Miracle-dz/UniFAR-FTUs huggingface dataset:
The Pricing of Double Barrier Options and Their Variations

This paper derives closed-form solutions for double barrier options under the usual assumptions of the Black-Scholes (1973) model using reflection principle in Brownian motions. While we recover the well-known valuation formulae for standard double barrier options, we show how to apply the same technique to variations of double barrier options. The option payoff function we use is the simplest one that includes call, put, and digital options as special cases. The solution is expressed in general as summations of an infinite number of normal distribution functions for standard double barrier options and in many non-trivial cases the solution consists of only finite terms. Double barrier options with rebates and exponentially curved barriers are also considered. Numerical approximations are provided as a verification of the closed-form solutions.
Absolutism vs Comparativism About Quantity

We naturally think that material bodies have weights, sizes, masses, densities, volumes, and charges; that there are spatial distances between them temporal durations between events involving them. These are all features of material bodies that fall under the category of quantity. In this paper I discuss a question that arises for all quantities but which is best illustrated by the case of mass. The property of having mass is a determinable, but it appears to have two kinds of determinates. On the one hand, we naturally think that something with mass has a determinate intrinsic property, a property it has independently of its relationships with other material bodies. But we also think that things with mass stand in various determinate mass relationships with one another, such as x being more massive than y or x being twice as massive as y. My question is: of the intrinsic masses and the mass relationships, which are the more fundamental? According to a view I will call absolutism, it is the intrinsic masses. The absolutist does not deny that things with mass stand in determinate mass relationships, she just insists that those relationships hold in virtue of the particular intrinsic mass possessed by each body. Thus, if my laptop is twice as massive as my cup, the absolutist thinks that this is in virtue of the intrinsic mass that they each possess. In contrast, comparativism is the view that the fundamental facts about mass concern how material bodies are related in mass, and all other facts about mass hold in virtue of them. I will describe both these views more precisely in Section 1, and as we will see an analogous issue arises for all quantities. Given the central role that quantities play in our understanding of the natural world, it is surprising that neither the physics nor the philosophy literature contains much discussion of the issue. In this paper I motivate and defend comparativism, but I am less interested in pressing that particular view as I am in broadly surveying what I take to be the more important lines of argument for each position, and as a result I will at times sacrifice depth
Negative feedback on Retinoic Acid by Brachyury guides gastruloid symmetry-breaking

Establishment of the vertebrate body plan requires a combination of extra-embryonic signalling to establish morphogen gradients, and an underlying self-assembly mechanism that contributes to pattern regulation and robustness. Gastruloids are aggregates of mouse embryonic stem cells that break morphological symmetry and polarise Brachyury (Bra) expression in the absence of extra-embryonic signals. However, the mechanism by which symmetry breaking occurs is not yet known. During gastrulation and body axis elongation, retinoic acid (RA) and Cyp26a1 are polarised along the anteroposterior axis, and this is critical for balancing the decision of cells to self-renew or differentiate. We found that symmetry-breaking in gastruloids is coincident with the separation of Aldh1a2 and Cyp26a1 expression, and that feedback from Bra is critical for maintaining polarised Cyp26a1 gene expression in the gastruloid posterior region. Furthermore, we reveal a short temporal window where RA signalling can negatively influence both Bra and Cyp26a1 expression. These observations lead us to suggest a mechanism of how initial gastruloid patterning, subsequent elongation, and evolving network topologies can create defined boundaries of RA signalling that permits proper axial patterning and gastruloid growth.
Single-Component Multilayered Self-Assembling Protein Nanoparticles Displaying Extracellular Domains of Matrix Protein 2 as a Pan-influenza A Vaccine

