Miracle-dz/UniFAR-FTUs huggingface dataset:
Correlations in Lvy interest rate models

Studying the dynamic development of historical yield curves one sees three basic movements: parallel shifts, twists, and changes of concavity or convexity. They occur in any combination. The complexity of these movements corresponds to a wide range of correlation patterns or covariance structures of the various interest rates. In simple one-factor short rate models the evolution of the whole yield curve is completely determined by the evolution of a single rate. This means that there is perfect correlation along the curve. A market shock to interest rates affects all maturities in the same way. Nevertheless, a simple short rate model may be useful to price a single product which does not depend on the joint distribution of several interest rates. However, often a whole range of financial products across many different maturities has to be priced consistently within one model. Then the joint behaviour of the interest rates does matter. With the increased volatility of the interest rate slope in recent years, correlation derivatives products have become more strategic. We mention just CMS spread options. Extensions of the one-factor to a twoor three-factor model already allow to describe the empirically observed correlations between short-, middle-, and long-term maturities in a more realistic way. It was in the HJM forward rate approach ([12]) where the full range of maturities could be considered simultaneously. This change to a function valued view has made it possible to include the current yield curve in the model. The basic quantities in the HJM approach are the instantaneous forward rates. Since these rates are somewhat artificial, it has finally been the BGM or LIBOR market model which has become very popular among practitioners. Volatility surfaces from the actual markets show (see e.g. Eberlein and Kluge [6]) that the Brownian motion driven HJM and market models are still not flexible enough to describe the real markets with sufficient accuracy. In a series of papers a Lévy process driven interest rate theory has been developed in order to achieve sufficient flexibility ([10, 8, 4, 6, 7, 5]). During the extensions of the initial Lévy forward and Lévy LIBOR model it turned out that the natural driving processes for interest rate models are time-inhomogeneous Lévy processes. On this level the forward rate model, the LIBOR model, and the forward process model are briefly described in the following. The interest for the latter stems from its computational efficiency. For the implementation of these models a weak form of time-inhomogeneity is sufficient, namely piecewise time-homogeneous Lévy processes.
Nonparametric Doppler spread estimation for flat fading channels

Accurate estimation of the Doppler spread of a mobile radio channel is of significant value as it reveals the channel's rate of change. This information can then be used to improve the performance of many wireless communication subsystems. In this paper, a nonparametric technique is proposed to estimate the maximum Doppler frequency of narrow band fading channels. Moreover, a computationally efficient periodogram-based approach is formulated, and its finite sample performance is assessed and compared to parametric covariance-based estimators via computer simulations. On the basis of these comparisons, we claim that the simplicity of the proposed method, its accurate performance for small sample sizes in a wide range of propagation scenarios, and its robustness to low SNR conditions make it a strong competitor to the parametric approaches.
Formación de núcleos densos en las nubes moleculares de Tauro y Perseo

La formacion de nucleos densos en las nubes moleculares es el paso mas critico en el proceso de formacion estelar. La transformacion del gas difuso en nucleos densos determina tanto la tasa de formacion estelar como la distribucion de masas de las estrellas en las nubes moleculares. Sin embargo, y tras decadas de estudio, la comprension de los mecanismos fisicos que gobiernan la formacion de nucleos densos sigue siendo materia de un amplio debate en la comunidad cientifica. Con el objetivo de caracterizar observacionalmente el proceso de formacion de nucleos densos en las nubes moleculares, en esta Tesis hemos investigado 3 regiones prototipicas de formacion de estrellas: L1517, Barnard 213 y NGC 1333. Estas regiones, pertenecientes a las nubes moleculares de Tauro y Perseo, han sido seleccionadas por presentar distintos grados de actividad y complejidad y por cubrir los diferentes modos de formacion estelar, desde las regiones con formacion aislada hasta aquellas con formacion en cumulos. En todos los casos hemos estudiado cada una de estas regiones mediante observaciones radioastronomicas a gran escala en el rango de ondas milimetricas y submilimetricas tanto en el continuo como, y muy especialmente, a partir de su emision en lineas moleculares. Nuestro trabajo ha estado principalmente enfocado a la caracterizacion de la cinematica del gas mediante el estudio simultaneo de diferentes trazadores moleculares sensibles a los distintos rangos de densidad presentes en las nubes moleculares. Para llevar a cabo este estudio, en esta Tesis hemos desarrollado una nueva metodologia de analisis de datos moleculares a gran escala a la que hemos denominado Friends-In-Velocity (FIVe). Basado en una aproximacion de Friends-of-Friends, FIVe esta especificamente disenado para identificar automaticamente las diferentes componentes del gas presentes en los espectros mediante el estudio de la distribucion y la continuidad de los centroides de linea en el espacio Posicion-Posicion-Velocidad (PPV).
Multiple Biosynthetic Trafficking Routes for Apically Secreted Proteins in MDCK Cells

