Miracle-dz/UniFAR-FTUs huggingface dataset:
Robust numerical methods for contingent claims under jump diffusion processes

An implicit method is developed for the numerical solution of option pricing models where it is assumed that the underlying process is a jump diffusion. This method can be applied to a variety of contingent claim valuations, including American options, various kinds of exotic options, and models with uncertain volatility or transaction costs. Proofs of timestepping stability and convergence of a fixed-point iteration scheme are presented. For typical model parameters, it is shown the error is reduced by two orders of magnitude at each iteration. The correlation integral is computed using a fast Fourier transform method. Numerical tests of convergence for a variety of options are presented.
Report of the 3rd National Ecosystem Modeling Workshop (NEMoW 3) : mingling models for marine resource management, multiple model inference

s and Summaries of Plenary Presentations . 16 Summary of Introduction and Opening Remarks by Dr. Jason Link, NMFS Senior Scientist for Ecosystem-based Management . 16 Extended Abstracts on EM and MMI efforts at NMFS Centers . 20 Summary of Center MMI in EM Efforts . 59 Abstracts of Invited Speakers Presentations . 65s of Invited Speakers Presentations . 65 Summary of Invited Speakers Presentations . 71 Discussion Summary . 82 Appendix A – Agenda . 86 Appendix B – Participants List . 88 Appendix C – Steering Committee . 90 Appendix D – Breakout Group Questions for TOR and Summary Discussion . 91 Appendix E – Glossary of Frequently Used Abbreviations . 93
A method for understanding quality attributes in software architecture structures

To sustain the qualities of a software system during evolution, and to adapt the quality attributes as the requirements evolve, it is necessary to have a clear software architecture that is understood by all developers and to which all changes to the system adheres. This software architecture can be created beforehand, but must also be updated as the domain of the software, and hence the requirements on the software system evolves. Creating an architectural structure for a system or part of a system so that the architecture fulfils the desired quality requirements is often hard. In this paper we propose a decision support method to aid in the understanding of different architecture structure candidates for a software system. We propose a method that is adaptable with respect to both the set of potential architecture structures, and quality attributes relevant for the system's domain to help in this task. The method creates a support framework, using a multi-criteria decision method, supporting comparison of different software architecture structures for a specific software quality attribute and vice versa. Moreover, given a prioritization of quality attributes for the software system, or part thereof, the most suitable software architecture structure can be indicated using the created framework.
Dynamic Control of Airport Departures: Algorithm Development and Field Evaluation

This paper proposes dynamic-programming-based algorithms for controlling the departure process at congested airports. These algorithms, which are called Pushback Rate Control protocols, predict the departure throughput of the airport and recommend a rate at which to release aircraft from their gates in order to control congestion. This paper describes the design and field testing of a variant of Pushback Rate Control at Boston airport in 2011 and the development of a decision support tool for its implementation. The analysis of data from the field trials shows that during eight 4-h test periods, fuel use was reduced by an estimated 9 U.S. tons (2650 U.S. gallons), and taxi-out times were reduced by an average of 5.3 min for the 144 flights that were held at the gate.
PAFit: an R Package for Estimating Preferential Attachment and Node Fitness in Temporal Complex Networks

Many real-world systems are profitably described as complex networks that grow over time. Preferential attachment and node fitness are two ubiquitous growth mechanisms that not only explain certain structural properties commonly observed in real-world systems, but are also tied to a number of applications in modeling and inference. In the node fitness mechanism, the probability a node acquires a new edge is proportional to a quantity called fitness that is assumed to be independent of the network structure. On the other hand, in the preferential attachment mechanism, this probability of acquiring new edges is proportional to a function of the current number of edges of the node. While this function is originally assumed to be the linear function, and hence fixed, in general it can be arbitrary, and thus is the target of estimation in real-world datasets. While there are standard statistical packages for estimating the structural properties of complex networks, there is no corresponding package when it comes to the estimation of preferential attachment and node fitness mechanisms. This paper introduces the R package PAFit, which implements well-established statistical methods for estimating preferential attachment and node fitness, as well as a number of functions for generating complex networks from these two mechanisms. The main computational part of the package is implemented in C++ with OpenMP to ensure good performance for large-scale networks. In this paper, we first introduce the main functionalities of PAFit using simulated examples, and then use the package to analyze a collaboration network between scientists in the field of complex networks.
Open Strategy: Consolidated Definition and Processual Conceptualization

