Miracle-dz/UniFAR-FTUs huggingface dataset:
Exotic options in general exponential Lévy models

where X is a Levy process, have attracted a lot of interest, both among academics and the industry. Indeed, these models are a natural generalization of the well-known Black-Scholes model, the flaws of which are long recognized in various domains of application. In particular from the point of view of option pricing, there is in most markets a total disbelief that the “volatility” associated to the Black-Scholes model is constant with respect to strike prices (a phenomenon known as the smile effect). Empirical studies show that models such as (1) are able to take account of this phenomenon. One may thus decide to use such a model to value other options; in general this will be done numerically by Monte Carlo simulations, or a finite differences scheme, but in particular cases, one can derive analytical formulas for some transform of the option. Here we will be interested in two types of options. The first one is barrier and lookback options; these options have a fixed maturity and a payoff that involves the maximum (or the minimum) of the asset price over the period. The valuation of such options has been examined in [5], under restrictive conditions on X. Here we take the probabilistic approach detailed in [15] and obtain a completely general result. The second type of options is American and Russian options; those have a random maturity and their payoffs involve either the terminal value or the maximum of the asset over the period. The valuation problem has been taken up in [1, 2] in special cases. In particular in [2] the authors developed independently from us a probabilistic method very close to ours. Our method is quite general and only requires a slight restriction on the regularity of the resolvent of X, which in fact is the same as in [5, 2]. Our results are quite general, and the price we pay is that the formulas are quite involved. In a special and interesting case, namely when X is spectrally negative, they can however be greatly simplified, and we shall present such simplifications.
A new site-specific nutrient management approach for maize in the favorable tropical environments of Southeast Asia.

The demand for maize in Asia cannot be met despite increases in domestic production and yield in the last 15 years. Further increases in maize yield with good economic returns are feasible in most favorable growing environments of Southeast Asia through relatively straightforward adjustments in crop and nutrient management. More than 120 on4farm experiments with hybrid maize were conducted during 200442008 at 19 key production sites in Indonesia, the Philippines, and Vietnam to develop and evaluate a new site4 specific nutrient management approach for Asia. Compared to the farmers’ practice, SSNM improved yield by about 0.9 to 1.3 Mg/ha across sites in each country. The added net benefit of 184 US$/ha/crop with SSNM was attributed to increased yield rather than reduced costs of inputs. SSNM increased the agronomic efficiency of N fertilizer by 53% compared to the FFP.
Tectonic Evolution of the San Juan Islands Thrust System, Washington

The mid-Cretaceous San Juan Islands–northwest Cascades thrust system is made up of six or more nappes that are a few kilometers or less thick, up to one hundred kilometers in breadth, and that were derived from previously accreted Paleozoic and Mesozoic terranes. This fi eld trip addresses many questions regarding the tectonic evolution of this structural complex, including the homeland of the terranes and the process of post-accretionary dispersal that brought them together, how thrusting in the San Juan Islands might have been related to coeval orogenic activity in the neighboring Coast Plutonic Complex, and the origin of blueschist metamorphism in the thrust system relative to subduction and nappe emplacement. The geology of this trip has many counterparts in other outboard regions of the Cordillera, but some aspects of the tectonic processes, as we understand them to date, seem to be unique.
Interannual Shift of the Tropical Upper-Tropospheric Trough and Its Influence on Tropical Cyclone Formation over the Western North Pacific

AbstractThe east–west migration of the tropical upper-tropospheric trough (TUTT) on the interannual time scale and its influence on tropical cyclone (TC) formation over the western North Pacific (WNP) is investigated in this study. Climatologically, the TUTT can be identified from 100 to 400 hPa with a relative vorticity maximum between 150 and 200 hPa. In addition to the strong westerly vertical wind shear in the south flank of the TUTT, this study shows that the cold-core system is associated with low relative humidity and subsidence to the east of the trough axis. As a result, the TC formation is enhanced (suppressed) in the eastern portion of the WNP when the TUTT shifts eastward (westward) on the interannual time scale. The interannual TUTT shift is closely associated with the SST anomalies in the central and eastern tropical Pacific or ENSO phases. The warm (cold) phase of ENSO corresponds to the eastward (westward) shift of the TUTT. The physical factors found to be responsible for the influence of.
Investigating biodegradability of dissolved organic nitrogen in oligotrophic and eutrophic systems

