Miracle-dz/UniFAR-FTUs huggingface dataset:
Valuation of Currency Options using Higher Order Moments

The currency exchange rates under consideration were not lognor- mally distributed for February 1989 to February 2004, violating one of the assumptions of the Black-Scholes model. We incorporate higher order moments via an Edgeworth series expansion applied directly to the probabil - ity density function. Option values and comparative statics (the "Greeks") are computed and compared with those obtained using the Black-Scholes method. The results indicate significant differences, which has major impli- cations for hedging and risk management. The pricing difference is largest in magnitude for out-of-the money call options and at-the-money put options and varies linearly with kurtosis and nonlinearly with skewness. The "Greeks" also display considerable differences under the two pricing methodologies. When skewness and kurtosis vary simultaneously, the former dominates for both in-the-money and out-of-the money puts and calls.
An EVD Algorithm for Para-Hermitian Polynomial Matrices

An algorithm for computing the eigenvalue decomposition of a para-Hermitian polynomial matrix is described. This amounts to diagonalizing the polynomial matrix by means of a paraunitary "similarity" transformation. The algorithm makes use of "elementary paraunitary transformations" and constitutes a generalization of the classical Jacobi algorithm for conventional Hermitian matrix diagonalization. A proof of convergence is presented. The application to signal processing is highlighted in terms of strong decorrelation and multichannel data compaction. Some simulated results are presented to demonstrate the capability of the algorithm
Selective randomized load balancing outperforms VPN-tree routing for disparate demand and link granularities

We find that selective randomized load balancing (SRLB) and Valiant's fully-randomized load balancing (RLB) can be lower-cost routing templates than VPN-tree routing for hose-constrained random network traffic, provided that link bandwidths have a significantly coarser granularity than individual demands, as is typically the case in today's optical networks. Our results build on the previous VPN conjecture and subsequent proof that VPN-tree routing provides the optimal capacity solution for the VPN design problem under the assumptions that the bandwidth demands and link capacities are both fractional or both integral with the same granularity. We consider ring and mesh network topologies and use both an analytic approach as well as a numerical exhaustive search to find the lowest-cost routing templates. In the analytic analyses, we find that using RLB on both full-mesh and ring networks can achieve lower cost than VPN-tree routed networks for fully hose-model traffic. In the exhaustive-search analyses, we calculate the cost of a general mesh network and study the effect of adding varying amounts of deterministic traffic to the hose traffic. We find that a `background' of deterministic traffic tends to shift the optimal routing template away from VPN tree and towards SRLB and RLB solutions.
Stochastic finite-fault modeling of ground motions from the 1994 Northridge, California, earthquake. II. Widespread Nonlinear response at soil sites

On average, soil sites behaved nonlinearly during the M 6.7 1994 Northridge, California, earthquake. This conclusion follows from an analysis that combines elements of two independent lines of investigation. First, we apply the stochastic finite-fault simulation method, calibrated with 28 rock-site recordings of the Northridge mainshock, to the simulation of the input motions to the soil sites that recorded this event. The calibrated model has a near-zero average bias in reproducing ground motions at rock sites in the frequency range from 0.1 to 12.5 Hz. The soil sites selected are those where there is colocation of strong-motion accelerographs and temporary instruments from the Northridge aftershock observation network. At these sites, weak-motion amplification functions based on numerous aftershock records have been empirically determined, in three separate investigations reported in the literature. These empirical weak-motion amplification factors can be applied to the simulated input rock motions, at each soil site, to determine the expected motions during the mainshock (i.e., neglecting nonlinearity). These expected motions can then be compared to the actual recordings during the mainshock. This analysis shows that the recorded strong-motion spectra are significantly over-estimated if weak-motion amplifications are used. The null hypothesis, stating that the inferred differences between weak- and strong-motion amplifications are statistically insignificant, is rejected with 95% confidence in the frequency range from approximately 2.2 to 10 Hz. On average, the difference between weak- and strong-motion amplifications is a factor of 2. Nonlinear response at those soil stations for which the input peak acceleration exceeded 150 to 200 cm/sec2 contributes most to this observed average difference. These findings suggest a significant nonlinear response at soil stations in the Los Angeles urban area during the Northridge mainshock. The effect is consistent with the increase in damping of shear waves at high levels of strain, which is well known from geotechnical studies of soil properties.
Universal representations of braid and braid-permutation groups

Drinfel'd used associators to construct families of universal representations of braid groups. We consider semi-associators (i.e., we drop the pentagonal axiom and impose a normalization in degree one). We show that the process may be reversed, to obtain semi-associators from universal representations of 3-braids. We view braid groups as subgroups of braid-permutation groups. We construct a family of universal representations of braid-permutation groups, without using associators. All representations in the family are faithful, defined over $\bbQ$ by simple explicit formulae. We show that they give universal Vassiliev-type invariants for braid-permutation groups.
Regulation of placental nutrient transport and implications for fetal growth

