Miracle-dz/UniFAR-FTUs huggingface dataset:
Portfolio Strategies for Volatility Investing

The VIX premium, the difference between VIX futures and VIX Index levels, has been shown to have predictive power over volatility returns and investment risk. This article examines a conditional strategy applied within a portfolio construct allocating equally to market and volatility risk. Although it is predominantly short volatility, the strategy owns volatility during much of the financial crisis. Both long and short volatility allocations prove to be profitable over the sample period. They produce a portfolio with more consistent profits than the S&P 500 Index and several related volatility strategies developed in previous literature and those available as volatility-based strategy indexes. TOPICS: Futures and forward contracts, mutual funds/passive investing/indexing, financial crises and financial market history, performance measurement Key Findings ▪ From April 2007–2018, a portfolio that invests in the S&P 500 Index and VIX futures earns 1.79%, on average, each month, with a 1.02 Sharpe ratio, more than doubling the absolute and risk-adjusted returns of the S&P 500 Index. ▪ The VIX premium, the difference between VIX futures and VIX Index levels, foretells investment risk and VIX futures returns. Conditioning a long or short VIX futures allocation on the VIX premium enables the portfolio to hold short VIX futures positions for most of the time and long VIX futures positions during turbulent periods. Both long and short VIX futures investments earned positive returns, and the portfolio outperformed related strategies over the entire period and each subsample. ▪ The portfolio posts positive returns during the financial crisis by holding long VIX futures positions. In 2008, the portfolio earns 39.87%, while the S&P 500 Index lost 37.00%.
The material properties of ice bridges in the Maxwell Elasto-Brittle rheology

Abstract. The shape and break-up of landfast ice arches in narrow channels depend on the material properties of the sea-ice. The effect of the material parameters on ice arches in a sea ice model with the Maxwell Elasto-Brittle (MEB) rheology is investigated. The MEB rheology, which includes a damage parameterization, is implemented using the numerical framework of a Viscous-Plastic model. This configuration allows to study their different physics independently of their numerical implementation. Idealized ice bridge simulations show that the elastic part of the model together with the damage parameterization allows the propagation of fractures in space at very short time-scales. The fractures orientation is sensitive to the chosen angle of internal friction, but deviates from theory. It is speculated that these deviations stem from the absence of a flow rule in the rheology. Downwind of a channel, the MEB model easily forms ice arches and sustains an ice bridge. Using a material cohesion in the range of 15–21 kPa is most consistent with the ice bridges commonly observed in the Arctic. Upstream of the channel, the formation of ice arches is complicated by the absence of a relationship between the ice strength and the ice conditions, and by the presence of numerical errors associated with the damage parameterization. Results suggest that the formation of ice arches upwind of a channel is highly dependent on the rheology and calls for more analysis to determine the necessary conditions for their formation.
How Searches Fail: Cognitive Bias in Literature Searching

ABSTRACT Cognitive bias is a phenomenon applicable to many areas of life, baseball and medical diagnosis among them. The concept originated with Daniel Kahnemann and Amos Tversky, Israeli psychologists. Biases such as satisficing, attribute substitution and the curse of knowledge affect literature searching as well, skewing the results. Simple steps can help us to debias our thinking.
THE EFFECT OF MACROECONOMIC VARIABLES IN PREDICTING INDONESIAN SHARIA STOCK INDEX

ABSTRACTThis study examines the impact of macroeconomic variables, namely the exchange rate, interest rates, industrial production index, SBIS and inflation on the Indonesian Islamic stock index. This study uses monthly data from May 2011 to December 2018. This research is a quantitative study that applies the Johansen Cointegration Test and Vector Error Correction Model to see the long-term impact and shock response on certain variables. The findings indicate the existence of short-term and long-term causality between macroeconomic variables and the Indonesian Islamic stock index. Especially in the long run, industrial production index and inflation have a significant effect on ISSI, while the exchange rate, interest rates and SBIS have no significant effect on ISSI. IRF results show that the response of each variable and stable at different times. The ISSI response experienced a positive shock that occurred in the industrial production index and inflation. On the other hand, the exchange rate, the Bungan rate and SBIS were responded negatively by ISSI.
Evaluation of sero positivity of MMR vaccine against mumps, measles and rubella, three weeks after first inoculation (12 months after birth) and second inoculation (18 months after birth), in children referred to Abuzar's health center of Zahedan in 2009-2010.

