Miracle-dz/UniFAR-FTUs huggingface dataset:
Numerical schemes and Monte Carlo techniques for Greeks in stochastic volatility models

The main objective of this thesis is to propose approximations to option sensitivities in stochastic volatility models. The first part explores sequential Monte Carlo techniques for approximating the latent state in a Hidden Markov Model. These techniques are applied to the computation of Greeks by adapting the likelihood ratio method. Convergence of the Greek estimates is proved and tracking of option prices is performed in a stochastic volatility model. The second part defines a class of approximate Greek weights and provides high-order approximations and justification for extrapolation techniques. Under certain regularity assumptions on the value function of the problem, Greek approximations are proved for a fully implementable Monte Carlo framework, using weak Taylor discretisation schemes. The variance and bias are studied for the Delta and Gamma, when using such discrete-time approximations. The final part of the thesis introduces a modified explicit Euler scheme for stochastic differential equations with non-Lipschitz continuous drift or diffusion; a strong rate of convergence is proved. The literature on discretisation techniques for stochastic differential equations has been motivational for the development of techniques preserving the explicitness of the algorithm. Stochastic differential equations in the mathematical finance literature, including the CoxIngersoll-Ross, the 3/2 and the Ait-Sahalia models can be discretised, with a strong rate of convergence proved, which is a requirement for multilevel Monte Carlo techniques.
Psychological distress and dyslipidemia in adult women: A 6-years follow up study in Bogor City, Indonesia

BACKGROUNDDyslipidemia is of global occurrence, with a prevalence 30% or higher in several countries, including Indonesia. One risk factor of dyslipidemia is physical or mental stress, that is more frequent in women. This study aimed at investigating the association between psychological distress and dyslipidemia in adult women. METHODSThis observational longitudinal study involved 1850 women aged 25 years and older at baseline. Dyslipidemia was determined from the ratio of low- density lipoprotein to high-density lipoprotein. Psychological distress was determined using the 20-item self-reporting questionnaire. Data analysis was by Cox regression for calculating the hazard ratio of the incidence of dyslipidemia as predicted by the psychological distress. RESULTSAmong the 1474 participants without dyslipidemia at baseline, 545 (36.9%) developed dyslipidemia during 6 years of monitoring, while 93 (6.3%) had a history of psychological distress. There was a significant association between psychological distress and dyslipidemia (HR = 3.08; 95% CI: 2.33- 4.07). Cox regression revealed that the association was still found to be significant after a further adjustment for the variables of age, BMI, menopause, smoking status, physical activity, and carbohydrate and fat intakes (HR=2.8; 95% CI: 2.10 - 3.77). CONCLUSIONSDyslipidemia incidence was high among adult women in Bogor. Women with psychological distress had higher incidence rates of dyslipidemia than women without psychological distress. Psychological distress in women was statistically significantly associated with incidence rate of dyslipidemia. This finding highlights the importance of the need for a dyslipidemia- reduction program in women through prevention and control of psychological distress.
Comprehensive Bioinformatics Analysis of the Biodiversity of Lsm Proteins in the Archaea Domain

The Sm protein superfamily includes Sm, like-Sm (Lsm), and Hfq proteins. Sm and Lsm proteins are found in the Eukarya and Archaea domains, respectively, while Hfq proteins exist in the Bacteria domain. Even though Sm and Hfq proteins have been extensively studied, archaeal Lsm proteins still require further exploration. In this work, different bioinformatics tools are used to understand the diversity and distribution of 168 Lsm proteins in 109 archaeal species to increase the global understanding of these proteins. All 109 archaeal species analyzed encode one to three Lsm proteins in their genome. Lsm proteins can be classified into two groups based on molecular weight. Regarding the gene environment of lsm genes, many of these genes are located adjacent to transcriptional regulators of the Lrp/AsnC and MarR families, RNA-binding proteins, and ribosomal protein L37e. Notably, only proteins from species of the class Halobacteria conserved the internal and external residues of the RNA-binding site identified in Pyrococcus abyssi, despite belonging to different taxonomic orders. In most species, the Lsm genes show associations with 11 genes: rpl7ae, rpl37e, fusA, flpA, purF, rrp4, rrp41, hel308, rpoD, rpoH, and rpoN. We propose that most archaeal Lsm proteins are related to the RNA metabolism, and the larger Lsm proteins could perform different functions and/or act through other mechanisms of action.
Model structures for pro-simplicial presheaves