iii ACKNOWLEDGMENTS.v DEDICATION.vii LIST OF TABLES.xii LIST OF FIGURES.xiii LIST OF ABBREVIATIONS.xv LIST OF APPENDIX FIGURES.xviii CHAPTER 1. GENERAL INTRODUCTION.1 1.1. Background.1 1.2. Research Problem Statement.3 1.3. Research Objectives.6 1.4. Hypotheses.6 1.5. Dissertation Organization.6 CHAPTER 2. LITERATURE REVIEW.8 2.1. Microbial Pathways for DON and DIN Consumption and Production.8 2.2. DON in Oligotrophic Systems.12 2.3. DON in Eutrophic Environments.18 2.4. DON in Soil.23 2.5. DON from Atmosphere.25 CHAPTER 3. DISSOLVED ORGANIC NITROGEN AND ITS BIODEGRADABLE PORTION IN A WATER TREATMENT PLANT WITH OZONE OXIDATION.27 3.
Swi/Snf chromatin remodeling/tumor suppressor complex establishes nucleosome occupancy at target promoters

Precise nucleosome-positioning patterns at promoters are thought to be crucial for faithful transcriptional regulation. However, the mechanisms by which these patterns are established, are dynamically maintained, and subsequently contribute to transcriptional control are poorly understood. The switch/sucrose non-fermentable chromatin remodeling complex, also known as the Brg1 associated factors complex, is a master developmental regulator and tumor suppressor capable of mobilizing nucleosomes in biochemical assays. However, its role in establishing the nucleosome landscape in vivo is unclear. Here we have inactivated Snf5 and Brg1, core subunits of the mammalian Swi/Snf complex, to evaluate their effects on chromatin structure and transcription levels genomewide. We find that inactivation of either subunit leads to disruptions of specific nucleosome patterning combined with a loss of overall nucleosome occupancy at a large number of promoters, regardless of their association with CpG islands. These rearrangements are accompanied by gene expression changes that promote cell proliferation. Collectively, these findings define a direct relationship between chromatin-remodeling complexes, chromatin structure, and transcriptional regulation.
A SVD-BASED WATERMARKING SCHEME FOR PROTECTING RIGHTFUL OWNERSHIP

Digital watermarking has been proposed as a solution to the problem of copyright protection of multimedia documents in networked environments. There are two important issues that watermarking algorithms need to address. Firstly, watermarking schemes are required to provide trustworthy evidence for protecting rightful ownership; Secondly, good watermarking schemes should satisfy the requirement of robustness and resist distortions due to common image manipulations (such as filtering, compression, etc.). In this paper, we propose a novel watermarking algorithm based on singular value decomposition (SVD). Analysis and experimental results show that the new watermarking method performs well in both security and robustness.
Calculus‐Based Physics Without Lectures

Every fall several hundred thousand students enroll in calculus‐based “engineering” physics courses throughout the United States. Informal statistics tell us that over half of them will fail to complete the sequence of introductory courses. These students complain that physics is hard and boring. The most compelling student critique of traditional introductory physics and chemistry courses comes from college graduates in the humanities who were engaged by Sheila Tobias to take introductory science for credit. These students paint a devastating portrait of introductory courses as uninteresting, time consuming, narrowly fixated on the procedures of textbook problem solving, devoid of peer cooperation, lacking in student involvement during lectures, crammed with too much material, and biased away from conceptual understanding.
EFFECT OF IRRADIATION AND DIELECTRIC HEATING ON SOYBEAN ULTRASTRUCTURE, TRYPSIN INHIBITOR, AND LIPOXYGENASE ACTIVITIES

Scanning electron microscopy ( SEM) was used to observe the protein bodies of soybeans after irradiation (0 - 10 kGy dose range) , dielec tric heating and storage . Microbiologic al changes , lip oxygenase and trypsi n inhibit or activities and biological value were also studied after different treatments and storaee . There were no differences in the ultrastructure of control and irradiated ( 3 , 6 and 10 kGy) soybeans immediately after irradia ­ tion . The effect of storage depended on whether whole or milled soybeans had been stored . There was no direct effect of dielectric heating on soybean s ultrastruc ­ ture , however , during storage it changed the same way as the milled and irradiated soybean . Irradiation reduced the number of microbes , but had no effect on the biological values or the activities of trypsin inhibitor and lipoxygenase (0- 10 kGy) . Dielectric heating had no effect on microbes , but inactivated the trypsin inhibi tor and lipoxygenase and increased the biological values of the soybeans .
Tapasin shapes immunodominance hierarchies according to the kinetic stability of peptide – MHC class I complexes

