Miracle-dz/UniFAR-FTUs huggingface dataset:
Option Pricing and Estimation of Financial Models with R

Presents inference and simulation of stochastic process in the field of model calibration for financial times series modelled by continuous time processes and numerical option pricing. Introduces the bases of probability theory and goes on to explain how to model financial times series with continuous models, how to calibrate them from discrete data and further covers option pricing with one or more underlying assets based on these models.Analysis and implementation of models goes beyond the standard Black and Scholes framework and includes Markov switching models, Lvy models and other models with jumps (e.g. the telegraph process); Topics other than option pricing include: volatility and covariation estimation, change point analysis, asymptotic expansion and classification of financial time series from a statistical viewpoint.The book features problems with solutions and examples. All the examples and R code are available as an additional R package, therefore all the examples can be reproduced.
Identification of Aspergillus fumigatus by PCR

: The specifity of gene encoding the ribotoxin protein in Aspergillus fumigatus was determined by PCR amplification of a portion of the gene. All A. fumigatus strains studied showed the presence of amplifiable ribotoxin product, while none of the other fungal species, with the exception of Aspergillus restrictus, showed this amplification product. Hence, this method may be used for rapid and specific identification of A. fumigatus.
Work Capacity and Longer Working Lives in Belgium

We explore the link between health indicators and employment rates of the population aged 55 or more. Our focus lies on work capacity as a key determinant of employment. Using cohort mortality information as a proxy for overall health outcomes, we establish a substantial untapped work capacity in the population 55+. Even stronger results are obtained when relying on individual-level objective and subjective health and socioeconomic parameters as predictors.
Multifocal lenses in coral reef fishes

SUMMARY The optical properties of crystalline lenses were studied in eleven species of coral reef fish from the Red Sea in Eilat, Israel. Three species each of diurnal planktivores, nocturnal planktivores and diurnal herbivores constituted three groups of animals with little within-group variability. In addition we studied two predators, which differed with respect to body size, prey preference, hunting method and diel activity period. All species studied have multifocal lenses. There were statistically significant differences in the optical properties of the lenses between the first three groups and between the predatory species. The properties of the lenses correlate well with known complements of visual pigments and feeding habits. Lenticular zones focusing ultraviolet light were found in two diurnal planktivores. The optical properties of the lens seem to be specifically adapted to the visual needs of each species.
Algebraic Cycles

This article is based on a talk given by V. Srinivas at the MRI, Allahabad. We give an account of the theory of algebraic cycles where the stress is not on the spate of conjectures (Hodge, Tate, Grothendieck, Bloch-Beilinson, etc.) that define the picture of this theory today, but rather on the key examples that refined and delineated this picture. Some of the deepest aspects of the theory of algebraic cycles are related to number theory. However, because of our lack of expertise on this topic, and to limit the scope of the discussion, we concentrate on the geometric aspects of the theory. The model case of the theory of divisors on an algebraic curve (or compact Riemann surface) is dealt with in Section 1. The attempt to generalise this theory in higher dimensions is what led to much of the later work. In Section 2 we introduce the Chow ring with its relation to Grothendieck’s K-theory via the Grothendieck Riemann-Roch theorem. The theory of divisors on smooth projective varieties is the next best understood case and we describe its features in Section 3. A much studied case is that of zero-cycles which we discuss in Section 4. Various alternate equivalences were introduced on the group of algebraic cycles; we study these in Section 5. We carry on in this section with a survey of the examples that build up our picture of the relation between these equivalences. In Section 6 we see the results of the attempt to relate the Chow group to points on an Abelian variety. As mentioned above we do not survey the conjectures in the theory of algebraic cycles. We discuss some of these briefly in Section 7. More detailed accounts of these can be found in [12] and an excellent survey by U. Jannsen [20]. General references for the theory of algebraic cycles are the survey article [19], describing the status of the subject in the early 70’s, and the book [4] giving subsequent developments and newer viewpoints. The material in Section 1 can be found in most books on curves, for example [17]. The
Synergy Between Direct Coronary Stenting Technique and Use of the Novel Thin Strut Cobalt Chromium Skylor™ Stent: the Mace in Follow Up Patients Treated with Skylor Stent [MILES Study]

