Miracle-dz/UniFAR-FTUs huggingface dataset:
Swaption Skews using Non-Parametric Methods

This dissertation aims to derive historically realised volatilities for swaptions of a long-term nature within the South African market, which is illiquid and over-thecounter. To achieve this the dissertation adopts and constructs non-parametric methods which only make use of historical realised data of the underlying variable rather than any implied pricing history of the derivative itself. Stutzer’s method of canonical valuation (1996) is adapted for use with interest rate derivatives of a long-term nature. However, under a simulation of swaption prices, canonical valuation is found to have a monotonic increase in pricing error for swaptions of maturities over 2 to 15 years. A new method is constructed, named the relative entropy approach, which is based on the work of Buchen and Kelly (1996) and is capable of pricing long-term interest rate derivatives using a smoothed continuous distribution of the historical realised data of the underlying variable only, while market implied pricing data can also be incorporated for calibration of the derivative to current market prices. Under simulation this method maintains consistent and bounded pricing error across swaption maturities of up to 15 years. This method is then used to obtain historical realised volatilities for swaptions of a long-term nature. The derived ten-year tenor swaption skews under the relative entropy approach observe smile characterisitcs similar to that of the market implied skew over shortterm maturities and maintain a volatility smile, albeit diminishing, across moneyness for maturities up to 20 years. The skews are further tested for sensitivity to the input historical data as well as the precision of the skew under implementation of the relative entropy approach. Results show the derived swaption skews to be robust when using a historical data set greater than 1200 observations. The swaption skew is sensitive to the nature of the historical data used which is representative of particular market characteristics over certain historical periods. The relative entropy approach is concluded capable of pricing long-term swaptions in a market where little or no option pricing data exists and could be considered for use in practical applications.
Rupture and Afterslip Controlled by Spontaneous Local Fluid Flow in Crustal Rock

Shear rupture and fault slip in crystalline rocks like granite produce large dilation, impacting the spatiotemporal evolution of fluid pressure in the crust during the seismic cycle. To explore how fluid pressure variations are coupled to rock deformation and fault slip, we conducted laboratory experiments under upper crustal conditions while monitoring acoustic emissions and in situ fluid pressure. Our results show two separate faulting stages: initial rupture propagation, associated with large dilatancy and stabilized by local fluid pressure drops, followed by sliding on the newly formed fault, promoted by local fluid pressure recharge from the fault walls. This latter stage had not been previously recognised and can be understood as fluid‐induced afterslip, co‐located with the main rupture patch. Upscaling our laboratory results to the natural scale, we expect that spontaneous fault zone recharge could be responsible for early afterslip in locally dilating regions of major crustal faults, independently from large‐scale fluid flow patterns.
Boosted p-Values for High-Dimensional Vector Autoregression

Assessing the statistical significance of parameter estimates is an important step in high-dimensional vector autoregression modeling. Using the least-squares boosting method, we compute the p-value for each selected parameter at every boosting step in a linear model. The p-values are asymptotically valid and also adapt to the iterative nature of the boosting procedure. Our simulation experiment shows that the p-values can keep false positive rate under control in high-dimensional vector autoregressions. In an application with more than 100 macroeconomic time series, we further show that the p-values can not only select a sparser model with good prediction performance but also help control model stability. A companion R package boostvar is developed.
Survival of the Smartest? An inquiry into behavioural character displacement in a Passer species.

Character displacement can happen where two closely related species live in the same area and compete over the same resources. The ecological displacement that usually precedes the character displacement may force the species to change their foraging strategy, which could put a certain selective pressure on behaviour. Italian sparrows (Passer italiae) may be experiencing such a selective pressure where it lives in sympatry with the closely related Spanish sparrow (Passer hispaniolensis). In this study I have used stable isotopes to compare the diets of two sympatric populations of Italian sparrows and performed controlled behavioural experiments on sympatric Italian and Spanish sparrows to look for species differences. I found evidence for ecological displacement of the sympatric Italian sparrows, and betweenspecies differences in exploratory behaviour. Although additional behavioural studies of allopatric populations are necessary for testing the hypothesis of behavioural character displacement, hopefully this study can be a stepping stone for such future studies.
The Interactions of Co-Solvent, Co-Solute and Amphiphilic Anionic Dye with Aqueous Solutions of Sodium Dodecyl Sulfate

