Miracle-dz/UniFAR-FTUs huggingface dataset:
Essays on volatility risk premia in asset pricing

This thesis contains two essays. In the first essay, we investigate the impact of time varying volatility of consumption growth on the cross-section and time-series of equity returns. While many papers test consumption-based pricing models using the first moment of consumption growth, less is known about how the time-variation of consumption growth volatility affects asset prices. In a model with recursive preferences and unobservable conditional mean and volatility of consumption growth, the representative agent’s estimates of conditional moments of consumption growth affect excess returns. Empirically, we find that estimated consumption volatility is a priced source of risk, and exposure to it predicts future returns in the cross-section. Consumption volatility is also a strong predictor of aggregate quarterly excess returns in the time-series. The estimated negative price of risk together with the evidence on equity premium predictability suggest that the elasticity of intertemporal substitution of the representative agent is greater than unity, a finding that contributes to a long standing debate in the literature. In the second essay, I present a simple model to show that if agents face binding portfolio constraints, stocks with high volatility in states of low market returns demand a premium beyond the one implied by systematic risks. Assets whose volatility positively covaries with market volatility also have high expected returns. Both effects of this idiosyncratic volatility risk premium are strongest for assets that face more binding trading restrictions. Unlike the prior empirical literature that obtains mixed results when focusing on the level of idiosyncratic volatility, I investigate the dynamic behavior of idiosyncratic volatility and find strong support for my predictions. Comovement of innovations of idiosyncratic volatility with market returns negatively predicts returns for trading restricted stocks relative to unrestricted stocks, and comovement of idiosyncratic volatility with market volatility positively predicts returns for restricted assets.
Pheromone-Dependent G1 Cell Cycle Arrest Requires Far1 Phosphorylation, but May Not Involve Inhibition of Cdc28-Cln2 Kinase, In Vivo

ABSTRACT In yeast, the pheromone α-factor acts as an antiproliferative factor that induces G1 arrest and cellular differentiation. Previous data have indicated that Far1, a factor dedicated to pheromone-induced cell cycle arrest, is under positive and negative posttranslational regulation. Phosphorylation by the pheromone-stimulated mitogen-activated protein (MAP) kinase Fus3 has been thought to enhance the binding of Far1 to G1-specific cyclin-dependent kinase (Cdk) complexes, thereby inhibiting their catalytic activity. Cdk-dependent phosphorylation events were invoked to account for the high instability of Far1 outside early G1 phase. To confirm any functional role of Far1 phosphorylation, we undertook a systematic mutational analysis of potential MAP kinase and Cdk recognition motifs. Two putative phosphorylation sites that strongly affect Far1 behavior were identified. A change of serine 87 to alanine prevents the cell cycle-dependent degradation of Far1, causing enhanced sensitivity to pheromone. In contrast, threonine 306 seems to be an important recipient of an activating modification, as substitutions at this position abolish the G1 arrest function of Far1. Only the phosphorylated wild-type Far1 protein, not the T306-to-A substitution product, can be found in stable association with the Cdc28-Cln2 complex. Surprisingly, Far1-associated Cdc28-Cln2 complexes are at best moderately inhibited in immunoprecipitation kinase assays, suggesting unconventional inhibitory mechanisms of Far1.
Focal Adhesion Kinase Splice Variants Maintain Primitive Acute Myeloid Leukemia Cells Through Altered Wnt Signaling

Focal adhesion kinase (FAK) activity contributes to many advanced cancer phenotypes, but little is known about its role in human acute myeloid leukemia (AML). Here, we show that FAK splice variants are abnormally expressed in the primitive leukemic cells of poor prognosis AML patients. In the CD34+38−123+ long‐term culture‐initiating cell‐enriched leukemic cells of these patients, FAK upregulates expression of Frizzled‐4 and phosphorylates Pyk2 to enable the required association of Pyk2 with the Wnt5a/Frizzled‐4/LRP5 endocytosis complex and downstream activation of β‐catenin, thereby replacing the Wnt3a‐controlled canonical pathway used by normal hematopoietic stem cells. Transduction of primitive normal human hematopoietic cells with FAK splice variants induces a marked increase in their clonogenic activity and signaling via the Wnt5a‐controlled canonical pathway. Targeting FAK or β‐catenin efficiently eradicates primitive leukemic cells in vitro suggesting that FAK could be a useful therapeutic target for improved treatment of poor prognosis AML cases. STEM CELLS2012;30:1597–1610
A SNARE required for retrograde transport to the endoplasmic reticulum

