Miracle-dz/UniFAR-FTUs huggingface dataset:
Learning about Volatility : The Local Scale Model with Homoskedastic Innovations , with Application to Stock Returns

The Local Scale Model (LSM) of Shephard (1994) is a state-space model of volatility clustering similar in effect to IGARCH, but with an unobserved volatility that realistically evolves independently of the observed errors, instead of being mechanically determined by them. It has one fewer parameter to estimate than IGARCH, and a closed form likelihood, despite the unobservability of the volatility. Although the errors are assumed to be Gaussian conditional on the unobserved stochastic variance, they are Student t when conditioned on experience, with degrees of freedom that grow to a finite bound. The present paper improves on the Shephard (1994) model by assigning equal variance to the innovations to the volatility. The implied volatility gain at first declines sharply as in the Local Level Model, rather than being constant throughout as in traditional IGARCH. The improved model is fit to monthly stock returns by Maximum Likelihood. The parameter estimates imply 7.76 steady-state degrees of freedom. A short-lived “Great Moderation” is evident during the mid-1990’s, but expires by 1998. Otherwise the period since 1970 was generally more volatile than the 1950s and 60s, though less so than the 1930s and 40s. The LSM volatility responds more nimbly to the data than does an IGARCH model. Although the Student t densities generated by the Gaussian-based LSM account for much of the conditional leptokurtosis in the data, further refinements will be required to adequately model the pronounced negative skewness and/or residual leptokurtosis in stock returns.
Concurrent Infections with Vector-Borne Pathogens Associated with Fatal Hemolytic Anemia in a Cattle Herd in Switzerland

ABSTRACT Bovine anaplasmosis is a vector-borne disease that results in substantial economic losses in other parts of the world but so far not in northern Europe. In August 2002, a fatal disease outbreak was reported in a large dairy herd in the Swiss canton of Grisons. Diseased animals experienced fever, anorexia, agalactia, and depression. Anemia, ectoparasite infestation, and, occasionally, hemoglobinuria were observed. To determine the roles of vector-borne pathogens and to characterize the disease, blood samples were collected from all 286 animals: 50% of the cows were anemic. Upon microscopic examination of red blood cells, Anaplasma marginale inclusion bodies were found in 47% of the cows. The infection was confirmed serologically and by molecular methods. Interestingly, we also found evidence of infections with Anaplasma phagocytophilum, large Babesia and Theileria spp. , and Mycoplasma wenyonii. The last two species had not previously been described in Switzerland. Anemia was significantly associated with the presence of the infectious agents detected, with the exception of A. phagocytophilum. Remarkably, concurrent infections with up to five infectious vector-borne agents were detected in 90% of the ill animals tested by PCR. We concluded that A. marginale was the major cause of the hemolytic anemia, while coinfections with other agents exacerbated the disease. This was the first severe disease outbreak associated with concurrent infections with vector-borne pathogens in alpine Switzerland; it was presumably curtailed by culling of the entire herd. It remains to be seen whether similar disease outbreaks will have to be anticipated in northern Europe in the future.
A Single-Base-Station Localization Approach Using a Statistical Model of the NLOS Propagation Conditions in Urban Terrain

Implementation of the Federal Communications Commission's (FCC) E-911 Phase-2 requirements and commercial location-based services in urban environments requires mobile station (MS) localization capabilities in non-line-of-sight (NLOS) propagation conditions. This work addresses the problem of MS localization in urban environments characterized by the NLOS propagation conditions and limited Global Positioning System (GPS) services. We propose a single-base-station-based localization approach that uses a statistical model of urban propagation conditions in the framework of target classification. The proposed localization approach involves no data collection during the training process, requires no modifications of the MS hardware, is not location specific, and requires no identification and mitigation of the NLOS conditions. The performance of the proposed localization approach was evaluated using collected and ray-traced measurements.
Chemokine-Like Receptor 1 mRNA Weakly Correlates with Non-Alcoholic Steatohepatitis Score in Male but Not Female Individuals