BACKGROUND: Despite significant improvements in stent platform, currently available bare-metal stents (BMS) are still associated with restenosis. Thin-strut design cobalt-chromium alloys hold the promise of improving results of BMS, especially when implanted with direct technique. We performed an observational study to appraise outcomes of the novel Skylor™ stent, stratifying outcomes according to stenting technique. METHODS and RESULTS: We included all consecutive patients undergoing coronary stenting with Skylor™ at 2 centers between 2006 and 2009. The primary end-point was the long-term rate of major adverse cardiac events (MACE, i.e. death, myocardial infarction (MI), coronary artery bypass grafting (CABG) or target vessel revascularization (TVR)). As pre-specified analysis, we compared patients undergoing direct stenting versus those stent implantation following pre-dilation. A total of 1020 patients were included (1292 Skylor™ stents), with procedural success obtained in 99%. Comparing patients undergoing direct stenting (66%) versus pre-dilation (34%) at 16±7 months of follow-up, MACE had occurred in, respectively, 8% versus 14% (p=0.001), with death in 1% versus 2% (p=0.380), MI in 1% versus 2% (p=0.032), CABG in 0.2% versus 2% (p=0.012), and TVR in 6% versus 9% [p=0.071]. Even at multivariable analysis with propensity adjustment, direct stenting was associated with significantly fewer MACE [hazard ratio 0.60 [0.38-0.93], p=0.024]. CONCLUSIONS: This observational study suggests the presence of a beneficial synergy between direct coronary stenting technique and use of the novel thin-strut cobalt-chromium Skylor™ stent in real-world patients undergoing PCI.
A MDCT-based click noise reduction method for MPEG-4 AAC codec

A MDCT-based click noise reduction approach used for MPEG-4 AAC codec is proposed in this paper. This noise reduction technique can be embedded in MPEG-4 AAC codec as a function module of audio restoration. The proposed method contains two parts: click noise detection and click noise removal. The click noise detection is further divided in two steps. Firstly, the window type for MDCT is decided by perceptual entropy (PE). Secondly, the spectral entropy (SE) of clean audio signal and noisy signal can be calculated and the position of clicks noise can be determined using minimum error Bayesian decision. A MAD-based soft-thresholding criterion is adopted for click noise removal. In addition, the spectral smoothing is employed in the adjacent frames. The test results indicate that the proposed algorithm can improve the audio quality and provide a comparable performance with conventional click noise method.
Lagrangian Multiplier Based Joint Three-Layer Rate Control for H.264/AVC

Lagrangian multiplier (LM) based mode decision is one of the most important technologies in standard H.264/AVC encoder. Based on LM theory, this paper presents a joint three-layer (JTL) model for H.264/AVC rate control. At macroblock (MB) level, we dynamically revise LM for each of MBs by its estimated complexities, which is able to select a better coding mode than the current scheme with the constant LM adopted in H.264/AVC. At frame level, a more flexible and effective quantization parameter (QP) adjustment scheme is designed for I-frame to avoid buffer overflow or underflow. In addition, we also present a new target bits allocation scheme in group of picture (GOP) level. Experimental results show that our JTL model can not only significantly improve the video quality with the average PSNR gain up to 0.97 dB, but also provide a more stable buffer occupancy with respect to other existing rate control methods.
Consumer knowledge, empowerment & the internet : critical research into the provision and use of eCommerce

From a Critical Social Theory (CST) perspective this research critiques assumptions that the internet brings about consumer empowerment through increased product information, and opportunities to communicate and share knowledge with companies and other consumers. It demonstrates that this assumption derives from the technologically determinist school of Information Systems (IS) thinking which is grounded in the myth that technology per se brings huge benefits, including wealth and empowerment. Illustrating that information systems development traditionally lacks a sense of "audience" failing to provide what the users want, it suggests that this phenomenon merits more sophisticated consideration of not only the technology, but also of eCommerce providers and users. The research demonstrates that complex phenomena such as that under study here require a multi-method approach to explore the range of voices or relevant perspectives of the stakeholders. A lens for reviewing the power relations governing the construction and use of consumer knowledge is developed and applied. The knowledge construction lens is used to review the synthesized findings from the multi-method assessment to reveal how congruence is connected to extant power relations, and positions those findings in the context of information provider / user relationships. Drawing on both theories of hermeneutics and semiotics the phenomenon is initially explored from the perspective of both companies and customers through questionnaires and reviews of commercial websites. This phase of the research sets the scene for a series of twenty-two in depth interviews with individual consumers to explore their experiences of using the internet in commercial activity. The research concludes that vast incongruity in the needs and values of customers and companies exists. Consumer empowerment remains a myth. Ingrained company / customer power relations distort communication and prevent 'true' empowerment. In the shadow of company power, customer inertia and feelings of powerlessness remain strong. Ultimately this serves companies well as increased buyer power continues to be regarded as a threat to competitive advantage.
Geo-based search engine