Open approaches to operational work in organizations (e.g., crowdsourcing and open source development) have been of particular interest to information systems (IS) researchers. Recently, organizations, including IBM, Red Hat and Wikimedia Foundation, have also embraced openness principles for strategic work (e.g., planning, forming and implementing strategy). Little is known about such “open strategy” and, within it, the (critical) role of information technology (IT). Definitions and conceptualizations of open strategy in the literature are vague and inconsistent. In the study reported in this paper, we have reviewed the emerging literature on open strategy. By analysing the characteristics most commonly attributed to open strategy, we propose a consolidated definition of open strategy. Furthermore, we develop an open strategy process model and use it to re-analyse four open strategy case studies. This analysis contributes to our conceptual understanding of open strategy and of what is required for open strategy to work in practice.
Crosstalk Noise Analysis and Optimization in 5$\,\times\,$5 Hitless Silicon-Based Optical Router for Optical Networks-on-Chip (ONoC)

Crosstalk noise is an intrinsic characteristic of photonic devices used by optical router which is used in optical networks-on-chip. It also adds a new dimension to the design of the optical router based on the photonic devices. We analyzed crosstalk noise at device level and router level. Based on the detailed analysis, we proposed a general analytical model to study the transmission loss, crosstalk noise, optical signal-to-noise ratio (OSNR), and bit error ratio in the 5 × 5 hitless optical router. For the first time, this paper used the crossing angles of 60° or 120° instead of the conventional 90° crossing angle to design the optical router. It is obtained that by using this method OSNR is improved by about 10 dB.
Quantification of spinal cord atrophy from magnetic resonance images via a B‐spline active surface model

A method is presented that aims at segmenting and measuring the surface of the spinal cord from MR images in order to detect and quantify atrophy. A semiautomatic segmentation with very little intervention from an operator is proposed. It is based on the optimization of a B‐spline active surface. The method allows for the computation of orthogonal cross‐sections at any level along the cord, from which measurements are derived, such as cross‐sectional area or curvature. An evaluation of the accuracy and reproducibility of the method is presented. Magn Reson Med 47:1176–1185, 2002. © 2002 Wiley‐Liss, Inc.
Research and design of circulation course resources architecture

In this paper, a new concept that is Circulation Course Resources (CCR) is introduced, which means the course resources circulating from the students listening in classroom lecture, camera shooting, video coding, video storage, video server to the students learning from VOD. The creating course video system and network-teaching system as parts of CCR architecture are presented separately. To connect the two systems, a middle system defined as Bridge System is designed and modeled with UML. The core application design of the Bridge System is expressed by the classes design and main database design. The functions of Bridge System include making the course videos flowing from one system to another automatically and converting the important data of the two systems into uniform format. The CCR architecture has been put into action and achieved satisfied results.
Complications from Laparoscopic Adjustable Gastric Banding: 364 Cases Experience

Background: Laparoscopic adjustable gastric banding LAGB procedures are part of bariatric surgery, it has been reported with favorable risk-benefi t profi le like part of the management of obesity. These procedures are effective at inducing weight loss and improving comorbid conditions, but like all surgical procedures have several complications.
Automatic Prediction Of Small Group Performance In Information Sharing Tasks

In this paper, we describe a novel approach, based on Markov jump processes, to model small group conversational dynamics and to predict small group performance. More precisely, we estimate conversational events such as turn taking, backchannels, turn-transitions at the micro-level (1 minute windows) and then we bridge the micro-level behavior and the macro-level performance. We tested our approach with a cooperative task, the Information Sharing task, and we verified the relevance of micro- level interaction dynamics in determining a good group performance (e.g. higher speaking turns rate and more balanced participation among group members).
Considerations for Applying Metabolomics to the Analysis of Extracellular Vesicles

Cell-derived extracellular vesicles (EVs) are involved in the development of different pathologies including inflammatory diseases and cancer (1) and have demonstrated a promising potential for human diagnostic (2) and therapeutic applications (3). Constitutive secretion of these vesicles has been described for platelets, reticulocytes, dendritic cells, lymphocytes, mast cells, intestinal epithelial cells, adipocytes, and hepatocytes among others (4). In addition, EVs have been isolated from many body fluids including bile (5), blood (6), and urine (7, 8), which indicates that they can be systemically disseminated, transferring their content/signals to cells physically separated from the secreting cell. Depending mainly on the vesicle’s origin and the way of vesicle-discharge from the cells, at least two types of EVs have been described: the endosome-derived vesicles named “exosomes” and the plasma membrane shedding vesicles referred to as microparticles. Microparticles are a heterogeneous population of vesicles with a size up 1000 nm, this group consists of vesicles that are formed directly from plasma membrane by so-called reverse budding through membrane protrusion and fission (9). Exosomes, on the other hand, are a more homogeneous vesicle population with a size of 30–150 nm and an endocytic origin. They are formed by inward budding of the membrane of an endocytic organelle named multivesicular body and released to the extracellular space by fusion of this organelle with the plasma membrane (9).
Lehrstuhl für Informatik 10 ( Systemsimulation ) A parallel K-SVD implementation for CT image denoising

