Miracle-dz/UniFAR-FTUs huggingface dataset:
Modellrisiko bei der Bewertung von Optionen in einem Vergleich von Modellen mit stochastischer Volatilität

Die Entwicklung und empirische Uberprufung von Modellen zur Bewertung von Derivaten ist ein zentraler Gegenstand der Kapitalmarktforschung. Einen Durchbruch erzielten 1973 Black, Scholes und Merton. In den anschliesenden empirischen Untersuchungen des �Black�Scholes Modells�, zeigt sich jedoch, dass die am Markt beobachteten �stilisierten Fakten� nicht gut genug erfasst werden konnen. Um den Marktgegebenheiten gerecht zu werden, entsteht die Notwendigkeit, die sehr restriktiven Pramissen des Black�Scholes Modells aufzuweichen. Der Hauptansatzpunkt fur Veranderungen liegt darin, eine nicht�konstante Volatilitat und Unstetigkeitsstellen im Kursverlauf des Basiswertes zu modellieren. Aus Kombinationen beider Ansatze entstehen zahlreiche alternative Modelle, aus denen fur eine konkrete Bewertung ein Modell ausgewahlt werden muss. Entscheidet man sich fur das �falsche� Modell, geht man das Risiko ein, einen Verlust zu erleiden, der sich ausschlieslich durch die Modellwahl erklart. Dieses Modellrisiko steckt in jedem Modell und sollte dem Anwender bei der Modellwahl bewust sein. Bei borsengehandelten Standardoptionen, den �Plain�Vanillas�, bestimmt der Markt den Preis, so dass hier das Modellrisiko weniger stark ins Gewicht fallt. Daher werden anhand der Marktpreise Plain�Vanilla Optionen auf den DAX von 2002 bis 2005 die Modelle kalibriert, d.h. durch die Minimierung des Abstandes von Markt� zu Modellpreis werden die Modellparameter geschatzt, und die �In�Sample� Anpassungsguten untersucht. Der Modellvergleich beinhaltet zusatzlich die �Out�of�Sample� Anpassung sowie die Hedging�Performance der Modelle. In den Modellvergleich werden drei neue Erweiterungen des Modells von Schobel und Zhu aufgenommen, die in der Literatur noch nicht empirisch untersucht wurden, aber aufgrund ihrer guten Anpassungseigenschaften in diesem Rahmen nicht fehlen sollten. Besonders zum Tragen kommt das Modellrisiko bei der Bewertung von exotischen �Over�the�Counter� Optionen, die nicht am Markt gehandelt werden. Daher werden mit den kalibrierten Parametern Preise exotischer Optionen bestimmt, die trotz Kalibrierung der zugrunde liegenden Parameter an einen Datensatz von Plain�Vanilla Optionen voneinander abweichen. Aufbauend auf dem Ansatz von Cont, wird das Modellrisiko in Sensitivitatsanalysen dieser exotischen Optionen verglichen.
The evolution of the mitochondrial DNA in tuatara (Sphenodon punctatus) : a thesis presented in partial fulfillment of the requirements for the degree of Doctor of Philosophy in Evolutionary Genetics, Massey University, Auckland, New Zealand

Appendix D content removed due to copyright restrictions: Mohandsen, E. , Mowla, S. J., Noobari, A. H. , Hofreiter, M. (2008) "Ancient DNA from human and animal remains from north-west Iran", Journal of Sciences, Islamic Republic of Iran 19(1), 3-8. Hay, J. M. , Subramanian, S. , Millar, C. D. , Mohandesan, E. , Lambert, D. M. (2008) "Rapid molecular evolution in a living fossil", Trends in Genetics, 24(3), 106-109. Millar, C. D. , Huynen, L. , Subramanian, S. , Mohandesan, E. , Lambert, D. M. (2008) "New developments in ancient genomics", Trends in Ecology and Evolution, 23(7), 386-393. Subramanian, S. , Hay, J. M. , Mohandesan, E. , Millar, C. D. , Lambert, D. M. (2008) "Molecular and morphological evolution in tuatara are decoupled", Trends in Genetics, 25(1), 16-18.
Megalin Deficiency Offers Protection from Renal Aminoglycoside Accumulation*