Viral infections like mumps, rubella and measles have significant complications such as menengioencephalitis, adverse impact on fetal and mortality of malnourished infants. Iranian children vaccination against these three diseases (MMR vaccination) has begun since 2004 in two stages, 1 year and 4-6 years of age. Currently the vaccination program has changed to one year and 18 months of age. The aim of this study was to determine antibody titer (seropositivity) about 3 to 4 weeks after the first and second stage of MMR vaccination. In this study, that it's a descriptive - cross sectional study, antibody against mumps, rubella and measles was determined in 184 children referred to Abuzar's health center of Zahedan in 2009-2010 by using ELIZA test. In the first stage of vaccination 93 children and in the second stage 91 children were selected such as samples. Among the first customers exactly 53 people had been repeated in the second stage (during our study in the first stage and second stage had received their vaccines). In comparison between the 93 children studied in phase of one year (only once had been vaccinated) with 91 children in phase of 18 months (two had received vaccine injection) was determined that in phase of one year: rubella seropositivity was 83.9%, mumps 76.3% and measles 62.4%. But in phase of 18 months: rubella seropositivity was 93.4%, mumps 80% and measles 78%. Among 53 children studied in one year of age, almost 91% (48 cases) and 18 months of age all cases (100%) were seropositive. Mumps in 81% (43 cases) in one year of age and 84.9% (45 cases) in 18 months of age were seropositive, that difference was not significant statistically. Measles in 56.6% (30 cases) in one year and 18 months in 79.2% (42 cases) were seropositive. The results showed that there isn't any significant difference between the sexes in all level of seropositivity. In addition, two times administration of vaccine is more effective than one time vaccine administration in increasing seropositivity. The rate of seropositivity of measles and mumps is lower than rubella that need for review of interventional factors, such as malnutrition, sorts of vaccines, cold chain compliance and vaccine storage's method.
Pump–probe micro-spectroscopy and 2D materials

Excited-state dynamics provides an intrinsic molecular contrast in the examination of samples. With its excellent spatial–temporal resolution, superior detection sensitivity, and chemical specificity, pump–probe microscopy has become a powerful technique for monitoring these dynamics in nonfluorescent chromophores and nanomaterials. In this paper, we aim to provide a detailed discussion on their background, working mechanisms, and experimental setups, as well as investigating the advantages of pump–probe micro-spectroscopy. We explore carrier dynamics in prevailing two-dimensional materials such as TMDCs, graphene, black phosphorus, perovskite materials, and various heterostructures, in the context of pump-probe micro-spectroscopy. This review may help elucidate the basic characteristics of carrier excitation dynamics in 2D materials, and contribute to the design and optimization of related optoelectronic devices.
Accuracy of EBRA-FCA in the measurement of migration of femoral components of total hip replacement

Several methods of measuring the migration of the femoral component after total hip replacement have been described, but they use different reference lines, and have differing accuracies, some unproven. Statistical comparison of different studies is rarely possible. We report a study of the EBRA-FCA method (femoral component analysis using Einzel-Bild-Rontgen-Analyse) to determine its accuracy using three independent assessments, including a direct comparison with the results of roentgen stereophotogrammetric analysis (RSA). The accuracy of EBRA-FCA was better than +/- 1.5 mm (95% percentile) with a Cronbach's coefficient alpha for interobserver reliability of 0.84; a very good result. The method had a specificity of 100% and a sensitivity of 78% compared with RSA for the detection of migration of over 1 mm. This is accurate enough to assess the stability of a prosthesis within a relatively limited period. The best reference line for downward migration is between the greater trochanter and the shoulder of the stem, as confirmed by two experimental analyses and a computer-assisted design.
Transcriptomic homogeneity and an age-dependent onset of hemoglobin expression characterize morphological PV types

