Miracle-dz/UniFAR-FTUs huggingface dataset:
A mathematical analysis of the Gumbel test for jumps in stochastic volatility models

ABSTRACT This article gives an exhaustive mathematical analysis of the Gumbel test for additive jump components based on extreme value theory. The Gumbel test was first introduced by Lee and Mykland in 2008 from an economical point of view. They consider a continuous-time stochastic volatility model with a general continuous volatility process and observe it under a high-frequency sampling scheme. The test statistics based on the maximum of increments converges to the Gumbel distribution under the null hypothesis of no additive jump component and to infinity otherwise. Our article presents a moment method based technique that provides some deeper mathematical insights into the convergence and divergence case of the test statistics. In the non-jump case we are able to prove the convergence to the Gumbel distribution under greatly weak assumptions: The volatility process has to be merely pathwise Hölder continuous with an arbitrary random Hölder exponent and we have no restrictions concerning an additional drift term. Therefore, for example, we are allowing for long and short-range dependence. In the case of existing additive jumps, we give divergence results in a general semimartingale setting and investigate the speed of divergence depending on the jump activity. As a by-product of our analysis we also deduce an optimal pathwise estimator for the spot volatility process. Moreover, we provide a detailed simulation study that compares the power of the Gumbel test with the power of the jump test proposed by Barndorff–Nielsen and Shephard in 2006 for Hölder exponents close to zero. Finally, both tests are applied to a real dataset.
Variation in patterns of fish assemblage and their environmental correlates in a tropical river basin from the Gulf of Mexico slope

Abstract Understanding patterns of freshwater fish assemblage structure is key to protect them from ongoing human-induced threats to aquatic biodiversity. Yet, studies on associations between fish assemblages and habitat are lacking from many areas of high diversity in Middle America. We assessed fish assemblage structure and environmental associations from a portion of the Lacantún River sub-basin (Usumacinta River, Chiapas, Mexico). Based on environmental data and 17,462 individuals (56 species, 46 genera, and 22 families) captured from 13 sites sampled between 2017–2019, we found that stream order, distance to the Usumacinta, forest cover, temperature, and dissolved oxygen are key to explaining assemblage composition. Four clusters were found via multivariate regression tree analysis, with stream order and dissolved oxygen as defining variables. Our findings suggest that fish communities remain spatially structured even at small scales, in association to environmental gradients among habitats.
High-resolution observations of interstellar Na I and Ca II towards the southern opening of the 'Local Interstellar Chimney': probing the disc-halo connection

We present high-resolution (R = 400 000) observations of interstellar Ca II and Na I absorption lines towards seven stars in the direction of the southern opening of the recently identified Local Interstellar Chimney. These lines of sight probe the lower Galactic halo (0.3 ≤ ‖z‖ ≤ 2.5 kpc), without the complication of sampling dense foreground interstellar material. In addition to components with velocities expected from Galactic rotation, these stars also exhibit components with negative local standard of rest velocities, which are contrary to the sense of Galactic rotation for the sightlines observed. After a discussion of possible origins for these peculiar velocities, we conclude that at least some of them result from gas falling towards the Galactic plane from distances of ‖z‖ ≥ 300 pc. The narrow linewidths are generally inconsistent with temperatures as high as the ∼6000 K generally assumed for the so-called Lockman layer. Rather, the picture that emerges is one of a scattered, generally infalling, population of high-‖z‖ diffuse clouds, seemingly not very different from those encountered in the local interstellar medium. Overall, we argue that our results are most consistent with a 'Galactic fountain' model.
Sub-weekly signatures relate ultrafine aerosols enriched in metals from intensive farming and urban pollution to Kawasaki disease

