Miracle-dz/UniFAR-FTUs huggingface dataset:
The parallel solution of early-exercise Asian options with stochastic volatility

This paper describes an parallel semi-Lagrangian finite difference approach to the pricing of early exercise Asian Options on assets with a stochastic volatility. A multigrid procedure is described for the fast iterative solution of the discrete linear complementarity problems that result. The accuracy and performance of this approach is improved considerably by a strike-price related analytic transformation of asset prices. Asian options are contingent claims with payoffs that depend on the average price of an asset over some time interval. The payoff may depend on this average and a fixed strike price (Fixed Strike Asians) or it may depend on the average and the asset price (Floating Strike Asians). The option may also permit early exercise (American contract) or confine the holder to a fixed exercise date (European contract). The Fixed Strike Asian with early exercise is considered here where continuous arithmetic averaging has been used. Pricing such an option where the asset price has a stochastic volatility leads to the requirement to solve a tri-variate partial differential inequation in the three state variables of asset price, average price and volatility (or equivalently, variance). The similarity transformations [6] used with Floating Strike Asian options to reduce the dimensionality of the problem are not applicable to Fixed Strikes and so the numerical solution of a tri-variate problem is necessary. The computational challenge is to provide accurate solutions sufficiently quickly to support realtime trading activities at a reasonable cost in terms of hardware requirements.
Sketch-based Facial Expression Recognition for Human Figure Drawing Psychological Test

Drawing tests have been long used by practitioners for early screening of a number of psychological and neurological impairments. These brain functioning tests are used by psychologists to understand feelings, personality and reactions of individuals to different circumstances. Among these, Human Figure Drawing Test (HFDT) is a popular instrument for the assessment of cognitive functioning of individuals. While the HFDT has various dimensions, the focus of this study lies on the face of the drawn figure. A computerized system that analyzes the hand-drawn facial images to extract the expressions from the image is proposed. Sketch of human face is drawn by the subject and then fed to the system, the image is then binarized and segmented into different facial components. Features (based on local binary patterns, gray level co-occurrence matrices and histogram of oriented gradients) computed from the facial components are used to train an SVM classifier to learn to distinguish between four expression classes, ‘happy’, ‘sad’, ‘angry’ and ‘neutral’. The system evaluated on a custom developed database of sketches realized promising results. The developed system could serve as a useful module toward development of a complete automated system to score human figure drawing test.
Expression and function of the OX40/OX40L costimulatory pair during herpes stromal keratitis

Herpes stromal keratitis (HSK) is an immunopathological disease regulated by Th1 CD4 T cells, which require APC and costimulation within the infected cornea to mediate disease. Recent studies suggest the OX40:OX40 ligand (OX40L) interaction enhances effector cell cytokine secretion at inflammatory sites. OX40+ cells were detected in HSV‐1‐infected mouse corneas as early as 3 days postinfection (dpi), prior to the onset of HSK, and their frequency increased through 15 dpi, when all mice exhibited severe HSK. OX40L+ cells were first detected at 7 dpi, coincident with the initiation of HSK. It is interesting that the OX40L+ cells did not coexpress MHC Class II or the dendritic cell (DC) marker CD11c. Our findings demonstrate rapid infiltration of activated (OX40+) CD4+ T cells into HSV‐1‐infected corneas and expression of OX40L on MHC Class II‐negative cells but surprisingly, not on MHC Class II+ CD11c+ DC, which are present in the infected corneas and required for HSK. Moreover, neither local nor systemic treatment of mice with a blocking antibody to OX40L or with a blocking fusion protein altered the course of HSK significantly, possibly as a result of a lack of OX40L expression on functional APC.
The relationship between immigration and tourism firms

This article investigates whether the presence of immigrants represents an opportunity for Italian tourism firms to increase the number of establishments and their employees. To this scope, we focus on the hotels and restaurants sector where a great amount of revenues comes from the tourist expenditure. The investigation is conducted at both the nationwide level and, separately, for Centre-Northern and Southern provinces. As estimation technique, in order to deal with the potential endogeneity problem, we will proceed with the two-stage least square method. The results strongly support a positive relationship between the provincial share of immigrants and the number of tourism establishments and their employees. This relationship seems to be stronger for southern provinces.
Forecasting ETFs with Machine Learning Algorithms