The diversity created by >100 different neural cell types fundamentally contributes to brain function and a central idea is that neuronal identity can be inferred from genetic information. Recent large-scale transcriptomic assays seem to confirm this hypothesis, but a lack of morphological information has limited the identification of several known cell types. For example, parvalbumin interneurons (PV-INs) comprise of a main transcriptomic cluster within all inhibitory cells. However, transcriptomics alone has not resolved the different morphological PV types that exist. To close this gap, we used single-cell RNA-seq in morphologically identified PV-INs, sampled from 10 days to 3 months-old mice and studied their transcriptomic states in the morphological, physiological, and developmental domains. Our findings reveal novel genes whose expression separately identify morphological types but corroborate an overall transcriptomic homogeneity among PV-INs. Surprisingly, morphological PV types display uniform cell adhesion molecule (CAM) profiles, suggesting that CAMs do not actively maintain their specificity of wiring after development. Finally, our results reveal a pronounced change of transcriptomic states between postnatal days 20 and 25, during which PV-INs display a rapid and unexpected onset of hemoglobin gene expression which remains stable in later development.
Empowering Women Through Financial Inclusion: A Study of Urban Slum

Executive Summary Financial Inclusion is considered to be a critical indicator for development and well-being of the society around the globe. Providing inclusive financial services, that is, financial services affordable for all, has become a basic priority in many countries including India. G-20 Nations have emphasized on financial inclusion as a facilitator for achieving gender equality and other sustainable development goals. Women empowerment is a radical approach concerned with transforming power relations in favour of female gender and considered essential for global progress. Thus, an inclusive financial model is being adopted in developing nations to achieve fundamental to formative objectives. The current article investigates the dimensions of women empowerment, that is, social, political, and economic. It also undertakes a test to see if the dimensions change with financial inclusion. The authors draw upon literature to develop a structured questionnaire on women empowerment and financial inclusion through schemes like Pradhan Mantri Jan Dhan Yojana (PMJDY), Pradhan Mantri Jivan Jyoti Bima Yojana (PMJJBY), Pradhan Mantri Suraksha Bima Yojana (PMSBY), and Atal Pension Yojana (APY) on women living in urban slums in the industrial town of Ludhiana, Punjab. The data were collected from 737 females living in urban slums with PMJDY bank accounts. The result indicated that PMJDY scheme has been quite successful especially in case of women in slums and has a positive influence on social, political, and economic dimensions of women empowerment. The study contributes to existing literature by advancing the debate on women in urban slums and identifies the substantial need for the development of formal financial system to enhance the scale of financial inclusion.
Immune Thrombocytopenia in Adult Celiac Disease

Celiac disease has been associated with a number of immune-mediated hematologic disorders, including idiopathic or immune thrombocytopenic purpura (ITP). Review of the literature suggests that children are particularly affected, often with overt skin findings, but in this report, a 39-yr old male with biopsy-defined celiac disease was detected with a persistent immune-mediated reduction in his platelet count despite treatment and follow-up for more than a decade. Although the celiac disease resolved with a strict gluten-free diet, there was no effect on the ITP. Experience suggests that ITP may be rarely appreciated in adults (compared to children) because it may be limited in severity and occurs without clinically obvious purpura or evidence of bleeding, even with diagnostic or therapeutic biopsy procedures. A subsequent retrospective review of over 300 celiac disease patient records from a single teaching hospital clinical practice experience spanning almost 40 years confirmed no additional cases of thrombocytopenia. ITP appears to be rarely associated with celiac disease in adults and, in spite of resolution of the enteropathy, did not appear to respond to a gluten-free diet, even after more than a decade of dietary treatment.
Assessment of Risk Factors for Fetal Congenital Anomalies among Pregnant Women at Cairo University Hospitals