The development of a cross-protective pan-influenza A vaccine remains a significant challenge. In this study, we designed and evaluated single-component self-assembling protein nanoparticles (SApNPs) presenting the conserved extracellular domain of matrix protein 2 (M2e) as vaccine candidates against influenza A viruses. The SApNP-based vaccine strategy was first validated for human M2e (hM2e) and then applied to tandem repeats of M2e from human, avian and swine hosts (M2ex3). Vaccination with M2ex3 displayed on SApNPs demonstrated higher survival rates and lower weight loss compared to the soluble M2ex3 antigen against lethal challenges of H1N1 and H3N2 in mice. M2ex3 I3-01v9a SApNPs formulated with a squalene-based adjuvant were retained in the lymph node follicles over eight weeks and induced long-lived germinal center reactions. Notably, a single low dose of M2ex3 I3-01v9a SApNP formulated with a potent adjuvant, either a Toll-like receptor 9 (TLR9) agonist or a stimulator of interferon genes (STING) agonist, conferred 90% protection against a lethal H1N1 challenge in mice. With the ability to induce robust and durable M2e-specific functional antibody and T cell responses, the M2ex3-presenting I3-01v9a SApNP provides a promising pan-influenza A vaccine candidate. ONE-SENTENCE SUMMARY Single-component self-assembling protein nanoparticles (SApNPs) displaying tandem M2e elicit robust and durable immunity that may protect against influenza A viruses of diverse origins.
Adult-Onset CNS Sulfatide Deficiency Causes Sex-Dependent Metabolic Disruption in Aging

The interconnection between obesity and central nervous system (CNS) neurological dysfunction has been widely appreciated. Accumulating evidence demonstrates that obesity is a risk factor for CNS neuroinflammation and cognitive impairment. However, the extent to which CNS disruption influences peripheral metabolism remains to be elucidated. We previously reported that myelin-enriched sulfatide loss leads to CNS neuroinflammation and cognitive decline. In this study, we further investigated the impact of CNS sulfatide deficiency on peripheral metabolism while considering sex- and age-specific effects. We found that female sulfatide-deficient mice gained significantly more body weight, exhibited higher basal glucose levels, and were glucose intolerant during glucose-tolerance test (GTT) compared to age-matched controls under a normal diet, whereas male sulfatide-deficient mice only displayed glucose intolerance at a much older age compared to female sulfatide-deficient mice. Mechanistically, we found the increased body weight was associated with increased food intake and elevated neuroinflammation, especially in the hypo-thalamus, in a sex-specific manner. Our results suggest that CNS sulfatide deficiency leads to sex-specific alterations in energy homeostasis via dysregulated hypothalamic control of food-intake.
Fitting high-resolution electron density maps from atomic models to solution scattering data

Solution scattering techniques, such as small and wide-angle X-ray scattering (SWAXS), provide valuable insights into the structure and dynamics of biological macromolecules in solution. In this study, we present an approach to accurately predict solution X-ray scattering profiles at wide angles from atomic models by generating high-resolution electron density maps. Our method accounts for the excluded volume of bulk solvent by calculating unique adjusted atomic volumes directly from the atomic coordinates. This approach eliminates the need for a free fitting parameter commonly used in existing algorithms, resulting in improved accuracy of the calculated SWAXS profile. An implicit model of the hydration shell is generated which uses the form factor of water. Two parameters, namely the bulk solvent density and the mean hydration shell contrast, are adjusted to best fit the data. Results using eight publicly available SWAXS profiles show high quality fits to the data. In each case, the optimized parameter values show small adjustments demonstrating that the default values are close to the true solution. Disabling parameter optimization results in a significant improvement of the calculated scattering profiles compared to the leading software. The algorithm is computationally efficient, showing more than tenfold reduction in execution time compared to the leading software. The algorithm is encoded in a command line script called denss.pdb2mrc. py and is available open source as part of the DENSS v1.7. 0 software package (https://github.com/tdgrant1/denss). In addition to improving the ability to compare atomic models to experimental SWAXS data, these developments pave the way for increasing the accuracy of modeling algorithms utilizing SWAXS data while decreasing the risk of overfitting. Statement of Significance Accurate calculation of small and wide-angle scattering (SWAXS) profiles from atomic models is useful for studying the solution state and conformational dynamics of biological macromolecules in solution. Here we present a new approach to calculating SWAXS profiles from atomic models using high resolution real space density maps. This approach includes novel calculations of solvent contributions that remove a significant fitting parameter. The algorithm is tested on multiple high quality experimental SWAXS datasets, showing improved accuracy compared to leading software. The algorithm is computationally efficient and robust to overfitting, paving the way for increasing the accuracy and resolution of modeling algorithms utilizing experimental SWAXS data.
Enhancing gene co-expression network inference for the malaria parasite Plasmodium falciparum