Air pollution (urban, industrial or rural) has been linked to a myriad of human ailments despite clear mechanistic associations that are often not thoroughly established. Daily variability of fine aerosols in a surveillance campaign in south Japan shows a striking coevolution between their trace elements (metal and metalloid, MM) content and Kawasaki disease (KD) admissions, suggesting a strong dynamical link. These aerosol MM could instigate an immune response that, along with genetic susceptibility, would lead to KD development. This association may account for over 40% of the total variability in the disease, being dominated by a clear sub-weekly cycle (SWC1). Thanks to both an unprecedented daily KD epidemiological record going back to 1970, light detection and ranging (LIDAR) atmospheric backscattering profiles for the interval 2010–2016 and HYSPLIT simulations with numerous sensitivity analyses, we can trace this SWC1 variability to occur concomitantly from sub-seasonal to interannual timescales in both KD and aerosols. This SWC1 appears to connect or disconnect Japan to air intrusions from above the planetary boundary layer (PBL), having their source in industrial and agricultural areas in NE Asia and points to a stronger case for an agricultural source for the exposure as opposed to urban pollution. The KD maxima always occur in full synchrony with the arrival of very small (<1 µm; PM1) particles showing that ultrafine aerosols appear as a necessary cofactor in the occurrence of KD and sets the field to associate other similar human diseases. Our study shows how signal-detection approaches can be useful to uncover hidden associations between the environment and human health, otherwise unnoticed and help set new early-warning systems for disease prevention.
“What If” analysis: Benefits of utilizing a “What If” analysis in excel

ABSTRACT The “What If” analysis is applicablein research and heuristic situations that utilize statistical significance testing. One utility for the “What If” is in a pedagogical perspective; the “What If” analysis provides professors an interactive tool that visually represents examples of what statistical significance testing entails and the variables that affect the commonly misinterpreted pCALCULATED value. In order to develop a strong understanding of what affects the pCALCULATED value, the students tangibly manipulate data within the Excel sheet to create a visualize representation that explicitly demonstrates how variables affect the pCALCULATED value. The second utility is primarily applicable to researchers. “What If” analysis contributes to research in two ways: (1) a “What If” analysis can be run a priori to estimate the sample size a researcher may wish to use for his study; and (2) a “What If” analysis can be run a posteriori to aid in the interpretation of results. If used, the “What If” analysis provides researchers with another utility that enables them to conduct high-quality research and disseminate their results in an accurate manner.
Effect of two different size chiral ligand-capped gold nanoparticle dopants on the electro-optic and dielectric dynamics of a ferroelectric liquid crystal mixture

ABSTRACT Nanocolloids consisting of a ferroelectric liquid crystal (FLC) doped with different concentrations (0.10 and 0.50 wt.%) of surface treated gold nanoparticles (GNPs) differing in size (1.77, 5.5 nm) are prepared and characterised. The effects of doping on the clearing temperatures as well as electro-optic and dielectric parameters of a FLC mixture are presented. The clearing temperatures remain invariant with doping. A remarkable increase in the spontaneous polarisation is noticed due to the addition of the GNPs with chiral monolayer capping. Tilt angle and switching time, at least in their tendency, become slightly reduced and increased, respectively. Depending on the size of the nanoparticles, surface plasmon resonance is observed to be slightly increased by increasing the surface. In addition, a small change in localised electric field is found upon doping. The increase in the dielectric permittivity and the dielectric strength is observed and attributed to the parallel coupling between the dipoles of functionalised GNPs, induced by external electric field, and the vector of the spontaneous polarisation of the FLC matrix. A decrease in relaxation frequency is observed. A substantial increment of one order in the dc conductivity is also observed for the nanocolloids. GRAPHICAL ABSTRACT
On the asymptotic geometry of gravitational instantons

We investigate the geometry at infinity of the so-called "gravitational instan- tons", i.e. asymptotically flat hyperkahler four-manifolds, in relation with their volume growth. In particular, we prove that gravitational instantons with cubic volume growth are ALF, namely asymptotic to a circle fibration over a Euclidean three-space, with fibers of asymptotically constant length.
Molecular Mechanisms of Western Diet-Induced Obesity and Obesity-Related Carcinogenesis—A Narrative Review