Many newly synthesized membrane proteins traverse endocytic intermediates en route to the surface in polarized epithelial cells; however, the biosynthetic itinerary of secreted proteins has not been elucidated. We monitored the trafficking route of two secreted proteins with different apical sorting signals: the N‐glycan‐dependent cargo glycosylated growth hormone (gGH) and Ensol, a soluble version of endolyn whose apical sorting is independent of N‐glycans. Both proteins were observed to colocalize in part with apical recycling endosome (ARE) markers. Cargo that lacks an apical targeting signal and is secreted in a nonpolarized manner did not localize to the ARE. Expression of a dominant‐negative mutant of myosin Vb, which disrupts ARE export of glycan‐dependent membrane proteins, selectively inhibited apical release of gGH but not Ensol. Fluorescence recovery after photobleaching (FRAP) measurements revealed that gGH in the ARE was less mobile than Ensol, consistent with tethering to a sorting receptor. However, knockdown of galectin‐3 or galectin‐4, lectins implicated in apical sorting, had no effect on the rate or polarity of gGH secretion. Together, our results suggest that apically secreted cargoes selectively access the ARE and are exported via differentially regulated pathways.
Design and performance of the IBM Enterprise System/9000 Type 9121 Vector Facility

The design of the IBM Enterprise System/9000™ Type 9121 Vector Facility is described and its performance is evaluated in this paper. The Vector Facility design adheres to the architecture developed for the 3090™ vector facilities. The original design objectives and associated architecture are reviewed. Vector operations and design details are discussed, and specific performance results are shown.
Unique evolutionary trajectories in repeated adaptation to hydrogen sulphide‐toxic habitats of a neotropical fish (Poecilia mexicana)

Replicated ecological gradients are prime systems to study processes of molecular evolution underlying ecological divergence. Here, we investigated the repeated adaptation of the neotropical fish Poecilia mexicana to habitats containing toxic hydrogen sulphide (H2S) and compared two population pairs of sulphide‐adapted and ancestral fish by sequencing population pools of >200 individuals (Pool‐Seq). We inferred the evolutionary processes shaping divergence and tested the hypothesis of increase of parallelism from SNPs to molecular pathways. Coalescence analyses showed that the divergence occurred in the face of substantial bidirectional gene flow. Population divergence involved many short, widely dispersed regions across the genome. Analyses of allele frequency spectra suggest that differentiation at most loci was driven by divergent selection, followed by a selection‐mediated reduction of gene flow. Reconstructing allelic state changes suggested that selection acted mainly upon de novo mutations in the sulphide‐adapted populations. Using a corrected Jaccard index to quantify parallel evolution, we found a negligible proportion of statistically significant parallel evolution of Jcorr = 0.0032 at the level of SNPs, divergent genome regions (Jcorr = 0.0061) and genes therein (Jcorr = 0.0091). At the level of metabolic pathways, the overlap was Jcorr = 0.2545, indicating increasing parallelism with increasing level of biological integration. The majority of pathways contained positively selected genes in both sulphide populations. Hence, adaptation to sulphidic habitats necessitated adjustments throughout the genome. The largely unique evolutionary trajectories may be explained by a high proportion of de novo mutations driving the divergence. Our findings favour Gould's view that evolution is often the unrepeatable result of stochastic events with highly contingent effects.
Évaluation des rejets sur la pêcherie de langoustine de Mer celtique