Abstract Fetal macronutrient requirements for oxidative metabolism and growth are met by placental transport of glucose, amino acids, and, to a lesser extent that varies with species, fatty acids. It is becoming possible to relate the maternal–fetal transport kinetics of these molecules in vivo to the expression and distribution of specific transporters among placental cell types and subcellular membrane fractions. This is most true for glucose transport, although apparent inconsistencies among data on the roles and relative importance of the predominant placenta glucose transporters, GLUT-1 and GLUT-3, remain to be resolved. The quantity of macronutrients transferred to the fetus from the maternal bloodstream is greatly influenced by placental metabolism, which results in net consumption of large amounts of glucose and, to a lesser extent, amino acids. The pattern of fetal nutrient supply is also altered considerably by placental conversion of glucose to lactate and, in some species, fructose, and extensive transamination of amino acids. Placental capacity for transport of glucose and amino acids increases with fetal demand as gestation advances through expansion of the exchange surface area and increased expression of specific transport molecules. In late pregnancy, transport capacity is closely related to placental size and can be modified by maternal nutrition. Preliminary evidence suggests that placental expression and function of specific transport proteins are influenced by extracellular concentrations of nutrients and endocrine factors, but, in general, the humoral regulation of placental capacity for nutrient transport is poorly understood. Consequences of normal and abnormal development of placental transport functions for fetal growth, especially during late gestation, and, possibly, for fetal programming of postnatal disorders, are discussed.
Coordination of data in heterogenous domains

Existing semantic integration approaches to coordinating data do not meet the needs of real world scenarios which contain fine-grained relationships between data sources. In this paper, we describe extensions to the popular GLAV mapping formalism to express such relationships. We outline methods for solving the data coordination problem using these mappings, and discuss future research problems for data coordination to be realized in heterogeneous domain scenarios that occur in practice.
Evaluation of signal to noise ratio (SNR) of log periodic dipole antenna (LPDA)

Logarithmic periodic dipole antenna (LPDA) was constructed for monitoring Sun in the range of (45 -870) MHz to precisely match the solar monitoring requirements. In our work, we choose rod aluminium's type as a conductor with nineteenth (19) elements of different sizes. Beside established construction techniques, several test setups have done to make sure that we possibly obtain a good data. The performance testing has been done at National Space Agency (PAN), Sg. Lang, Banting Selangor by connecting to the CALLISTO spectrometer. In this case, we choose input impedance, R0 = 50 ohm for this LPDA antenna. We also select element factor (τ) and spacing factor (σ) give in the subtended angle of 3.43 degrees. As a result, a bandwidth ratio (B = 870 MHz /45MHz) of 19.33 gives a bandwidth as 2.14. The power flux density of the burst is 4.53841 × 10-21 W/m2Hz. From the evaluation, we found that the signal to noise ratio is 3.9 dB. Although there are still needs to be improved, this construction of LPDA is considered successful and suitable for to observe the Sun activities at low frequencies.
Gaussian Alignments in Statistical Translation Models

Machine translation software has been under development almost since the birth of the electronic computer. Current state-of-the-art methods use statistical techniques to learn how to translate from one natural language to another from a corpus of handtranslated text. The success of these techniques comes from two factors: a simple statistical model and vast training data sets. The standard agenda for improving such models is to enable it to model greater complexity; however, it is a byword within the machine learning community that added complexity must be supported with more training data. Given that current models already require huge amounts of data, our agenda is instead to simplify current models before adding extensions. We present one such simplification, which results in fewer than 10% as many alignment model parameters and produces results competitive with the original model. An unexpected benefit of this technique is that it naturally gives a measure for how difficult it is to translate from one language to another given a data set. Next, we present one suggestion for adding complexity to model new behavior. Thesis Supervisor: Michael J. Collins Title: Assosciate Professor
A synopsis of sound: image transforms based on the chromaticism of music

Numerous algorithms have been proposed for image to sound and sound to image transforms. Based on heuristic assignments of sound frequencies to RGB values, they perform effective mappings between musical entities (notes) and values for optical wavelengths. In this paper, the chromaticism of the sound domain is taken into account and the coloring of the performed music is depicted for interrelated sound segments that have acoustic polymorphism and form entities of pitch organization. This algorithm helps visualize musical files according to their melodic structure and not only according to their temporal characteristics (i.e. rhythm).
Analyzing commercial processor performance numbers for predicting performance of applications of interest