In this work we present a new patch-based approach for the reduction of quantum noise in CT images. It utilizes two data sets gathered with information from the odd and even projections respectively that exhibit uncorrelated noise for estimating the local noise variance and performs edge-preserving noise reduction by means of the K-SVD algorithm. It is an efficient way for designing overcomplete dictionaries and finding sparse representations of signals from these dictionaries. For image denoising, the K-SVD algorithm is used for training an overcomplete dictionary that describes the image content effectively. K-SVD has been adapted to the non-gaussian noise in CT images. In order to achieve close to real-time performance we parallelized parts of the K-SVD algorithm and implemented them on the Cell Broadband Engine Architecture (CBEA), a heterogenous, multicore, distributed memory processor. We show denoising results on synthetic and real medical data sets.
An Application of Lexical Semantics to Knowledge Acquisition from Corpora

In this paper, we describe a program of research designed to explore how a lexical semantic theory may be exploited for extracting information from corpora suitable for use in Information Retrieval applications. Unlike with purely statistical collocational analyses, the framework of a semantic theory allows the automatic construction of predictions about semantic relationships among words appearing in collocational systems. We illustrate the approach for the acquisition of lexical information for several classes of nominals.
of Architecture of Application Systems A Proposal of BPMN Extensions for the Manufacturing

The manufacturing domain can be characterized by the concepts of product, process and resource. The coordination of humans, machines and materials is needed to attain a desired product by using knowledge, time, money and energy optimally. Business processes define such coordination. Business Process Model and Notation (BPMN) is an industry standard for modeling business processes. This standard is not being applied to the manufacturing domain so far. In this paper, we propose BPMN extensions to support process modeling in the manufacturing domain, especially the modeling of production processes. We motivate and justify our proposed extensions by an exemplary assembly process.
Downlink Scheduling with Transmission Strategy Selection for Two-Cell MIMO Networks

Multiple-input multiple-output (MIMO) processing is a promising technique to achieve high speed data service in next generation cellular networks. However, the performance of multi-cell MIMO networks is limited by the cell-edge users who experience significant inter-cell interference. In this paper, we propose to use interference alignment to mitigate interference experienced by these cell-edge users, and spatial multiplexing for users with less interference. To achieve the optimal performance in a two- cell MIMO network, we formulate a joint scheduling problem to select a pair of users and the corresponding transmission strategies for both cells. We design an efficient dynamic scheduling scheme based on a stochastic network optimization framework. Numerical results show that the proposed scheme achieves a superior performance compared to scheduling schemes with a single transmission strategy.
Identification of a Ligand Binding Pocket in LdtR from Liberibacter asiaticus

LdtR is a transcriptional activator involved in the regulation of a putative L,D transpeptidase in Liberibacter asiaticus, an unculturable pathogen and one of the causative agents of Huanglongbing disease. Using small molecule screens we identified benzbromarone as an inhibitor of LdtR activity, which was confirmed using in vivo and in vitro assays. Based on these previous results, the objective of this work was to identify the LdtR ligand binding pocket and characterize its interactions with benzbromarone. A structural model of LdtR was constructed and the molecular interactions with the ligand were predicted using the SwissDock interface. Using site-directed mutagenesis, these residues were changed to alanine. Electrophoretic mobility shift assays, thermal denaturation, isothermal titration calorimetry experiments, and in vivo assays were used to identify residues T43, L61, and F64 in the Benz1 pocket of LdtR as the amino acids most likely involved in the binding to benzbromarone. These results provide new information on the binding mechanism of LdtR to a modulatory molecule and provide a blue print for the design of therapeutics for other members of the MarR family of transcriptional regulators involved in pathogenicity.
Atherosclerosis-like lesions of the aortic valve are common in adults of all ages: a necropsy study

Objective: To determine the presence and size of atherosclerosis-like lesions in aortic valves of unselected adults of all ages. Design: Necropsy study. Setting: Departments of Forensic Medicine and Pathology at the University of Oulu and the Oulu University Hospital in Finland. Subjects: 48 consecutive unselected adult subjects (15 subjects aged 20–40 years, 17 aged 41–60, and 16 aged ⩾ 61) undergoing necropsy. Main outcome measures: Detection of the presence of atherosclerosis-like lesions and mineralisation in aortic valves, and morphometrical measurement of the size of lesions. Results: None of the necropsy subjects had aortic stenosis and only two subjects had macroscopic calcification of the aortic valve. Of 48 subjects, however, 45 had an atherosclerosis-like subendothelial thickening above the elastic lamina on the aortic side of at least one of the valve leaflets. Of 15 young subjects aged 20–40 years, eight had a lesion in the right coronary cusp of the aortic valve and 12 had a lesion in at least one of the three aortic valve leaflets. Of 17 middle aged subjects, 16 had an early lesion in the right coronary cusp and all had a lesion in at least one of the valve leaflets. In the oldest age group, all 16 subjects had a lesion in every valve leaflet. The mean lesion area in the three valve leaflets varied from 0.1–0.2 mm2 in young subjects, 0.5–0.8 mm2 in middle aged, and 1.3–2.3 mm2 in elderly subjects (p < 0.001). Microscopic calcification in the right coronary cusp of the aortic valve was observed in 12 of 17 middle aged and 14 of 16 elderly subjects but only in one young subject. Conclusions: Atherosclerosis-like lesions in the aortic valve are prevalent in adults of all age groups, including young subjects aged 20–40 years, suggesting that the disease process leading to aortic stenosis is common, often beginning in early adulthood.
An Empirical Research on E-Commerce Customer Website Loyalty