The chemokine-like receptor 1 (CMKLR1) ligands resolvin E1 and chemerin are known to modulate inflammatory response. The progression of non-alcoholic fatty liver disease (NAFLD) to non-alcoholic steatohepatitis (NASH) is associated with inflammation. Here it was analyzed whether hepatic CMKLR1 expression is related to histological features of NASH. Therefore, CMKLR1 mRNA was quantified in liver tissue of 33 patients without NAFLD, 47 patients with borderline NASH and 38 patients with NASH. Hepatic CMKLR1 mRNA was not associated with gender and body mass index (BMI) in the controls and the whole study group. CMKLR1 expression was similar in controls and in patients with borderline NASH and NASH. In male patients weak positive correlations with inflammation, fibrosis and NASH score were identified. In females CMKLR1 was not associated with features of NAFLD. Liver CMKLR1 mRNA tended to be higher in type 2 diabetes patients of both genders and in hypercholesterolemic women. In summary, this study shows that hepatic CMKLR1 mRNA is weakly associated with features of NASH in male patients only.
Faster Deterministic Fully-Dynamic Graph Connectivity

We give new deterministic bounds for fully-dynamic graph connectivity. Our data structure supports updates (edge insertions/deletions) in O(log2 n/log log n) amortized time and connectivity queries in O(log n/log log n) worst-case time, where n is the number of vertices of the graph. This improves the deterministic data structures of Holm, de Lichtenberg, and Thorup (STOC 1998, J. ACM 2001) and Thorup (STOC 2000) which both have O(log2 n) amortized update time and O(log n/log log n) worst-case query time. Our model of computation is the same as that of Thorup, i.e., a pointer machine with standard AC0 instructions.
Learning Syntactic Categories Using Paradigmatic Representations of Word Context

We investigate paradigmatic representations of word context in the domain of unsupervised syntactic category acquisition. Paradigmatic representations of word context are based on potential substitutes of a word in contrast to syntagmatic representations based on properties of neighboring words. We compare a bigram based baseline model with several paradigmatic models and demonstrate significant gains in accuracy. Our best model based on Euclidean co-occurrence embedding combines the paradigmatic context representation with morphological and orthographic features and achieves 80% many-to-one accuracy on a 45-tag 1M word corpus.
Capital Immobility and the Reach for Yield

In this paper, I build a model where financial intermediation slows the flow of capital. Investors optimally learn from intermediary performance to allocate capital toward profitable intermediaries. Intermediaries reach for yield, i.e invest in high tail risk assets, in an attempt to drive flows and reduce liquidation risk. Reaching for yield is stronger among intermediaries with weak opportunities, resulting in a reduction in the informativeness of performance; investors take longer to learn and capital flows become less responsive to performance. Capital becomes slow moving because the reach for yield dampens learning. The model predicts capital immobility to be stronger when tail risk is high; when tail risk is underpriced; and in asset classes with large cross-sectional variation in tail risk exposures.
Mining Sequential Access Pattern with Low Support From Large Pre-Processed Web Logs

Problem statement: To find frequently occurring Sequential patterns from web log file on the basis of minimum support provided. We introduced an efficient strategy for discovering Web usage mining is the application of sequential pattern mining techniques to discover usage patterns from Web data, in order to understand and better serve the needs of Web-based applications. Approach: The approaches adopt a divide-and conquer pattern-growth principle. Our proposed method combined tree projection and prefix growth features from pattern-growth category with position coded feature from early-pruning category, all of these features are key characteristics of their respective categories, so we consider our proposed method as a pattern growth, early-pruning hybrid algorithm. Results: Our proposed Hybrid algorithm eliminated the need to store numerous intermediate WAP trees during mining. Since only the original tree was stored, it drastically cuts off huge memory access costs, which may include disk I/O cost in a virtual memory environment, especially when mining very long sequences with millions of records. Conclusion: An attempt had been made to our approach for improving efficiency. Our proposed method totally eliminates reconstructions of intermediate WAP-trees during mining and considerably reduces execution time.
New Steganographic scheme based of Reed- Solomon codes