Aminoglycosides are antibiotics commonly used to treat life-threatening Gram-negative bacterial infections. However, their use is hampered by their severe nephrotoxicity due to accumulation in renal proximal tubules. Several pathways have been implicated in the renal uptake of aminoglycosides including megalin, an endocytic receptor in proximal tubular cells. Here, we have used mouse models with genetic or functional megalin deficiency to explore the contribution of megalin and other pathways to renal aminoglycoside uptake in vivo. We demonstrate that the uptake of aminoglycosides into the kidney directly correlates with renal megalin activity and is completely eliminated in mice lacking the receptor. Thus, our studies provide unequivocal evidence that megalin is the only major pathway responsible for renal aminoglycoside accumulation and that the receptor represents a unique drug target to prevent aminoglycoside-induced nephrotoxicity in patients.
New Vaccines Require Potent Adjuvants like AFPL1 and AFCo1

Neisseria meningitidis B proteoliposome (AFPL1 when used as adjuvant) and its derivative‐Cochleate (AFCo1) contain immunopotentiating and immunomodulating properties and delivery system capacities required for a good adjuvant. Additionally, they contain meningococcal protective antigens and permit packaging of other antigens and pathogen‐associated molecular patterns (PAMP). Consequently, we hypothesized that they would function as good vaccine adjuvants for their own antigens and also for non‐related antigens. AFPL1 is a detergent‐extracted outer membrane vesicle of N. meningitidis B transformed into AFCo1 in calcium environment. Both are produced at Finlay Institute under good manufacture practices (GMP) conditions. We show their exceptional characteristics: combining in the same structure, the potentiator activity, polarizing agents and delivery system capacities; presenting multimeric protein copies; containing multiprotein composition and multi and synergistic PAMP components; acting with incorporated or co‐administrated antigens; inducing type I IFN‐γ and IL‐12 cytokines suggesting the stimulation of human plasmocytoid precursor and conventional dendritic cells, respectively, inducing a preferential Th1 immune response with TCD4+, TCD8+, cross‐presentation and cytotoxic T‐lymphocyte (CTL) in vivo responses; and functioning by parenteral and mucosal routes. AFPL1–AFCo1 protective protein constitutions permit per se their function as a vaccine. In addition to Phase IV Men BC vaccine, AFPL1 has ended the preclinical stage in an allergy vaccine and is concluding the preclinical stage of a nasal meningococcal vaccine. In conclusion, AFPL1 and AFCo1 induced signal 1, 2 and 3 polarizing to a Th1 (including CTL) response when they acted directly as vaccines or were used as adjuvants with incorporated or co‐administered antigens by parenteral or mucosal routes. Both are very promising adjuvants.
Accuracy of proband reported family history: The NHLBI Family Heart Study (FHS)

Proband‐reported family histories are widely used in research and counseling, yet little is known about the validity of family history reporting. The Family Heart Study (FHS), a population‐based study of familial cardiovascular disease, gathered family history information from 3,020 middle‐aged probands in four U.S. communities. Probands reported on the history of coronary heart disease (CHD), diabetes, hypertension, and asthma among a total of 10,316 living relatives (9,186 siblings, 1,130 parents) and 2,685 spouses. Questionnaires were returned by 6,672 siblings, 901 parents, and 2,347 spouses, yielding response rates of 73, 79, and 87%, respectively. Utilizing the relatives' self‐report as the standard, sensitivity of the proband report on their spouse, parent, and sibling was 87, 85, and 81% for CHD, 83, 87, and 72% for diabetes, 77, 76, and 56% for hypertension, and 66, 53, and 39% for asthma, respectively. Most specificity values were above 90%. Analyses using generalized estimating equations (GEE) were performed to evaluate differences in proband accuracy based on the proband's age, gender, disease state, center, and ethnicity. In multivariate models, age, gender, and disease status were significantly associated with the accuracy of proband's report of sibling disease history, but had little effect on the accuracy of their report on spouses or parents. In general, older probands were significantly less accurate reporters of disease than younger probands. These results demonstrate that CHD family history can be captured effectively based on proband reports, but suggest that additional family contacts may be helpful when working with older probands or with chronic diseases that have few recognized medical events or procedures. Genet. Epidemiol. 17:141–150, 1999. © 1999 Wiley‐Liss, Inc.
An overview of parasite-induced behavioral alterations – and some lessons from bats