Background, congenital anomaly is a defect that is present at birth, and can result from either genetic, environmental factors, or both. Aim, was to explore the risk factors which may lead to fetal congenital anomalies. Design, a descriptive research design was adopted. Sample, a total of 100 pregnant women was recruited according to the following criteria: pregnant in a fetus with a congenital anomaly; at any reproductive age; no specific gravidity or parity; single or multiple gestations. Setting, Fetal Medicine Unit at El-Manial Maternity Hospital. Tools, two tools were constructed and filled in by the researchers: 1) Ultrasonographic fetal assessment record 2) structured interview schedule. Results, age range of the pregnant women were 17-44 years with a mean of 26.52 + 5.48 years old. Twelve percent of them cannot read and write while, 22% had university education. Renal anomalies, central nervous system (CNS), muscloskeletal, cardiovascular, and gastrointestinal anomalies were the most common congenital anomalies constituted 38%, 31%, 20%, 10%, 8% respectively of the total anomalies. Regarding to risk factors for congenital anomalies, 44% of the pregnant women had first degree consanguinity, 17% had a family history of a congenital anomalies, 19% had a previous child with a congenital anomalies, 33% gave a history of consuming drugs during present pregnancy, 21% of the pregnant women live near industrial source and 22% of them experienced infection during present pregnancy. In conclusion, renal, CNS and muscloskeletal anomalies were the most common type of congenital anomalies. Positive consanguinity, family history for congenital anomalies, previous child with a congenital anomaly, consuming drugs during pregnancy, living near industrial source and exposure to infections during pregnancy, were the most common risk factors associated with congenital anomalies. Recommendations, premarital examination for consanguineous marriages should be encouraged. Antenatal care is very important for suspecting and early detection of congenital anomalies. [Amany M. Ahmed; Shadia Abd el Kader; Azza A. Abd El Hamid and Hassan M. Gaafar. Assessment of Risk Factors for Fetal Congenital Anomalies among Pregnant Women at Cairo University Hospitals. Journal of American Science 2011;7(12):899-908]. (ISSN: 1545-1003). http://www.americanscience. org.
Prevalence of White Coat Hypertension in Patients with Chronic Kidney Disease

Background: Achieving target blood pressure is important in retarding the progression of chronic kidney disease (CKD). Optimizing patient’s hypertension solely based on clinic blood pressure could be harmful as it may be masked by white coat hypertension. Objectives: This study aimed at determining the prevalence of white coat hypertension (WCHT) in patients with CKD and correlating this with their target organ damage evidenced by left ventricular hypertrophy (LVH) and carotid intima media thickness (CIMT). Methods: A cross sectional study of 99 patients with CKD (stage 3 to 5 with eGFR Epi of < 60 mL/min/1.732) at a CKD clinic was conducted. Demographic data, routine blood investigations, and number of antihypertensive medication were recorded. Mean clinic blood pressure of the last 2 visits were taken followed by 24-hour ambulatory blood pressure monitoring (24-hour ABPM), electrocardiography, and carotid ultrasound measurement. Results: Ninety-nine patients (42 males and 57 females) with median age of 62 (55 to 69) years old and predominantly Malays ethnicity were recruited. The prevalence of WCHT was 34.3% (34 patients), and 65.7% (65 patients) had sustained hypertension (SHT). Median eGFRs were comparable in both groups (P = 0.479). Despite comparable mean clinic blood pressure (P = 0.85), the WCHT group had significantly lower mean average systolic, daytime, and night time blood pressure when compared with the SHT group (120.82 ± 8.24 vs. 153.20 ± 18.70), (124.50 ± 9.51 vs 155 ± 18.86) , (111.97 ± 20.07 vs 146.22 ± 21.17 ) and diastolic (66.36 ± 85.79 vs. 82.35 ± 12.17), (68.71 ± 10.94 vs 84.11.8) , (62.68 ± 7.78 vs. 79.28 ± 12.17) respectively (P < 0.05). The trend towards significance of LVH in the WCHT compared with the SHT group (52% vs.38% (P = 0.066)) and the SHT group had a significantly higher median CIMT 0.80 mm (0.70 0.90) as opposed to the 0.60 mm median of the WCHT group (0.60 to 0.70) (P < 0.05). Two-thirds of SHT were non dippers. Conclusions: White coat hypertension is prevalent in CKD. Patients with SHT had significant carotid intima thickening; LVH was detected more commonly in the WCHT group.
Prevalence of thyroid dysfunction and its association with controlled and uncontrolled type 2 diabetes mellitus in northern Andhra Pradesh population: a retrospective study

