Miracle-dz/UniFAR-FTUs huggingface dataset:
Pricing European Options under Stochastic Volatility Models: Case of Five-Parameter Variance-Gamma Process

The paper builds a Variance-Gamma (VG) model with five parameters: location (μ), symmetry (δ), volatility (σ), shape (α), and scale (θ); and studies its application to the pricing of European options. The results of our analysis show that the five-parameter VG model is a stochastic volatility model with a Γ(α,θ) Ornstein–Uhlenbeck type process; the associated Lévy density of the VG model is a KoBoL family of order ν=0, intensity α, and steepness parameters δσ2−δ2σ4+2θσ2 and δσ2+δ2σ4+2θσ2; and the VG process converges asymptotically in distribution to a Lévy process driven by a normal distribution with mean (μ+αθδ) and variance α(θ2δ2+σ2θ). The data used for empirical analysis were obtained by fitting the five-parameter Variance-Gamma (VG) model to the underlying distribution of the daily SPY ETF data. Regarding the application of the five-parameter VG model, the twelve-point rule Composite Newton–Cotes Quadrature and Fractional Fast Fourier (FRFT) algorithms were implemented to compute the European option price. Compared to the Black–Scholes (BS) model, empirical evidence shows that the VG option price is underpriced for out-of-the-money (OTM) options and overpriced for in-the-money (ITM) options. Both models produce almost the same option pricing results for deep out-of-the-money (OTM) and deep-in-the-money (ITM) options.
High-Dimensional Time-Varying Coefficient Estimation

In this paper, we develop a novel high-dimensional time-varying coefficient estimation method, based on high-dimensional Ito diffusion processes. To account for high-dimensional time-varying coefficients, we first estimate local (or instantaneous) coefficients using a time-localized Dantzig selection scheme under a sparsity condition, which results in biased local coefficient estimators due to the regularization. To handle the bias, we propose a debiasing scheme, which provides well-performing unbiased local coefficient estimators. With the unbiased local coefficient estimators, we estimate the integrated coefficient, and to further account for the sparsity of the coefficient process, we apply thresholding schemes. We call this Thresholding dEbiased Dantzig (TED). We establish asymptotic properties of the proposed TED estimator. In the empirical analysis, we apply the TED procedure to analyzing high-dimensional factor models using high-frequency data.
Speech-Language Pathology Services in Pediatric Cancer: Survey and Interview Data on Caregiver Experiences

Abstract Pediatric cancer and its treatment can cause disruption in typical child development, including the development of speech, language, and swallowing skills. Despite the potential for significant impact on communication and swallowing, speech-language pathologists are not routinely involved in the care teams of children diagnosed with cancer. The goal of this investigation was to enhance the understanding of the speech-language pathology services rendered and caregivers' perspectives on the current needs of children and adolescents who have undergone cancer treatment. Caregiver's perspectives offer unique insights and are beneficial when utilizing a person- and family-centered care framework. Eleven caregivers of children treated for cancer completed an online survey, and an additional three caregivers participated in a semistructured interview. Results provided insight into caregivers' perspectives regarding speech-language pathology-related needs and services. Survey results and thematic analysis of the semistructured interviews indicated the need for involvement of speech-language pathology services during and after cancer treatment. Cancer diagnoses and oncological treatment occur during key developmental periods, and may negatively impact children's speech, language, and swallowing abilities. Speech-language pathologists are uniquely positioned to provide support for children undergoing or following cancer treatment.
Cognitive Profile in Patients Admitted to Intensive Rehabilitation after Stroke Is Associated with the Recovery of Dysphagia: Preliminary Results from the RIPS (Intensive Post-Stroke Rehabilitation) Study