Customer satisfaction was the basic of building long-tern buyer-seller relationship, and customer loyalty was the key ways for firm's payoff and developing. As the internets became a media of building buyer-seller relationship, customer's satisfaction on product or service turn around website satisfaction, and their loyalty represent directly on website loyalty. Moreover the technology readiness of customer made great moderating effects through the whole process. Based on the researches home and abroad, this study analyzed e-commerce website quality effects on website satisfaction and website loyalty. The results showed that website quality consisted of website ease of use, website content, website security and website interaction; The website ease of use, website security and website interaction were direct antecedents of website satisfaction; And the website security took the strongest effects on customer's website satisfaction. Website content made no significant effect on customer's website satisfaction. Customer's website satisfaction made a significant effect on customer's website loyalty; Furthermore, the technology readiness of customer made great moderating effects on website quality and website satisfaction as well as website satisfaction and website loyalty.
Role of A-type lamins in signaling, transcription, and chromatin organization

A-type lamins (lamins A and C), encoded by the LMNA gene, are major protein constituents of the mammalian nuclear lamina, a complex structure that acts as a scaffold for protein complexes that regulate nuclear structure and functions. Interest in these proteins has increased in recent years with the discovery that LMNA mutations cause a variety of human diseases termed laminopathies, including progeroid syndromes and disorders that primarily affect striated muscle, adipose, bone, and neuronal tissues. In this review, we discuss recent research supporting the concept that lamin A/C and associated nuclear envelope proteins regulate gene expression in health and disease through interplay with signal transduction pathways, transcription factors, and chromatin-associated proteins.
Cells lacking ClpB display a prolonged shutoff phase of the heat shock response in Caulobacter crescentus

The heat shock response in Caulobacter crescentus was previously shown to be positively regulated by the alternative sigma factor of RNA polymerase (RNAP) σ32, and negatively modulated by DnaK during the induction phase of the heat shock response but not during the recovery phase. In the present work we have investigated the involvement of the chaperone ClpB in the control of the heat shock response in C. crescentus. Data obtained indicated a role of ClpB in downregulation of heat shock protein (HSP) synthesis, as cells lacking this chaperone showed a prolonged shutoff phase of the heat shock response. In Escherichia coli, it has been proposed that the DnaK chaperone system switches transcription back to constitutively expressed genes through simultaneous reactivation of heat‐aggregated σ70, as well as sequestration of σ32 away from RNAP. In C. crescentus, results obtained with a clpB null mutant indicate that ClpB could be involved in the reactivation of the major sigma factor σ73. In support of this hypothesis, we showed that transcription directed from σ73‐dependent promoters is not switched back in the clpB null mutant during the recovery phase. Furthermore, we observed that resolubilization of heat‐aggregated σ73 is dependent on the presence of ClpB. Our findings also indicated that the absence of ClpB made cells more sensitive to heat shock and ethanol but not to other stresses, and unable to acquire thermotolerance.
A Continuous Labour Supply Model in Microsimulation: A Life-Cycle Modelling Approach with Heterogeneity and Uncertainty Extension

This paper advances a structural inter-temporal model of labour supply that is able to simulate the dynamics of labour supply in a continuous setting and addresses two main drawbacks of most existing models. The first limitation is the inability to incorporate individual heterogeneity as every agent is sharing the same parameters of the utility function. The second one is the strong assumption that individuals make decisions in a world of perfect certainty. Essentially, this paper offers an extension of marginal-utility-of-wealth-constant labour supply functions known as “Frisch functions” under certainty and uncertainty with homogenous and heterogeneous preferences. The lifetime models based on the fixed effect vector decomposition yield the most stable simulation results, under both certain and uncertain future wage assumptions. Due to its improved accuracy and stability, this lifetime labour supply model is particularly suitable for enhancing the performance of the life cycle simulation models, thus providing a better reference for policymaking.