Summary An animal with a parasite is not likely to behave like a similar animal without that parasite. This is a simple enough concept, one that is now widely recognized as true, but if we move beyond that statement, the light that it casts on behavior fades quickly: the world of parasites, hosts and behavior is shadowy, and boundaries are ill-defined. For instance, at first glance, the growing list of altered behaviors tells us very little about how those alterations happen, much less how they evolved. Some cases of parasite-induced behavioral change are truly manipulative, with the parasite standing to benefit from the changed behavior. In other cases, the altered behavior has an almost curative, if not prophylactic, effect; in those cases, the host benefits. This paper will provide an overview of the conflicting (and coinciding) demands on parasite and host, using examples from a wide range of taxa and posing questions for the future. In particular, what does the larger world of animal behavior tell us about how to go about seeking insights – or at least, what not to do? By asking questions about the sensory–perceptual world of hosts, we can identify those associations that hold the greatest promise for neuroethological studies of parasite-induced behavioral alterations, and those studies can, in turn, help guide our understanding of how parasite-induced alterations evolved, and how they are maintained.
The Effect of Anticipated Affect on Persistence and Performance

The aim of the present research was to examine the interplay between predictions of the affective impact of future events and goal-relevant behavior. More concretely, three studies tested the hypothesis that affective forecasts influence persistent goal behavior and achievement. In Studies 1 and 2, participants who predicted that success would make them happier and failure would make them feel worse were more persistent and correctly solved more tasks of an intelligence test. However, as Study 3 revealed, extreme affective forecasts also led to persistent efforts to find solutions for unsolvable tasks and, consequently, decreased overall performance. In all studies, participants anticipated more intense emotional reactions than they actually experienced (impact bias).
Bak Foong Pills induce an analgesic effect by inhibiting nociception via the somatostatin pathway in mice

Dysmenorrhoea, defined as cramping pain in the lower abdomen occurring before or during menstruation, affects, to varying degrees, up to 90% of women of child‐bearing age. We investigated whether BFP (Bak Foong Pills), a traditional Chinese medicine treatment for dysmenorrhoea, possesses analgesic properties. Results showed that BFP was able to significantly reduce pain responses following subchronic treatment for 3 days, but not following acute (1 h) treatment in response to acetic acid‐induced writhing in C57/B6 mice. The analgesic effect was not due to inhibition of COX (cyclo‐oxygenase) activity, evidenced by the lack of inhibition of prostacyclin and PGE2 (prostaglandin E2) production. Molecular analysis revealed that BFP treatment modulated the expression of a number of genes in the spinal cord of mice subjected to acetic acid writhing. RT—PCR (reverse transcription—PCR) analysis of spinal cord samples showed that both sst4 (somatostatin receptor 4) and sst2 receptor mRNA, but not μOR (μ‐opiate receptor) and NK1 (neurokinin‐1) receptor mRNA, were down‐regulated following BFP treatment, thus implicating somatostatin involvement in BFP‐induced analgesia. Administration of c‐som (cyclo‐somatostatin), a somatostatin antagonist, prior to acetic acid‐induced writhing inhibited the analgesic effect. Thus subchronic treatment with BFP has anti‐nociceptive qualities mediated via the somatostatin pathway.
Commutation Principles in Euclidean Jordan Algebras and Normal Decomposition Systems

The commutation principle of Ramirez, Seeger, and Sossa \cite{ramirez-seeger-sossa} proved in the setting of Euclidean Jordan algebras says that when the sum of a Fr\'{e}chet differentiable function $\Theta(x)$ and a spectral function $F(x)$ is minimized over a spectral set $\Omega$, any local minimizer $a$ operator commutes with the Fr\'{e}chet derivative $\Theta^{\prime}(a)$. In this paper, we extend this result to sets and functions which are (just) invariant under algebra automorphisms. We also consider a similar principle in the setting of normal decomposition systems.
A computational method for selecting short peptide sequences for inorganic material binding