Abstract Dysphagia represents one of the most frequent symptoms in the post–acute stroke population. Swallowing impairment and cognitive deficits can often co-occur. This study aims to investigate the relationship between cognitive impairment and the recovery of dysphagia in patients attending specific rehabilitation. Patients admitted to intensive rehabilitation units were administered the Functional Oral Intake Scale (FOIS) and Montreal Cognitive Screening Test (MoCA); when screening positive for dysphagia, they entered a rehabilitation program. Their FOIS score at discharge was the primary outcome measure. In the multivariate analysis, younger age (B = − 0.077, p = 0.017), higher MoCA (B = 0.191, p = 0.002), and higher FOIS (B = 1.251, p = 0.032) at admission were associated with higher FOIS at discharge. When executive function (EF) replaced the MoCA total score in the model, younger age (B = − 0.134, p = 0.001), higher admission EF (B = 1.451, p < 0.001), and FOIS (B = 1.348, p = 0.035) were associated with higher FOIS at discharge. Our results confirm the hypothesis that a better cognitive profile upon admission is associated with a higher probability of dysphagia recovery at discharge. EF seems to have a crucial role in dysphagia recovery. These results highlight the importance of considering the cognitive profile when assessing and treating dysphagia after stroke and of using screening tests that include executive functions.
The Oligosaccharide Region of LPS Governs Predation of E. coli by the Bacterivorous Protist, Acanthamoeba castellanii

Rather than being transmitted from host to host, most opportunistic bacterial pathogens reside in the environment for significant amounts of time. Protist predation is a major cause of bacterial mortality. ABSTRACT Protozoan predation is a major cause of bacterial mortality. The first step of predation for phagocytic amoebae is the recognition of their prey. Lipopolysaccharide (LPS) is a major component of Gram-negative bacteria and is only present on the outer leaflet of the outer membrane lipid bilayer. LPS consists of three distinct regions: lipid A, an oligosaccharide core, and O-polysaccharide. Previous research in our lab determined that the oligosaccharide (OS) region of LPS mediates the recognition and internalization of Escherichia coli by Acanthamoeba castellanii. The oligosaccharide region is conceptually divided into the inner core and outer core. The LPS of any given E. coli strain contains only one of five different OS structures: K-12 and R1 to R4. All OSs contain the same inner core sugars but different outer core sugars. Here, we show that the Kdo2 moiety of the inner core is necessary and sufficient for E. coli recognition and internalization by A. castellanii. We also show that the precise composition of the variable outer core OS region modulates the efficiency with which A. castellanii consumes bacteria. The latter finding indicates that outer core OS composition plays a role in bacterial defense against phagocytic predators. IMPORTANCE Rather than being transmitted from host to host, most opportunistic bacterial pathogens reside in the environment for significant amounts of time. Protist predation is a major cause of bacterial mortality. To enhance their survival in the environment, bacteria have evolved various defense strategies such as filamentation, increased motility, biofilm formation, toxin release, and modification of cell wall structure; strategies which also enhance their virulence to humans. This work shows that the major component of the bacterial cell wall, LPS, also known as bacterial endotoxin, is a “dual use” factor, regulating amoeba predation of bacteria in addition to its well-known role as a human virulence factor. Both these functions are governed by the same parts of LPS. Thus, the structure and composition of this “dual use” factor likely evolved as a response to constant voracious protist grazing pressure in the environment, rather than during short-term infections of human and animals.
When Firms Deviate from Industry Benchmarks: A Study on IT Human Capital Investment Deviation and Firm Performance

The extant literatures on the resource-based view and knowledge-based view of firms are silent about how IT human capital investment deviation -i.e., underinvestment and overinvestment in IT human capital- implicate firm outcomes. Anchoring our study in the Red Queen competition theory and the theoretical perspectives flowing from the organization resource slack literature, we examine the relationship between IT human capital investment deviation and firm performance. In particular, we hypothesize that IT human capital overinvestment and IT human capital underinvestment are associated with increased and decreased firm performance respectively. We test our hypotheses using a sample of 715,652 firm observations over 9 years. We find a positive relationship between IT human capital overinvestment and firm performance. We do not find evidence for our prediction that IT human capital underinvestment is associated with firm performance losses. The findings of the study have implications for the IT human capital literature.
Contrastive Learning for Legal Judgment Prediction

