Miracle-dz/UniFAR-FTUs huggingface dataset:
Laplace transform approach to option pricing for time-changed Brownian models

ABSTRACT In this article, we consider European option pricing for time-changed Brownian models using Laplace transform. We obtain a general formula for the option price as the integral of a real-valued function involving the Laplace transform of the random time change. Unlike the usual Fourier transform technique, our method does not suffer from difficulties specific to complex integration, such as the evaluation of multiple-valued functions, and allows for a model-independent analysis of the truncation error. In the numerical analysis part, we compare option prices in variance gamma (VG), normal inverse Gaussian (NIG), and generalized hyperbolic (GH) models obtained by Laplace transform with those obtained by the Fourier transform method introduced by Carr and Madan in 1999. The results show that our method converges faster than the Fourier approach when the Laplace transforms of the subordinators decay exponentially, for examples like NIG and GH models.
Cell volume and membrane stretch independently control K+ channel activity

A number of potassium channels including members of the KCNQ family and the Ca2+ activated IK and SK, but not BK, are strongly and reversibly regulated by small changes in cell volume. It has been argued that this general regulation is mediated through sensitivity to changes in membrane stretch. To test this hypothesis we have studied the regulation of KCNQ1 and BK channels after expression in Xenopus oocytes. Results from cell‐attached patch clamp studies (∼50 μm2 macropatches) in oocytes expressing BK channels demonstrate that the macroscopic volume‐insensitive BK current increases with increasing negative hydrostatic pressure (suction) applied to the pipette. Thus, at a pipette pressure of −5.0 ± 0.1 mmHg the increase amounted to 381 ± 146% (mean ±s.e.m., n= 6, P < 0.025). In contrast, in oocytes expressing the strongly volume‐sensitive KCNQ1 channel, the current was not affected by membrane stretch. The results indicate that (1) activation of BK channels by local membrane stretch is not mimicked by membrane stress induced by cell swelling, and (2) activation of KCNQ1 channels by cell volume increase is not mediated by local tension in the cell membrane. We conclude that stretch and volume sensitivity can be considered two independent regulatory mechanisms.
NodeSentry: least-privilege library integration for server-side JavaScript

Node.js is a popular JavaScript server-side framework with an efficient runtime for cloud-based event-driven architectures. Its strength is the presence of thousands of third-party libraries which allow developers to quickly build and deploy applications. These very libraries are a source of security threats as a vulnerability in one library can (and in some cases did) compromise one's entire server. In order to support the least-privilege integration of libraries, we developed NodeSentry, the first security architecture for server-side JavaScript. Our policy enforcement infrastructure supports an easy deployment of web-hardening techniques and access control policies on interactions between libraries and their environment, including any dependent library. We discuss the implementation of NodeSentry, and present its practical evaluation. For hundreds of concurrent clients, NodeSentry has the same capacity and throughput as plain Node.js. Only on a large scale, when Node.js itself yields to a heavy load, NodeSentry shows a limited overhead.
Optimal feeder reconfiguration with distributed generators in distribution system by fuzzy multiobjective and Tabu search

This paper proposes a methodology based on fuzzy multiobjective and Tabu search to determine the optimal on/off patterns of tie and sectionalizing switches for feeder reconfiguration in a distribution system with distributed generators. Three main objectives considered in the feeder reconfiguration problem consist of power loss, feeder load balancing, and number of switching operations of the switches. The optimization problem is subject to power flow equations, voltage limits, feeder capability limits, radial configuration format, and no load-point interruption. All the objectives are fuzzified using a trapezoidal membership function. A max-min principle is applied to make a fuzzy decision for identifying a proper set of switching operation that offers a compromise among the three objectives. An illustrative case of a 69-bus distribution system demonstrates the performance of the proposed technique.
The Dilemma of Integration Versus Autonomy: Knowledge Sharing in Post-Merger IS Development

Although research acknowledges the role of IS in a merger, it has not addressed the issue of boundary management during the development of ISs aimed at supporting merged organizations. Yet, it has been shown, albeit not in a merger context, that knowledge sharing during IS development involving agents from different communities is critical and difficult. Hence, our study addresses the questions of how agents from merging organizations, engaged in an IS development during post-merger integration (PMI) share knowledge of the work practices required by a specific PMI approach, and of how the resulting IS functionalities are affected by, or do affect the implementation of a PMI approach? Adopting a practice perspective, we aim at developing a theory on knowledge sharing in this context. To do so, we conduct a case study of three IS developments within a merger in the healthcare milieu.
Generalized Exponential Symmetry Model and Orthogonal Decomposition of Symmetry for Square Tables