Modern steganography [1] is a new science that makes a secret communication. Using the technique of Matrix Embedding in steganography schemes tends to reduce distortion during insertion. Recently, Fontaine and Galand [2] showed that the Reed-Solomon codes can be good tools for the design of a Steganographic scheme. In this paper, we present an implementation of the technique Matrix Embedding using the Reed-Solomon codes. The advantage of these codes is that they allow easy way to solve the problem of bounded syndrome decoding, a problem which is the basis of the technique of embedding matrix .
Ponatinib enhances anticancer drug sensitivity in MRP7-overexpressing cells

The presence of acquired multidrug resistance (MDR) is one of the primary impediments to the success of chemotherapy. MDR is often a result of overexpression of ATP-binding cassette (ABC) transporters, which are involved in the extrusion of therapeutic drugs. Recently, it was shown that several ABC transporters could be modulated by specific tyrosine-kinase inhibitors (TKIs). Ponatinib, a multi-targeted TKI, inhibits the activity of BCR-ABL with very high potency and broad specificity, including the T315I mutation which confers resistance to other TKIs. It was reported that ponatinib was capable of reversing breast cancer resistance protein (BCRP)- and P-glycoprotein (P-gp)-mediated MDR. In the present study, we report for the first time that ponatinib also potentiates the cytotoxicity of widely used therapeutic substrates of MRP7, such as paclitaxel, docetaxel, vincristine and vinblastine. Ponatinib significantly enhances the accumulation of [3H]-paclitaxel in cells expressing MRP7. Furthermore, accumulation of [3H]-paclitaxel was achieved by inhibition of MRP7-mediated transport. Ponatinb limited drug export via MRP7 by multiple mechanisms. In addition to inhibition of pump function, ponatinib also downregulated MRP7 protein expression in a time- and concentration-dependent manner. Thus, ponatinib may represent a potential reversal agent for the treatment of MDR and may be useful for combination therapy in MDR cancer patients in clinical practice.
Integrated Injury Prevention Program Improves Balance and Vertical Jump Height in Children

DiStefano, LJ, Padua, DA, Blackburn, JT, Garrett, WE, Guskiewicz, KM, and Marshall, SW. Integrated injury prevention program improves balance and vertical jump height in children. J Strength Cond Res 24(2): 332-342, 2010-Implementing an injury prevention program to athletes under age 12 years may reduce injury rates. There is limited knowledge regarding whether these young athletes will be able to modify balance and performance measures after completing a traditional program that has been effective with older athletes or whether they require a specialized program for their age. The purpose of this study was to compare the effects of a pediatric program, which was designed specifically for young athletes, and a traditional program with no program in the ability to change balance and performance measures in youth athletes. We used a cluster-randomized controlled trial to evaluate the effects of the programs before and after a 9-week intervention period. Sixty-five youth soccer athletes (males: n = 37 mass = 34.16 ± 5.36 kg, height = 143.07 ± 6.27 cm, age = 10 ± 1 yr; females: n = 28 mass = 33.82 ± 5.37 kg, height = 141.02 ± 6.59 cm) volunteered to participate and attended 2 testing sessions in a research laboratory. Teams were cluster-randomized to either a pediatric or traditional injury prevention program or a control group. Change scores for anterior-posterior and medial-lateral time-to-stabilization measures and maximum vertical jump height and power were calculated from pretest and post-test sessions. Contrary with our original hypotheses, the traditional program resulted in positive changes, whereas the pediatric program did not result in any improvements. Anterior-posterior time-to-stabilization decreased after the traditional program (mean change ± SD = −0.92 ± 0.49 s) compared with the control group (−0.49 ± 0.59 s) (p = 0.003). The traditional program also increased vertical jump height (1.70 ± 2.80 cm) compared with the control group (0.20 ± 0.20 cm) (p = 0.04). There were no significant differences between control and pediatric programs. Youth athletes can improve balance ability and vertical jump height after completing an injury prevention program. Training specificity appears to affect improvements and should be considered with future program design.
Energy-Efficient Chance-Constrained Resource Allocation for Multicast Cognitive OFDM Network