This paper displays model structures for the category of pro-objects in simplicial presheaves on an arbitrary small Grothendieck site. The first of these is an analogue of the Edwards-Hastings model structure for pro-simplicial sets, in which the cofibrations are monomorphisms and the weak equivalences are specified by comparisons of function complexes. Other model structures are built from the Edwards-Hastings structure by using Bousfield-Friedlander localization techniques. There is, in particular, an n -type structure for pro-simplicial presheaves, and also a model structure in which the map from a pro-object to its Postnikov tower is formally inverted.
Cutaneous leishmaniasis in Tabuk, Saudi Arabia: epidemiological trends from 2006 to 2021

Introduction cutaneous leishmaniasis (CL) is a vector-borne protozoan skin disease that affects all human ages and can pose extreme social and psychological impacts. This study aimed to reveal the epidemiological trends of CL in the Tabuk region, the Kingdom of Saudi Arabia (KSA), during the period from 2006 to 2021. Methods patients with CL, who were detected and registered at the regional Vector-borne Diseases Control Unit of the Tabuk province, between January 2006 and December 2021, were analyzed in this retrospective study. The patients´ data included their nationality, gender, and age, and their annual and month-by-month recorded patterns. Results a total of 1575 CL patients were reported during the said period. They were 53.1% Saudis and 46.9% non-Saudi expatriates with a ratio around 1.1: 1.0; and they were re-categorized as 83.17% males and 16.83% females with a ratio of 4.9: 1.0 (p <0.5). Additionally, the majority (1002/1575; 63.6%) of these CL patients were in age group of 15-45 years (p <0.5), and the lowest number was in age group of <5 years. Most importantly, there was a continuous annual and month-by-month record of these patients; reflecting CL endemicity in the Tabuk region of KSA. Conclusion the present findings imply that CL is endemic in the Tabuk region of KSA. As there is a recent increase in human immigration to this region, sustainable monitoring of CL and improving its control measures is warranted.
Microbes as Communication & Decision-Making Networked Communities

Microbial communities exhi­bit complex behavior and play significant roles in many biological phenomena. Understanding the communication within and between bacterial species can illuminate the how, as well as the why of numerous interactions that enable their collective behavior. In this position paper, we first discuss bacterial molecular communication in multihop settings. We address this concept in the context of local and global quorum sensing (QS) within a colony and then consider induced QS at a distance between different, spatially separated communities. We then investigate how the information is shared between cells when forming a quorum, particularly the intertwined relationship between cells’ observations, actions, and the state of their surrounding environment. Lastly, we extend to multi-species systems where all species coexist and interact, leveraging concepts from multiple-input-multiple-output (MIMO) communications. Community robustness and resiliency is also explored.
An imprint and merge algorithm incorporating geometric tolerances for conformal meshing of misaligned assemblies

A size tolerant algorithm for imprinting and merging adjacent part geometries is presented in this paper. This approach cleans up misaligned and dirty assembly geometry that is intended for conformal mesh generation. The algorithm first discretizes the boundary edges of adjacent faces into linear segments. The segments are then intersected and a partial intersection graph is calculated from the intersection results. The intersections are calculated by accounting for size tolerances to minimize the effect of misaligned parts on the meshing process. The partial intersection graph is next used to imprint the adjacent faces as appropriate. The imprints are generated using virtual geometry so that the tolerant topology created therein can be employed. Several examples are given to demonstrate the resulting improvement in the mesh quality of conformal meshes. The approach is shown to work robustly with misaligned and poorly defined parts. Copyright © 2004 John Wiley & Sons, Ltd.
Biological therapy for severe asthma – Indian perspectives and challenges