In this article, the authors apply cutting-edge machine learning algorithms to one of the oldest challenges in finance: predicting returns. For the sake of simplicity, they focus on predicting the direction (either up or down) of several liquid exchange-traded funds (ETFs) and do not attempt to predict the magnitude of price changes. The ETFs serve as asset class proxies. The authors employ approximately five years (from January 2011 to January 2016) of historical, daily data obtained through Yahoo Finance. Using supervised learning classification algorithms, readily available from Python’s Scikit-Learn, they employ three powerful techniques: (1) deep neural networks, (2) random forests, and (3) support vector machines (linear and radial basis function). They document the performance of the three algorithms across four information sets: past returns, past volume, dummies for days/months, and a combination of all three. They use a gain criterion to compare classifiers’ performance. First, they find that these algorithms work well over one- to three-month horizons. Short-horizon predictability, over days, is extremely difficult, and thus the results support the short-term random walk hypothesis. Second, they document the importance of cross-sectional and intertemporal volume as a powerful information set. Third, they show that many features are needed for predictability because each feature makes very small contributions toward predictability. The authors conclude that ETF returns can be predicted with machine learning algorithms, but practitioners should incorporate prior knowledge of markets and intuition on asset class behavior.
Retrospective study of tooth loss in 92 treated periodontal patients.

BACKGROUND/AIMS In this retrospective study, the efficacy of periodontal therapy and maintenance in preventing tooth loss was evaluated. METHODS The study included 92 patients with 2310 teeth diagnosed with chronic adult periodontitis and observed over a mean period of 6.7 years, with each patient receiving surgical therapy in two or more quadrants. The group was divided into two subgroups: those who complied with the recommended maintenance schedule and those whose compliance was erratic. Individual tooth prognosis was assigned according to radiographic parameters. RESULTS At the completion of active periodontal therapy, 2184 teeth were present. During the maintenance period, 44 teeth were lost due to periodontal reasons. Tooth mortality revealed a mean annual adjusted tooth loss rate of 0.07/year. Molars were the teeth most frequently lost; canines the least. The number of teeth lost in the three prognostic categories was: one (0.07%) for teeth with good prognoses, 21 (3.63%) for questionable prognoses and 22 (11.34%) for hopeless prognoses. Patients complying erratically with supportive periodontal therapy were at a 5.6 times greater risk for tooth loss following active therapy than regularly compliant patients. CONCLUSIONS The results demonstrated a low tooth mortality rate in periodontal patients following active treatment combined with a strict maintenance program.
Analysis of food taints and off-flavours: a review

Taints and off-flavours in foods are a major concern to the food industry. Identification of the compound(s) causing a taint or off-flavour in food and accurate quantification are critical in assessing the potential safety risks of a product or ingredient. Even when the tainting compound(s) are not at a level that would cause a safety concern, taints and off-flavours can have a significant impact on the quality and consumers’ acceptability of products. The analysis of taints and off-flavour compounds presents an analytical challenge especially in an industrial laboratory environment because of the low levels, often complex matrices and potential for contamination from external laboratory sources. This review gives an outline of the origins of chemical taints and off-flavours and looks at the methods used for analysis and the merits and drawbacks of each technique. Extraction methods and instrumentation are covered along with possible future developments. Generic screening methods currently lack the sensitivity required to detect the low levels required for some tainting compounds and a more targeted approach is often required. This review highlights the need for a rapid but sensitive universal method of extraction for the unequivocal determination of tainting compounds in food.
Explanations From Intelligent Systems: Theoretical Foundations and Implications for Practice

