Miracle-dz/UniFAR-FTUs huggingface dataset:
IDENTIFYING FACTORS WITHIN THE APT : A NEW APPROACH

In the framework of the Arbitrage Pricing Theory (APT), this paper estimates a new set of factors from stock return data by adopting an estimation procedure advocated in the chaos literature. Specifically, I view the principal components analysis (PCA) as a filtering function that extracts major features from the data. Then I estimate the factors characterizing the underlying structure of the principal components, by resorting to the semiparametric reduced-rank regression method. This procedure avoids the datasnooping bias in forming portfolios that researchers have become increasingly concerned with. The main results are: (1) in the sample period from 1974 through 1998, there are two to three sources of (unknown) underlying risk, while we need five factors to empirically capture them; (2) this new set of factors can better explain the commonly used market portfolios than the set of five largest principal components adopted in extant studies; (3) the Fama-French three factors capture as well as leave out a significant part of the underlying risk that this new set of factors proxy for, indicating an omitted variable problem when use Fama-French factors as benchmark to proxy for risk; (4) this set of factors, explainable by the FF factors or not, can be well accounted for by the commonly used macroeconomic variables, and therefore does seem to be risk-based; (5) although this new set of factors seems to capture some momentum information in the individual stock return data, it does not explain the momentum factor itself, suggesting at the bottom line that it is not equivalent to the set of Fama-French and momentum four factors; (6) the long-run “underperformance” of seasoned equity offering firms can be explained by this new set of risk factors, providing support for the bad-model argument of Fama (1998). ∗ I am still looking for words to express my gratitude to Kung-Sik Chan and Ming-Chung Li. Without their kind help, this project could not possibly be done. I thank David Bates, Matt Billett, Garland Durham, Jon Garfinkel, John Geweke, Joel Horowitz, Tom Rietz, Ashish Tiwari, Anand Vijh, Paul Weller, Tong Yao, Zhe Zhang and seminar participants at the University of Iowa for helpful comments and suggestions. Remaining errors are my own.
A characterization of low-weight words that span generalized reed-muller codes

We consider the generalized Reed-Muller code R/sub Fq/(/spl rho/,m) of order /spl rho/ and length q/sup m/,m>1, over the field F/sub q/, where q=p/sup t/ for prime p and t/spl ges/1. In particular, we are interested in the case that t>1 (so that q is not prime), and the order /spl rho/ is at least q. As shown by Ding and Key, under these conditions, unless /spl rho/ is very large (i.e., /spl rho/>(m-1)(q-1)+p/sup t-1/-2), the code is not spanned by its minimum-weight words. Furthermore, there was no known characterization of words with small weight that span the code. In this correspondence, we characterize a set of words that span the code, and show that their weight is upper-bounded by q/sup /spl lceil/m(q-1)-/spl rho//q-q/p/spl rceil//, which is at most quadratic in the weight of the minimum-weight words.
Assessing strengths and difficulties in social development: a comparison of the Social Emotional Assessment Measure (SEAM) with two established developmental psychopathological questionnaires

ABSTRACT In both basic research and applied domains, the prevailing paradigm for assessing social development has shifted from deficit-oriented measures to strength-based assessments or a combination. However, it is not yet clear the extent to which strength-based assessment reflects one end of a single dimension of children’s socio-emotional skills, or a distinctly different dimension from a problem-focused examination. This validation study compares the Social Emotional Assessment Measure (SEAM) with two well-known psychopathological questionnaires (the Caregiver-Teacher Report Form; C-TRF and the Strengths and Difficulties Questionnaire; SDQ-T. We explore the relations between and the variation of the three questionnaires’ scores based on a low-risk sample of 2−5-year-old Danish children (n = 291). The SEAM Empathy Index is directly and positively related to the SDQ-T Prosocial subscale, while the SEAM Self-regulation & Cooperation Index is directly and negatively related to the SDQ-T Conduct problems subscale and the C-TRF Aggressive behaviour and Attention problems subscales. The variation in the SEAM indexes at the floor of the problem-based scales appears to reflect that strength-based assessments measure a distinct aspect of behaviour that is not identical to absence of problem-based behaviour. Thus, positive and negative aspects of socio-emotional skills are not entirely on the same dimension, and strength-based assessment improves the range of information. Abbreviations: Child Behavior Checklist: CBCL; Social Emotional Assessment Measure: SEAM; Strengths and Difficulties Questionnaire: SDQ
Probing the Atmospheres of Planets Orbiting Microlensed Stars via Polarization Variability