Legal judgment prediction (LJP) is a fundamental task of legal artificial intelligence. It aims to automatically predict the judgment results of legal cases. Three typical subtasks are relevant law article prediction, charge prediction, and term-of-penalty prediction. Due to the wide range of potential applications, LJP has attracted a great deal of interest, prompting the development of numerous approaches. These methods mainly focus on building a more accurate representation of a case’s fact description in order to improve the performance of judgment prediction. They overlook, however, the practical judicial scenario in which human judges often compare similar law articles or possible charges before making a final decision. To this end, we propose a supervised contrastive learning framework for the LJP task. Specifically, we train the model to distinguish (1) various law articles within the same chapter of a Law and (2) similar charges of the same law article or related law articles. By this means, the fine-grained differences between similar articles/charges can be captured, which are important for making a judgment. Besides, we optimize our model by identifying cases with the same article/charge labels, allowing it to more effectively model the relationship between the case’s fact description and its associated labels. By jointly learning the LJP task with the aforementioned contrastive learning tasks, our model achieves better performance than the state-of-the-art models on two real-world datasets.
Spotlight Tweets: A Lens for Exploring Attention Dynamics within Online Sensemaking During Crisis Events

In this article, we introduce the concept of a spotlight social media post—a post that receives an unexpected burst of attention—and explore how such posts reveal salient aspects of online collective sensemaking and attention dynamics during a crisis event. Specifically, we examine the online conversation surrounding a false missile alert in Hawaii in January 2018. Through a mixed-methods analysis and visualizations, our research uncovers mechanisms that lead to rapid attention gains, such as spotlighting—when a user with existing influence confers attention by sharing others’ content with their audience. We highlight how spotlight social media posts (specifically spotlight tweets) are distinct from other heavily shared content and that they offer insight into previously overlooked patterns in information exchange. We additionally reveal that attention dynamics may alter the social position of spotlight post authors immediately afterward (and possibly in the long term). We argue that spotlight social media posts offer a productive window for understanding online collective sensemaking, and we discuss how this can inform social media platform design and serve as a basis of future research.
Into the Unknown: Exploration of Search Engines’ Responses to Users with Depression and Anxiety

Researchers worldwide have explored the behavioral nuances that emerge from interactions of individuals afflicted by mental health disorders (MHD) with persuasive technologies, mainly social media. Yet, there is a gap in the analysis pertaining to a persuasive technology that is part of their everyday lives: web search engines (SE). Each day, users with MHD embark on information seeking journeys using popular SE, like Google or Bing. Every step of the search process for better or worse has the potential to influence a searcher’s mindset. In this work, we empirically investigate what subliminal stimulus SE present to these vulnerable individuals during their searches. For this, we use synthetic queries to produce associated query suggestions and search engine results pages. Then we infer the subliminal stimulus present in text from SE, i.e., query suggestions, snippets, and web resources. Findings from our empirical analysis reveal that the subliminal stimulus displayed by SE at different stages of the information seeking process differ between MHD searchers and our control group composed of “average” SE users. Outcomes from this work showcase open problems related to query suggestions, search engine result pages, and ranking that the information retrieval community needs to address so that SE can better support individuals with MHD.
Don’t Need All Eggs in One Basket: Reconstructing Composite Embeddings of Customers from Individual-Domain Embeddings

Although building a 360-degree comprehensive view of a customer has been a long-standing goal in marketing, this challenge has not been successfully addressed in many marketing applications because fractured customer data stored across different “silos” are hard to integrate under “one roof” for several reasons. Instead of integrating customer data, in this article we propose to integrate several domain-specific partial customer views into one consolidated or composite customer profile using a Deep Learning-based method that is theoretically grounded in Kolmogorov’s Mapping Neural Network Existence Theorem. Furthermore, our method needs to securely access domain-specific or siloed customer data only once for building the initial customer embeddings. We conduct extensive studies on two industrial applications to demonstrate that our method effectively reconstructs stable composite customer embeddings that constitute strong approximations of the ground-truth composite embeddings obtained from integrating the siloed raw customer data. Moreover, we show that these data-security preserving reconstructed composite embeddings not only perform as well as the original ground-truth embeddings but significantly outperform partial embeddings and state-of-the-art baselines in recommendation and consumer preference prediction tasks.
Terahertz Waveguide Design for GaSb/AlGaSb Quantum Cascade Laser