INTRODUCTION : Les pecheries de langoustine de Mer Celtique se situent essentiellement dans les subdivisions Vllg et Vllh. La reglementation communautaire sur les maillages a langoustine y a ete appliquee a partir de 1978. L'emploi d'un maillage derogataire pour la peche de la langoustine n'est possible que si le pourcentage d'especes protegees par une taille marchande pechees en meme temps que la langoustine est inferieur a un seuil determine en relation avec le maillage en vigueur. L'application de cette reglementation s'est effectuee suivant un calendrier particulier Avec un pourcentage d'especes protegees superieur a 60 %, la peche est consideree comme dirigee vers le poisson et le maillage est celui de la reglementation generale, soit 80 mm. En fait, comme cela a ete mentionne a maintes reprises, sous la pression de cette reglementation contraignante, les flottilles et les techniques de peche ont evolue tres rapidement si bien que le pouvoir de capture de ces navires, aussi bien sur la langoustine que sur le poisson, a considerablement augmente. Dans la majorite des cas, la flexibilite est devenue la regle et l'adoption du maillage de 80 mm tend a se generaliser. Ces navires s'orientent toujours momentanement vers la peche la plus rentable, la langoustine demeurant l'espece-cible, meme si elle ne constitue pas toujours ponderalement l'essentiel des captures. Un des reproches majeurs fait aux langoustiniers de Mer Celtique etait la destruction possible d'immatures de poissons. Une evaluation de ces rejets a ete realisee en 1980, soit donc avec un maillage situe entre 55 et 60 mm. Pour la plupart des especes, les rejets sont anecdotiques en raison vraisemblablement d'une distribution spatiale differente des immatures et des adultes. Dans le cas du merlan, les immatures sont concentres dans les zones cotieres en hiver et ne sont captures que si les langoustiniers sont amenes a abandonner la zone des bancs centraux en raison, en particulier, du mauvais temps.
Estimating flexible cost functions on refuse collection in attica region, greece

The purpose of this study is to investigate the existence of economies of scale and other economic parameters influencing the rate of return of the domestic solid waste collection process. To this end, the case of the Attica region in Greece, which includes equal amounts of urban and rural areas, is considered. The investigating approach is performed via the transcendental logarithmic cost function, a member of the family of flexible functions, which was selected as the most suitable for this particular application. Despite the increased complexity of the problem, the results of estimation of the econometric model lead to useful conclusions. A complementary relationship between capital and labour is observed, while strong substitution relationships for the (capital, labour) and (labour, energy) variable pairs are found. Our analysis also indicates absence of economies of scale in refuse collection services.
NTM-Agent: text mining agent for net auction

Net auctions have been widely utilized with the recent development of the Internet. However, there are too many items for bidders to select the most suitable. We aim at supporting bidders on net auctions by automatically generating a table containing features of items for comparison. We constructed a system called NTM-Agent (Net Auction Text Mining Agent). The system collects information of items, filters the items which are different from the user's target, and extracts their features from their text information by text mining methods. It then generates a table containing extracted features.
Multimode plenoptic imaging

The plenoptic function was originally defined as a complete record of the 3D structure of radiance in a scene and its dependence on a number of different parameters including position, angle, wavelength, polarization, etc. Recently-developed plenoptic cameras typically capture only the geometric aspects of the plenoptic function. Using this information, computational photography can render images with an infinite variety of features such as focus, depth of field, and parallax. Less attention has been paid to other, nonspatial, parameters of the plenoptic function that could also be captured. In this paper, we develop the microlens-based image sensor (aka the Lippmann sensor) as a generalized plenoptic capture device, able to capture additional information based on filters/modifiers placed on different microlenses. Multimodal capture can comprise many different parameters such as high-dynamic range, multispectral, and so on. For this paper we explore two particular examples in detail: polarization capture based on interleaved polarization filters, and capture with extended depth of field based on microlenses with different focal lengths.
A Dynamic Solvency Approach for Life Insurance