We present a new method to identify and probe planetary companions of stars in the Galactic bulge and Magellanic Clouds using gravitational microlensing. While spectroscopic study of these planets is well beyond current observational techniques, monitoring polarization fluctuations during high-magnification events induced by binary microlensing events will probe the composition of the planetary atmospheres, an observation which otherwise is currently unattainable even for nearby planetary systems.
Oligarchic and giant impact growth of terrestrial planets in the presence of gas giant planet migration

Giant planets found orbiting close to their central stars, the so-called hot Jupiters, are thought to have originally formed in the cooler outer regions of a protoplanetary disk and then to have migrated inward via tidal interactions with the nebula gas. We present the results of N-body simulations which examine the effect such gas giant planet migration has on the formation of terrestrial planets. The models incorporate a 0.5 Jupiter mass planet undergoing type II migration through an inner protoplanet-planetesimal disk, with gas drag included. Each model is initiated with the inner disk being at successively increased levels of maturity, so that it is undergoing either oligarchic or giant impact style growth as the gas giant migrates. In all cases, a large fraction of the disk mass survives the passage of the giant, either by accreting into massive terrestrial planets shepherded inward of the giant, or by being scattered into external orbits. Shepherding is favored in younger disks where there is strong dynamical friction from planetesimals and gas drag is more influential, whereas scattering dominates in more mature disks where dissipation is weaker. In each scenario, sufficient mass is scattered outward to provide for the eventual accretion of a set of terrestrial planets in external orbits, including within the system's habitable zone. This scattering, however, significantly reduces the density of solid material, indicating that further accretion will occur over very long time scales. A particularly interesting result is the generation of massive, short period, terrestrial planets from compacted material pushed ahead of the giant. These planets are reminiscent of the short period Neptune-mass planets discovered recently, suggesting that such hot Neptunes could form locally as a by-product of giant planet migration.
4-D modeling of CME expansion and EUV dimming observed with STEREO/EUVI

This is the first attempt to model the kinematics of a CME launch and the resulting EUV dimming quantitatively with a self-consistent model. Our 4-D-model assumes self-similar expansion of a spherical CME geometry that consists of a CME front with density compression and a cavity with density rarefaction, satisfying mass conservation of the total CME and swept-up corona. The model contains 14 free parameters and is fitted to the 25 March 2008 CME event observed with STEREO/A and B. Our model is able to reproduce the observed CME expansion and related EUV dimming during the initial phase from 18:30 UT to 19:00 UT. The CME kinematics can be characterized by a constant acceleration (i.e., a constant magnetic driving force). While the observations of EUVI/A are consistent with a spherical bubble geometry, we detect significant asymmetries and density inhomogeneities with EUVI/B. This new forward-modeling method demonstrates how the observed EUV dimming can be used to model physical parameters of the CME source region, the CME geometry, and CME kinematics.
The Quality-of-Relationship Construct in IT Outsourcing

This paper reports on the conceptualization and measurement of an important management controllable factor affecting the success of an information technology outsourcing (ITO) arrangement, namely Quality of Relationship (QoR). Attributes of the construct were identified from an analysis of the literature, and key attributes selected based on interviews with 29 managers in four pairs of client and supplier organizations. Construct validity of the resultant measure is assessed through comparison with qualitative interview data, and through tests of association between our measure and perceived overall ITO success. The results suggest that the ten indicators identified in the paper provide a valid measure of the quality of relationship that can be used by both client and supplier managers, and researchers, in assessing the health of an ITO relationship.
Evaluating Long – Horizon Forecasts ∗