SNAREs (soluble N-ethylmaleimide-sensitive factor attachment protein receptors) are central components of the machinery mediating membrane fusion in all eukaryotic cells. Sequence analysis of the yeast genome revealed a previously uncharacterized SNARE, SNARE-like tail-anchored protein 1 (Slt1). Slt1 is an essential protein localized in the endoplasmic reticulum (ER). It forms a SNARE complex with Sec22 and the ER syntaxin Ufe1. Down-regulation of Slt1 levels leads to improper secretion of proteins normally resident in the ER. We suggest that Slt1 is a component of the SNAREpin required for retrograde traffic to the ER. Based on the previously reported association with Ufe1 and Sec22, Sec20 likely contributes the fourth SNARE to the SNAREpin.
Effects of executive function impairment on change processes and substance use outcomes in 12-step treatment.

OBJECTIVE A strong clinical rationale exists to hypothesize that neuropsychological impairment interferes with treatment-initiated change, thereby leading to poor outcome. This study examined the relationship of executive function impairment, change process factors and substance use outcomes in a sample of substance users in intensive 12-step treatment. METHOD Participants were 118 individuals entering residential or intensive day treatment at two traditional treatment programs. Participants were assessed at entry into treatment, at discharge from treatment, and at 1 and 6 months following treatment. Participants were administered a battery of measures to assess executive function impairment, processes hypothesized to mediate change in 12-step treatment, negative prognostic indicators and substance use outcomes. RESULTS More than half the sample showed some form of executive function impairment. Executive function impairment did not directly predict worse substance use outcomes nor difficulty acquiring or maintaining change processes. However, impairment significantly moderated the relationship between change processes and outcome. Change processes were strongly related to outcome for unimpaired individuals but weakly related for impaired individuals. CONCLUSIONS Executive function impairment is not a significant predictor of poor treatment response in 12-step treatment. However, analyses suggest that impaired and unimpaired individuals traverse different pathways in achieving equivalent outcomes.
Iron, zinc, folate and vitamin B12 nutritional status and milk composition of low-income Brazilian mothers.

The purpose of this study was to assess the nutritional status of low-income Brazilian mothers, who were supplemented with iron and vitamin B12 during pregnancy, in terms of iron, zinc, folate and vitamin B12, in different stages of lactation and to determine the influence of the maternal nutritional status on milk composition. The effect of folate supplementation during pregnancy on folate status of the nursing mothers and milk composition was investigated. The effect of partial weaning on maternal status and milk composition was also studied. In general, the nutritional status of iron, zinc, folate and vitamin B12 of the mothers appears adequate. However, some of the mothers had indices of status lower than normal limits for non-pregnant women. These values, particularly after 30 d post-partum, indicate that these mothers might be at nutritional risk and that the nutrient supplementation received during pregnancy was insufficient to meet demands. There was an increase with the stage of lactation for haematocrit, serum vitamin B12, serum zinc, serum albumin, milk folate and saturation of its binding protein, but there was a decrease for milk protein, total and whey-bound iron and zinc, and lactoferrin. Mothers who took folate supplements during pregnancy had higher serum folate levels immediately after birth than those not taking the supplements but no differences were found at later stages of lactation. Milk composition was not affected. Partial weaning did not affect the maternal nutritional status or the milk composition except for iron which was higher in milk from mothers who were partially breastfeeding. (ABSTRACT TRUNCATED AT 250 WORDS)
Platelets kill bacteria by bridging innate and adaptive immunity via platelet factor 4 and FcγRIIA