The paper investigates risk management processes in life insurance, in a perspective consistent with the framework of Solvency II. The paper starts with the breakdown of the business dynamics. This analysis provides for a complete depiction of risk and value driver within life business. The corresponding map is then put into the solvability context, in order to formally identify the equilibrium conditions. Considerations about the technical equilibrium of an insurance portfolio and the financial regulation lead to a dynamic system of solvency assessment. The formal model is applied to a life annuity cohort in a stochastic context in order to exemplify the potential of the model, especially referred to the need to frame solvency assessment in a dynamic perspective.
Variable flip angle balanced steady‐state free precession for lower SAR or higher contrast cardiac cine imaging

Cardiac cine balanced steady‐state free precession (bSSFP) imaging uses a high flip angle (FA) to obtain high blood‐myocardium signal‐to‐noise and contrast‐to‐noise ratios (CNR). Use of high FAs, however, results in substantially increased SAR. Our objective was to develop a variable FA bSSFP cardiac cine imaging technique with: (1) low SAR and blood‐myocardium CNR similar to conventional constant FA bSSFP (CFA‐bSSFP) or (2) increased blood‐myocardium CNR compared to CFA‐bSSFP with similar SAR.
High-intensity interval training: A time-efficient strategy for health promotion?

Introduction Regular endurance training induces numerous physiologic adaptations that facilitate improved exercise tolerance and physical well-being, in large part by increasing the body’s capacity to transport and utilize oxygen. In contrast, brief bouts of high-intensity, sprint-type exercise are generally thought to have less of an effect on aerobic energy metabolism. However, a growing body of evidence suggests that low-volume, high-intensity interval training (HIT) may represent a time-efficient strategy to induce adaptations normally associated with endurance training. This commentary briefly highlights recent work from my laboratory that has examined rapid adaptations in exercise capacity and aerobic energy metabolism after short-term HIT.
Young adult survivors of childhood acute lymphoblastic leukemia: Spontaneous GH secretion in relation to CNS radiation

Young adults who are long‐term survivors of acute lymphoblastic leukaemia (ALL) in early childhood usually do well and do not have to go to regular medical checkups. Many of these survivors did receive prophylactic cranial radiotherapy during their oncological treatment. The effect of cranial irradiation on the hypothalamus is considered to be progressive. Therefore, late effects, such as reduced growth hormone (GH) secretion, may remain undetected until adulthood.
Cannabinoid receptor agonist‐stimulated [35S]guanosine triphosphateγs binding in the brain of C57BL/6 and DBA/2 mice

The two inbred strains of mice C57BL/6 (alcohol‐preferring) and DBA/2 (alcohol‐avoiding) mice have been shown to differ significantly in their preference for alcohol (EtOH). We have previously demonstrated the differences in the density and the affinity of cannabinoid (CB1) receptors in the brains of the two inbred C57BL/6 and DBA/2 mouse strains. In the present study, we investigated the CB1 receptor agonist‐stimulated guanosine‐5′‐O‐(3‐[35S]thio)‐triphosphate ([35S]GTPγS) binding in plasma membranes (PM) from C57BL/6 and DBA/2 mice. The results indicate that the net CP55,940‐stimulated [35S]GTPγS binding was increased with increasing concentrations of CB1 receptor agonists and GDP. The net CB1 receptor agonist (WIN55,212‐2 or HU‐210 or CP55,940)‐stimulated [35S]GTPγS binding was reduced significantly (–10% to –12%, P < 0.05) in PM from DBA/2 mice; no significant differences were observed in basal [35S]GTPγS binding among these strains. Nonlinear regression analysis of net CP55,940‐stimulated [35S]GTPγS binding showed that the Bmax of cannabinoid agonist‐stimulated binding was significantly reduced (–24%) in DBA/2 mice (Bmax = 12.43 ± 0.64 for C57BL/6 and 9.46 ± 0.98 pmol/mg protein for DBA/2; P < 0.05) without any significant changes in the G protein affinity. The pharmacological specificity of CP55,940‐stimulated [35S]GTPγS binding was examined with CB1 receptor antagonist SR141716A, and these studies indicated that CP55,940‐stimulated [35S]GTPγS binding was blocked by SR141716A, with a decrease in the IC50 values in the PM from the DBA/2 mouse strain. These results suggest that a signal transduction pathway(s) downstream from the CB1 receptor system may play an important role in controlling the voluntary EtOH consumption by these strains of mice. J. Neurosci. Res. 64:429–436, 2001. © 2001 Wiley‐Liss, Inc.
TEMPO AND MODE OF MATING SYSTEM EVOLUTION BETWEEN INCIPIENT CLARKIA SPECIES