Surface and bulk properties of anionic surfactant and sodium dodecyl sulfate (SDS), both in the absence and presence of co-solvent and co-solute, and its interaction with Bromocresol Green (BCG) in aqueous media were investigated, using surface tensiometry, conductometry, and UV-Visible spectroscopy at 303K. The main co-solvent and co-solute used in this work were ethanol and NaCl, respectively. Surface tensiometry and conductometry were used to detect the values of critical micelle concentration (CMC). The effect of ethanol and NaCl on the CMC and free energy of micellization ( ) was also studied. To enhance the scope of the present study, the interaction and solubilization behaviour of an amphiphilic organic dye, BCG, with SDS in aqueous media was also investigated. Simple, as well as differential, UV-Visible spectroscopy was used to study the solublization behavior of dye-surfactant (BCG-SDS) mixed systems. The partition coefficient (K x ) and the free energy of transfer ) of the dye from water to the hydrophobic interior of the micelle was calculated. The binding behavior of BCG in surfactant solution is reflected in terms of micelle-water partition coefficient (K x ). Low K x value shows that BCG is partitioned weakly from a polar to a non polar environment in the palisade layer of micelle. doi: 10.14456/WJST.2015. 93
UNIVERSIDADE FEDERAL DO AMAZONAS FACULDADE DE TECNOLOGIA PROGRAMA DE PÓS-GRADUAÇÃO EM ENGENHARIA ELÉTRICA Bashir Zeimarani Breast Tumor Classification in Ultrasound Images using Deep Convolutional Neural Network. MANAUS

Recently, deep learning has shown great success in many computer vision applications. The ability to learn image features and use these features for object localization, classification and segmentation has paved the way for new medical image studies, improving the performance of automated computer-aided detection (CADe) systems. In this paper, a new approach is proposed for the classification of breast tumors in ultrasound (US) images, based on convolutional neural networks (CNN). The database consists of 641 images, histopathologically classified in two categories (413 benign and 228 malignant lesions). To have a better estimate of the model’s classification performance, the data were split to perform 5-fold cross-validation. For each fold, 80% of data was used for training, and 20% for the evaluation. Different evaluation metrics were used as performance measurements. With the proposed network architecture, we achieved an overall accuracy of 85.98% for tumor classification and the area under the ROC curve (AUC) equal to 0.94. After applying image augmentation and regularization, the accuracy and the AUC increased to 92.05% and 0.97, respectively. The obtained results surpassed other machine learning methods based on manual feature selection, demonstrating the effectiveness of the proposed method for the classification of tumors in US imaging.
On the Genesis of Neuroblastoma and Glioma

As the emergence of cancer ismost frequent in proliferating tissues, replication errors are considered to be at the base of this disease. This review concentrates mainly on two neural cancers, neuroblastoma and glioma, with completely different backgrounds that are well documented with respect to their ontogeny. Although clinical data on other cancers of the nervous system are available, usually little can be said about their origins. Neuroblastoma is initiated in the embryo at a moment when the nervous system (NS) is in full expansion and occasionally genomic damage can lead to neoplasia. Glioma, to the contrary, occurs in the adult brain supposed to be mostly in a postmitotic state. According to current consensus, neural stem cells located in the subventricular zone (SVZ) in the adult are thought to accumulate enough genomic mutations to diverge on a carcinogenic course leading to diverse forms of glioma. After weighing the pros and cons of this current hypothesis in this review, it will be argued that this may be improbable, yielding to the original old concept of glial origin of glioma.
Diverse Properties of Molecular Gas in the Host Galaxies of Fast Radio Bursts