Discovering or designing biofunctionalized materials with improved quality highly depends on the ability to manipulate and control the peptide‐inorganic interaction. Various peptides can be used as assemblers, synthesizers, and linkers in the material syntheses. In another context, specific and selective material‐binding peptides can be used as recognition blocks in mining applications. In this study, we propose a new in silico method to select short 4‐mer peptides with high affinity and selectivity for a given target material. This method is illustrated with the calcite (104) surface as an example, which has been experimentally validated. A calcite binding peptide can play an important role in our understanding of biomineralization. A practical aspect of calcite is a need for it to be selectively depressed in mining sites.
Cultural Competence in Occupational Therapists Working in Early Intervention Therapy Programs

Background. Cultural competence promotes equity in health care outcomes and ensures that occupational therapists support clients in culturally relevant daily activities. However, it is unclear to what extent occupational therapists in early intervention therapy (EIT) settings practise cultural competence. Purpose. To explore how occupational therapists working in EIT settings work towards cultural competence in practice. Methods. Qualitative methods in the ethnographic tradition were used to explore five occupational therapists' experiences of working with culturally diverse clients. Findings. Four major themes emerged from the data: (1) learning about culture; (2) applying cultural knowledge; (3) reflecting on culture; (4) family-centred partnerships. The first three themes occurred as a dynamic learning process within the context of family-centred partnerships. The findings corresponded with existing models; however, discussions lacked critical examination of power relationships. Implications. Occupational therapists could develop cultural competence further by engaging in reflexive practice and taking actions to promote equity in healthcare outcomes.
Overbooking with Substitutable Inventory Classes

This paper considers an overbooking problem with multiple reservation and inventory classes, in which the multiple inventory classes may be used as substitutes to satisfy the demand of a given reservation class (perhaps at a cost). The problem is to jointly determine overbooking levels for the reservation classes, taking into account the substitution options. Such problems arise in a variety of revenue management contexts, including multicabin aircraft, back-to-back scheduled flights on the same leg, hotels with multiple room types, and mixed-vehicle car rental fleets. We model this problem as a two-period optimization problem. In the first period, reservations are accepted given only probabilistic knowledge of cancellations. In the second period, cancellations are realized and surviving customers are assigned to the various inventory classes to maximize the net benefit of assignments (e.g., minimize penalties). For this formulation, we show that the expected revenue function is submodular in the overbooking levels, which implies the natural property that the optimal overbooking level in one reservation class decreases with the number of reservations held in the other reservation classes. We then propose a stochastic gradient algorithm to find the joint optimal overbooking levels. We compare the decisions of the model to those produced by more naive heuristics on some examples motivated by airline applications. The results show that accounting for substitution when setting overbooking levels has a small, but still significant, impact on revenues and costs.
Brewers' rice modulates oxidative stress in azoxymethane-mediated colon carcinogenesis in rats.

AIM To investigate the mechanistic action of brewers' rice in regulating the Wnt/nuclear factor-kappa B (NF-κB)/Nrf2-signaling pathways during colon carcinogenesis in male Sprague-Dawley rats. METHODS Male Sprague-Dawley rats were randomly divided into the following five groups (six rats in each group): (G1) normal, (G2) azoxymethane (AOM) alone, (G3) AOM + 10% (weight (w)/weight (w)) brewers' rice, (G4) AOM + 20% (w/w) brewers' rice, and (G5) AOM + 40% (w/w) brewers' rice. They were intraperitoneally administered 15 mg/kg body weight of AOM in saline once weekly over a two-week period and treated with an American Institute of Nutrition (AIN)-93G diet containing 10%, 20%, and 40% (w/w) brewers' rice. The mRNA levels of glycogen synthase kinase 3β (GSK3β), β-catenin, key inflammation markers, nuclear factor E2-related factor 2 (Nrf2), and heme oxygenase-1 (HO-1)-dependent transcriptional activity were assessed by quantitative real-time polymerase chain reaction analyses. The colon superoxide dismutase, malondialdehyde, and nitric oxide levels were also analyzed to assess the antioxidant effect of these treatments. The results were analyzed using one-way analysis of variance (ANOVA), and a P value of < 0.05 was considered significant. RESULTS The overall analyses demonstrated that the dietary administration of brewers' rice in AOM-induced rat colon carcinogenesis resulted in the transcriptional upregulation of GSK3β, inducible nitric oxide synthase (iNOS), Nrf2, and HO-1. We discovered that the dietary administration of brewers' rice downregulated the β-catenin and NF-κB mRNA levels. A significant reduction in β-catenin expression was found in the groups administered with 20% (0.611 ± 0.034) and 40% (0.436 ± 0.045) (w/w) brewers' rice compared with that of the group treated with AOM alone (1.000 ± 0.064) (P < 0.05). The NF-κB expression was significantly lower between the AOM-alone group (1.000 ± 0.048) and those groups fed with diets containing 10% (w/w) brewers' rice (0.255 ± 0.022), 20% (w/w) brewers' rice (0.450 ± 0.045), or 40% (w/w) brewers' rice (0.541 ± 0.027) (P < 0.05). Brewers' rice improved the antioxidant levels, indicating that brewers' rice can enhance effective recovery from oxidative stress induced by AOM. CONCLUSION Our results provide evidence that brewers' rice can suppress colon cancer via the regulation of Nrf2 expression and the inhibition of the Wnt/NF-κB signaling pathways.
Internal Information Asymmetry, Internal Capital Markets, and Firm Value

