Miracle-dz/UniFAR-FTUs huggingface dataset:
The Geometry of the Maximum Likelihood Estimator of the Zero-Beta Return

This paper explores geometric relations, in mean-variance space, among the sample frontier, the maximum likelihood estimator, and two other estimators of the zero-beta return. It is also demonstrated that a partition of the portfolio space is determined by a family of parabolas; the zeros of each parabola are the maximum likelihood estimators associated with all portfolios on the parabola. This observation is the basis for an additional interpretation of the statistic of the Likelihood Ratio Test of portfolio efficiency without a riskless asset. THE ZERO-BETA RETURN with respect to the market portfolio is one of the two determinants of the expected returns of individual assets in Black's [2] generalized Capital Asset Pricing Model (CAPM). Roll [131 points out that there is an ambiguity in estimating the zero-beta return with respect to a given ex ante efficient portfolio using ex post (sample) parameters. He also presents some geometric relations among the sample frontier, the sample moments of the return on the given portfolio, and two alternative estimators of the zero-beta return introduced by Long [10]. Kandel [8] shows that the ambiguity is eliminated when returns are assumed to be jointly normally distributed and the Maximum Likelihood (ML) approach is used. The exact ML estimator is derived by Kandel [8], who also shows that the ML estimator is a zero of a specific parabola, and that it always lies between the two alternative estimators. Following Gibbons [5] and Ross [15, 16], ML methods have been applied in tests of the CAPM by Stambaugh [20], Jobson and Korkie [7], Frankel and Dickens [4], Kandel and Stambaugh [9], Shanken [17], Ferson, Kandel and Stambaugh [3], MacKinlay [11], Amseler and Schmidt [1], and others. The small-sample distributions of the statistics of these tests have been investigated analytically and through simulations. The exact distribution is known only for the case in which a risk-free asset exists (or when the zero-beta return is known). Gibbons, Ross, and Shanken [6] show that a transformation of the Likelihood Ratio Test (LRT) has an exact F distribution. Shanken [18] introduces a CrossSectional Regression Test (CSRT) of efficiency for the case in which there is no risk-free asset and derives an approximate sampling distribution for the test. He also obtains an upper bound on the exact distribution functions of the CSRT and the LRT. Recently, Shanken [19] has generalized Kandel's [8] method of
An efficient network coding based broadcast scheme with reliability guarantee

There is an increasing demand for broadcasting information of common interest to a large number of users. The unreliable nature of wireless links and the difficulty of acknowledging the correct reception of every broadcast packet by every user when the number of users becomes large are two major challenges for wireless network broadcasting. In this paper we investigate the problem that a base station broadcasts a given number of packets to a given number of users, without user acknowledgment, while being able to provide a guarantee on the probability of successful delivery. Network coding technique is employed to improve both the efficiency and the reliability of the broadcast. Performance analysis is conducted. Based on the analysis, an upper and a lower bound on the number of packet transmissions required to meet the reliability guarantee are obtained. Simulations are conducted to validate the accuracy of the theoretical analysis. The technique and analysis developed in this paper can be useful for designing strategies to deliver information of common interest to a large number of users efficiently and reliably.
The Self-Image/Store-Image, Matching Process: An Empirical Test

The concept of self-image has been utilized by marketers as an aid in better understanding how consumers identify themselves with the brands of products they buy, the television programs they view, and the retail outlets they patronize. This research is based on the assumption that consumers select those brands, programs, and stores that possess images which are similar to the images that they perceive of themselves. As Steuart Henderson Britt explains: "A consumer may buy a product because, among other factors, he feels that the product enhances his own self-image. Similarly, a consumer may decide not to buy a product or not to shop at a particular store if he feels that these actions are not consistent with his own perceptions of himself. "' Thus, in an effort to define and enhance one's image of self, consumers attempt to choose courses of action that are consistent with their image of themselves and will avoid making decisions that may not enhance that image.2 The bulk of self-image research conducted in an economic setting has dealt with consumers matching their self-image with product/brand images. The research findings collected to date may be summarized in the following manner: Self-images have been found to differ between users and nonusers of a product type;3 consumers of one brand hold self-images that are quite different from the self-images of consumers of other brands of products;4 the images of preferred brands and products are more similar to one's selfimage than are images of nonpreferred brands and products;5 consumers strive, through the purchase of goods, to maintain or enhance their self-
Review on cat swarm optimization algorithms

Cat Swarm Optimization (CSO) is an evolutionary method inspired by the creatures in Mother Nature for solving optimization problems. Less than one decade after CSO is proposed, it has been improved and applied in different fields by many researchers in recent years. In this review, we majorly focus on the original CSO algorithm and some improved branches of CSO family algorithms. Some examples of utilizing CSO to solve problems in engineering are also reviewed. In the first section, the concept of the first proposed CSO algorithm is given in brief, and the improved Parallel CSO (PCSO) is described and summarized in a comprehensive way. Finally, the optimization problems in the engineering fields solved by CSO family algorithms are also reviewed. The objective of the review is to provide the overview of CSO algorithms and a brief introduction for new researchers to the swarm intelligence research field.
Using Neutral Examples for Learning Polarity

Sentiment analysis is an example of polarity learning. Most research on learning to identify sentiment ignores "neutral" examples and instead performs training and testing using only examples of significant polarity. We show that it is crucial to use neutral examples in learning polarity for a variety of reasons and show how neutral examples help us obtain superior classification results in two sentiment analysis test-beds.
A Study of the Relationships Between Generation, Market Orientation, and Innovation in Family Firms