We report the properties of molecular gas in a sample of six host galaxies of fast radio bursts (FRBs) obtained from CO observations with the Atacama Large Millimeter/submillimeter Array (FRBs 20180924B, 20190102C, and 20190711A), the results of one nondetection in a dwarf galaxy (FRB 20121102A), and two events detected in M81 (FRB 20200120E) and the Milky Way (FRB 20200428A). The CO observations resulted in the detection of CO(3–2) emission in the FRB 20180924B host and nondetections of CO(3–2) and CO(2–1) emission in the hosts of FRB 20190102C and FRB 20190711A, respectively. The derived molecular gas mass and 3σ upper limit is (2.4 ± 0.2) × 109 M ⊙, <3.8 × 108 M ⊙, and <6.7 × 109 M ⊙ for the hosts of FRB 20180924B, FRB 20190102C, and FRB 20190711A, respectively. We found diversity in molecular gas properties (gas mass, gas depletion time, and gas fraction to stellar mass) in the sample. Compared to other star-forming galaxies, the FRB 20180924B host is gas-rich (the larger molecular gas fraction), and the hosts of FRB 20190102C and FRB 20200120E are gas-poor with a shorter depletion time for their stellar mass and star formation rate. Our findings suggest that FRBs arise from multiple progenitors or single progenitors that can exist in a wide range of galaxy environments. Statistical analysis shows a significant difference in the distribution of molecular gas fraction between the FRB hosts and local star-forming galaxies. However, the difference is not substantial when an outlier, the FRB 20200120E host, is excluded, and analysis with a larger sample is needed.
3 D surface pressure measurement with single light-field camera and pressure-sensitive paint

A novel technique that simultaneously measures three-dimensional model geometry, as well as surface pressure distribution, with single camera is demonstrated in this study. The technique takes the advantage of light-field photography which can capture three-dimensional information with single light-field camera, and combines it with the intensity-based pressure-sensitive paint method. The proposed single camera light-field three-dimensional pressure measurement technique (LF-3DPSP) utilises a similar hardware setup to the traditional two-dimensional pressure measurement technique, with exception that the wind-on, wind-off and model geometry images are captured via an in-house-constructed light-field camera. The proposed LF3DPSP technique was validated with a Mach 5 flared cone model test. Results show that the technique is capable of measuring three-dimensional geometry with high accuracy for relatively large curvature models, and the pressure results compare well with the Schlieren tests, analytical calculations, and numerical simulations.
C O ] 1 8 M ay 2 01 9 Gallai-Ramsey number of an 8-cycle

Given graphs G and H and a positive integer k, the Gallai-Ramsey number grk(G : H) is the minimum integer N such that for any integer n ≥ N , every k-edge-coloring of Kn contains either a rainbow copy of G or a monochromatic copy of H . These numbers have recently been studied for the case when G = K3, where still only a few precise numbers are known for all k. In this paper, we extend the known precise GallaiRamsey numbers to include H = C8 for all k.
UNIVERSIDADE FEDERAL DO PAMPA CAMPUS SÃO GABRIEL PROGRAMA DE PÓS-GRADUAÇÃO STRICTO SENSU EM CIÊNCIAS BIOLÓGICAS PABULO HENRIQUE RAMPELOTTO SEQUENCIAMENTO POR ION TORRENT REVELA PADRÕES DE INTERAÇÃO E DISTRIBUIÇÃO DE COMUNIDADES MICROBIANAS EM UM PERFIL DE SOLO ORNITOGÊNICO DA ILHA SEYMOU

In this study, we analyzed and compared the soil bacterial communities from a penguin rookery site at Seymour Island (Antarctic Peninsula) in terms of abundance, structure, diversity and interaction network in order to identify interaction patterns among the various groups of bacteria presented in an ornithogenic site at three depths (layers). The analysis of the sequences revealed the presence of 8 phyla distributed in different proportions among the Layers 1 (0-8 cm), 2 (20-25 cm) and 3 (35-40 cm). According to the diversity indexes, Layer 3 presented the highest values of richness, diversity and evenness when compared to Layers 1 and 2. In terms of bacterial community structure, the unweighted and weighted UniFrac analysis showed that the soil bacterial communities from the three layers were quite different from each other. Network analysis revealed the existence of a unique pattern of interactions in which the soil microbial network formed a clustered topology, but not structured in modules, as usual in biological communities. In addition, through the use of network analysis, it was possible to identify specific taxa as potentially important for the structuring and functioning of the microbial community. Furthermore, simulation analyzes indicated that the loss of potential keystone groups of microorganisms may significantly alter the patterns of interactions within the microbial communityThese findings provide new insights into the bacterial interactions and microbial ecology of this important, but threatened environment.
Alzheimer ’ s disease and comorbidity : Increased prevalence and possible risk factors of excess mortality in a naturalistic 7-year follow-up