Current practice in benchmarking commercial computer systems is to run a number of industry-standard benchmarks and to report performance numbers. The huge amount of machines and the large number of benchmarks for which performance numbers are published make it hard to observe clear performance trends though. In addition, these performance numbers for specific benchmarks do not provide insight into how applications of interest that are not part of the benchmark suite would perform on those machines. In this work we build a methodology for analyzing published commercial machine performance data sets. We apply statistical data analysis techniques, more in particular principal components analysis and cluster analysis, to reduce the amount of information to a manageable amount to facilitate its understanding. Visualizing SPEC CPU2000 performance numbers for 26 benchmarks and 1000+ machines in just a few graphs gives insight into how commercial machines compare against each other.In this work we build a methodology for analyzing published commercial machine performance data sets. We apply statistical data analysis techniques, more in particular principal components analysis and cluster analysis, to reduce the amount of information to a manageable amount to facilitate its understanding. Visualizing SPEC CPU2000 performance numbers for 26 benchmarks and 1000+ machines in just a few graphs gives insight into how commercial machines compare against each other. In addition, we provide a way of relating inherent program behavior to these performance numbers so that insights can be gained into how the observed performance trends relate to the behavioral characteristics of computer programs. This results in a methodology for the ubiquitous benchmarking problem of predicting performance of an application of interest based on its similarities with the benchmarks in a published industry-standard benchmark suite.
Blind Source Separation by Local Interaction of Output Signals

We compare independent component analysis (ICA) [Bell and Sejnowski, 1995] to an alternative method [Fisher and Principe, 1996] for blind source separation of instantaneous linear mixtures. The method and its application to blind source separation of instantaneous linear mixtures is reviewed. Empirical results separating sources of varying kurtosis and a limited number of samples are presented. We demonstrate empirically that despite the additional computational cost of the method presented, significantly better performance can be achieved for a small number of samples and when the kurtosis of the sources is sub-gaussian. The method is also of interest as it can be extended easily to any differentiable nonlinear mapping.
Client-Side Proxies

With the growth of the Internet, information overload has become a problem. Because of the sheer amount of available data, there is a need for tools that can find and transform data into useful information. Existing tools, such as online search engines, directories and more or less specialised portals are popular, but they do not adjust very well to individual needs. This thesis examines an alternative approach client-side proxies, running on the end-user's local machine. More versatile than the original proxy servers, they have the ability to intercept communication to support information retrieval and adaptation of content. To establish the benefits and drawbacks of the approach, a number of existing proxies has been compared with each other and with applications that use different techniques to perform similar tasks, such as integrated clients (browsers, newsreaders, etc), client plug-ins or Web services. The results of this two-phased evaluation show that client-side proxies have merits that distinguish them from other content processing applications. The combination of direct and exhaustive access to the content, client independence, support for aggregation of functionality and complete access to the power of the local computer is a strong argument to use client-side proxies for content processing. However, when usability or performance is crucial, other approaches could be better. Client-side proxies introduce greater overhead than other approaches do and they are generally harder to install and configure. Consequently, even if client-side proxies are better, there is the risk that they will only be embraced by more advanced users. Provided as part of this thesis, Blueberry is a framework for content processing. Building on the evaluation results, this Muffin extension exemplifies how to integrate a consistent user interface with the client application to increase usability while maintaining the independence of the proxy approach. Through high-level data abstraction, it also shows a way to help developers of third-party extensions increase their productivity. 1. This thesis corresponds to 20 weeks of full-time work.
Lutein Protects against Methotrexate-Induced and Reactive Oxygen Species-Mediated Apoptotic Cell Injury of IEC-6 Cells

Purpose High-dose chemotherapy using methotrexate (MTX) frequently induces side effects such as mucositis that leads to intestinal damage and diarrhea. Several natural compounds have been demonstrated of their effectiveness in protecting intestinal epithelial cells from these adverse effects. In this paper, we investigated the protection mechanism of lutein against MTX-induced damage in IEC-6 cells originating from the rat jejunum crypt. Methods The cell viability, induced-apoptosis, reactive oxygen species (ROS) generation, and mitochondrial membrane potential in IEC-6 cells under MTX treatment were examined in the presence or absence of lutein. Expression level of Bcl2, Bad and ROS scavenging enzymes (including SOD, catalase and Prdx1) were detected by quantitative RT-PCR. Results The cell viability of IEC-6 cells exposed to MTX was decreased in a dose- and time-dependent manner. MTX induces mitochondrial membrane potential loss, ROS generation and caspase 3 activation in IEC-6 cells. The cytotoxicity of MTX was reduced in IEC-6 cells by the 24 h pre-treatment of lutein. We found that pre-treatment of lutein significantly reduces MTX-induced ROS and apoptosis. The expression of SOD was up-regulated by the pre-treatment of lutein in the MTX-treated IEC-6 cells. These results indicated that lutein can protect IEC-6 cells from the chemo-drugs induced damage through increasing ROS scavenging ability. Conclusion The MTX-induced apoptosis of IEC-6 cells was shown to be repressed by the pre-treatment of lutein, which may represent a promising adjunct to conventional chemotherapy for preventing intestinal damages.
COORDINATING SOFTWARE EVOLUTION VIA TWO-TIER PROGRAMMINGi