Information systems with an "intelligent" or "knowledge" component are now prevalent and include knowledge-based systems, decision support systems, intelligent agents and knowledge management systems. These systems are in principle capable of explaining their reasoning or justifying their behavior. There appears to be a lack of understanding, however, of the benefits that can flow from explanation use, and how an explanation function should be constructed. Work with newer types of intelligent systems and help functions for everyday systems, such as word-processors, appears in many cases to neglect lessons learned in the past. This paper attempts to rectify this situation by drawing together the considerable body of work on the nature and use of explanations. Empirical studies, mainly with knowledge-based systems, are reviewed and linked to a sound theoretical base. The theoretical base combines a cognitive effort perspective, cognitive learning theory, and Toulmin's model of argumentation. Conclusions drawn from the review have both practical and theoretical significance. Explanations are important to users in a number of circumstances - when the user perceives an anomaly, when they want to learn, or when they need a specific piece of knowledge to participate properly in problem solving. Explanations, when suitably designed, have been shown to improve performance and learning and result in more positive user perceptions of a system. The design is important, however, because it appears that explanations will not be used if the user has to exert "too much" effort to get them. Explanations should be provided automatically if this can be done relatively unobtrusively, or by hypertext links, and should be context-specific rather than generic. Explanations that conform to Toulmin's model of argumentation, in that they provide adequate justification for the knowledge offered, should be more persuasive and lead to greater trust, agreement, satisfaction, and acceptance - of the explanation and possibly also of the system as a whole.
B cell-deficient mice display markedly enhanced resistance to the intracellular bacterium Brucella abortus.

BACKGROUND Brucella species are facultative intracellular bacteria that cause lifelong infections in humans and livestock. METHODS Here we evaluated the contribution of B cells in control of murine brucellosis in the more susceptible BALB/c and the more resistant C57BL/6 mice by infecting B cell-deficient mice. RESULTS Strikingly, in the absence of B cells in both C57BL/6 and BALB/c mice, 99% and 99.5% of the infection found in wild type mice was cleared, respectively. This augmented clearance was not reversed in either strain by passive transfer of immune serum. In C57BL/6 mice, the clearance of infection coincided with an increase in interferon γ (IFN-γ)-producing CD4 and CD8 T cells and a reduction in interleukin 10 (IL-10)-producing cells. In BALB/c mice, this clearance was IFN-γ-dependent, as B cell/IFN-γ dual knockout mice were unable to clear the infection, and was inversely related to the levels of transforming growth factor β (TGF-β). Furthermore, B cells were found to produce TGF-β and IL-10 during early stages of infection in BALB/c wild-type and C57BL/6 wild-type mice, respectively. CONCLUSIONS Thus, we demonstrate that the establishment of the high plateau phase of infection is dependent on non-antibody-mediated B cell effector mechanisms, including B regulatory functions, during murine brucellosis.
Interactions between CD47 and Thrombospondin Reduce Inflammation1

CD47 on the surface of T cells was shown in vitro to mediate either T cell activation or, in the presence of high amounts of thrombospondin (TSP), T cell apoptosis. We report here that CD47-deficient mice, as well as TSP-1 or TSP-2-deficient mice, sustain oxazolone-induced inflammation for more than four days, whereas wild-type mice reduce the inflammation within 48 h. We observe that prolonged inflammation in CD47-, TSP-1-, or TSP-2-deficient mice is accompanied by a local deficiency of T cell apoptosis. Finally, we show that upon activation normal T cells increase the expression of the proapoptotic Bcl-2 family member BNIP3 (Bcl-2/adenovirus E1B 19-kDa interacting protein) and undergo CD47-mediated apoptosis. This finding is consistent with our previous demonstration of a physical interaction between BNIP3 and CD47 that inhibits BNIP3 degradation by the proteasome, sensitizing T cells to CD47-induced apoptosis. Overall, these results reveal an important role in vivo for this new CD47/BNIP3 pathway in limiting inflammation by controlling the number of activated T cells.
Eccentric exercise protocols for chronic non‐insertional Achilles tendinopathy: how much is enough?