Background. – Subjects with late-onset Alzheimer’s disease (AD) have to be sufficiently healthy to live long enough to experience and to be diagnosed with dementia in later life. In contrast, neurodegeneration and cognitive deficits in AD may increase the frequency of co-morbid disorders and their possible influence on mortality. Consequently, we investigated whether the pattern of comorbidity and its relevance for later death differed between hospitalized AD and age-matched controls subjects. Methods. – Co-morbid diseases with a prevalence of more than 1% at hospital admission were compared between 634 hospitalized AD and 72,244 control subjects aged above 70 years admitted to the University of Birmingham NHS Trust between 1 January 2000 to 31 December 2007. Risk factors, i.e. co-morbid diseases that were predictors of mortality within the 7-year follow-up, were identified and compared. Results. – Subjects with AD suffer more eating disorders, infections, brain diseases and neck of femur fractures than other hospitalized elderly patients. In contrast, some cardiovascular diseases and diabetes mellitus were less prevalent in AD subjects in comparison with hospitalized controls. Diseases that might have contributed to later mortality in AD were pneumonia, ischemic heart disease and gastroenteritis, but there were no significant differences in their impact on mortality compared to other hospitalized elderly subjects with the same co-morbidities in multivariate logistic regression analyses. Conclusion. – Patients with AD have a different pattern of co-morbidity, but die from the same diseases as other hospitalized patients. Infections including pneumonia and diseases that may occur secondary to neurodegeneration and cognitive decline may need special attention in patients with AD who may not be able to identify or report the early symptoms. Preventive measures may be helpful to reduce the high risk and fatal consequences of undetected disease in AD. 2011 Published by Elsevier Masson SAS.
SOMATIC EMBRYOGENESIS AND PLANT REGENERATION FROM AN ELITE TROPICAL MAIZE INBRED LINE RAFAELI

The improvement of tropical maize inbred lines by genetic transformation techniques remains a difficult task since not all genotypes are capable of regenerating efficiently in vitro. The objective of this study was to evaluate three different callus induction media, based on N6 or MS salts containing either 2,4-D (0, 2.5, 5.0, 10.0, 15.0, 30.0 mg .L-1) or Dicamba (0; 0.25; 0.5; 1.0; 2.0; 4.0 mg.l-1) in the production of embryogenic callus from immature zygotic embryos of the tropical maize inbred line L3. Callus maturation was tested in MS medium containing 60 g.L-1 sucrose and supplemented with different combinations of BAP (0; 0.1; 0.5; 1.0 mg.L-1), NAA (0; 1.0 mg.L-1) and CuSO4 (0; 1.25 mg.L-1). The L3 inbred line presented higher capacity for Type II callus formation on N6 medium content 10 mg.L-1 2,4-D. For the maturation of callus, absence of plant growth regulators and addition of CuSO4 allowed higher percentage of regeneration. The protocol developed presented 85% production of Type II embryogenic callus and 45% plant regeneration.
The influence of the entrepreneur ' s prior industry experience on the venture ' s survival : A comparative analysis on the role of relatedness in two parts of the West Swedish textile industry

A large stream of literature acknowledge that entrepreneurs are guided by their prior knowledge and a fair amount of research supports the view that the venture benefits from being operated by an entrepreneur with prior experience from the focal industry. However, recent advances within evolutionary economic geography, grounded on theories on knowledge transfer and absorptive capacity, highlight the role of related knowledge in economic activities. In order to connect the literature on these topics, this paper investigates how related industry experience of the entrepreneur influences the venture’s survival. The paper presents a comparative analysis of two parts of the West Swedish textile industry that have been subject to different development paths. The findings show that ventures in these two parts of the textile industry benefit differently from having an entrepreneur with prior related knowledge, which in this case suggests that the role of relatedness differs in different phases of the industry life-cycle.
P 1 . 8 HETEROGENEOUS FORMATION OF NITROUS ACID IN LABORATORY SYSTEMS