Background: The two important endocrinopathies, diabetes mellitus and thyroid dysfunction are interrelated to each other where the correlation is poorly understood. The thyroid dysfunction is more frequent in diabetics than general population. The present study was aimed to know the prevalence of thyroid dysfunction in type 2 diabetes mellitus (T2DM) and its association with controlled and uncontrolled T2DM. Methods: A retrospective study of 600 T2DM patients between 13-60 years of age with known thyroid status were included and the following parameters were examined: age, sex, body mass index (BMI), fasting blood sugar (FBS), HbA1C, free triiodothyronine (fT3), free tetraiodothyronine (fT4) and thyroid stimulating hormone (TSH). Results: The prevalence of thyroid dysfunction in T2DM patients was found to be 26.5% whereas 9% in healthy controls. Significantly elevated levels of FBS, HbA1C and TSH were observed whereas the levels of fT3, fT4 were found to be low in patients when compared to controls. Subclinical hypothyroidism (SCH) in diabetics (both controlled and uncontrolled) was more prevalent (15%) than it was found in healthy controls (5%). Similarly, overt hypothyroidism was also found to be high in diabetic patients (6%) as compared to healthy controls (2%). Significant difference (p <0.05) in the levels of TSH was found between group I (Controlled T2DM) and II (uncontrolled T2DM patients), also between groups II and III (Controls). Group II patients were found to have significant low levels of fT3 as compared to other two groups (Group I and III) (p<0.005). Conclusions: As SCH is more frequent in T2DM diabetes mellitus and untreated SCH patients have higher rate of complications, periodical screening is advised for thyroid dysfunction to prevent micro vascular and cardiovascular complications.
Complication rates of thyroidectomy by an experienced, high-volume thyroid surgeon in a private hospital in Abu Dhabi, United Arab Emirates

Background: Thyroidectomy is one of the most common endocrine surgical procedures; it is performed by surgeons of various specialities including general surgeons, endocrine surgeons, ear, nose and throat (ENT) surgeons and head and neck surgeons. Thyroidectomy carries a significant and immediate risk of complications, some of which can be life threating. Improved surgical techniques and surgeons experienced in thyroid surgery can significantly reduce morbidity and mortality. Objective: The objective of this prospective study was to determine the overall complication rate and demonstrate that a permanent complication rate of 0% can be achieved. Study Design and Settings: The study was carried out between January 2013 and May 2015 and involved 228 patients. All patients were assessed preoperatively by an endocrinologist and an ENT surgeon for vocal cord functions; all were operated on by the same surgeon, who had >10 years' experience and performed over 100 thyroidectomies per year. Patients were followed up at 6 months to record any complications. Data were analysed using SPSS version 13.0 (IBM, Armonk, NY, USA) and a Chi-squared test was used to calculate P values. Results: There was an overall complication rate of 16.23%; 15.8% of patients experienced transient hypocalcaemia and 0.4% experienced post-operative bleeding. There were no permanent complications, and the rate of both recurrent laryngeal nerve injury and wound infection was 0%. Conclusion: We conclude that the rate of complications of thyroidectomy can be significantly reduced and the rate of permanent complications reduced to 0% if the procedure is performed by an experienced, high-volume surgeon with a special interest in thyroid surgery.
Extended kinetic theory for granular flow over and within an inclined erodible bed

We employ kinetic theory, extended to incorporate the influence of velocity correlations, friction and particle stiffness, and a model for rate-independent, elastic components of the stresses at volume fractions larger than a critical value, in an attempt to reproduce the results of discrete-element numerical simulations of steady, fully developed, dissipative, collisional shearing flows over and within inclined, erodible, fragile beds. The flows take place between vertical, frictional sidewalls at different separations with sufficient total particle flux so that differently inclined, erodible beds result. Numerical solutions of the spanwise-averaged differential equations of the theory and the associated boundary conditions are seen to be capable of reproducing profiles of stresses, solid volume fraction, average velocity and the strength of the particle velocity fluctuations, both in the rapid collisional flow above the bed and in the slower creeping flow within the bed. The indication is that extended kinetic theory has the unique ability to faithfully describe steady, inhomogeneous, granular shearing flows, ranging from dilute to extremely dense, using balances of momentum and energy and employing boundary conditions that are associated with the balances, with a small number of physically determined, microscopic parameters.