Peptide loading of MHC class I molecules involves multiple cofactors including tapasin. We showed previously in vitro that tapasin edits the peptide repertoire by favoring the binding of peptides with slow dissociation rates. Here, using tapasin‐deficient mice and a DNA vaccine that primes directly, we confirm that tapasin establishes hierarchical responses in vivo according to peptide‐MHC stability. In contrast, this hierarchy is lost when the peptides are cross‐presented via an alternative DNA vaccine. By regulating transgene expression, we found that the dominant response modifier was antigen persistence. Our findings reveal strategies for activating T cells against low‐affinity peptides, of potential importance for patients with repertoires narrowed by deletional tolerance.
The formation of new inter-firm relationships : a UK offshore wind sector analysis

Purpose The focus of this paper is to understand the initial formation of inter-firm relationship with the ultimate aim to form a long-term relationship in offshore-wind sector. The research question is “How and why new inter-firm relationships are built in nascent industries with highly uncertain business environments? ” Design/methodology/approach Longitudinal case studies of three pairs of new inter-firm relationships based on interviews and other archival data are analysed. Findings Not all new inter-firm relationships progressed to expansion stage, largely owing to incompatibility and uncertainty. In some cases incompatibility could be rectified by trust and sharing of information. High trust is required to move the relationship from awareness to exploration stage. Investment in R&D is required to move the relationship from exploration to expansion. Innovation complementarity is the key in OSW sector. Practical implications Provide insights into how new inter-firm relationships in OSW sector could fail or be built up. High trust at the beginning helps to lower risk and encourages further investment. Originality/value Inform inter-firm relationship theories under high market risk and political uncertainty, especially for OSW sector.
Nuptiality trends and fertility transition in Latin America

The author uses census data to examine the impact of nuptiality on the fertility transition in Latin America. He finds that fertility decreased among adolescents during the 1960s although no trend was observed for later decades. However "an increase of legal marriages in connection with consensual unions was also observed. Apart from an [increase] in the number of illegitimate children the impact of the increase of consensual unions upon fertility is uncertain. No regional trend was observed in connection with age at marriage. This stability suggests that Latin American patterns of marriage are determined by cultural factors rather than socioeconomic reasons. " (SUMMARY IN ENG) (EXCERPT)
Arctic freshwater fluxes: sources, tracer budgets and inconsistencies

Abstract. The net rate of freshwater input to the Arctic Ocean has been calculated in the past by two methods: directly, as the sum of precipitation, evaporation and runoff, an approach hindered by sparsity of measurements, and by the ice and ocean budget method, where the net surface freshwater flux within a defined boundary is calculated from the rate of dilution of salinity, comparing ocean inflows with ice and ocean outflows. Here a third method is introduced, the geochemical method, as a modification of the budget method. A standard approach uses geochemical tracers (salinity, oxygen isotopes, inorganic nutrients) to compute “source fractions” that quantify a water parcel's constituent proportions of seawater, freshwater of meteoric origin, and either sea ice melt or brine (from the freezing-out of sea ice). The geochemical method combines the source fractions with the boundary velocity field of the budget method to quantify the net flux derived from each source. Here it is shown that the geochemical method generates an Arctic Ocean surface freshwater flux, which is also the meteoric source flux, of 200±44 mSv (1 Sv=106 m3 s−1), statistically indistinguishable from the budget method's 187±44 mSv, so that two different approaches to surface freshwater flux calculation are reconciled. The freshwater export rate of sea ice (40±14 mSv) is similar to the brine export flux, due to the “freshwater deficit” left by the freezing-out of sea ice (60±50 mSv). Inorganic nutrients are used to define Atlantic and Pacific seawater categories, and the results show significant non-conservation, whereby Atlantic seawater is effectively “converted” into Pacific seawater. This is hypothesized to be a consequence of denitrification within the Arctic Ocean, a process likely becoming more important with seasonal sea ice retreat. While inorganic nutrients may now be delivering ambiguous results on seawater origins, they may prove useful to quantify the Arctic Ocean's net denitrification rate. End point degeneracy is also discussed: multiple property definitions that lie along the same “mixing line” generate confused results.
Gene expression of tumor necrosis factor alpha and TNF-receptors, p55 and p75, in nonalcoholic steatohepatitis patients.