For the analysis of square contingency tables with ordered categories, some models that the log odds for two symmetric cell probabilities is a linear function of the row and column values have been considered. This paper proposes a generalization of these models. This paper also proposes the model that the weighted sum of the probability that an observation will fall in one of the cells in upper right triangle of the table is equal to the weighted sum of the probability that it falls in one of the cells in lower left triangle of the table. In addition, this paper gives the theorem that the symmetry model is equivalent to both the proposed models holding simultaneously. Moreover, this paper shows that the likelihood ratio statistic for testing goodness-of-fit of the symmetry model is asymptotically equivalent to the sum of those for testing the proposed models. Examples are given.
A haptics-based virtual simulation system for product design

This paper aims to develop a haptics-based virtual simulation system for product design. To fully reach the potential of such a system, the modelling methods of the user-product interaction should be based on physics to enable users to feel the physical behaviours of various products. The key challenge is the balance between the heavy computational load and the high update rate for haptic feedback. In this paper, the modelling of rigid and deformable objects for haptics-based simulations is developed, including button click and vibration feeling as well as the interaction with heterogeneous deformable material. The commercial haptic device PHANToM Desktop from SensAble Technologies is integrated with the models into the implemented prototype system. It is validated that the proposed simulation system can allow users to experience and manipulate virtual objects in cyber space. The simulation results demonstrate that the proposed modelling methods are computationally efficient to provide real-time haptic feedback.
Statin discontinuation and risk of acute myocardial infarction in patients with rheumatoid arthritis: a population-based cohort study

Objectives Screening for cardiovascular risk factors and treating hyperlipidaemia with statins are recommended to reduce the increased cardiovascular risk in individuals with rheumatoid arthritis (RA). However, poor compliance with statins may limit their therapeutic benefit. Our objective was to evaluate the impact of statin discontinuation on risk of acute myocardial infarction (AMI) among RA patients. Methods The authors conducted a population-based cohort study of RA patients with incident statin use followed from May 1996 to March 2006 using administrative health data. Primary exposure was statin discontinuation for ≥3 months at any time during therapy course. The authors used Cox's proportional hazards models and modelled statin discontinuation as a time-dependent variable, while adjusting for age, sex, comorbidities, use of other medications influencing cardiac risk, and proxy indicators of RA severity. Results During 15 669 person-years of follow-up in 4102 incident-statin users with RA, the authors identified 264 AMI events. Statin discontinuation was associated with 67% increased risk of AMI (adjusted HR 1.67; 95% CI 1.24 to 2.25). There was a 2% increase in risk of AMI with each 1-month increase in the duration of discontinuation (adjusted HR 1.02; 95% CI 1.01 to 1.03). These associations were not modified by timing of first statin prescription, prior AMI status, sex and age (p values for interactions >0.17). Conclusions These population-based data indicate that RA patients who discontinue statins have increased risk of AMI. Findings emphasise the need to raise awareness, among health professionals and people with RA, of the importance of compliance with statin therapy in RA.
WEMAREC: Accurate and Scalable Recommendation through Weighted and Ensemble Matrix Approximation

Matrix approximation is one of the most effective methods for collaborative filtering-based recommender systems. However, the high computation complexity of matrix factorization on large datasets limits its scalability. Prior solutions have adopted co-clustering methods to partition a large matrix into a set of smaller submatrices, which can then be processed in parallel to improve scalability. The drawback is that the recommendation accuracy is lower as the submatrices only contain subsets of the user-item rating information. This paper presents WEMAREC, a weighted and ensemble matrix approximation method for accurate and scalable recommendation. It builds upon the intuition that (sub)matrices containing more frequent samples of certain user/item/rating tend to make more reliable rating predictions for these specific user/item/rating. WEMAREC consists of two important components: (1) a weighting strategy that is computed based on the rating distribution in each submatrix and applied to approximate a single matrix containing those submatrices; and (2) an ensemble strategy that leverages user-specific and item-specific rating distributions to combine the approximation matrices of multiple sets of co-clustering results. Evaluations using real-world datasets demonstrate that WEMAREC outperforms state-of-the-art matrix approximation methods in recommendation accuracy (0.5? 11.9% on the MovieLens dataset and 2.2--13.1% on the Netflix dataset) with 3--10X improvement on scalability.
An Improved Background Subtraction Algorithm and Concurrent Implementations