Eccentric exercises for the calf muscles have been shown to be effective for chronic non‐insertional Achilles tendinopathy (AT). However, the relative effectiveness of various dosages is unknown. A systematic review of randomized‐controlled trials (RCTs) was designed to determine whether an optimum dose of eccentric exercises could be recommended. Three selected RCTs showed positive effects of very similar eccentric exercise protocols for chronic non‐insertional AT. Owing to insufficient reported compliance data, a conclusion on the relative effectiveness of various compliances was not feasible. According to our review, the relative effectiveness of various dosages of eccentric exercises for AT is still unclear. However, it appears that highly variable compliance rates result in similar positive outcomes; these findings, therefore, highlight the need for further investigations.
DiabCare 2013: A cross-sectional study of hospital based diabetes care delivery and prevention of diabetes related complications in Malaysia.

AIMS The aim of the study was to re-evaluate the relationship between hospital based diabetes care delivery and prevention of complications. METHODS DiabCare is an observational, non-interventional, cross-sectional study of hospital-based outpatient diabetes care. RESULTS A total of 1668 patients participated in the study: mean age 57.8 ± 11.0 years, duration of diabetes 13.0 ± 8.6 years, and duration of insulin treatment 5.6 ± 5.5 years. Mean weight was 74.3 ± 16.6 kg (BMI 29.1 ± 5.8 kg/m2). The majority of patients were female (53.6%) and the largest ethnic group was Malay (51.3%), followed by Indian (21.9%) and Chinese (20.1%). The percentage of patients with HbA1c < 6.5% (< 42 mmol/mol) and < 7.0% (< 53 mmol/mol) was 12.2% and 23.8%, respectively (mean HbA1c 8.52 ± 2.01% [70 ± 22 mmol/mol]). The proportion of patients using insulin was 65% at a total daily dose of 60 ± 37 IU. One or more episodes of hypoglycaemia were reported by 39% (n=658) of patients within the previous three months. The risk of any hypoglycaemia was associated with the use of insulin (odds ratio [OR 3.26, 95% CI 2.59-4.09]), and total daily insulin dose (OR 1.04, 95% CI 1.01-1.07 per 10 IU increase). Mean HbA1c had not changed significantly between DiabCare cohorts 2008 and 2013 (p=0.08). CONCLUSIONS Despite evidence of improving processes of diabetes care, glycaemic control and the prevalence of many diabetes related complications were unchanged.
Eyemirror: mobile calibration-free gaze approximation using corneal imaging

Gaze is a powerful measure of people's attracted attention and reveals where we are looking within our current FOV. Hence gaze-based interfaces are gaining in importance. However, gaze estimation usually requires extensive hardware and depends on a calibration that has to be renewed regularly. We present EyeMirror, a mobile device for calibration-free gaze approximation on surfaces (e.g., displays). It consists of a head-mounted camera, connected to a wearable mini-computer, capturing the environment reflected on the human cornea. The corneal images are analyzed using natural feature tracking for gaze estimation on surfaces. In two lab studies we compared variations of EyeMirror against established methods for gaze estimation in a display scenario, and investigated the effect of display content (i.e. number of features). EyeMirror achieved 4.03° gaze estimation error, while we found no significant effect of display content.
A Game Theoretical Approach for Load-Shifting and Energy Storage in the Smart Grid