The main objective of this study was to analyze the pathogenic role of the tumor necrosis factor alpha (TNF-alpha) system in the development of nonalcoholic steatohepatitis (NASH). Fifty-two obese patients were studied. We investigated: (1) the expression of mRNA of TNF-alpha and their p55 and p75-receptors by quantitative reverse-transcriptase polymerase chain reaction (RT-PCR) in hepatic and adipose tissues; and (2) the relationship between TNF-alpha, p55, and p75 and the severity of NASH. Obese patients without NASH were the control group. A remarkable increase in the expression of mRNA of TNF-alpha was found in patients with NASH in hepatic tissue (0.65 +/- 0.54) and in peripheral fat (0.43 +/- 0.45); in the control samples, the mRNA expression was 0.28 +/- 0.32, P <. 007, and 0.26 +/- 0.22, P <. 018, respectively. Furthermore, we found a significant increase in the mRNA levels of p55 receptor (2.42 +/- 1.81 vs. 1.56 +/- 1.17; P <.05); however, the mRNA expression of the p75 receptor was similar in both patients. Those patients with NASH with significant fibrosis presented an increase in the expression of mRNA TNF-alpha in comparison with those with a slight or nonexistent fibrosis. An overexpression of TNF-alpha mRNA is found in the liver and in the adipose tissue of NASH patients. The levels of mRNA-p55 are increased in the liver tissue of NASH patients. This overexpression is more elevated in patients with more advanced NASH. These findings suggest that the TNF-alpha system may be involved in the pathogenesis of NASH.
CLINICAL REVIEW 94 What’s in a Name? In Search of Leptin’s Physiologic Role*

T HE IDENTIFICATION of the ob gene (1) and the discovery that its encoded protein, leptin, is an adipocyte-derived hormone that is essential for normal regulation of body weight (2–4) have permanently altered the field of metabolic physiology. Over a 3-yr period, more than 800 papers on leptin have been published, creating a substantial and rapidly changing body of knowledge. As often occurs, however, the initial conception of the physiological role of a newly discovered protein requires revision in the light of emerging information. In this paper, I will review the rele-vant literature and will propose a modified view of leptin’s physiological role. This perspective, although respectful of the profound impact that leptin’s discovery has had upon our understanding of obesity and on the field of obesity research, will attempt to deemphasize the physiological status of leptin as an anti-obesity hormone, stressing instead its roles as a signal of energy deficiency and as an integrator of neuroendocrine function. Although this field is expanding rapidly, and many of these ideas are clearly works in progress, it is hoped that this perspective will be of value to workers in the field.
Detecting Depression and Predicting its Onset Using Longitudinal Symptoms Captured by Passive Sensing: A Machine Learning Approach With Robust Feature Selection

University of Virginia, Charlottesville, VA, USA, ad4ks@virginia.edu; Michael Tumminia, University of Pittsburgh, Pittsburgh, PA, USA, mjtumminia@pitt.edu; Daniella K. Villalba, Carnegie Mellon University, Pittsburgh, PA, USA, dvillalb@andrew. cmu.edu; Janine M. Dutcher, Carnegie Mellon University, Pittsburgh, PA, USA, janine@cmu.edu; Xinwen Liu, Carnegie Mellon University, Pittsburgh, PA, USA, xinwenl@andrew.cmu.edu; Sheldon Cohen, Carnegie Mellon University, Pittsburgh, PA, USA, scohen@cmu.edu; Kasey G. Creswell, Carnegie Mellon University, Pittsburgh, PA, USA, kasey@andrew.cmu.edu; Jennifer Mankof, University of Washington, Seattle, WA, USA, jmankof@cs.washington. edu; J. David Creswell, Carnegie Mellon University, Pittsburgh, PA, USA, creswell@cmu.edu; Mayank Goel, Carnegie Mellon University, Pittsburgh, PA, USA, mayankgoel@cmu.edu; Anind K. Dey, University of Washington, Seattle, WA, USA, anind@uw.edu.
Emergence of decreased susceptibility and resistance to extended-spectrum cephalosporins in Neisseria gonorrhoeae in Korea.