Background Malaria results in more than 550,000 deaths each year due to drug resistance in the most lethal Plasmodium (P.) species P. falciparum. A full P. falciparum genome was published in 2002, yet 44.6% of its genes have unknown functions. Improving functional annotation of genes is important for identifying drug targets and understanding the evolution of drug resistance. Results Genes function by interacting with one another. So, analyzing gene co-expression networks can enhance functional annotations and prioritize genes for wet lab validation. Earlier efforts to build gene co-expression networks in P. falciparum have been limited to a single network inference method or gaining biological understanding for only a single gene and its interacting partners. Here, we explore multiple inference methods and aim to systematically predict functional annotations for all P. falciparum genes. We evaluate each inferred network based on how well it predicts existing gene-Gene Ontology (GO) term annotations using network clustering and leave-one-out cross-validation. We assess overlaps of the different networks’ edges (gene co-expression relationships) as well as predicted functional knowledge. The networks’ edges are overall complementary: 47%-85% of all edges are unique to each network. In terms of accuracy of predicting gene functional annotations, all networks yield relatively high precision (as high as 87% for the network inferred using mutual information), but the highest recall reached is below 15%. All networks having low recall means that none of them capture a large amount of all existing gene-GO term annotations. In fact, their annotation predictions are highly complementary, with the largest pairwise overlap of only 27%. We provide ranked lists of inferred gene-gene interactions and predicted gene-GO term annotations for future use and wet lab validation by the malaria community. Conclusions The different networks seem to capture different aspects of the P. falciparum biology in terms of both inferred interactions and predicted gene functional annotations. Thus, relying on a single network inference method should be avoided when possible. Supplementary data Attached. Availability and implementation All data and code are available at https://nd.edu/~cone/pfalGCEN/. Contact tmilenko@nd.edu
The basis of antigenic operon fragmentation in Bacteroidota and commensalism

The causes for variability of pro-inflammatory surface antigens that affect gut commensal/opportunistic dualism within the phylum Bacteroidota remain unclear (1, 2). Using the classical lipopolysaccharide/O-antigen ‘rfb operon’ in Enterobacteriaceae as a surface antigen model (5-gene-cluster rfbABCDX), and a recent rfbA-typing strategy for strain classification (3), we characterized the architecture/conservancy of the entire rfb operon in Bacteroidota. Analyzing complete genomes, we discovered that most Bacteroidota have the rfb operon fragmented into non-random gene-singlets and/or doublets/triplets, termed ‘minioperons’. To reflect global operon integrity, duplication, and fragmentation principles, we propose a five-category (infra/supernumerary) cataloguing system and a Global Operon Profiling System for bacteria. Mechanistically, genomic sequence analyses revealed that operon fragmentation is driven by intra-operon insertions of predominantly Bacteroides-DNA (thetaiotaomicron/fragilis) and likely natural selection in specific micro-niches. Bacteroides-insertions, also detected in other antigenic operons (fimbriae), but not in operons deemed essential (ribosomal), could explain why Bacteroidota have fewer KEGG-pathways despite large genomes (4). DNA insertions overrepresenting DNA-exchange-avid species, impact functional metagenomics by inflating gene-based pathway inference and overestimating ‘extra-species’ abundance. Using bacteria from inflammatory gut-wall cavernous micro-tracts (CavFT) in Crohn’s Disease (5), we illustrate that bacteria with supernumerary-fragmented operons cannot produce O-antigen, and that commensal/CavFT Bacteroidota stimulate macrophages with lower potency than Enterobacteriaceae, and do not induce peritonitis in mice. The impact of ‘foreign-DNA’ insertions on pro-inflammatory operons, metagenomics, and commensalism offers potential for novel diagnostics and therapeutics.
Determinants affecting behavioural intention of using QR codes as a learning tool

