Miracle-dz/UniFAR-FTUs huggingface dataset:
Modelling and forecasting S&P 500 stock prices using hybrid Arima-Garch Model

The S&P 500 is a bellwether and leading indicator for the economy as well as the default vehicle for passive investors who want exposure to the U.S. economy via index funds. Since 1957, the S&P 500 has performed amazingly, outpacing other leading asset classes such as bonds or commodities. This study seeks to develop an appropriate ARIMA model that best fit the monthly stock price of S&P 500 for a period of 17 years, 2001–2017, thus make a short-term forecast in a way to give an overview and help the investor or portfolio manager in decision making. EViews software was used to run the analysis of the data. Our analysis involved 2-step procedure, which were identifying ARIMA model then fitting GARCH (1,1) into the model. As a result, ARIMA (2,1,2)-GARCH (1,1) model was found to be the best model for forecasting the S&P500 stock prices. The research findings indicate that a dynamic forecast gave a better result compared to a static forecast.
Control and Stabilization for the Wave Equation in a Bounded Domain

Exact controllability problem of the wave equation is studied by the stabilizability method of D. L. Russell. It is shown that if we use the linear “velocity feedback,” then the energy of the system will decay uniformly exponentially and exact controllability can be achieved. In case the velocity feedback contains a certain nonlinear dissipative term, then we prove that this system evolves as a nonlinear semigroup with respect to time. Certain estimates for the nonlinear equation are also obtained.
Estimating Permanent Price Impact via Machine Learning

In this paper, we show that vector auto-regression (VAR) models, which are commonly used to estimate permanent price impact, are misspecified and can produce conflicting and incorrect inferences when the price impact function is nonlinear. We propose an alternative method to estimate permanent price impact by modifying a reinforcement learning (RL) framework. Our approach assumes the data is stationary and Markov, but is otherwise unrestrictive. We obtain empirical estimates for our model using an iterative learning rule and demonstrate that our model captures nonlinearities and makes correct inferences.
Local, High-Frequency Analysis of the Fields in a Mode-Stirred Chamber

Abstmct-The fields inside a mode-stirred chamber are analyzed by a local plane-wave method. This approach has the advantage of being applicable to nonseparable geometries, for which the more standard modal method of analysis is not possible, and gives insight into the nature of the various contributions to the total field. Results are given for the quality factor and for the fields near the walls of the chamber. The expression for the quality factor agrees with previously published work. I. INTRODUCTION ODE-STIRRED chambers are presently under considM eration at a number of research laboratories as an attractive alternative to more conventional anechoic chambers for use in the testing of objects in various electromagnetic environments [ 11-[5]. Typically, the mode-stirred chamber consists of a rectangular test chamber with metal walls and a stirrer, usually in the form of a large paddle or fan blade, near the ceiling of the chamber. The object under test is placed in the chamber and exposed to an electromagnetic field during which time the stirrer slowly revolves. The average response of the object to the field is found by integrating the response over the time period of one revolution of the stirrer. The metal walls of the cavity allow a large field to be built up inside the chamber. At the same time, the stirrer smooths out the sharp nulls of the field; these nulls are usually present in such a resonant structure. The object under test can be exposed to a high field level consisting of several different polarizations. It is, therefore, much quicker to test the object in this way when compared with more conventional methods. It is extremely difficult to theoretically obtain the fields for such a chamber by solving Maxwell’s equations. Instead, most researchers have attempted to come up with expressions for average values of interest. Furthermore, it is usually assumed that the fields are completely random. The most common figure of merit when discussing such chambers is the Q of the chamber, which is defined to be the energy in the chamber divided by the power that must be injected into the chamber, multiplied by the angular frequency of operation. It is desirable to make a chamber with as large a Q as possible in order to give a large field. The theoretical expression available for the Q of such a rectangular chamber is [5]
Stationary and Nonstationary Generalized Extreme Value Models for Monthly Maximum Rainfall in Sabah