Essentials Human platelets specifically interact with IgG opsonized bacteria through FcγRIIA. Platelet factor 4 (PF4) binds to polyanions (P) and undergoes a conformational change. Anti‐PF4/P IgG opsonizes PF4‐coated Gram‐positive and Gram‐negative bacteria. Platelets specifically kill E.coli opsonized with PF4 and human anti‐PF4/P IgG.
Revisiting Criteria for Description of MDE Artifacts

Large-scale collaboration in Model Driven Engineering (MDE) demands the use of one or more repositories such as GEMOC, ReMoDD and SEMAT, which share artifacts (e.g., models, meta-models, transformations, etc.) for global reuse scenarios. In order to benefit the MDE community from an important quality attribute (i.e., understandability of MDE artifacts), this work analyzed the information available in ReMoDD. We conducted a study of the representation of reusable assets conformance to the criteria found through the execution of a multivocal research protocol. We found that these assets are not in conformity with these criteria, thus hampering the establishment of future Software Ecosystems (SECOs) for MDE.
Three Aspects of Real-Time Multiprocessor Scheduling: Timeliness, Fault Tolerance, Mixed Criticality

The design of real-time systems faces two important challenges: incorporating more functions/services on existing hardware to make the system more attractive to the market, and deploying existing software on multiprocessors (e.g., multicore) to utilize more processing power. Adding more services on the same hardware needs efficient resource utilization. In addition, satisfying the real-time constraints, while at the same time efficiently utilizing the multiprocessor platform, is a challenging problem. This thesis deals with global multiprocessor scheduling for real-time systems, that is, the fixed-priority scheduling of sporadic tasks, where each task is allowed to run on any processor. More specifically, this thesis considers three aspects of the design and analysis of global scheduling algorithms: timeliness, fault tolerance, and mixed criticality. Timeliness is about meeting the deadlines of the tasks; fault tolerance is about producing the correct output within the deadline even in the presence of faults; and mixed criticality is about facilitating the certification of system when tasks having different criticality (or importance) are hosted on a common computing platform. With respect to the timeliness aspect, global multiprocessor scheduling is analyzed (by assuming no faults and the same criticality for all the tasks) in order to propose new fixed-priority assignment policies and efficient schedulability tests. The proposed schedulability tests are shown to not only dominate (from a theoretical point of view) but also significantly outperform (by using simulation experiments) the state-of-the-art schedulability tests for global fixed-priority scheduling. To allow for the combination of fault tolerance and timeliness, new scheduling algorithms that use time redundancy (i.e., execution of backup task) to tolerate multiple hardware and software faults are proposed. To account for the potential intrusive effect of time-redundant execution of backup tasks on the capability to meet task deadlines, new efficient schedulability tests for the proposed algorithms are derived. If a task set satisfies the schedulability tests, then all the task deadlines are met even when multiple faults (restricted by the assumed fault model) are to be tolerated using time redundancy. To allow mixed-criticality tasks to be hosted on the same multiprocessor platform, a new algorithm for fixed-priority scheduling is proposed. The purpose of the algorithm is to facilitate certification, while at the same time efficiently utilizing the processing platform. A schedulability test for the algorithm can determine whether the appropriate level of assurance, according to the requirement of some certification authority/standard for meeting the deadlines of the mixed-criticality tasks, is guaranteed or not.
Network-Coding-Based Signal Recovery for Efficient Scheduling in Wireless Networks

Interference is a serious problem in wireless communications. In a wireless network, the signal sent by a terminal will be received by all its neighboring nodes. If a neighbor (except the destinations) is receiving data from some other terminals at the same time, the signals will collide, and the useful signal will be destroyed, which may result in transmission failure. Previous solutions to this problem focused on the avoidance of signal collisions through careful medium access control (MAC) and/or scheduling. However, this needs some sophisticated protocols and may waste system resources such as bandwidth. In this paper, we shall put forward some practical schemes to recover the useful signal from the collided signals for different types of wireless channels; thus, the throughput and network efficiency can greatly be increased. The proposed schemes are based on the network coding technique and performed on the physical layer. One feature of our schemes is that neither strict synchronization nor power control is needed among the different terminals; thus, it is very fit for distributed networks. Simulation results will show that the bit error rate (BER) of the recovered signal by our developed schemes is almost the same as that of the signal with no collision, which proves their efficiency in eliminating the interference.
Breast cancer chemoprevention trials using the fine‐needle aspiration model