The present study aims to provide a narrative review of the molecular mechanisms of Western diet-induced obesity and obesity-related carcinogenesis. A literature search of the Cochrane Library, Embase and Pubmed databases, Google Scholar and the grey literature was conducted. Most of the molecular mechanisms that induce obesity are also involved in the twelve Hallmarks of Cancer, with the fundamental process being the consumption of a highly processed, energy-dense diet and the deposition of fat in white adipose tissue and the liver. The generation of crown-like structures, with macrophages surrounding senescent or necrotic adipocytes or hepatocytes, leads to a perpetual state of chronic inflammation, oxidative stress, hyperinsulinaemia, aromatase activity, activation of oncogenic pathways and loss of normal homeostasis. Metabolic reprogramming, epithelial mesenchymal transition, HIF-1α signalling, angiogenesis and loss of normal host immune-surveillance are particularly important. Obesity-associated carcinogenesis is closely related to metabolic syndrome, hypoxia, visceral adipose tissue dysfunction, oestrogen synthesis and detrimental cytokine, adipokine and exosomal miRNA release. This is particularly important in the pathogenesis of oestrogen-sensitive cancers, including breast, endometrial, ovarian and thyroid cancer, but also ‘non-hormonal’ obesity-associated cancers such as cardio-oesophageal, colorectal, renal, pancreatic, gallbladder and hepatocellular adenocarcinoma. Effective weight loss interventions may improve the future incidence of overall and obesity-associated cancer.
Clinico-Pathological Factors Determining Recurrence of Phyllodes Tumors of the Breast: The 25-Year Experience at a Tertiary Cancer Centre

Background: Phyllodes tumors (PTs) of the breast are rare fibroepithelial tumors that are generally more prone to recurrence. Aims and objectives: This study aimed to assess the clinicopathological features, diagnostic modalities, and therapeutic interventions, along with their respective outcomes, to identify the factors associated with a recurrence of PTs of the breast. Methodology: A retrospective cohort and observational study was conducted, which entailed analyzing the clinicopathological data of patients who were previously diagnosed or presented with PTs of the breast between 1996 and 2021. Data included the total number of patients diagnosed with PTs of the breast and their ages, tumor grade on initial biopsy, tumor location (left or right breast), tumor size, therapeutic interventions carried out (including surgery—either mastectomy or lumpectomy—and adjuvant radiotherapy), final tumor grade, recurrence status, type of recurrence, and time to recurrence. Results: We analyzed data on a total of 87 patients who were pathologically proven to have PTs, and 46 patients (52.87%) were found to have recurrences. All patients were female, with a mean age at diagnosis of 39 years (range 15–70). Patients aged <40 years had the highest incidence of recurrence, with a rate of 54.35% (n = 25/46), followed by patients aged >40 years, with a rate of recurrence of 45.65% (n = 21/46). A total of 55.4% of patients presented with primary PTs and 44.6% had recurrent PTs at presentation. The average time to local recurrence (LR) from the completion of treatment was 13.8 months, whereas for systemic recurrence (SR), it was 15.29 months. Surgery (mastectomy/lumpectomy) was the major determinant for local recurrence (p < 0.05). Conclusion: Patients who received adjuvant radiotherapy (RT) had a minimal recurrence of PTs. Patients who were found to have a malignant biopsy on initial diagnosis (triple assessment) had a higher incidence of PTs and were more prone to SR than LR. Surgery was a determining factor in the increased rate of LR, with lumpectomy associated with a higher incidence of LR than mastectomy.
Aligning Alternative Assessment with Curriculum Design and Teaching Practices: The Case of Communicative English Skills Course at Three Ethiopian Universities