OBJECTIVES Antimicrobial resistance (AMR) in Neisseria gonorrhoeae is a major concern globally; however, no comprehensive AMR data for gonococcal isolates cultured after 2006 in Korea have been published internationally. We determined the susceptibility of N. gonorrhoeae isolates cultured in 2011-13, the mechanism of extended-spectrum cephalosporin (ESC) resistance and the molecular epidemiology of gonococcal strains in Korea. METHODS In 2011-13, 210 gonococcal isolates were collected in Korea and their AMR profiles were examined by the agar dilution method. The penA, mtrR, penB, ponA and pilQ genes were sequenced in 25 isolates that were resistant to ESCs and 70 randomly selected isolates stratified by year. For molecular epidemiology, N. gonorrhoeae multiantigen sequence typing and MLST were performed. RESULTS None of the N. gonorrhoeae isolates was susceptible to penicillin G and most were resistant to tetracycline (50%) and ciprofloxacin (97%). The rates of resistance to ceftriaxone, azithromycin, cefpodoxime and cefixime were 3%, 5%, 8% and 9%, respectively. However, all isolates were susceptible to spectinomycin. Twenty-one (84%) of the 25 ESC-resistant isolates contained the non-mosaic PBP2 XIII allele; however, the remaining 4 (16%) possessed the mosaic PBP2 X allele, which has been previously associated with ESC resistance including treatment failures. CONCLUSIONS In Korea, susceptibility to spectinomycin remains high. However, the recent emergence of ESC-resistant N. gonorrhoeae strains, including strains possessing the PBP2 mosaic X and non-mosaic XIII alleles, is a major concern and enhanced AMR surveillance is necessary to prevent transmission of these strains.
Comparison of effects of inset floodplains and hyporheic exchange induced by in‐stream structures on solute retention

The pollution of streams and rivers is a growing concern, and environmental guidance increasingly suggests stream restoration to improve water quality. Solute retention in off‐channel storage zones, such as hyporheic zones and floodplains, is typically necessary for significant reaction to occur. Yet, the effects of two common restoration techniques, in‐stream structures and inset floodplains, on solute retention have not been rigorously compared. We used MIKE SHE to model hydraulics and solute transport in the channel, on inset floodplains, and in structure‐induced hyporheic zones of a third‐order stream. We varied hydraulic conditions (winter base flow, summer base flow, and stormflow), geology (hydraulic conductivity), and stream restoration design parameters (inset floodplain length and presence of in‐stream structures). The in‐stream structures induced hyporheic exchange for approximately 20% of the year (during summer base flow) while inset floodplains were active for approximately 1% of the year (during stormflow). Flow onto inset floodplains and residence times in both the channel and on the floodplains increased nonlinearly with the fraction of bank with floodplains installed. The fraction of streamflow that flowed onto the inset floodplains was 1–3 orders of magnitude higher than that which flowed through the structure‐induced hyporheic zone. Yet, residence times and mass storage in the hyporheic zone were 1–5 orders of magnitude larger than that on individual inset floodplains. In our modeling, neither in‐stream structures nor inset floodplains had sufficient percent flow and residence times simultaneously to have a substantial impact on dissolved contaminants flowing downstream.
NEW PERSPECTIVES ON MOBBING IN BANKING INSTITUTIONS

The objective of this research was to diagnose bullying based on the perception of the occurrence of the phenomenon by employees of public and private banking institutions in the city of João Pessoa, state of Paraíba, Brazil. It is a descriptive research and a case study with a quantitative approach applied to a simple random sample of 156 bank clerks, through a sociodemographic questionnaire and a perception scale of mobbing at work, validated by Martins and Ferraz (2014). Data were analyzed by using the SPSS software and compared by Chi-square tests and variance analysis. There was an equal participation concerning gender, most of them from white ethnicity, married, graduates, and mean age of 39 years. It was found that the phenomenon was perceived infrequently, at least once a month. 34% of bank clerks reported professional harassment and 19.9% reported personal harassment. Such results prompted reflection on whether the phenomenon was overcome, reduced or trivialized among the professional category studied. The results also showed that, although perceived infrequently, harassment behavior is more observed with employees in private banks than in public ones.