Selection of surrogate endpoint biomarkers (SEBs) and appropriate study design are two of the main challenges in evaluating potential chemopreventive agents. In a prospective random fine‐needle aspiration (FNA) study of women at high risk of development of breast cancer, we previously demonstrated that cytologic evidence of epithelial hyperplasia with or without atypia, as well as abnormalities of several cellular biomarkers (DNA ploidy; immunocytochemical expression of p53, EGFR, ER, and/or Her‐2/neu), were more prevalent in high‐risk women than in low‐risk controls. We also demonstrated that the subsequent development of breast cancer was best predicted by an initial presentation of hyperplasia with atypia, as well as by multiple biomarker abnormalities. These findings indicate that FNA cytology and biomarkers can be used to identify women who are appropriate subjects for chemoprevention trials, and can then be used as surrogate endpoint biomarkers to monitor efficacy of potential agents. An example of this use in an ongoing single‐agent phase II trial is provided. Several options for study design of possible multi‐agent breast cancer chemoprevention trials are discussed, depending upon the existing preclinical and clinical data, the questions being asked, and the number of eligible subjects available. J. Cell. Biochem. Suppl. 34:7–12, 2000. © 2000 Wiley‐Liss, Inc.
New Classes of Anticoagulation and Antiplatelet Agents: Preprocedure Management and Safety Guidelines for Imaging-Guided Intervention

Objective: New medications are available for prophylaxis of deep venous thrombosis, the treatment of venous thromboembolism, and also to reduce the risk of acute coronary syndrome and stroke. The purpose of this review is to provide the radiologist a practical and succinct summary of the new anticoagulation and antiplatelet medications and how to manage these medications in patients who are in need of a radiology intervention. Conclusion: This article provides recommendations for preprocedure management of new anticoagulants and antiplatelet agents in patients undergoing radiology intervention.
Investigation of longitudinal vascular changes in control and chemotherapy‐treated tumors to serve as therapeutic efficacy predictors

The impact of chemotherapy on longitudinal vascular changes taking place during the growth of an animal tumor, R3230 AC adenocarcinoma, was investigated. Two contrast agents of different molecular weights, gadolinium‐diethylene‐triamine‐pentaacetic acid (Gd‐DTPA; <1 kD) and gadomer‐17 (35 kD), were used in the dynamic imaging studies. Enhancement kinetics were analyzed by a pharmacokinetic model to derive parameters related to vascular volume and permeability on a pixel‐by‐pixel basis. Responders and non‐responders were separated according to tumor size 10 days after the therapy. Changes in the vascular volume measured by gadomer‐17 at 4 days after therapy revealed a clear distinction between the controls and the responders/non‐responders. Mean vascular volume decreased by 42% in responders but was not significantly changed in the controls. The one non‐responder had increased vascular volume after chemotherapy. Enhancement kinetics of gadomer‐17 detected the changes earlier and with greater sensitivity than Gd‐DTPA. In the control group, vascular permeability determined by gadomer‐17 correlated with the longitudinal growth rates of tumors, suggesting that vascular permeability assessed by gadomer‐17 could potentially serve as an indicator of aggressive tumor growth. J. Magn. Reson. Imaging 1999;9:128–137 © 1999 Wiley‐Liss, Inc.
Detection of cars in complex urban areas