Hydrolysis of NO2 is believed to be a significant source of HONO, especially at night (e.g. Calvert et al., 1994; Harrison et al., 1996; Lammel and Cape, 1996; Lammel, 1999). Several studies have shown that HONO is a major source of OH in urban areas not only at sunrise, but even when averaged over the full day (Winer and Biermann, 1994; Harrison et al., 1996; Alicke et al., 2002; Stutz et al., 2002). Since oxidation of organics by OH leads to formation of ozone and other pollutants, an accurate understanding of reaction (1) is essential to determine its effects on air pollution and to develop effective control strategies. In addition to its atmospheric impacts, HONO has direct and indirect adverse health effects (Pitts et al., 1978; Rasmussen et al., 1995).
Influence of Different Maturity Stages on Fruit Yield and Essential Oil Content of Some Apiaceae Family Plants B: Fennel (Foeniculum vulgare Mill.)

This study was conducted at ElBaramoon Research Farm, Mansoura Horticulture Research Station, HRI, ARC, Egypt during two successive winter seasons of 2013/2014 and 2014/2015. The objective of this study was to determine the effect of harvesting stages on the quality of fennel fruits. The experimental design was a randomized complete block design with four replications. Variations of fruit yield per plant, seed index, germination behavior and essential oil content and composition were studied during different maturation stages. The obtained results indicated that, maximum yield and quality of fennel fruits in terms of fruit yield, thousand fruit weight (seed index) and germination percentage were reached their maximum at stage 4 (the primary umbel was matured completely). Essential oil percentage was higher in the early harvesting stages, while essential oil yield per plant reached its maximum when fruits were harvested at stage 4. The composition of volatile components of the essential oils extracted from fruits at eight stages of maturity was studied by gas chromatography and five main compounds were identified. The first major component was Methyl chavicol ranged from 72.34% to 88.67% and increased gradually with increasing fruit age to reach its maximum at stage8 (the primary umbels were falling). It could be recommended from the previous results the highest fruit yield and quality as well as essential oil yield were obtained in fennel when fruits harvested at stage 4 under the condition of this experiment.
The Spin Bivector and Zeropoint Energy in Geometric Algebra

In a classical argument, treating action variable of an oscillator as a transformed angular momentum, it has been shown that the fluctuations induced on an electron by zeropoint fields produce rotations defined by an imaginary zeropoint angular momentum. The electron spin bivector is identified with this zeropoint angular momentum. The magnitude of spin is estimated from the relation between average zeropoint angular momentum and average zeropoint energy. The bivector nature of electron spin angular momentum is shown purely on classical grounds using geometric algebra. The spin equation and spin precession are presented in the light of geometric algebra.
THE FOOD SECURITY PACK PROGRAMME AND FOOD SECURITY IN ZAMBIA : VIEWS FROM FEMALE HEADED-HOUSEHOLDS IN KABWE DISTRICT ( Conference ID : CFP / 401 / 2017 )

In an attempt to reduce food insecurity, the Government of Zambia introduced various poverty reduction programmes, including the Food Security Pack (FSP) in 2001/2. FSP provides basic farming inputs to vulnerable but viable households involved in farming activities including Female Headed Households (FHH). However, literature on the experiences of FHH participating in the program is limited. This study explores the experiences of FHH participating in the FSP programme in Kabwe district of Zambia. The aim was to establish the views of FHH on the impact of the FSP programme on their food security and suggest strategies that could be put in place to enhance the performance of the (FSP) programme. The study used both exploratory and explanatory research designs with qualitative and quantitative methods to collect and analyse primary data from female-headed beneficiary households of the programme and key informants from the Ministry of Community Development and Social Services. The findings indicate that, the FSP had improved the food security situation among most FHH beneficiaries. However, some FHH reported challenges in the context of their farming activities and expressed need for specialized services. Challenges included lack of access to draught power, lack of manual labour, weak extension services, inadequate inputs and limited period of participating in the program. The study recommended that the program designers should consider providing deliberate targeted services to the FHH and any other type of household that might be experiencing particular challenges.