We examine the effects of internal information asymmetry between corporate headquarters and division managers on internal capital market efficiency and firm value. Using a novel measure of internal information asymmetry − the differential insider trading profit between division managers and top executives, we find a negative relation between internal information asymmetry and both internal capital market efficiency and firm value. These relations are more pronounced for firms with weaker corporate governance. Higher internal information asymmetry also associates with a greater probability of divesting and with more positive shareholder wealth effects from refocusing events.
[Semantic verbal fluency of animals in amnesia-type mild cognitive impairment].

INTRODUCTION AND AIM The quantitative and qualitative analysis of the semantic verbal fluency task has revealed that people with dementia produced fewer words and smaller semantic clustering than people without dementia. However, in people with amnestic mild cognitive impairment (aMCI), research has shown conflicting results regarding the amount and number of semantic clusters that are made. The aim of this study was to provide new data to this controversial issue. SUBJECTS AND METHODS Twenty-two older adults diagnosed with aMCI (8 men and 14 women) and 43 older adults (7 men and 36 women) with normal cognitive functioning that served as control group, participated in this study. All patients were evaluated at the Center for Prevention of Cognitive Decline of Madrid (Spain), completing the verbal fluency test (animals) besides other neuropsychological tests. RESULTS As expected, animal production was lower in the aMCI group than in the control group, but no differences were observed either in the average size of the semantic clusters or the number of switches between them. CONCLUSIONS The results are consistent with previous research suggesting aMCI is not only characterized by episodic memory and working memory deficits. Semantic memory decline is also present. However, the data do not clarify how strategic executive processes are involved, as seems to be in Alzheimer's disease.
Study of thyroid volume by ultrasonography in clinically euthyroid patients

Introduction: The purpose of this study was to establish reference ranges of total thyroid volume among clinically euthyroid Nepalese population using Ultrasonography and correlate this volume with age, sex, individual’s built and geographic location. Methods: This was a prospective cross sectional study involving 485 clinically euthyroid individuals. B - mode Ultrasonography was used to measure the total thyroid volume by combining the volume of both the lobes obtained by using formula for prolate ellipsoid. Age specific reference values for thyroid volume were obtained and Pearson correlation test was used to see the relationship with various factors. Results: Among 485 individuals between 1 to 83 years of age, 221(45.57%) were males and 264(54.43%) were females. Maximum [354 individuals (72.99%)] were from hilly region and minimum [16 individual (3.30%)] were from Himalayan region. Mean thyroid volume was 6.629 ± 2.5025 ml. In general, thyroid volume was found to be more in older individuals than in young age group. There was no significant difference of thyroid volume between males and females. Thyroid volume best correlated with body surface area (r=0.444, p<0.0001). The volume had a positive correlation with weight (r=0.443, p<0.0001), body mass index (r=0.371, p<0.0001) and height (r=0.320, p<0.0001) of the individual. Conclusions: This study estimated the reference range of total thyroid volume for Nepalese population. These ranges are significantly lower than the WHO/ICCIDD thyroid volume references and reference values obtained in various other countries. Total thyroid volume best correlated with Body surface area. Keywords: Body surface area; clinically euthyroid; total thyroid volume; ultrasonography DOI: http://dx.doi. org/10.3126/joim.v32i2. 4944 Journal of Institute of Medicine , August, 2010; 32: 36-43