This paper examines the asymptotic and finite-sample properties of tests of equal forecast accuracy and encompassing applied to predictions from nested long-horizon regression models. We first derive the asymptotic distributions of a set of tests of equal forecast accuracy and encompassing, showing that the tests have non-standard distributions that depend on the parameters of the data-generating process. Using a simple model–based bootstrap for inference, we then conduct Monte Carlo simulations of a range of data-generating processes to examine the finite-sample size and power of the tests. In these simulations, the bootstrap yields tests with good finite–sample size and power properties, with the encompassing test proposed by Clark and McCracken (2001) having superior power. The paper concludes with a reexamination of the predictive content of capacity utilization for core inflation. JEL Nos.: C53, C12, C52
Byzantine Agreement with Authentication : Observations andApplications in Tolerating Hybrid and Link Faults

We show that the assumptions required of the au-thentication mechanism in Byzantine agreement protocols that use \signed messages" are stronger than generally realized, and require more than simple digital signatures. The protocols may fail if these assumptions are violated. We then present new protocols for Byzantine agreement that add authentication to \oral message" protocols so that additional resilience is obtained with authentication, but with no assumptions required about the security of authentication when the number and kind of faults present are within the resilience of the unauthenticated protocol. Our analysis is performed under a \hybrid" fault model that admits manifest (e.g., crash) and symmetric faults as well as arbitrary (i.e., Byzantine) faults. We also extend the classical signed messages protocol to this fault model, and show that its fault tolerance is matched by one of our new protocols. We then explore the behavior of these various protocols under the combination of hybrid processor faults and communications link faults. Using formal state-exploration techniques , we examine cases beyond those guaranteed by simple worst-case bounds and nd that the resilience of one of the new protocols exceeds that of the others in these regions. The new protocols are superior to other known protocols in properties and measures of practical interest , and we recommend them for general use. They are particularly attractive in security-critical systems where authentication may be subjected to sophisticated cryptographic attack, and in safety-critical embedded systems where it may be necessary to use very short signatures, but where maximum resilience is required.
Feature Fusion With Predictive Weighting for Spectral Image Classification and Segmentation

In this paper, we propose a spatial–spectral feature fusion model with a predictive feature weighting mechanism and demonstrate its applications to the problems of hyperspectral image classification and segmentation. To address these problems, we learn a set of 1-D convolutional local spectral filters and 2-D spatial–spectral filters that feed features into a fusion module, in an end-to-end fashion. We propose a lightweight predictive feature weighting component embedded in the fusion model and consider four design fusion options, i.e., by adding or concatenating features with equal or predicted weights. For the pixel classification task, the training input consists of image patches with labeled central pixels, whereas for the spatial segmentation task, it includes the label maps of image regions. The proposed networks have been evaluated on the Indian Pines, Pavia University, and Houston University for the classification problem and the SpaceNet data set for the spatial segmentation problem. The quantitative results favor the proposed approach over the state-of-the-art methods across all the four data sets.
Implications for the cosmic ray spectrum of a negative electron neutrino (mass)**2

The hypothesis that the electron neutrino is a tachyon with |m|=sqrt(-m^2) = 0.5 eV/c^2 is consistent with certain properties of the cosmic ray spectrum, including: the existence of a change in power law (the "knee") at E = 10^15 eV, the E^-3 power law after the knee, another change in power law (the "ankle") at E = 10^19 eV, the changes in composition above the knee, the change in anisotropy at the knee, and the absence of a GZK cutoff above E = 4 x 10^19 eV. The hypothesis predicts a substantial flux of cosmic ray neutrons in a narrow energy region just above the knee of the spectrum.
Relationships, Emotions, and Defenses Among Patients with Substance Use Disorders, Assessed with Karolinska Psychodynamic Profile: Possibilities to use Intensive Short-Term Dynamic Psychotherapy in Substance Abuse Treatment