Generalized Extreme Value (GEV) model is the combination of three types of distribution class namely Gumbel, Fréchet and Weibull distributions of the Extreme Value Theory (EVT). In hydrological studies, GEV model is widely applied in the modelling of extreme rainfall. The nature of hydrological variables is highly complex, especially with the changing climate and frequent occurrences of extreme events. As such, some rainfall models assume rainfall series as stationary, while some as nonstationary. In this study, GEV models based on stationary and nonstationary data are used to assess monthly maximum rainfall data within Sabah, Malaysia and performance comparison between both GEV models is conducted. Theoretically both stationary and nonstationary GEV models are based on the same foundation, however nonstationary GEV model allows the location and scale parameters to be expressed as cyclic function of time. In this study, the stationary and the nonstationary GEV models are individually fitted to rainfall data at selected stations. Monthly maximum rainfall is blocked, and the estimated location (μ), scale (σ) and shape (ξ) parameters are estimated by using Maximum Likelihood Estimation method. Performance of both GEV models are compared based on the Akaike Information Criterion, Bayesian Information Criterion and the likelihood ratio goodness of fit tests. Results showed that nonstationary GEV model is the best fit. The inclusion of cyclic covariates in the GEV model gives improvement on the stationary GEV model at the study region. It is also concluded that, Gumbel is identified as the significant distribution for monthly maximum rainfall in Sabah at 5% significance level.
Optimal Detection Schemes for Multiplicative Faults in Uncertain Systems With Application to Rolling Mill Processes

In rolling mill processes, changes of operation conditions, mismatching of controller parameters, and aging of system components will cause multiplicative faults, which may considerably affect the system operation and the quality of steel products. The main objective of this paper is to address optimal design approaches for detecting multiplicative faults in uncertain industrial systems. To be specific, the design schemes of observer-based fault detection (FD) systems, including residual generators and threshold setting, are investigated first in the closed-loop system setup, aiming at enhancing fault detectability and system robustness against model uncertainties simultaneously. Then, an optimal design scheme of observer-based FD systems for open-loop processes is investigated. The application to an industrial rolling mill benchmark is given to demonstrate the efficiency of the proposed approaches. The task involves the detection of the parameter faults in hydraulic reduction devices in both the closed-loop and open-loop configurations.
Simulation of generalized Newtonian fluids with the Smoothed Particle Hydrodynamics method

In this paper we examine Direct Numerical Simulation DNS of single phase non‐Newtonian fluids described by a generalized Newtonian rheology. Non‐Newtonian flow including large deformations and free surface flow could be observed in a wide range of industrial and environmental applications. For that reason, we choose the Lagrangian Smoothed Particle Hydrodynamics (SPH) as a simulation tool. The non‐Newtonian solver is implemented into the general purpose particle framework HOOMD‐blue [1,2], which allows for massive parallel CPU and GPU simulations. Numerical accuracy of the model is demonstrated by simulating confined Poiseuille flow between parallel plates. The validation has been done for a wide variety of shear strain–shear stress ratios where also the effect of the solid‐fluid interface boundary condition is examined. Furthermore, a comparison with the experimental results for the broken dam problem [3] showed good accuracy of the free‐surface flow prediction. Additionally, we have investigated a slump test (Abrams cone [4]), a relatively simple but in practice often performed experiment for non‐Newtonian yield‐stress fluids. Finally, we have investigated in further detail the cone diameter, height, flow time, the final shape and the influence of the rheological model parameters as well as the boundary conditions related to the stationary cone configuration.
BCIRG 005 main efficacy analysis: a phase III randomized trial comparing docetaxel in combination with doxorubicin and cyclophosphamide (TAC) versus doxorubicin and cyclophosphamide followed by docetaxel (AC->T) in women with Her-2/neu negative axillary lymph node positive early breast cancer.