In this paper, an energy-efficient resource allocation problem is modeled as a chance-constrained programming for multicast cognitive orthogonal frequency division multiplexing (OFDM) network. The resource allocation is subject to constraints in service quality requirements, total power, and probabilistic interference constraint. The statistic channel state information (CSI) between cognitive-based station (CBS) and primary user (PU) is adopted to compute the interference power at the receiver of PU, and we develop an energy-efficient chance-constrained subcarrier and power allocation algorithm. Support vector machine (SVM) is employed to compute the probabilistic interference constraint. Then, the chance-constrained resource allocation problem is transformed into a deterministic resource allocation problem, and Zoutendijk's method of feasible direction is utilized to solve it. Simulation results demonstrate that the proposed algorithm not only achieves a tradeoff between energy efficiency and satisfaction index, but also guarantees the probabilistic interference constraint very well.
Usefulness of prebiopsy multifunctional and morphologic MRI combined with free-to-total prostate-specific antigen ratio in the detection of prostate cancer.

OBJECTIVE The purpose of the study was to assess the predictive value for prostate cancer of MRI using morphologic (T2-weighted imaging [T2WI]) and functional (MR spectroscopy [MRS], diffusion-weighted imaging [DWI], and dynamic contrast-enhanced [DCE] MRI) sequences and the free-to-total prostate-specific antigen (PSA) ratio, alone and combined. MATERIALS AND METHODS This retrospective study included 70 patients (PSA level, > 4 ng/mL; free-to-total PSA ratio, < 20%) who underwent endorectal 1.5-T MRI before biopsy. We graded the likelihood of cancer on a 5-point scale. Imaging data were compared with histologic results on biopsy or prostatectomy. Accuracies were estimated from the area under receiver operating characteristic using the hemiprostate as the unit of analysis. A p value less than 0.05 denoted statistical significance. RESULTS The model combining all variables was more accurate than each variable alone (95.2% vs 73.5% for T2WI, 76.0% for MRS, 81.8% for DWI, 75.6% for DCE-MRI, and 78.8% for free-to-total PSA ratio). The complete model had accuracy similar to that of combining two imaging variables with free-to-total PSA ratio, especially free-to-total PSA ratio, T2WI, and DWI (94.0%); and free-to-total PSA ratio, DWI, and MRS (93.8%); with negative predictive values of 91.0% and 89.5%, respectively. The best models combining two imaging variables (MRS and DWI, 85.8%; T2WI and DWI, 84.8%) had accuracy that was similar to that of the combination of all imaging variables (87.3%) and higher than that of the best individual imaging variable (DWI, 81.8%), but lower than that of the complete model. CONCLUSION The combination of at least one functional technique with free-to-total PSA ratio is more accurate than combining only imaging variables in cancer detection. The use of more than two imaging variables does not increase the detection rate. Functional MRI has the potential to help avoid a large number of negative biopsies.
Chronic inflammation that facilitates tumor progression creates local immune suppression by inducing indoleamine 2,3 dioxygenase

Topical application of phorbol myristate acetate (PMA) elicits intense local inflammation that facilitates outgrowth of premalignant lesions in skin after carcinogen exposure. The inflammatory response to PMA treatment activates immune stimulatory mechanisms. However, we show here that PMA exposure also induces plasmacytoid dendritic cells (pDCs) in local draining lymph nodes (dLNs) to express indoleamine 2,3 dioxygenase (IDO), which confers T cell suppressor activity on pDCs. The induced IDO-mediated inhibitory activity in this subset of pDCs was potent, dominantly suppressing the T cell stimulatory activity of other DCs that comprise the major fraction of dLN DCs. IDO induction in pDCs depended on inflammatory signaling by means of IFN type I and II receptors, the TLR/IL-1 signaling adaptor MyD88, and on cellular stress responses to amino acid withdrawal by means of the integrated stress response kinase GCN2. Consistent with the hypothesis that T cell suppressive, IDO+ pDCs elicited by PMA exposure create local immune privilege that favors tumor development, IDO-deficient mice exhibited a robust tumor-resistant phenotype in the standard DMBA/PMA 2-stage carcinogenesis model of skin papilloma formation. Thus, IDO is a key immunosuppressive factor that facilitates tumor progression in this setting of chronic inflammation driven by repeated topical PMA exposure.
Sensory capacity of the royal college of surgeons rat.