We designed waveguides for a terahertz quantum cascade laser (QCL) that uses the GaSb/AlGaSb (or AlSb) material system. High optical confinement and low-loss propagation can be achieved with a simple fabrication process by using a GaAs substrate and by optimizing the carrier densities in the contact layers.
Cytology compared with Hybrid Capture 2 human papilloma virus cervical cancer screening in HIV positive and HIV negative South African women

Objectives Cervical cancer is preventable and caused by persistent infection with oncogenic human papilloma virus (HPV) types. HPV screening is more sensitive and is the preferred screening test. HPV screening data are mainly from developed settings, and the purpose of this study was to investigate the performance of HPV screening in previously unscreened HIV positive and negative women. Methods In this cross sectional multicenter study, liquid based cytology and HPV testing were performed on women attending different clinics. Patients with positive screening tests had colposcopy and biopsy or large loop excision of the transformation zone. Some women with normal screening had colposcopy and biopsy. Data of women with histology results, and data of HIV positive and negative women were analyzed for comparison. For women without histology results, data were imputed using a statistical model. Results In 903 women with known HIV status, 683 (75.6%) had negative cytology, 202 women (22.4%) had abnormal cytology, and in 18 patients (2.0%) the results were uncertain. Mean age was 41.4 years (range 25–65). HPV tests were negative in 621 women (68.8%). In HIV positive women, 54.5% tested negative compared with 79.7% HIV negative women (p<0.0001). HPV screening had higher sensitivity (60.9%), but lower specificity (82.4%), compared with cytology (48.6% and 86.7%) for detection of cervical intraepithelial neoplasia (CIN) 2+ in all women. For detection of CIN 3+, HPV screening had higher sensitivity (70.4%) compared with cytology (62.9%), and specificity (75.5%) was lower compared with cytology at a threshold of atypical squamous cells of undetermined significance (ASCUS+) (82.4%). Conclusion HPV screening was more sensitive than cytology in HIV positive and HIV negative women, but specificity was lower. Although HPV screening should be the preferred screening test, cytology is a suitable screening test in HIV positive women in low resource settings. Trial registration number NCT02956031.
Permeability sets the linear path instability of buoyancy-driven disks

Abstract The prediction of trajectories of buoyancy-driven objects immersed in a viscous fluid is a key problem in fluid dynamics. Simple-shaped objects, such as disks, present a great variety of trajectories, ranging from zig-zag to tumbling and chaotic motions. Yet, similar studies are lacking when the object is permeable. We perform a linear stability analysis of the steady vertical path of a thin permeable disk, whose flow through the microstructure is modelled via a stress-jump model based on homogenization theory. The relative velocity of the flow associated with the vertical steady path presents a recirculation region detached from the body, which shrinks and eventually disappears as the disk becomes more permeable. In analogy with the solid disk, one non-oscillatory and several oscillatory modes are identified and found to destabilize the fluid–solid coupled system away from its straight trajectory. Permeability progressively filters out the wake dynamics in the instability of the steady vertical path. Modes dominated by wake oscillations are first stabilized, followed by those characterized by weaker, or absent, wake oscillations, in which the wake is typically a tilting induced by the disk inclined trajectory. For sufficiently large permeabilities, the disk first undergoes a non-oscillatory divergence instability, which is expected to lead to a steady oblique path with a constant disk inclination, in the nonlinear regime. A further permeability increase reduces the unstable range of all modes until quenching of all linear instabilities.
An experimental and numerical study of turbulent oscillatory flow over an irregular rough wall