This paper proposes a concurrent implementation of a background subtraction algorithm suitable for monochromatic video sequences. In the training period, a set of frames is used to determine an estimate of the scene background, as well as background noise. In the test period, each new frame of the video sequence is compared to the background model, and foreground objects are obtained taking into account the background noise estimate. Shadows and highlights are also detected and removed. Concurrent programming tools and techniques, such as multithreading, are used to implement a concurrent solution for this problem, and combined with other optimization tools (such as destination word accumulation for morphological operators and the use of lookup tables for shadow detection/removal) to achieve the highest frame rate possible. Experimental results comprise a comparison of the performance including progressively each optimization tool, and they show that the fully optimized algorithm is much faster than a naive sequential implementation. Also, experiments performed on two-way processor and on dual-core processor computers indicate that the proposed algorithm is suited for the recent multi-core technology.
The role of hydrophobic interactions in initiation and propagation of protein folding

Globular proteins fold by minimizing the nonpolar surface that is exposed to water, while simultaneously providing hydrogen-bonding interactions for buried backbone groups, usually in the form of secondary structures such as α-helices, β-sheets, and tight turns. A primary thermodynamic driving force for the formation of globular structure is thus the sequestration of nonpolar groups, but the correlation between the parts of proteins that are observed to fold first (termed folding initiation sites) and the “hydrophobicity” (as customarily defined) of the amino acids in these regions has been quite weak. It has previously been noted that many amino acid side chains contain considerable nonpolar sections, even if they also contain polar or charged groups. For example, a lysine side chain contains four methylenes, which may undergo hydrophobic interactions if the charged ε-NH3+ group is salt-bridged or hydrogen-bonded. Folding initiation sites might therefore contain not only accepted “hydrophobic” amino acids, but also larger charged side chains. Recent experiments on the folding of mutant apomyoglobins provides corroboration for models based on the hypothesis that folding initiation sites arise from hydrophobic interactions. A near-perfect correlation was observed between the areas of the molecule that are present in the burst-phase kinetic intermediate and both the free energy of formation of hydrophobic initiation sites and the parameter “average area buried upon folding,” which pinpoints large side chains, even those containing charged or polar portions. These results provide a putative mechanism for the control of protein-folding initiation and growth by polar/nonpolar sequence propensity alone.
An Absent Presence: Visitor Narratives of Journeys and Support for Prisoners During Imprisonment

The system of allocation of prisoners to prisons in Scotland results in the incarceration of prisoners at significant distance from their homes, creating an obstacle to the maintenance of family ties. Using unpublished statistical and primary research data collected with visitors of prisoners during 2014, this qualitative study reports an examination of peregrinations designed to provide prisoner support. More specifically, it converges upon perceptions of why, in the minds of visitors, these journeys are consequential for sustaining the welfare of their loved ones, and notes that prison authorities over‐represent visitation as a panacea for alleviating the pains of imprisonment.
GPU Accelerated Molecular Surface Computing

A method is presented for computing the SES (solvent excluded surface) of a protein molecule in interactive-time based on GPU (graphics processing unit) acceleration. First, the offset surface of the van der Waals spheres is sampled using an offset distance d that corresponds to the radius of the solvent probe. The SES is then constructed by extracting the surface at distance d from the sample points. For interactive-time computing, two space partitioning schemes are used, a voxel map and kd-tree, with data parallel schemes accelerated by GPU. In experiments using an average 1,848 atoms, a SES with a resolution of 1/2 7 ×1/2 7 × 1/2 7 of the original bounding box is obtained in 66.53ms on average.
Modelling Space-time Propagation of Climate Sensitive Variation in the Indus River Flow

The linear and nonlinear analyses of the impacts of local climatic parameters on Indus River flows as discussed in [1] and [2] gives provision to investigate the influential role of the regional climatic parameters. For this purpose this paper simulates the Indus River flow network using exponentially distributed river network (SRN) feed by employs synthetically generated local temperature and rainfall dependent runoffs. The local temperature and rainfall is generated using the stochastic, autoregressive and Poisson process methods respectively. To explore the influential role, the sensitivity analyses are performed by changing the local climatic parameter values. This demonstrates the existence of relation between the variability of temperature and rainfall on the river flow in the form of linear and nonlinear information and its propagation along the network. In the mean 10daily flow (TDF) propagation the dominant precipitation characteristic is linear. It is to be saying that the temperature variations make some way of only nonlinear behaviour in the TDF propagation. Accordingly, it explores the impact of local climatic parameters on the river flow and its propagation in the form of linear and nonlinear information.
Mission Profile-Based Reliability Design and Real-Time Life Consumption Estimation in Power Electronics