PURPOSE To apply noninvasive tests for examining visual and other sensory functions of pigmented Royal College of Surgeons (RCS) rats compared with pigmented and albino control animals. METHODS Rats aged 3 and 7 months were tested with a general neurologic examination that assessed visual, auditory, tactile, and whisker displacement responses. Photophobic responses and visual discrimination were also measured. RESULTS Dystrophic RCS rats failed the visual presentation tests, even at 3 months of age, and showed diminished performance on tactile tests. Auditory and whisker displacement performances were normal. Albino rats also showed diminished performance on the visual test, particularly to stimuli presented in the upper visual field. Photophobic responses were diminished in the dystrophic RCS rats compared with the pigmented control animals. Albino animals showed heightened photophobia. The dystrophic rats failed to reach criterion levels of performance on the visual discrimination test even with gratings of 0.045 cyc/deg. CONCLUSIONS The tests used discriminate deteriorated complex visual functions in RCS rats at ages when some simple reflexes can still be demonstrated. As such, they provide easily executed tests for screening for the effects of reparative treatments such as transplantation, administration of growth factors, and gene transfer technology. The integrity of whisker and auditory function are important when using tests requiring polysensory inputs. The somatosensory defect is surprising but may be useful in searching for the gene locus of the retinal disorder. The aberrations seen in the albino rats may be attributable to the effects of light damage and unfiltered light.
Phytochelatin Synthesis Is Essential for the Detoxification of Excess Zinc and Contributes Significantly to the Accumulation of Zinc1[W][OA]

The synthesis of phytochelatins (PCs) is essential for the detoxification of nonessential metals and metalloids such as cadmium and arsenic in plants and a variety of other organisms. To our knowledge, no direct evidence for a role of PCs in essential metal homeostasis has been reported to date. Prompted by observations in Schizosaccharomyces pombe and Saccharomyces cerevisiae indicating a contribution of PC synthase expression to Zn2+ sequestration, we investigated a known PC-deficient Arabidopsis (Arabidopsis thaliana) mutant, cad1-3, and a newly isolated second strong allele, cad1-6, with respect to zinc (Zn) homeostasis. We found that in a medium with low cation content PC-deficient mutants show pronounced Zn2+ hypersensitivity. This phenotype is of comparable strength to the well-documented Cd2+ hypersensitivity of cad1 mutants. PC deficiency also results in significant reduction in root Zn accumulation. To be able to sensitively measure PC accumulation, we established an assay using capillary liquid chromatography coupled to electrospray ionization quadrupole time-of-flight mass spectrometry of derivatized extracts. Plants grown under control conditions consistently showed PC2 accumulation. Analysis of plants treated with same-effect concentrations revealed that Zn2+-elicited PC2 accumulation in roots reached about 30% of the level of Cd2+-elicited PC2 accumulation. We conclude from these data that PC formation is essential for Zn2+ tolerance and provides driving force for the accumulation of Zn. This function might also help explain the mysterious occurrence of PC synthase genes throughout the plant kingdom and in a wide range of other organisms.
A rapid incremental motion planner for flexible formation control of fixed-wing UAVs

Motion planning for a formation of nonholonomic fixed-wing UAVs in environments with obstacles is a challenge especially when the operating envelope of the platform's is considered in the planning problem. This paper presents a rapid formation motion planning algorithm to determine a formation leader trajectory between a start pose and a final pose in the presence of stationary obstacles (static no-fly-zones) based on concatenated Dubins curves. The planner encodes formation configuration (shape) and UAV operating envelope in the planning problem to ensure that the computed formation leader trajectory is flyable by the formation. The effectiveness of the planner was evaluated in simulation using our recently proposed flexible formation keeping control scheme based on six degree-of-freedom (6DOF) fixed-wing UAVs models [1].