Abstract The hydrodynamics of turbulent oscillatory flow over a gravel-based irregular rough wall is investigated using laser-Doppler anemometry measurements of velocities in a large oscillatory flow tunnel and direct numerical simulation (DNS) of the Navier–Stokes equations. The same periodic irregular roughness was used for both experiments and DNS. Four flow shapes are investigated: sinusoidal, skewed, asymmetric and combined skewed–asymmetric. The experiments were conducted for target Reynolds numbers (based on the Stokes length and standard deviation of free-stream velocity) of $R_{\delta,\sigma }=800$ and $R_{\delta,\sigma }=1549$; DNS was conducted for flows with target $R_{\delta,\sigma }=800$. Boundary layer thickness, bottom phase lead and friction factor are in good agreement with previous studies. For the first time, evidence of Prandtl's secondary flows of the second kind in oscillatory flow is presented. Turbulence structure is visualised using isosurfaces of $\lambda _{2}$ (Jeong & Hussain J. Fluid Mech., vol. 285, 1995, pp. 69–94), revealing densely packed structures that grow stronger and weaker in correspondence with the free-stream velocity. Reynolds and dispersive stresses peak just below the highest roughness crest, with dispersive stress vanishing a short distance above the roughness. Bursts of turbulence kinetic energy and wake kinetic energy are generated each flow half-cycle, with variable behaviour depending on flow shape. Non-Gaussian turbulence statistics are observed that originate near the wall, becoming increasingly non-Gaussian far from the wall. Probability density functions of turbulence statistics can be closely approximated by a fourth-order Gram–Charlier distribution at most phases and elevations, though when statistics deviate more strongly from Gaussian, streamwise and wall-normal (spanwise) statistics are better described by a Pearson type IV (VII) distribution.
Linear instability of a supersonic boundary layer over a rotating cone

Abstract In this paper, we conduct a systematic study of the instability of a boundary layer over a rotating cone that is inserting into a supersonic stream with zero angle of attack. The base flow is obtained by solving the compressible boundary-layer equations using a marching scheme, whose accuracy is confirmed by comparing with the full Navier–Stokes solution. Setting the oncoming Mach number and the semi-apex angle to be 3 and 7$^\circ$, respectively, the instability characteristics for different rotating rates ($\bar \varOmega$, defined as the ratio of the rotating speed of the cone to the axial velocity) and Reynolds numbers ($R$) are revealed. For a rather weak rotation, $\bar \varOmega \ll 1$, only the modified Mack mode (MMM) exists, which is an extension of the supersonic Mack mode in a quasi-two-dimensional boundary layer to a rotation configuration. Further increase of $\bar \varOmega$ leads to the appearance of a cross-flow mode (CFM), coexisting with the MMM but in the quasi-zero frequency band. The unstable zones of the MMM and CFM merge together, and so they are referred to as the type-I instability. When $\bar \varOmega$ is increased to an $O(1)$ level, an additional unstable zone emerges, which is referred to as the type-II instability to be distinguished from the aforementioned type-I instability. The type-II instability appears as a centrifugal mode (CM) when $R$ is less than a certain value, but appears as a new CFM for higher Reynolds numbers. The unstable zone of the type-II CM enlarges as $\bar \varOmega$ increases. The vortex structures of these types of instability modes are compared, and their large-$R$ behaviours are also discussed.
Bubble Behavior in Magnetic Fluid under a Nonuniform Magnetic Field.

Experimental study is made to clarify the effects of nonuniform magnetic field on bubble behavior in a magnetic fluid. The behavior of vapor bubbles is visualized with ultrasonic wave echo under the nonuniform magnetic field. It is found that the void fraction in two-phase flow decreases with increase in the magnetic field due to the effect of magnetic body force. Furthermore, the effects of nonuniform magnetic field on translational motion and deformation of a single gas bubble in a magnetic fluid are experimentally examined using a transparent thin duct, called a Hele-Shaw cell. The experimental results indicate that a single bubble is decelerated in the region of positive magnetic field gradient and accelerated in the region of negative magnetic field gradient, and that it is elongated in the direction of the magnetic field.