The current study set out to investigate the alignment of alternative assessment (AA) with the communicative English skills course (CESC) curriculum design and the CESC teaching practices at three Ethiopian universities. Employing a mixed-methods design, it was guided by three research questions. The study utilised summative content data and quantitative content data, and subjected them to descriptive statistics, and Mann-Whitney U Test and Kruskal-Wallis Test. Some of its main results are worth mentioning. Firstly, out of a total of 632 assessment items in CESC, only 30.22% of them were found to be communicatively using AA, while 69.78% of the items in the module were found to be using traditional assessment (TA). Secondly, the instructors’ assessment practices in CESC were inconsistent with AA, and varied across the three universities and from instructor to instructor. The assessment items were disproportionate to the language objectives in CESC because the instructors mainly devoted more time to assessing reading skills, grammar, and vocabulary knowledge. For example, the correlation coefficients of the assessment items for grammar (0.142), vocabulary (0.139), and reading (0.115) were better aligned with the content items in the CESC module than the assessment
Bifurcations in Forced Taylor-Couette Flow

The transition from azimuthal Couette flow to a cellular Taylor vortex flow pattern has long been recognised as a cornerstone of hydrodynamic stability theory since the work of Taylor in 1923. Much of the work done has been concerned with steadily rotating cylinders and the various transitions that take place as the rotation rate of the cylinders is steadily increased. This thesis will be concerned with forced variations of the Taylor–Couette problem. In the simplest case of a temporally forced geometry where the outer cylinder is fixed and the inner cylinder oscillates harmonically about a zero mean we shall examine the flow patterns that can occur and reveal the existence of new axisymmetric and nonaxisymmetric solutions. The pioneering work of Benjamin in the late ’70s highlighted the importance of end effects in the Taylor–Couette geometry, non-uniqueness of solutions and the existence of the so-called ‘anomalous’ modes. We extend our initial investigation of temporally forced flows into the regime where we take into account the presence of the ends. The problem of the stability of Couette flow in the presence of a magnetic field has only recently been returned to after the work of Chandrasekhar in 1961. The motivation for most of the recent investigations has been the astrophysical implications such as the magnetorotational instability but the work in this thesis will examine the effect of a magnetic field on the 1and 2-cell flows that exist between very short cylinders.
Testing the CAPM with possibly non-Gaussian error distributions: an exact simulation-based approach ⁄

In this paper we propose exact likelihood-based mean-variance efficiency tests of the market portfolio, allowing for a wide class of error distributions which include normality as a special case. These tests are developed using multivariate linear regressions (MLR). It is well known however that despite their simple statistical structure, standard asymptotically justified MLR-based tests are unreliable. In financial econometrics, exact tests have been proposed for a few specific hypotheses [Jobson and Korkie (Journal of Financial Economics, 1982), MacKinlay (Journal of Financial Economics, 1987), Gibbons, Ross and Shanken (Econometrica, 1989), Zhou (Journal of Finance 1993)], most of which depend on normality. For the Gaussian model, our tests correspond to Gibbons, Ross and Shanken’s Capital Asset Pricing Model [CAPM] tests. In non-Gaussian contexts, we re-consider mean-variance efficiency tests allowing for multivariate Student-t and normal mixtures errors. Our framework allows to cast more evidence on whether the normality assumption is too restrictive when testing the CAPM. We provide exact multivariate diagnostic checks [including tests for multivariate GARCH and multivariate generalization of the well known Variance Ratio tests) and goodness of fit tests as well as a set estimate for the intervening nuisance parameters. Our results [over five-year subperiods] show the following: (i) normality is rejected in most subperiods, (ii) residual checks reveal no significant departures from the i.i. d. assumption, and (iii) the CAPM is not rejected as frequently once it is allowed for the possibility of non-normal errors.
New Osmylopsychopid Taxa from the Middle Jurassic of Northeastern China (Neuroptera: Osmylopsychopidae)