Detection of cars in airborne images of typical urban areas has various applications in several domains, such as surveillance, military and remote sensing. It is a tremendously-challenging problem, mainly because of the significant inter-class similarity among various objects in urban environments. In this paper, a novel framework is introduced that adopts a sliding-window approach and it depicts, in a novel way, the local distribution of gradients, colours and texture. A linear support vector machine classifier is used to differentiate between descriptors that belong to cars and descriptors that belong to other objects in a hyperspace of 3838 dimensions. Descriptors are computed over a newly-proposed adaptive distribution of cells that enables the use of various rotation-variant image descriptors. The proposed framework has been evaluated on the Vaihin-gen dataset and results corroborate its superiority as it achieves a higher precision for a given recall than the state of the art.
Restoring motor control and sensory feedback in people with upper extremity amputations using arrays of 96 microelectrodes implanted in the median and ulnar nerves

Objective. An important goal of neuroprosthetic research is to establish bidirectional communication between the user and new prosthetic limbs that are capable of controlling >20 different movements. One strategy for achieving this goal is to interface the prosthetic limb directly with efferent and afferent fibres in the peripheral nervous system using an array of intrafascicular microelectrodes. This approach would provide access to a large number of independent neural pathways for controlling high degree-of-freedom prosthetic limbs, as well as evoking multiple-complex sensory percepts. Approach. Utah Slanted Electrode Arrays (USEAs, 96 recording/stimulating electrodes) were implanted for 30 days into the median (Subject 1-M, 31 years post-amputation) or ulnar (Subject 2-U, 1.5 years post-amputation) nerves of two amputees. Neural activity was recorded during intended movements of the subject’s phantom fingers and a linear Kalman filter was used to decode the neural data. Microelectrode stimulation of varying amplitudes and frequencies was delivered via single or multiple electrodes to investigate the number, size and quality of sensory percepts that could be evoked. Device performance over time was assessed by measuring: electrode impedances, signal-to-noise ratios (SNRs), stimulation thresholds, number and stability of evoked percepts. Main results. The subjects were able to proportionally, control individual fingers of a virtual robotic hand, with 13 different movements decoded offline (r = 0.48) and two movements decoded online. Electrical stimulation across one USEA evoked >80 sensory percepts. Varying the stimulation parameters modulated percept quality. Devices remained intrafascicularly implanted for the duration of the study with no significant changes in the SNRs or percept thresholds. Significance. This study demonstrated that an array of 96 microelectrodes can be implanted into the human peripheral nervous system for up to 1 month durations. Such an array could provide intuitive control of a virtual prosthetic hand with broad sensory feedback.
Diagnosis methods applied to driver's environment identification

Identifying the driver-vehicle-environment system can be compared to a diagnosis problem. To provide the diagnosis, some methods require an analytical or knowledge-based model of the system and others require only data-based model. Because no complete analytical or knowledge-based model of the system exist, methods of the second kind seem more appropriate. Among data-based methods, multiple correspondence analysis (MCA) has the needed features to reveal what are the most relevant variables that could better characterize the system. An example of MCA applied to characterize four driving situations is given. Prior to the analysis, recorded data is aggregated on 14 km. When this distance of aggregation is reduced at first no drastic changes appear in the quality of the identification. However, if the distance of aggregation is taken too short, the identification becomes deteriorated.
Partial monosomy of 11q22.2q22.3 including the SDHD gene in individuals with developmental delay

Deletions in the middle portion of 11q are not as well described in the literature as terminal 11q deletions that result in Jacobsen syndrome. One confounding factor in the older literature is that the G‐banding pattern of 11q13q21 is very similar to 11q21q23. The advent of fluorescence in situ hybridization and later microarray technologies have allowed for a better resolution of many of these deletions, but genotype‐phenotype correlations are still difficult since these deletions are rare events. We present five individuals who presented with developmental delays with de novo 11q22.2q23. 3 deletions. Deletions were observed by standard G‐banded chromosome analysis with clarification of breakpoints and gene content by SNP microarray analysis. Of note, all individuals had identical distal breakpoints. All deletions include SDHD, which is implicated in hereditary paraganglioma/pheochromocytoma, for which the patients will need to be monitored in adulthood. In spite of the large deletions of 8.6 Mb (Patients 1 and 3), 13.98 Mb (Patient 2), and 12.6 Mb (Patients 4 and 5) all patients show somewhat mild intellectual disability and dysmorphism. © 2015 Wiley Periodicals, Inc.