CTRC-AACR San Antonio Breast Cancer Symposium: 2008 Abstracts Abstract #77 Background: The relative benefits of adjuvant breast cancer chemotherapy with docetaxel in combination with anthracycline, or given sequentially after an anthracycline-based regimen, are unknown. Material and Methods: We randomized women with axillary lymph node positive, central HER-2 nonamplified, breast cancer to either TAC (75/50/500 mg/m2 q3wk x 6 cycles) or AC (60/600 mg/m2 q3wk x 4 cycles) followed by T (100 mg/m2 q3wk x 4 cycles). Patients were prospectively stratified by number of positive nodes (1-3 vs. 4+) and hormone receptor status. Patients with ER and/or PR positive (HR+) tumors received hormonal therapy after chemotherapy. The primary endpoint was disease-free survival (DFS) with 80% power to detect an absolute difference of 5%. Secondary endpoints included overall survival and safety. Results: A total of 3298 patients (1649 per arm) were recruited between August 2000 and February 2003. Baseline characteristics were well balanced: age 2 cm 58%. The planned 6 cycles of TAC were given to 93.5% of patients and 8 cycles of AC-T to 90.5%. Febrile neutropenia (17.9% vs. 8.5%) was more frequent with TAC, while grade 3 / 4 neutropenic infections were equivalent (8.7% with TAC vs. 8.0%). One septic death occurred in the TAC arm. Grade 3 / 4 non-hematological toxicity rates were fatigue (5.2% vs. 6.3%), nausea (4.5% vs. 4.1%), vomiting (4.2% vs. 4.1%), diarrhea (2.9% vs. 3.1%), stomatitis (2.6% vs. 3.0%), peripheral edema (1.3% vs. 2.6%), neuropathy-sensory (0.6% vs. 2.0%) and CHF (0.1% vs. 0.4%) in the TAC and AC-T arms, respectively. The other Garde 3 / 4 docetaxel specific toxicities (nail and skin toxicities were observed in less than 0.5% in both arms. The protocol specified main efficacy analysis triggered by 688 DFS events will be presented, with a median follow-up of 60 months. Discussion: The safety profile of the two docetaxel-based adjuvant chemotherapy regimens is comparable with the exception of a higher incidence of febrile neutropenia with TAC. This analysis will define the relative efficacy of combination vs. sequential docetaxel-containing chemotherapy in the adjuvant treatment of women with node positive, HER-2 negative breast cancer. Citation Information: Cancer Res 2009;69(2 Suppl):Abstract nr 77.
Character Association and Path Coefficient Analysis in Extra Large and Large Seeded Kabuli Chickpea (Cicer arietinum L.)

Thirty kabuli chickpea genotypes were evaluated in a randomized block design with three replications. Character association analysis revealed that number of secondary branches per plant, number of pods per plant shoot biomass per plant and harvest index showed highly significant and positive correlation with seed yield per plant. Path analysis also revealed that among correlated traits, harvest index and shoot biomass exerted high direct effect on seed yield per plant. Hence, selection would be more effective through harvest index and shoot biomass to improve seed yield.
Machinability study of aircraft series aluminium alloys 7075-T6 and 7050-T7451

The aluminium alloy 7050-T7451 is generally considered as the principal choice in aeronautical applications demanding adequate strength, stress corrosion cracking resistance, and toughness. Surprisingly, despite extensive research works on machining and machinability of aluminium alloys, including aluminium alloy 7075-T6, limited information was found on machining and machinability evaluation of 7050-T7451, which belongs to a similar family as 7075-T6. To remedy the lack of knowledge determined, dry ball-end milling operations were performed with coated end milling tools on both materials. Experimental characterization and cutting force measurements were performed to measure/evaluate the cutting forces, burr formation morphology, insert performance (wear/breakage), and surface quality attributes. According to experimental studies, 7050-T7451 was found more machinable than 7075-T6. Less burr formation and better surface quality were observed on 7075-T6. Machining attributes are influenced by different experimental factors. However, other machinability attributes, including residual stress, vibration modes, as well as particle emission, must be studied under various lubrication modes and machining operations in subsequent studies. This also recalls further studies on simultaneous multiple response optimization.
A Comparative Study of Multivariate Analysis Techniques for Highly Correlated Variable Identification and Management

In this work we attempt is to locate and analyze via multivariate analysis techniques, highly correlated covariates (factors) which are interrelated with the Gross Domestic Product and therefore are affecting either on short-term or on long-term its shaping. For the analysis, feature selection techniques and model selection criteria are used. The case study focuses on annual data for Greece for the period 1980-2018.
Wave functions and scalar products in the Bethe ansatz