A search engine is a program that searches documents using specific keywords on the World Wide Web and return a list of websites where the keywords are found. It has become a major tool for reaching a growing number of social, political, economic, educational, agricultural and cultural domains represented on the Web. Majority of the search engines return various results in which most of them are unnecessary and unrelated to the geographic location of the web user/surfer. This research project aims to create a search engine that prioritizes and gives emphasis on the geographic location of the end user. Geo-based search engine makes use of the allocated IP addresses to each country, the Country Code Top Level Domain (ccTLD) such as . ph for the Philippines, and the registered place of domain names as the basis of gathering documents and datasets during the web crawling activity.
ANALYSIS OF HSV COLOR SPACE FOR IMAGE RETRIEVAL

We have analyzed the properties of the HSV (Hue, Saturation and Value) color space With emphasis on the visual perception of the variation in Hue, Saturation and Intensity values of an image pixel. We extract pixel features by either choosing the Hue or the Intensity as the dominant property based on the Saturation value of a pixel. The feature extraction method has been applied for both image segmentation as well as histogram generation applications – two distinct approaches to content based image retrieval (CBIR).
Identification of a Functional Antioxidant Response Element within the Eighth Intron of the Human ABCC3 Gene

The ATP-binding cassette (ABC) family of transporters, including ABCC3, is a large family of efflux pumps that plays a pivotal role in the elimination of xenobiotics from the body. ABCC3 has been reported to be induced during hepatic stress conditions and through the progression of some forms of cancer. Several lines of evidence have implicated the transcription factor nuclear factor (erythroid-derived 2)–like 2 (Nrf2) in this induction. However, although rodent models have been investigated, a functional antioxidant response element (ARE) in the human ABCC3 gene has not been identified. The purpose of this study was to identify and characterize the ARE(s) responsible for mediating the Nrf2-dependent induction of the human ABCC3 gene. A high-throughput chromatin immunoprecipitation-sequencing analysis performed in A549 cells revealed a specific interaction between Nrf2 and the eighth intron of the human ABCC3 gene rather than the more prototypical flanking region of the gene. Subsequent in silico analysis of the intron identified two putative ARE elements that contained the core consensus ARE sequence commonly found in several Nrf2-responsive genes. Functional characterization of these two AREs using luciferase-reporter constructs with ARE mutant constructs revealed that one of these putative AREs is functionally active. Finally, DNA pull-down assays confirmed specific binding of these intronic AREs by Nrf2 in vitro. Our findings identify a functional Nrf2 response element within the eighth intron of the ABCC3 gene, which may provide mechanistic insight into the induction of ABCC3 during antioxidant response stimuli.
Automated HPOMDP Construction through Data-mining Techniques in the Intelligent Environment Domain

Markov models provide a useful representation of system behavioral actions and state observations, but they do not scale well. Utilizing a hierarchy and abstraction as in hierarchical hidden Markov models (HHMMs) improves scalability, but they are usually constructed manually using knowledge engineering techniques. In this paper, we introduce a new method of automatically constructing HHMMs using the output of a sequential data-mining algorithm, Episode Discovery. Repetitive behavioral actions in sensor rich environments can be observed and categorized into periodic episodes through data-mining techniques utilizing the minimum description length principle. From these discovered episodes, we demonstrate an automated technique for creating HHMMs and subsequent hierarchical POMDPs (HPOMDPs) for intelligent environment research. We present the theory of this technique and frame it in a case study involving our MavHome architecture and an on-campus smart apartment with a real
Priming Letters by Colors: Evidence for the Bidirectionality of Grapheme–Color Synesthesia

In synesthesia, stimulation of one sensory modality leads to a percept in another nonstimulated modality, for example, graphemes trigger an additional color percept in grapheme–color synesthesia, which encompasses the variants letter–color and digit–color synesthesia. Until recently, it was assumed that synesthesia occurs strictly unidirectional: Although the perception of a letter induces a color percept in letter–color synesthetes, they typically do not report that colors trigger the percept of a letter. Recent data on number processing in synesthesia suggest, however, that colors can implicitly elicit numerical representations in digit–color synesthetes, thereby questioning unidirectional models of synesthesia. Using a word fragment completion paradigm in 10 letter–color synesthetes, we show here for the first time that colors can implicitly influence lexical search. Our data provide strong support for a bidirectional nature of grapheme–color synesthesia and, in general, may allude to the mechanisms of cross-modality interactions in the human brain.
THE SIMULATION OF MOVING SOUND SOURCES