Simple Summary Osmylopsychopidae, an extinct family of Neuroptera, is closely related to the extant Psychopsidae. The sporadic records of this family and limited preservation of fossil specimens have hindered the understanding of the evolution of Osmylopsychopidae. In this paper, one new genus with four new species of Osmylopsychopidae are described from the Middle Jurassic Jiulongshan Formation of northeastern China. These newly discovered osmylopsychopids with a forewing length of ca. 10 mm (implying small body size), clearly distinguished from the traditional sense of Osmylopsychopidae, suggest that Osmylopsychopidae possibly underwent a significant diversification during the Mesozoic. Abstract One new genus with four new species sharing the similar character of a forewing length of ca. 10 mm, namely, Minipsychops spasulus gen. et sp. nov., Minipsychops polychotomus sp. nov., Minipsychops densus sp. nov., and Minipsychops unicus sp. nov., are described from the Middle Jurassic Jiulongshan Formation of Daohugou, Inner Mongolia in China. These new insects can be attributed to Osmylopsychopidae for their distinctive configuration of costal space and the venations of RP1 and Cu. Compared with the typically medium to large body sizes of known osmylopsychopids, these new Middle Jurassic taxa of a particularly miniaturized lineage not only enrich the species diversity of Osmylopsychopidae, but also enhance our understanding of the historical evolution of these poorly known lacewings.
The Influence of the Auditor's Independence, Competence, Integrity, Ethics on the Quality of the Audit with Work Experience as a Variable Moderation in the General Inspection Office of the Timor-Leste State

The purpose of this study is to provide empirical evidence regarding the influence of Auditor Independence, Auditor Competence, Auditor Integrity and Auditor Ethics on Audit Quality moderated by Auditor Work Experience at Inspecsaun Geral do Estado (IGE) Timor Leste. The population in this study is all employees who function as auditors, totaling 32 auditor staff. However, the samples used in this study and also in the data processing were 30 respondents, where the sampling technique used the saturation method (census), data collection used questionnaires and statistical analysis tools used Moderation analysis (MRA). The results showed, the results of the individual parameter significance test (t test) regression equation 1, showed, first, Auditor Independence has no influence and is not significant on Audit Quality. Second, Auditor Competence has a positive and significant influence on Audit Quality. Third, Auditor Integrity does not have a positive and significant influence on Audit Quality. Fourth, Auditor Ethics does not have a positive and significant influence on Audit Quality. Fifth, the Auditor's Work Experience does not have a positive and significant influence on Audit Quality. Meanwhile, the results of the individual parameter significance test (t test) regression equation 2, show first, Auditor Independence has a positive and significant effect on Audit Quality which is strengthened by Auditor Work Experience. Second, Auditor Competence has a positive and significant effect on Audit Quality which is strengthened by the Auditor Work Experience variable. Third, Auditor Integrity has no positive and insignificant effect on Audit Quality which is weakened by the Auditor's Work Experience variable. Third, Auditor Ethics has no positive and insignificant effect on Audit Quality which is weakened by the Auditor Work Experience variable.
Modeling of the NRL Electra Electron-Beam Pumped Argon Fluoride Laser

This work is focused on numerical modeling of an <inline-formula> <tex-math notation="LaTeX">$\mathrm {ArF}^{\ast} $ </tex-math></inline-formula> laser operating on the <italic>Electra</italic> electron beam (e-beam) facility at the Naval Research Laboratory. The results are based on a suite of codes that includes electron kinetics derived from the electron Boltzmann equation, plasma chemistry, lasing amplification, and 3-D radiation transport. The mechanisms of formation and destruction of <inline-formula> <tex-math notation="LaTeX">$\mathrm {ArF}^{\ast} $ </tex-math></inline-formula> molecules have been investigated. Time-dependent laser parameters, such as small signal gain, nonsaturable absorption, saturation intensity, and amplified spontaneous emission (ASE) and their dependence on e-beam power deposition in the range of 0.5–1 MW/cm<sup>3</sup>, gas pressure of 0.8–1.4 atm, and F<sub>2</sub> concentration of 0.1%–3.0%, are investigated. The modeling results show that the <inline-formula> <tex-math notation="LaTeX">$\mathrm {ArF}^{\ast} $ </tex-math></inline-formula> laser is an efficient and coherent light source at 193 nm ultraviolet wavelength.