Asthma is a complex and heterogeneous disease. Severe asthma makes up only a minority of asthma patients encountered in clinical settings but accounts for substantial healthcare utilisation in terms of manpower as well as economic allocation. The availability of monoclonal antibodies has a major impact on severe asthmatics and has provided excellent clinical results in properly selected patients. The discovery of new molecules might present uncertainties to clinicians as to the best agent to institute in an individual patient. The practice scenario in India is unique when it comes to the commercial availability of monoclonal antibodies, patient attitudes, and allocation of the healthcare budget. The present review dissects and summarises the available monoclonal antibodies for asthma treatment in India, the perspectives of Indian patients on biological therapy, and the challenges encountered by patients and physicians in this regard. We provide practical suggestions for utilising monoclonal antibodies and deciding on the optimal agent for a given patient.
Changes in extreme precipitation in Taiwan's Mei‐yu season

High‐resolution Taiwan Climate Change Projection Information and Adaptation Knowledge Platform (TCCIP) gridded precipitation data are used to characterize days in the Mei‐yu season with the most extreme precipitation (EP). These “EP days” are grouped into weather types based on the presence of features such as tropical cyclones (TCs) and atmospheric rivers (ARs), then analyzed from the perspective of weather type frequency and synoptic changes. During the 1979–2019 period, EP days associated with ARs were associated with significant increasing trends in season‐total precipitation. These AR‐related precipitation increases are due to four events in 2005, 2006, 2012, and 2017 which had long duration and unusually intense precipitation, and which were anomalous even within the longer 1960–2019 time period. Meanwhile, TC‐related EP days contribute less precipitation than they did in the 1980s due to decreased frequency of TCs on EP days and in the Mei‐yu season climatology. Over the 1979–2019 period, the AR‐related and TC‐related trends combine to produce EP increases in western Taiwan and decreases in eastern Taiwan. Mei‐yu season southwesterly integrated vapor transport (IVT), wind speed, and specific humidity have all increased in association with these extreme events. Low‐level winds appear to the primary factor influencing the IVT increase, with increased moisture also contributing. The wind trends are consistent with climatological pressure increases south of Taiwan and decreases over the East Asian landmass, which facilitate a strengthened circulation in a corridor extending from the southern China coastline over Taiwan during this season.
Transient non-conforming sliding interfaces for motion in eddy current calculations

Non-conforming sliding interfaces can be used in finite element (FE) simulations for the flexible implementation of the relative motion between stator and rotor of e.g. electrical machines. Lagrange multipliers are applied to ensure the continuity of the field across the non-conforming interface. A previously proposed approach is extended by time stepping methods to consider eddy-currents. In this paper, the formulation is presented and applied to a benchmark problem to validate the approach. Numerical simulation of electrical machines by FE methods requires a flexible implementation of the rotor position in the model. Describing the relative motion by Eulerian variables is feasible only if the studied problem is invariant in the direction of motion regarding excitation and material properties. In addition the convective term can lead to numerical instabilities. Hence, Lagrangian variables are chosen to describe the motion between stator and rotor. Common methods to connect the moving and stationary parts of the considered domain require re-meshing of specific areas or additional constraints for the discretization. For two-dimensional problems the Moving-Band (7) approach can be employed where an annulus-shaped band in the air gap between rotor and stator of the electrical machine is re-meshed at everytime step.Butre-meshingisespeciallyin three-dimensionalproblemsa computationallyexpensive task and yields supplementary discretization errors whereas additional constraints for the discretization circumvent an arbitrary rotor position. To avoid this issues the mortar element method with Lagrange multiplier (2,5) is applied as described in (1,8) and extended to consider eddy-currents.
Effect of front and back gates on β-Ga2O3 nano-belt field-effect transistors