Quick Response (QR) code is a popular kind of matrix barcode invented by Denso Wave, permitting its contents to be interpreted swiftly by QR code scanner. It is scannable using cameras in smartphones and tablet computers, consequently preventing inconvenience and probable mistakes of keyboard input. However, QR codes are relatively new and the awareness of adopting QR codes in learning among the students is still low in Malaysia. This study was conducted to investigate the determinants affecting the behavioural intention of using QR codes as a learning tool based on Unified Theory of Acceptance and Use of Technology 2 (UTAUT2). Data collected from 275 undergraduate students of private universities in Perak State were tested against the research model using multiple linear regression analysis. The results showed that performance expectancy, effort expectancy, social influence, facilitating conditions and hedonic motivation have a significant and positive relationship on behavioural intention in using QR codes as a learning tool. This study provides implications for the acceptance of using QR codes as a learning tool in terms of both theoretical and practical.
An efficient behavioral screening platform classifies natural products and other chemical cues according to their chemosensory valence in C. elegans

Throughout history, humans have relied on plants as a source of medication, flavoring, and food. Plants synthesize large chemical libraries and release many of these compounds into the rhizosphere and atmosphere where they affect animal and microbe behavior. To survive, nematodes must have evolved the sensory capacity to distinguish plant-made small molecules (SMs) that are harmful and must be avoided from those that are beneficial and should be sought. This ability to classify chemical cues as a function of their value is fundamental to olfaction, and represents a capacity shared by many animals, including humans. Here, we present an efficient platform based on multi-well plates, liquid handling instrumentation, low-cost optical scanners, and bespoke software that can efficiently determine the chemotaxis valence of single SMs in the model nematode, Caenorhabditis elegans. Using this integrated hardware-wetware-software platform, we screened 90 plant SMs and identified 37 that attracted or repelled wild-type animals, but had no effect on mutants defective in chemosensory transduction. Genetic dissection indicates that for at least 10 of these SMs, response valence emerges from the integration of opposing signals, arguing that olfactory valence is often determined by integrating chemosensory signals over multiple lines of information. This study establishes that C. elegans is an effective discovery engine for determining chemotaxis valence and for identifying natural products detected by the chemosensory nervous system.
Flamingo: Multi-Round Single-Server Secure Aggregation with Applications to Private Federated Learning

This paper introduces Flamingo, a system for secure aggregation of data across a large set of clients. In secure aggregation, a server sums up the private inputs of clients and obtains the result without learning anything about the individual inputs beyond what is implied by the final sum. Flamingo focuses on the multi-round setting found in federated learning in which many consecutive summations (averages) of model weights are performed to derive a good model. Previous protocols, such as Bell et al. (CCS ’20), have been designed for a single round and are adapted to the federated learning setting by repeating the protocol multiple times. Flamingo eliminates the need for the per-round setup of previous protocols, and has a new lightweight dropout resilience protocol to ensure that if clients leave in the middle of a sum the server can still obtain a meaningful result. Furthermore, Flamingo introduces a new way to locally choose the so-called client neighborhood introduced by Bell et al. These techniques help Flamingo reduce the number of interactions between clients and the server, resulting in a significant reduction in the end-to-end runtime for a full training session over prior work.We implement and evaluate Flamingo and show that it can securely train a neural network on the (Extended) MNIST and CIFAR-100 datasets, and the model converges without a loss in accuracy, compared to a non-private federated learning system.
Algebraic cryptanalysis of POSEIDON