Historically, progress in the science of programming has primarily been reflected by the evolution of programming languages. We propose that the next step in this evolution is a more comprehensive kind of programs: Rather than being defined exclusively in an extensional terms, we advocate a distinct programming paradigm where a program is specified through two tightly integrated representations: 1. Intentional tier: A generic (“abstract”) representation of design and architectural properties (constraints) of the program which, in conformance with the principle of least constraint [30], is phrased in generic terms. 2. Extensional tier: The second specification layer which consists of the traditional source code. As software evolves continuously and in the face of the architectural erosion problem, our approach stresses the relevance of the generic design and architectural specifications throughout the lifetime of a program. The feasibility of our approach is illustrated through the Integrated Architectural Environment (IAE), a tool which coordinates the different representations of the program. We demonstrate the IAE using a leading example in the representation and manifestation of the Observer design pattern. i A version of this paper was published in: Fifth International Conference on Coordination Models and Languages — Coordination 2002, York, UK, 8—11 April 2002.
Vocabulary development in closely-related languages

This paper investigates vocabulary comprehension and production in 46 bilingual Swedish-German children age 4–6 growing up in Sweden. Using a newly developed tool, the Cross-linguistic Lexical Task (CLT, Haman, Łuniewska & Pomiechowska 2015), the children’s receptive and expressive vocabulary knowledge of nouns and verbs is assessed in both their languages, compared to each other and over age. Performance on test items of different word types (nouns/verbs; cognates/non-cognates) is also explored. There are clear vocabulary gains with age for the majority language Swedish, but not for the minority (home) language German. Overall vocabulary scores are higher in Swedish than in German, but this difference only concerns verbs, not nouns. Cognate facilitation occurs both ways in these closely-related languages, but is stronger in the minority language German. We suggest that what at first sight looks like a noun advantage on the German CLT is largely an effect of Swedish/German cognate status.
The Psychic Cost of Tax Evasion

Each year, the government loses hundreds of billions of dollars in tax revenue due to underreporting by individual taxpayers. According to standard deterrence theory, policymakers should be able to reduce tax evasion by increasing tax penalties, raising the audit rate, or some combination of the two. This Article refers to these strategies as increasing the “monetary cost” of tax evasion. To date, budgetary limitations and political hurdles have made these strategies difficult for the government to employ. There is, however, another potential means by which the government can improve tax compliance, apart from raising the monetary cost of evasion. Empirical evidence shows that people experience some form of psychological discomfort when they are dishonest, which may deter them from cheating. This Article proposes employing subtle behavioral interventions that encourage more honest tax reporting by raising the level of psychological discomfort experienced from underreporting. I refer to this approach as increasing the “psychic cost” of tax evasion. Adopting measures designed to increase the psychic cost of tax evasion, such as making small adjustments to the way that taxpayers fill out their tax forms, could generate much needed tax revenue. Moreover, these measures would impose very little administrative expense to the government as compared to traditional deterrence mechanisms like audits and penalties. While further empirical research is needed to test how to increase the psychic cost of tax evasion in the most cost-effective manner, this Article proposes a roadmap for beginning that process.
Fuzzy Logic-Based Round Trip Time Scaling and Scheduling in High Speed TCP Stacks

Network management and control is a complex problem that requires intelligent, control methodologies to obtain satisfactory performance. Round trip time (RTT) scaling mechanism has been introduced for changing congestion window and to perform congestion control satisfactorily in all circumstances. This paper presents a fuzzy RTT scaling (FRTTS) scheme that performs RTT scaling and RTT scheduling for different high speed transmission control protocol (TCP) networks. In this scheme, RTT samples are allocated requesting application by using RTT scheduling factor and RTT samples are scaled for an application by using RTT scaling factor. A RTT scaler placed at the end node performs the RTT scheduling as well as RTT scaling. We also apply a FRTTS scheme on different high speed TCP’s namely high-TCP (H-TCP) and scalable-TCP(S-TCP) and demonstrates that it provides better performance than non fuzzy scheme. The scheme has been extensively simulated to test the performance in terms of flow rate, RTT flows, packet size and congestion window size. The results show that FRTTS scheme provides better performance than non fuzzy scheme which employs dynamic RTT scheduling and RTT scaling.