Field effect transistors (FETs) using SiO2 and Al2O3 as the gate oxides for the back and front sides, respectively, were fabricated on exfoliated two-dimensional (2D) β-Ga2O3 nano-belts transferred to a SiO2/Si substrate. The mechanical exfoliation and transfer process produced nano-belts with smooth surface morphologies and a uniform low defect density interface with the SiO2/Si substrate. The depletion mode nanobelt transistors exhibited better channel modulation with both front and back gates operational compared to either front or back-gating alone. The maximum transconductance was ∼4.4 mS mm−1 with front and back-gating and ∼3.7 mS mm−1 with front-gating only and a maximum drain source current density of 60 mA mm−1 was achieved at a drain-source voltage of 10 V. The FETs had on/off ratios of ∼105 at 25 °C with gate-source current densities of ∼2 × 10−3 mA mm−1 at a gate voltage of −30 V. The device characteristics were stable over more than a month for storage in air ambient and the results show the .
Semi-automated template matching and machine-learning based analysis of the August 2020 Castelsaraceno microearthquake sequence (southern Italy)

Abstract The accurate characterization of microearthquake sequences allows seismologists to better understand the physical processes involved in earthquake nucleation and rupture propagation and to gain insights on fault geometry at depth. Standard procedures for seismic sequences analysis are based on manual detection and phase-picking, requiring a huge amount of work from expert seismologists, particularly in the case of microseismic events. Here we show how the investigation of a low-magnitude foreshock-mainshock-aftershock sequence, occurred in August 2020 close to Castelsaraceno village (southern Italy), greatly benefited from the application of a semi-automated template matching and machine-learning based workflow. The phase-picking was automatically performed through a deep-learning algorithm on 202 microearthquakes detected between July and October 2020, followed by an automatic multi-step absolute and relative earthquake location procedure. The 72 relocated events of the seismic sequence were clustered in time (7–12 August) and in a narrow range of depths (10–12 km). The Ml 2.1 foreshock doublet and the Ml 2.9 mainshock identified a persistent asperity. The joint analysis of aftershocks distribution, the mainshock focal mechanism, and the geology of the study area suggest the occurrence of the sequence along a NNE-SSW left-lateral, transtensional fault in the brittle portion of the crystalline basement.
Maternal child-based worth predicts children’s academic contingent self-worth via perceived maternal achievement-oriented psychological control

Abstract This study examined the longitudinal associations among maternal child-based worth, perceived maternal achievement-oriented psychological control, and children’s academic contingent self-worth over a one-year period in 274 Chinese children. Results showed that, after the autoregressive effects were controlled, higher levels of maternal child-based worth longitudinally predicted higher levels of perceived maternal achievement-oriented psychological control. Higher levels of perceived maternal achievement-oriented psychological control at an earlier time point were also linked to higher levels of children’s academic contingent self-worth later. However, earlier levels of children’s academic contingent self-worth did not predict their perceptions of maternal psychological control longitudinally. The findings suggest that parents should be aware that their own contingent self-worth may be transferred from one generation to another through maladaptive parenting practice. They are advised not to over-identify with the wins and losses of their children and to consider whether they may have stepped over the autonomy of children inadvertently.
EGFR Inhibition by Cetuximab Modulates Hypoxia and IFN Response Genes in Head and Neck Squamous Cell Carcinoma

Head and neck squamous cell carcinoma (HNSCC) has one of the most hypoxic and immunosuppressive tumor microenvironments (TME) among solid tumors. However, there is no proven therapeutic strategy to remodel the TME to be less hypoxic and proinflammatory. In this study, we classified tumors according to a Hypoxia-Immune signature, characterized the immune cells in each subgroup, and analyzed the signaling pathways to identify a potential therapeutic target that can remodel the TME. We confirmed that hypoxic tumors had significantly higher numbers of immunosuppressive cells, as evidenced by a lower ratio of CD8+ T cells to FOXP3+ regulatory T cells, compared with nonhypoxic tumors. Patients with hypoxic tumors had worse outcomes after treatment with pembrolizumab or nivolumab, anti-programmed cell death-1 inhibitors. Our expression analysis also indicated that hypoxic tumors predominantly increased the expression of the EGFR and TGFβ pathway genes. Cetuximab, an anti-EGFR inhibitor, decreased the expression of hypoxia signature genes, suggesting that it may alleviate the effects of hypoxia and remodel the TME to become more proinflammatory. Our study provides a rationale for treatment strategies combining EGFR-targeted agents and immunotherapy in the management of hypoxic HNSCC. Significance: While the hypoxic and immunosuppressive TME of HNSCC has been well described, comprehensive evaluation of the immune cell components and signaling pathways contributing to immunotherapy resistance has been poorly characterized. We further identified additional molecular determinants and potential therapeutic targets of the hypoxic TME to fully leverage currently available targeted therapies that can be administered with immunotherapy.
Physical Exercise Mitigates Salivary Gland and Saliva Damages in Rats Exposed to Binge-like Ethanol Pattern