POSEIDON is a hash function proposed by Grassi et al. in the USENIX Security ’21 conference. Due to its impressive efficiency and low arithmetic complexity it has garnered the attention of designers of integrity-proof systems such as SNARKS, STARKS, and Bulletproofs. In this work, we show some caveats in Poseidon’s security argument. Most notably, we extend on previous work by Sauer and quantify the rate at which the degree of regularity increases as a function of full and partial rounds. We observe that this degree grows slower than originally assumed, suggesting that there are cases where the recommended number of rounds is insufficient to meet claimed security. Thefindings presented in this paper are asymptotic in nature and do not affect all parameter sets equally. As a proof of concept, we present a full attack for an instance at the 1024-bit security level. We present two more parameter sets at the 512-and 384-bit security levels where the original security argument does not hold, but for which we were not able to demonstrate a full attack due to other aspects of the design. We were not able to find parameter sets in the 128-and 256-bit levels that are vulnerable.
Compact Bounded-Collusion Identity-based Encryption via Group Testing

Bounded-collusion identity-based encryption (BC-IBE) is a variant of identity-based encryption, where an adversary obtains user secrete keys corresponding to at most d identities. From results of existing work, it is proven that BC-IBE can be constructed from public key encryption (PKE) with several properties. In particular, we focus on post-quantum PKE schemes submitted to the NIST PQC competition, as the underlying PKE of BC-IBE schemes. This is because post-quantum cryptography is one of active research areas, due to recent advancement of developing quantum computers. Hence, it is reasonable to consider converting such PKE schemes into encryption schemes with additional functionalities. By using existing generic constructions of BC-IBE, those post-quantum PKE schemes are transformed into BC-IBE with non-compact public parameter. In this paper, we propose generic constructions of BC-IBE whose public parameter-size is more compact, and it is possible to apply many post-quantum PKE schemes secure against chosen plaintext attacks, into our generic constructions. To this end, we construct BC-IBE schemes from a group testing perspective, while existing ones are constructed by employing error-correcting codes or cover-free families. As a result, we can obtain BC-IBE schemes with more compact public parameter, which are constructed from the NIST PQC PKE schemes.
An Anonymous Multi-receiver Certificateless Hybrid Signcryption (AMCLHS) using mKEM-DEM for Broadcast Communication

Confidentiality, authentication, and anonymity are the fundamental security requirements in broadcast communication that can be achieved by Digital Signature (DS), encryption, and pseudo-anonymous identity techniques. Signcryption offer both DS and encryption in a single logical step with high efficiency. Similarly, anonymous multireceiver signcryption ensure receiver privacy by generating identical ciphertext for multiple receivers while keeping their identities private. While signcryption is a significant improvement over “sign then encrypt”, it still incurs higher computational and communication cost and does not provide the required level of security. In this paper, we propose a multiple-recipient Key Encapsulation Mechanism (mKEM) - Data Encapsulation Mechanism (DEM) based Anonymous Multireceiver Certificateless Hybrid Signcryption (AMCLHS). The AMCLHS uses a combination of symmetric key and asymmetric key cryptography to signcrypt an arbitrary length message in broadcast communication and has two unique settings as follows:
HAETAE: Shorter Lattice-Based Fiat-Shamir Signatures

—We present HAETAE (Hyperball bimodAl modulE rejecTion signAture schemE), a new lattice-based signature scheme, which we submitted to the Korean Post-Quantum Cryptography Competition for standardization. Like the NIST-selected Dilithium signature scheme, HAETAE is based on the Fiat-Shamir with Aborts paradigm, but our design choices target an improved complexity/compactness compromise that is highly relevant for many space-limited application scenarios. We primarily focus on reducing signature and veriﬁcation key sizes so that signatures ﬁt into one TCP or UDP datagram while preserving a high level of security against a variety of attacks. As a result, our scheme has signature and veriﬁcation key sizes up to 40% and 25% smaller, respectively, compared than Dilithium . Moreover, we describe how to efﬁciently protect HAETAE against implementation attacks such as side-channel analysis, making it an attractive candidate for use in IoT and other embedded systems.