Power electronics are efficient for conversion and conditioning of the electrical energy through a wide range of applications. Proper life consumption estimation methods applied for power electronics that can operate in real time under in-service mission profile conditions will not only provide an effective assessment of the products life expectancy but they can also deliver reliability design information. This is important to aid in manufacturing and thus helps in reducing costs and maximizing through-life availability. In this paper, a mission profile-based approach for real-time life consumption estimation which can be used for reliability design of power electronics is presented. The paper presents the use of electrothermal models coupled with physics-of-failure analysis by means of real-time counting algorithm to provide accurate life consumption estimations for power modules operating under in-service conditions. These models, when driven by the actual mission profiles, can be utilized to provide advanced warning of failures and thus deliver information that can be useful to meet particular application requirements for reliability at the design stage. To implement this approach, an example of two case studies using mission profiles of a metro-system and wind-turbines applications is presented.
Longevity and Cultural Differences of International Joint Ventures: Toward Time-Based Cultural Management

This article explores the relationships among time, organizational, and national cultural distance in an international joint venture setting. More particularly, the extent to which the longevity of an international joint venture affects the intensity of its cultural differences, is investigated in a sample of 51 international joint ventures set up in Hungary. It addresses certain mechanisms available to an international joint venture's managers and to its partners to deal with cross-cultural issues. The results suggest that the temporal dimension is a cultural moderator of prime importance, but to be totally effective, it must be combined with a willful strategy of cultural integration.
Don't Call Us, We'll Call You: Characterizing Callbacks in Javascript

JavaScript is a popular language for developing web applications and is increasingly used for both client-side and server-side application logic. The JavaScript runtime is inherently event-driven and callbacks are a key language feature. Unfortunately, callbacks induce a non-linear control flow and can be deferred to execute asynchronously, declared anonymously, and may be nested to arbitrary levels. All of these features make callbacks difficult to understand and maintain. We perform an empirical study to characterize JavaScript callback usage across a representative corpus of 138 JavaScript programs, with over 5 million lines of JavaScript code. We find that on average, every 10th function definition takes a callback argument, and that over 43% of all callback-accepting function callsites are anonymous. Furthermore, the majority of callbacks are nested, more than half of all callbacks are asynchronous, and asynchronous callbacks, on average, appear more frequently in client-side code (72%) than server-side (55%). We also study three well-known solutions designed to help with the complexities associated with callbacks, including the error-first callback convention, Async.js library, and Promises. Our results inform the design of future JavaScript analysis and code comprehension tools.
Towards new indicators of disadvantage: deprivation and social exclusion

Studies of Australian poverty have concentrated on comparing people's incomes with poverty lines. By focusing on income alone, poverty research has failed to connect with the actual living standards experienced by those in poverty. This paper addresses the broader issues of poverty and is the final report from stage 2 of a major project assisted by a Linkages grant from the Australian Research Council, and led by Professor Peter Saunders from the Social Policy Research Centre of the University of New South Wales, with Janet Taylor (Brotherhood of St Laurence) and Peter Davidson (ACOSS) as partner investigators. Mission Australia and Anglicare NSW are other industry partners.
Crk-associated substrate (Cas) signaling protein functions with integrins to specify axon guidance during development

Members of the Cas family of Src homology 3 (SH3)-domain-containing cytosolic signaling proteins are crucial regulators of actin cytoskeletal dynamics in non-neuronal cells; however, their neuronal functions are poorly understood. Here, we identify a Drosophila Cas (DCas), find that Cas proteins are highly expressed in neurons and show that DCas is required for correct axon guidance during development. Functional analyses reveal that Cas specifies axon guidance by regulating the degree of fasciculation among axons. These guidance defects are similar to those observed in integrin mutants, and genetic analysis shows that integrins function together with Cas to facilitate axonal defasciculation. These results strongly support Cas proteins working together with integrins in vivo to direct axon guidance events.
Active control with force sensor and shoulder circumduction implemented on exoskeleton robot NTUH-II

Many neurological or orthopedic disorders may cause motor impairments of shoulder. Patients require intensive training in order to recover from those impairments. However, the intensive training will lead to growing demand for strenuous work. Robot-aided therapy is able to alleviate the therapist's laborious burden and to provide more information about patient's condition during the therapy. Generally, the requirement of active therapy arises during the later stage of recovery. To realize the active therapy, a useful active control of the robot and effective recovery assessment for the active robot-aided therapy are essential. In this paper, a new active control method and an active therapy protocol with assessment indexes are designed. In this pilot research, several experiments on healthy subjects are designed to verify the proposed method with its active control performance and the effectiveness of the assessment indexes.