Heavy episodic ethanol (EtOH) consumption is a typical pattern, especially among younger people. The therapeutic effect of exercise on EtOH damage has not yet been fully elucidated. Therefore, this study aims to investigate whether moderate exercise can reduce the damage generated by ethanol consumption in salivary glands and saliva. Thus, 32 male Wistar rats were divided into four groups: control (sedentary animals treated with water); training (trained animals treated with EtOH); EtOH (sedentary animals treated with EtOH); and EtOH + training (trained animals treated with ethanol). EtOH was administered to the animals at a dose of 3 g/kg/day at a concentration of 20% w/v for three consecutive days per week via intragastric gavage. The training was performed on a treadmill for five successive days. At the end of the 4-week experimental protocol, the animals were euthanized, and salivary glands and saliva were collected for oxidative biochemistry analysis. Our results showed that EtOH consumption generated changes in the oxidative biochemistry of the salivary glands and saliva. Thus, it was possible to conclude that moderate physical exercise can significantly recover antioxidant activity, reducing the damage generated by EtOH.
Venetoclax Penetrates the Blood Brain Barrier: A Pharmacokinetic Analysis in Pediatric Leukemia Patients

Infiltration of malignant cells into the central nervous system in hematological malignancies correlates with poor clinical outcomes. Investigations into the penetration of venetoclax into the central nervous system have been limited. We report venetoclax pharmacokinetics in plasma and cerebrospinal fluid samples from a Phase 1 study in pediatric patients with relapsed or refractory malignancies that demonstrate venetoclax ability to cross into the central nervous system. Venetoclax was detected in cerebrospinal fluid (CSF) samples, with concentrations ranging from < 0.1 to 26 ng/mL (mean, 3.6 ng/mL) and a plasma:CSF ratio ranging from 44 to 1559 (mean, 385). Plasma:CSF ratios were comparable among patients with AML and ALL and no clear trend was observed in the ratios over the course of treatment. Moreover, improvement in central nervous system (CNS) involvement status was observed in patients who had measurable concentrations of venetoclax in the CSF. CNS resolution was observed for up to six months while on treatment. These findings highlight the potential role of venetoclax and provide the opportunity to further investigate its utility in improving clinical outcomes for patients with CNS complications.
Congruation of motor structures with boys at the age of 6 and 7 years

The aim of this study is to compare the factorial structures and changes in the latent motor space at 6 and 7 years old male children. The study was realized as a transversal research, using 33 motor tests. Using factor analysis separately for both age groups, 12 latent motor dimensions were isolated and defined in the motor space at 6 years old children. The motor space for 7 years old children was covered by 11 latent motor dimensions. Calculating the coefficient of congruention, a different structure to the isolated factors in the researched motor space was obtained. Because of these differences there is a need of different program contents at physical education classes in the researched period.
Focus on Anti-Tumour Necrosis Factor (TNF)-α-Related Autoimmune Diseases

Anti-tumour necrosis factor (TNF)-α agents have been increasingly used to treat patients affected by inflammatory bowel disease and dermatological and rheumatologic inflammatory disorders. However, the widening use of biologics is related to a new class of adverse events called paradoxical reactions. Its pathogenesis remains unclear, but it is suggested that cytokine remodulation in predisposed individuals can lead to the inflammatory process. Here, we dissect the clinical aspects and overall outcomes of autoimmune diseases caused by anti-TNF-α therapies.