Les modeles integrables sont des modeles physiques pour lesquels certaines quantites peuvent etre calculees de maniere exacte, sans recours aux methodes de perturbations. Ces modeles tres particuliers suscitent un interet croissant en physique theorique. Les applications directes en physique de la matiere condensee et les liens subtils plus recemment mis en evidence avec certaines theories de jauge supersymetriques ont motive depuis des decennies l’elaboration d’outils mathematiques complexes. Parmi eux, l’ansatz de Bethe a joue un role central, et permis la diagonalisation de nombreux modeles de natures tres differentes. Le premier chapitre de cette these est consacre a une introduction aux deux approches de l’ansatz de Bethe, dites ”en coordonnee” et ”algebrique”, dans le cadre de la chaine de spin de Heisenberg et d’un modele stochastique generalisant a un spin continu le modele du Totally Asymmetric Simple Exclusion Process. Le deuxieme chapitre de cette these presente l’ansatz algebrique modifie pour la chaine XXX periodique. Cet ansatz modifie est propose pour resoudre le cas de la chaine ouverte, pour laquelle l’ansatz classique n’est plus efficace. Le produit scalaire des etats de Bethe modifies ainsi obtenus est etudie. Le troisieme chapitre concerne la resolution de l’identite, et le probleme fonctionnel inverse. Une expression pour les etats de spin en terme des etats de Bethe est presentee pour le q-TASEP, et une expression de la resolution de l’identite en terme des etats de Bethe pour la chaine de spin XXZ infinie est demontree, faisant intervenir dans les deux cas la contribution des etats lies. Enfin, le quatrieme chapitre concerne les representions en determinant dans l’ansatz de Bethe. Une expression pour les elements de matrice de l’operateur Nombre de Particule pour le gaz de Bose avec interaction delta en terme d’un determinent est demontree, et des representations integrales pour les determinants d’Izergin-Korepin et de Slavnov sont investiguees, etablissant ainsi un nouveau lien formel direct entre ces deux representations en determinant.
Effect of Compound Danshen Droppills on Vascular Endothelial Function in Early Diabetic Retinopathy Patients

Objective:To investigate the changes of vascular endothelial function in early diabetic retinopathy patients and the effect of compound Danshen droppills on intervention.Method:Fixty-five patients with early diabetic retinopathy were selected and divided into two groups(routine group and Danshen droppills group). routine group was treated with insulin;the Danshen droppills group was was treated with Compound Danshen droppills(10# Tid)combined with insulin.31 healthy as control group.After 8 weeks treatment,the endothelium-dependent flow-mediated dilatation(FMD) of brachial artery was determined with ultrasound,and the levels of fasting blood glucose(FBG),glycosylated hemoglobin(HbA1c),cholesterol(TC),triglyceride(TG),high sensitivity C-reactive protein(hs-CRP),intercellular adhesion molecule-1(ICAM-1)and endothelin-1(ET-1) in three groups were measured respectively before and after treatment.The change of fluorescein angiography in early diabetic retinopathy patients were observed before and after treatment.Result:All patients with early diabetic retinopathy showed that the FBG,HbA1c,TC,TG,hs-CRP,ICAM-1 and ET-1 was higher than that of the controlled group(P0.05),the FMD was lower than the controlled group(P0.05). After treatment fundus fluorescence angiography in Danshen droppills group was obviously improved than befor therapy,the hs-CRP,ICAM-1,ET-1 in the Danshen droppills group[(8.76±1.26)mg·L-1,(407.82±87.45) μg·L-1,(96.68±10.69) ng·L-1] was decreased more significantly than routine group[(18.78±2.42)mg·L-1,(597.79±60.74) ng·L-1,(184.5±10.78) ng·L-1](P0.05). After treatment the FMD in the Danshen droppills group was increased more significantly than routine group [(11.88±3.57)% vs(9.17±0.54)%](P0.05). Conclusion:The compound Danshen droppills can effectively reduce the body's inflammationrecovery and recovery vascular endothelial function in patients with early diabetic retinopathy.
Coalition Formation for Multi-Robot Task Allocation via Correlation Clustering

