non-experts. The sample indicated that a varied use of the term bullying has negative impact on their social and emotional functioning particularly; in managing distress and maintaining relationships. Additionally, inconsistent understanding of the term was said to increase the frequency of bullying, perception of bullying, and trust in intervention amongst the sample. Limitations of the research, recommendations for practice and intervention are briefly discussed.
Hydrometeor-enhanced tephra sedimentation: Constraints from the 18 May 1980 eruption of Mount St. Helens

[1] Uncertainty remains on the origin of distal mass deposition maxima observed in many recent tephra fall deposits. In this study the link between ash aggregation and the formation of distal mass deposition maxima is investigated through reanalysis of tephra fallout from the Mount St. Helens 18 May 1980 (MSH80) eruption. In addition, we collate all the data needed to model distal ash sedimentation from the MSH80 eruption cloud. Four particle size subpopulations were present in distal fallout with modes at 2.2 Φ, 4.2 Φ, 5.9 Φ, and 8.3 Φ. Settling rates of the coarsest subpopulation closely matched predicted single-particle terminal fall velocities. Sedimentation of particles <100 μm was greatly enhanced, predominantly through aggregation of a particle subpopulation with modal diameter 5.9 ± 0.2 Φ (19 ± 3 μm). Mammatus on the MSH80 cloud provided a mechanism to transport very fine ash particles, with predicted atmospheric lifetimes of days to weeks, from the upper troposphere to the surface in a matter of hours. In this mechanism, ash particles initiate ice hydrometeor formation high in the troposphere. Subsequently, the volcanic cloud rapidly subsides as mammatus develop from increased particle loading and cloud base sublimation. Rapid fallout occurs as the cloud passes through the melting level in a process analogous to snowflake aggregation. Aggregates sediment en masse and form the distal mass deposition maxima observed in many recent volcanic ash fall deposits. This work provides a data resource that will facilitate tephra sedimentation modeling and allow model intercomparisons.
Risk factors for therapy-related myelodysplastic syndrome and acute myeloid leukemia treated with allogeneic stem cell transplantation

After successful treatment of malignant diseases, therapy-related myelodysplastic syndrome and acute myeloid leukemia have emerged as significant problems. This study shows that allogeneic stem cell transplantation can cure a significant portion of these patients. See related perspective article on page 542. Background After successful treatment of malignant diseases, therapy-related myelodysplastic syndrome and acute myeloid leukemia have emerged as significant problems. Design and Methods The aim of this study was to investigate outcome and risk factors in patients with therapy-related myelodysplastic syndrome or acute myeloid leukemia who underwent allogeneic stem cell transplantation. Between 1981 and 2006, 461 patients with therapy-related myelodysplastic syndrome or acute myeloid, a median age of 40 years and a history of solid tumor (n=163), malignant lymphoma (n=133), or other hematologic diseases (n=57) underwent stem cell transplantation and their data were reported to the European Group for Blood and Marrow Transplantation. Results The cumulative incidence of non-relapse mortality and relapse at 3 years was 37% and 31%, respectively. In a multivariate analysis significant factors for relapse were not being in complete remission at the time of transplantation (p=0.002), abnormal cytogenetics (p=0.005), higher patients’ age (p=0.03) and therapy-related myelodysplastic syndrome (p=0.04), while higher non-relapse mortality was influenced by higher patients’ age. Furthermore, there was a marked reduction in non-relapse mortality per calendar year during the study period (p<0.001). The 3-year relapse-free and overall survival rates were 33% and 35%, respectively. In a multivariate analysis significant higher overall survival rates were seen per calendar year (p<0.001), for younger age (<40 years) and normal cytogenetics (p=0.05). Using age (<40 years), abnormal cytogenetics and not being in complete remission at the time of transplantation as risk factors, three different risk groups with overall survival rates of 62%, 33% and 24% could be easily distinguished. Conclusions Allogeneic stem cell transplantation can cure patients with therapy-related myelodysplastic syndrome and acute myeloid leukemia and has markedly improved over time. Non-complete remission, abnormal cytogenetics and higher patients’ age are the most significant factors predicting survival.
In vivo Radioiodide Imaging and Treatment of Breast Cancer Xenografts after MUC1-Driven Expression of the Sodium Iodide Symporter

Purpose: Expression of the sodium iodide symporter (NIS) in the thyroid gland provides for effective imaging and treatment of thyroid cancer using radiolabeled iodide. Transfer of NIS into other tumors would expand the utility of this treatment to tumors of nonthyroid origin. MUC1 is a transmembrane glycoprotein that is overexpressed in many tumor types, including breast, pancreatic, and ovarian. The aim of this study was to create a construct containing NIS under the control of the MUC1 promoter to target expression specifically to MUC1-positive breast cancer cells. Experimental Design: A replication-deficient adenoviral construct was created containing the MUC1 promoter followed by the human NIS gene. Iodide uptake assays, Western blot, and immunohistochemistry were used to confirm NIS expression and function. Breast cancer xenografts in mice were infected with Ad5/MUC1/NIS and then imaged and treated using radioiodide. Results: A 58-fold increase in iodide uptake was observed in infected MUC1-positive T47D cells with no significant increase observed in MUC1-negative MDA-MB-231 cells or in cells infected with the control virus. The in vivo study yielded clear images of Ad/MUC1/NIS-infected tumor xenografts using 123I. Administration of a therapeutic dose of 131I resulted in an 83% reduction in tumor volume, whereas control tumors continued to increase in size (P < 0.01). Conclusions: These results show that the MUC1 promoter is capable of directing efficient and selective expression of the NIS gene in MUC1-positive breast tumor cells. This could potentially have applications for both imaging and therapy in a range of MUC1-positive tumor types.
Codevelopment in personality : the interplay between big five traits, self esteem, and satisfaction in couples and families

Big Five traits and self-esteem play a crucial role in explaining satisfaction in couples. Moreover, no clear answer exists whether similarity in Big Five traits and self-esteem predict couple satisfaction. Further, little evidence exists showing whether relationship satisfaction predicts Big Five traits and self-esteem. These personality constructs have rarely been studied conjointly and no research is available to give some indication of how family members impact each other in Big Five traits and self-esteem (i.e., codevelopment in personality). This cumulative dissertation encloses five studies with the goal to review current research on Big Five traits and satisfaction in couples, to test whether Big Five traits, self-esteem, and the partners’ similarity in personality predict relationship satisfaction and whether relationships satisfaction predicts later personality. We further examine self-esteem as mediator between Big Five traits and relationship satisfaction and perceptual processes as mediators between self-esteem, neuroticism, and relationship satisfaction. We also study Big Five traits and self-esteem conjointly to test for their reciprocal association and their possible impact on family members’ personalities. The five studies reveal that (a) neuroticism, agreeableness, conscientiousness, and self-esteem are especially vital for both partners’ satisfaction, (b) Big Five trait and self-esteem similarity does not substantially contribute to satisfaction in addition to both partners’ personality main effects, with the exception of neuroticism and openness, (c) self-esteem and perceptual processes emerged as mediators, (d) Big Five traits and self-esteem are associated concurrently and have a bidirectional impact on each other longitudinally, and (e) evidence from studies with adolescent and young adult children suggests little impact of family members’ personalities on their Big Five traits and self-esteem. The present dissertation highlights the importance of the conjoint examination of Big Five traits and self-esteem and their reciprocity over time. Finally, the analysis of the impact of family members’ personality traits and self-esteem suggests new research avenues when studying Big Five traits and self-esteem development.