Mating systems are among the most labile characteristics of flowering plants, with transitions frequently occurring among populations or in association with speciation. The frequency of mating system shifts has made it difficult to reconstruct historical evolutionary dynamics unless transitions have been very recent. Here, we examine molecular and phenotypic variation to determine the polarity, timescale, and causes of a transition between outcrossing and self‐fertilization in sister subspecies of Clarkia xantiana. Phylogenetic analyses and coalescent‐based estimates of the time to most recent common ancestor indicated that outcrossing is ancestral to selfing and that there has been a single origin of selfing. Estimates of divergence time between outcrossing and selfing subspecies were 10,000 (95% CI [credible interval]: 3169–66,889) and 65,000 years ago (95% CI: 33,035–151,448) based on two different methods, suggesting a recent and rapid evolutionary transition. Population genetic data indicated that the transition to selfing was associated with a 80% reduction in molecular diversity, which is much greater than the 50% reduction expected under a shift from obligate outcrossing to obligate self‐fertilization alone. Our data also suggest that this severe loss of diversity was caused by colonization bottlenecks. Together with previous studies, evidence for reproductive assurance in C. xantiana now connects variation in plant–pollinator interactions in the field to phenotypic and molecular evolution.
Diagnostic et optimisation de la fonction d’approvisionnement en dispositifs médicaux

L’utilisation des dispositifs medicaux (DM) permet de repondre aux differents besoins de sante au centre de traumatologie et des grands brules. L’approvisionnement en DM fait partie des fonctions principales du service de pharmacie dont le budget alloue, pour l’annee 2012, represente 41% du budget total geres par le service de pharmacie. Le diagnostic de la fonction d’approvisionnement permet de de determiner les opportunites et les menaces (liees a l’environnement externe) ainsi que les forces et les faiblesses (liees a sa chaine de valeur). A partir des menaces et des faiblesses presentant un niveau de risque critique, trois objectifs d’ameliorations sont determines et qui sont : l’optimisation du stockage des DM, la mise en place un tableau de bord et la mise en place un comite de DM. Le premier objectif a ete entame en decembre 2013 alors que les deux objectifs restant sont en cours d’etude afin de les mettre en place.
The butyrate story: old wine in new bottles?

Purpose of reviewShort-chain fatty acids are important end products of bacterial carbohydrate fermentation in the colon. In particular, n-butyrate is thought to play a regulatory role in the maintenance of a physiological environment. Disturbances in the interplay between the microflora and the lining epithelium may lead to mucosal inflammation and promote carcinogenesis. The purpose of this article is to review the literature between March 2003 and February 2004 and to determine if recent studies have improved the understanding of butyrate effects in health and disease. Recent findingsPreclinical studies (cell culture experiments, animal studies) using modern molecular biological tools (including cDNA arrays) have provided new insights into the action of butyrate on colonic epithelial, vascular endothelial and extracolonic cell types. The new information adds pieces of evidence to the assumption that butyrate may ameliorate colonic inflammation and may be chemopreventive in carcinogenesis. In contrast, new data from clinical studies have been limited in the review period. SummaryIn the era of molecular biology our understanding of subcellular processes that ultimately lead to inflammatory bowel disease or colorectal cancer has widened considerably. The new powerful technology of genomics and proteomics, however, raises new questions without easy answers. With this new information in mind, we will have to go back to human intervention trials to test the hypotheses generated in vitro. The preclinical data from the review period justify the need for carefully designed clinical trials to test the benefits derived from butyrate production.