Abstract The complexity of a vast number of real world tasks provides a great challenge for the currently available robots due to their limited capabilities. Thus, multiple robots would need to form coalitions for the completion of such tasks. In this paper, we examine the multi-robot coalition formation problem for task allocation where a group of robots needs to be allocated to a set of tasks. Our approach for this problem is to use a correlation clustering technique enabling similar robots to form coalitions. The algorithm presented in this paper is fast and scales better in comparison to two existing algorithms.
Analysis of the magnetic properties of a silicate-coated spherical FeSiAl-based soft magnetic composite for high-frequency power-applications

In this paper, the relationship of the frequency-dependent magnetic permeability, magnetic loss, and DC-bias of a soft magnetic composite was analyzed. The permeability is divided into a domain wall movement component at low frequencies and a spin-rotation part at high frequencies. The resonance-frequency increases when the pressure decreases and, simultaneously, the permeability also decreases following the Snoek limit. Magnetic loss is separated into hysteresis loss, eddy-current loss, and excess loss, which is found to closely relate to the density of the powder core. The DC-bias properties of the composite tend to deteriorate slightly with the density increase. This is due to a decrease in the gap between the particles, which is associated with the pinning of the domain wall movement and coercivity. It is found that DC-bias is positively correlated with hysteresis loss and excess loss with respect to coercivity and pinning of the movable domain-wall. These results provide insights into the soft magnetic performance of soft magnetic composites, particularly with respect to compact, high-DC applications with high frequency and high magnetic saturation for high-power supply.In this paper, the relationship of the frequency-dependent magnetic permeability, magnetic loss, and DC-bias of a soft magnetic composite was analyzed. The permeability is divided into a domain wall movement component at low frequencies and a spin-rotation part at high frequencies. The resonance-frequency increases when the pressure decreases and, simultaneously, the permeability also decreases following the Snoek limit. Magnetic loss is separated into hysteresis loss, eddy-current loss, and excess loss, which is found to closely relate to the density of the powder core. The DC-bias properties of the composite tend to deteriorate slightly with the density increase. This is due to a decrease in the gap between the particles, which is associated with the pinning of the domain wall movement and coercivity. It is found that DC-bias is positively correlated with hysteresis loss and excess loss with respect to coercivity and pinning of the movable domain-wall. These results provide insights into the soft magnet.
Tunable THz Signal Generation and Radio-Over-Fiber Link Based on an Optoelectronic Oscillator-Driven Optical Frequency Comb

We propose and demonstrate experimentally a photonic THz signal generation technique based on a tunable optoelectronic oscillator (OEO), and its application in a radio over fiber (RoF) link. The OEO's frequency is tuned by varying the bandwidth of a tunable optical bandpass filter (TOBF) that is cascaded with a phase modulator (PM). The resulting tunable microwave photonic filter is used to generate OEO oscillations from 6.58 GHz up to 18.36 GHz (with a phase noise of ≤−103 dBc/Hz at 10 kHz offset from the carrier frequency). The OEO is subsequently used to drive an optical comb, generating 22 comb lines with a frequency spacing of 17.33 GHz covering a bandwidth of 360 GHz within a 20 dB envelope. By selecting two optical comb lines with a wavelength selective switch (WSS) and beating them in a uni-traveling carrier photodiode (UTC-PD), THz signals are generated at 101.5 GHz and 242.6 GHz with phase noise of −90 dBc/Hz and −78 dBc/Hz, respectively at 10 kHz offset from carrier frequency. Tunable mm-wave and THz signals can be generated either by changing the OEO oscillation frequency or the selected comb lines. Using the OEO driven OFCG, we implemented a RoF link at 242.6 GHz with a data rate of 24 Gbps over a wireless distance of 30 cm and with a bit error rate (BER) below the hard decision forward error correction (FEC) limit of 3.8 × 10−3. This method allows the creation of an all-photonic frequency reconfigurable THz signal generator and RoF system.