ABSTRACT Substance use disorders (SUDs) are connected to emotional and relational difficulties. Intensive Short-Term Dynamic Psychotherapy (ISTDP) aims at supporting emotion regulation and relational capacity through confronting the patient’s defenses. The authors assessed relational capacity, emotion regulation, and defenses in nine patients with severe SUD and a history of childhood maltreatment, using the semistructured method Karolinska Psychodynamic Profile. All participants had difficulties in handling interpersonal dependence and separations. Functioning in other areas varied. ISTDP could be useful in substance abuse treatment. Thorough assessment before starting ISTDP is however recommended so that treatment is planned according to the patients’ level of functioning.
THE TRADEOFF BETWEEN PERFORMANCE AND QUITTING IN HIGH POWER TOURNAMENTS

Tournaments may be characterized by the performance they induce as well as by the rate of quitting and dropouts of participants. Although most of the attention in the literature is on the performance induced by high power incentives, there are many daily situations in which dropouts and quitting are a major concern. Using a field experiment in schools and a model of dynamic tournament we examine the effect of different levels of rewards on the rate of quitting. Our experiment indicates that there is a possible tradeoff between performance and quitting. Strong incentives tournaments induced participants to exert more effort and exhibit a better performance but, at the same time, it induces a higher rate of quitting. We present a multi-stage tournament model that gives rise to a similar characterization. (JEL: C93, C73, D8, J30)
Spider Silk Constructs Enhance Axonal Regeneration and Remyelination in Long Nerve Defects in Sheep

Background Surgical reapposition of peripheral nerve results in some axonal regeneration and functional recovery, but the clinical outcome in long distance nerve defects is disappointing and research continues to utilize further interventional approaches to optimize functional recovery. We describe the use of nerve constructs consisting of decellularized vein grafts filled with spider silk fibers as a guiding material to bridge a 6.0 cm tibial nerve defect in adult sheep. Methodology/Principal Findings The nerve constructs were compared to autologous nerve grafts. Regeneration was evaluated for clinical, electrophysiological and histological outcome. Electrophysiological recordings were obtained at 6 months and 10 months post surgery in each group. Ten months later, the nerves were removed and prepared for immunostaining, electrophysiological and electron microscopy. Immunostaining for sodium channel (NaV 1.6) was used to define nodes of Ranvier on regenerated axons in combination with anti-S100 and neurofilament. Anti-S100 was used to identify Schwann cells. Axons regenerated through the constructs and were myelinated indicating migration of Schwann cells into the constructs. Nodes of Ranvier between myelin segments were observed and identified by intense sodium channel (NaV 1.6) staining on the regenerated axons. There was no significant difference in electrophysiological results between control autologous experimental and construct implantation indicating that our construct are an effective alternative to autologous nerve transplantation. Conclusions/Significance This study demonstrates that spider silk enhances Schwann cell migration, axonal regrowth and remyelination including electrophysiological recovery in a long-distance peripheral nerve gap model resulting in functional recovery. This improvement in nerve regeneration could have significant clinical implications for reconstructive nerve surgery.
TRIADS IN SKELETAL MUSCLE FIBERS OF 19-DAY FETAL RATS