of a dissertation at the University of Miami. Dissertation supervised by Professor Murat Erkoc. No. of pages in text. (138) This study presents an electricity market composed of a single energy provider and multiple customers to evaluate the effects of energy storage and load-shifting as part of a smart grid demand response through the use of Stackelberg game models. In these Stackelberg game models, the energy provider is the leader and the customers are the followers. The leader moves first and offers price discounts across different time slots to motivate customers to shift their consumption away from peak consumption periods. The followers respond by deciding whether or not to shift their consumption from their nominal demand, and how much of their load they should shift. In this model, the aim of the energy provider is to maximize its profits, while the consumers aim to minimize their total costs related both to the energy consumption and inconvenience of deviating from the nominal demand. Within this setting, a procedure is proposed to obtain equilibrium outcomes. We begin by evaluating the effects that different types of customers, a market with different degrees of diversity, and a market of different sizes have on the equilibrium discounts and the peak-to-average ratios (PAR). We then continue into a second model in which we incorporate individual inconvenience costs for each customer and each period and evaluate the effects that having a homogeneous market or a heterogeneous market has on the equilibrium discount and PAR. Finally, we introduce a customer side energy storage and evaluate the effects that this system has on the equilibrium discount and PAR in both cases, when it is controlled by the energy provider or when it is controlled by the customers. Our results show that price discounts provide significant leverage to the energy generator and that the use of energy storage is very effective in the reduction of the peak-to-average ratios. The use of both of these tactics provides effective ways to improve profits. Furthermore, when the energy provider controls the energy storage, it deploys them more effectively and achieves its maximum profits and the lowest PAR. When the customers control the energy storage, the equilibrium discounts are higher, but the PAR is also higher. Lastly, our results show that the use of load-shifting always reduces the customers’ total costs, but this reduction is diminished by the implementation of energy storage. Dedication This dissertation is dedicated to my parents, my wife, my sisters and brother, and my kids.
Sustainable church: Practices that make for a lifetime of service

Since the 1970s, the sustainable agriculture movement has challenged conventional agricultural practices dominating U.S. food production after World War II. These modern practices have demonstrated themselves to be unsustainable. Land and soil are destroyed, farmers abandon their farms, and the life of rural communities is eroded. Wendell Berry and other new agrarian voices call for an ecologically sound food system that takes into account the quality of life of the farmer, the land, and the community. Similarly, conventional ministry practices have taken their toll on both congregations and clergy as the heavy programmatic nature of church life has taken hold during that same period. Pastors and congregations interested in more sustainable ways of ministry might learn from the agricultural metaphor. What are those practices churches and ministers are finding to be good for the clergy, good for the congregation, and good for the communities in which they serve? What might sustainable church life look like? This article investigates the particular needs that must be addressed for clergy to serve in an effective and healthy manner over the course of a lifetime in ministry while sustaining healthy congregational life in the midst of the community served by the church.
p64 Flow Modulation Device in the treatment of intracranial aneurysms: initial experience and technical aspects

Background Experience with the endovascular treatment of cerebral aneurysms by flow diverter devices (FDDs) is limited to four devices (Pipeline, Covidien; FRED, Microvention; Silk, Balt Extrusion; Surpass, Stryker), as reported in different studies. Objective To describe the initial experience and the technical innovations of a new-generation FDD (p64 Flow Modulation Device, Phenox, Bochum, Germany). Methods Between December 2014 and February 2015, six intracranial aneurysms in five patients (four women, one man; mean age 63 years) were treated with the p64 Flow Modulation Device. Results Immediate post-treatment angiography showed reduced flow into all aneurysms. No long-term angiographic data are available. The device may be easily deployed and totally retrieved with a unique mechanical detachment. No periprocedural technical complications occurred. No early or delayed aneurysm rupture, no ischemic or hemorrhagic complications, and no neurological morbidity or death were seen. Conclusions Treatment of cerebral aneurysms with the p64 Flow Modulation Device is a safe procedure with no technical complications. The mechanical detachment and the 100% retrievability are significant advantages of this new device. However, large prospective studies with long-term clinical and angiographic follow-up are necessary to assess the role of the p64 in the endovascular treatment of intracranial aneurysms.
Universal approach to polynomial chaos expansion for stochastic analysis of EM field propagation on convex obstacles in an UWB channel

This paper presents a new universal approach for simulation of electromagnetic (EM) wave propagation in ultra-wideband (UWB) channel focusing on statistical analysis of EM field distribution. We present the new approach for the case of diffraction on convex obstacles. We base on a circular cylinder model of a convex obstacle and uniform theory of diffraction (UTD) which can be effectively used in an asymptotic prediction of an EM field scattered by convex obstacles. The polynomial chaos expansion is used in the statistical analysis. It is derived using the Hermite polynomial basis.