A digital computer was used to generate four channels of information, which are recorded on a tape recorder. The computer program provides control over the apparent location and movement of a synthesized sound in an illusory acoustical space. The method controls the distribution and amplitude of direct and reverberant signals between the loudspeakers to provide the angular and distance information and introduces a Doppler shift to enhance velocity information.
Timing Attacks on a Centralized Presence Model

Presence information (PI) represents the updated status, context and willingness of communication partners in Voice over IP systems. For instance, the action that Alice switches her status (e.g., from ``idle" to ``busy") will trigger PI messages to notify her buddies this change. In a centralized presence service system, presence communications are managed by a presence server based on users' buddylists. The privacy concern in this paper is that networking intermediaries, as adversaries, might be able to profile the buddy-relationship among the users by utilizing message arrival time. We found that the threat cannot be totally eliminated even if the server processes messages in batches. Attackers might observe the traffic in several rounds and thus profile the results. In this paper, we introduce the attacks and discuss potential countermeasures.
Articulated Object Reconstruction and Markerless Motion Capture from Depth Video

We present an algorithm for acquiring the 3D surface geometry and motion of a dynamic piecewise‐rigid object using a single depth video camera. The algorithm identifies and tracks the rigid components in each frame, while accumulating the geometric information acquired over time, possibly from different viewpoints. The algorithm also reconstructs the dynamic skeleton of the object, thus can be used for markerless motion capture. The acquired model can then be animated to novel poses. We show the results of the algorithm applied to synthetic and real depth video.
Entity-based Coreference Resolution combined with Discourse-New Detection

Anaphora and coreference resolution is a well-studied topic in NLP research, allowing a deeper understanding of the text than shallow methods by revealing discourse structures. Traditional systems reason over mentions, rather than entities, and perform clustering after the resolution process. In this work, general drawbacks with this approach are considered and related works employing knowledge about entities during the resolution are shown as an alternative. Based on these works, GlAnCoRe, an entity-based coreference resolution system is implemented and evaluated, which combines discourse new detection with coreference resolution to first extract entities from a text and then assign all mentions to corresponding entities based on a machine learning classifier. Both components are optimized separately using feature selection, before they are combined with a meta classifier to counterbalance errors of discourse new detection. The final setup is evaluated on automatically created annotations and true mentions and yields a promising averaged F-Score of 60.83% based on MUC, B-Cubed and CEAF as evaluation metrics, showing that the proposed architecture is capable of handling coreference resolution reasonably well and is worth to be enhanced and investigated to a greater extent in future.tionen und weitere Untersuchungen in Zukunft lohnen.
Enhanced Cluster Centroid Determination in K- means Algorithm

Clustering is the most important unsupervised learning technique of organizing objects into groups whose members are similar in some way. Partitional clustering algorithms obtain a single partition of the data instead of a clustering structure. K-mean clustering is a common approach; however one of its drawbacks is the selection of initial centroid points randomly because of which algorithm has to re-iterate number of times. This paper first studies existing methods for selecting the number of clusters and initial centroid points, and also proposes a new method for selecting the initial centroid points and the modified K-mean algorithm which will reduce the number of iterations and improves the lapse time.
Wealth Distribution and Infinite Horizon

This paper presents an explicitly solved model of wealth distribution in an infinite-horizon incomplete-markets economy. The agent aims to hold a target level of wealth in order to partially buffer income shocks. The notion of buffering suggests that the agent’s wealth is less skewed and less fat-tailed than his income in the long run. Infinite-horizon setting implies that the cross-sectional joint distribution of wealth and income is equal to the long-run joint distribution of an individual’s wealth and income. Therefore, infinitehorizon models imply that cross-sectionally, wealth is also less skewed and fat-tailed than income, just the opposite of the empirical evidence. This paper also provides an analytical consumption rule and a recursive formulation for the moments of the joint distribution, which allows us to completely characterize the joint distribution of wealth and income in closed form. One implication of this paper is that a life-cycle model is necessarily the first step towards a more realistic model of wealth distribution. JEL Classification: D91, E21
Rumors and Rumor Control : A Manager's Guide to Understanding and Combatting Rumors

Contents: Preface. Part I: Understanding Rumors and Rumor Transmission. Introduction: Identifying Rumors and Related Forms of Communication. Understanding Rumor: The Dynamics of Rumor Transmission and Belief. Commercial Rumors and Organizational Grapevines. How Information Spreads: Word-of-Mouth, Opinion Leadership, and the Media. Part II: Combatting Rumors in the Marketplace and Workplace. Managing Commercial Rumors: How Can Marketplace Rumors Be Prevented? Managing Commercial Rumors: Strategies and Tactics for Neutralizing Rumors. Managing the Organizational Grapevine.