The interfibrillar spaces of skeletal muscle fibers in adult vertebrates contain two distinct membranous systems, the T system and the sarcoplasmic reticulum. Most of the T system is oriented transversely between the fibrils. Occasionally, longitudinal connections between the transversely oriented T system are seen (14). The sarcoplasmic reticulum is, in general, oriented longitudinally between the fibrils. However, the terminal segments of the sarcoplasmic reticulum face the T system and show transverse orientation at this level. Two terminal segments of sarcoplasmic reticulum and a tubular element of the T system between these segments have been called a triad (13). A triad is found near each junction of the A and I bands in reptiles, birds, and mammals. Numerous investigators have noted that the space between the T system and the apposed sarcoplasmic reticulum is about 100 A and is remarkably constant. Revel (14) described rather regularly spaced, dense bridges traversing this space in bat muscle fibers. Similar dense bridges were reported (19) for rat muscle fibers, and evidence that these bridges are connections between the T system and sarcoplasmic reticulum has been presented (20). In a recent electron microscope study (1) on morphogenesis of rat skeletal muscle, sarcoplasmic reticulum was observed between the developing fibrils in 16.5-20-day rat fetuses; but triads were not reported in that study. In light microscope studies on skeletal muscle fibers from newborn mice and fetal guinea pigs, Veratti (17) observed an irregular reticulum in longitudinal sections. He found a regular reticulum, transversely oriented, in similar longitudinal sections of fibers from adult mice (17). The contrast in appearance of reticulum in light microscope studies when reticulum profiles in fibers from newborn and adult mice are compared led to the suggestion that development of transversely oriented triads might occur in rodents after birth. Electron microscope studies on skeletal muscle fibers from 19day rat fetuses have shown a striking sparsity of transversely oriented triads and a more numerous distribution of longitudinally oriented triads.
The effects of phase III cardiac rehabilitation in serum and salivary Hs-CRP and anthropometric measurements in patients with coronary artery disease.

AIM Cardiac rehabilitation is a key part in the treatment of coronary artery disease (CAD) by its anti-infammatory effects. However, the effect of exercise training programs on salivary concentrations of high-sensitivity C-reactive protein (hs-CRP) in patients with coronary artery disease has not been well studied. The objective of this study was to evaluate the effect of phase III cardiac rehabilitation on serum and salivary levels of hs-CRP, in relation to the anthropometric measurements of obesity and the relationship between salivary and serum levels of hs-CRP in CAD male patients. MATERIALS AND METHODS Forty male volunteers (45-75 years) with CAD participated in 6 to 8 weeks of moderate intensity aerobic exercise training consisting of 45 minutes sessions of treadmill, stationary bicycle and arm ergometer. Anthropometric measurements of obesity, serum level of hs-CRP, stimulated and nonstimulated salivary level of hs-CRP were measured at the beginning, in the middle and at the end of exercise sessions. RESULTS All anthropometric measurements increased (p < 0.05) following cardiac rehabilitation except waist-hip ratio. Serum hs-CRP level reduced by 36% independent to the anthropometric measurements changes. Stimulated and nonstimulated salivary hs-CRP level decreased 68 and 54%, respectively, after 24 sessions of cardiac rehabilitation. Nonstimulated salivary hs-CRP levels correlated to serum levels of hs-CRP at baseline and after 24 sessions (p < 0.05). CONCLUSION Phase III cardiac rehabilitation seems to be effective to improve serum and salivary hs-CRP concentrations independent of anthropometric measurements. CLINICAL SIGNIFICANCE Nonstimulated salivary hs-CRP measurement could be a surrogate for blood measurement of hs-CRP during cardiac rehabilitation in male patients with CAD.
Serious Game‐Based Learning: The Place of Users’ Verbalization in the Acquisition of Specific Skills

This study focuses on the analysis of peripheral phenomena such as verbalization and over&#8208;learning by users while playing serious games (SGs) in order to develop their competences. For this purpose, we used an SG aimed at training the operators who are meant to work in cleanrooms devoted to pharmaceutical production. Data concerning the effectiveness of developing competences will be interpreted here, as well as the unexpected results concerning the way the SG is actually used in a naturalistic context. Indeed, some additional phenomena such as flow, immersion, thinking aloud, problem solving and open discussion will be presented in this paper.
Transport of electrons in atomic liquids in high electric fields

To describe the transport properties of hot electrons in high electric fields, a theory for the scattering of excess electrons in atomic liquids with high atomic polarizability is proposed. The theory is based on the variable phase method and it does not require information about the short-range part of the electron-atom potential. The scattering of electrons by density fluctuations in a liquid of a given macroscopic density (the liquid density) is taken into account in the framework of the theory. Mobility, mean and characteristic energies of electrons as functions of the electric field strength are calculated for different liquid densities. The results are presented for liquid Ar at the triple point, and at the density at which the scattering of electrons by density fluctuations is predominant.