This study focuses on market orientation in family-owned firms. Market orientation is influenced by organizational characteristics and is at the same time a key antecedent of innovation. Since the generation in control largely shapes the family firm’s organization, the authors examine the relationships between the generation in control, market orientation, and innovation. Using regression analysis, the study demonstrates that later generations show a lower level of market-oriented behavior, that the positive relationship between market orientation and innovation is maintained in a family firm sample, and that the generation in control influences innovation through its influence on market orientation.
Structuring the process of disaster relief nurses’ cognitive evaluation of stress

Aim: This study aims to structure the process of cognitive evaluation of stress in disaster relief nurses, focusing on long-term adjustment or maladjustment. Methods: A self-administered questionnaire was completed by 535 disaster relief nurses from Japanese prefectures outside the impact zone of the Great East Japan Earthquake. The study was based on the theory of stress and divided into three stages: cognitive evaluation of stress, secondary evaluation of emotional changes and re-evaluation of individual adjustment or maladjustment. External impact factors were established for each stage. A checklist for disaster relief workers and the Impact of Event Scale-Revised were employed. A structural equation model with observed variables was used. Results: The endogenous variable relationships of the structural model comprised: (a) cognitive evaluation of stress and emotional changes; and (b) negative emotions and long-term inability to cope. External impact factors were as follows: for cognitive evaluation of stress, gender (female), marital status (married), timing of disaster relief activities (within 2 weeks of the disaster), nature of the activities (work at evacuation sites), and individual adjustment behaviors (focusing on the problem); for negative emotions, assessment of others’ intentions and adjustment behaviors during work (laughing and joking); for long-term maladjustment, inappropriate assessments of one’s own behavior and individual adjustment behaviors (focusing on emotion). The structural model showed discrepancies due to gender. Conclusions: The cognitive evaluation process of disaster relief nurses’ stress could be structured according to stress theory. Furthermore, the study revealed differences in the structural model by gender.
The Effects of Health Shocks on Labour Market Exits: Evidence from the HILDA Survey

This paper analyses the relationship between ill-health, health shocks and early labour market exits among older working individuals. We represent the transition to non-employment as a discrete-time hazard model using a stock-sample from the first six waves (2001-2006) of the Household, Income and Labour Dynamics in Australia (HILDA) Survey. Our results show that health shocks are key determinants of early exit choices. For men, negative shocks to health increase the hazard of becoming non-employed by 50 to 320 per cent, whereas for women, health shocks increase the hazard of an early exit from the labour market by 68 to 74 per cent. These findings are confirmed by both a measure of health limitations and a measure of latent health obtained using pooled ordered probit models as well as for two alternative definitions of health shocks.
Quench Margin Measurement in ${\rm Nb}_{3}{\rm Sn}$ Quadrupole Magnet

One of the possible practical applications of the Nb3Sn accelerator magnets is the LHC luminosity upgrade that involves replacing the present NbTi focusing quadrupoles in two high-luminosity interaction regions (IR). The IR magnets are exposed to strong radiation from the interaction point that requires a detailed investigation of the magnet operating margins under the expected radiation-induced heat depositions. This paper presents the results of simulation and measurement of quench limits and temperature margins for a Nb3Sn model magnet using a special midplane strip heater.
Cardiovascular risk factors in 116 patients 5 years or more after liver transplantation

Abstract.We assessed the cardiovascular risk factors (CVRFs) in 116 stable liver transplant patients surviving for 5 years or more (median: 102 months). The prevalence of smokers was 29.3%, hypertension 49.1%, obesity 22.4%, hypercholesterolemia 34.5%, hypertriglyceridemia 11.2%, and hyperhomocysteinemia 57.8%. Diabetes was found in 21.5% of the patients, being more frequent in patients with hepatitis-C-virus infection (31.8% vs 15.3%; P=0.03). Patients on cyclosporine therapy had a higher prevalence of hypertension, hypercholesterolemia and hyperhomocysteinemia than those treated with tacrolimus. Multivariate analysis showed only an association between cyclosporine therapy and cholesterol concentrations (odds ratio:1.02; 95% confidence interval (CI): 1.00–1.03; P=0.01). The prevalence of hypertension, diabetes, hypercholesterolemia and hypertriglyceridemia was lower at the time of the study than at 1 and 3 years after transplantation (P<0.05), probably related to steroid withdrawal. Comparing 87 patients' CVRFs with the general Spanish population, we found that the age–gender standardized prevalence ratio was not different: smoking 1.46 (95% CI: 0.88–1.76), obesity 1.16 (95% CI: 0.60–1.44), hypertension 1.55 (95% CI: 0.98–1.81), and hypercholesterolemia 0.64 (95%CI: 0.35–1.90). We conclude that the prevalence of CVRFs in liver transplant patients after 5 years or more is lower that found in the first years after the transplantation, and no different from that found within the Spanish population.
Decreased Functional Connectivity and Disturbed Directionality of Information Flow in the Electroencephalography of Intensive Care Unit Patients with Delirium after Cardiac Surgery

Background:In this article, the authors explore functional connectivity and network topology in electroencephalography recordings of patients with delirium after cardiac surgery, aiming to improve the understanding of the pathophysiology and phenomenology of delirium. The authors hypothesize that disturbances in attention and consciousness in delirium may be related to alterations in functional neural interactions. Methods:Electroencephalography recordings were obtained in postcardiac surgery patients with delirium (N = 25) and without delirium (N = 24). The authors analyzed unbiased functional connectivity of electroencephalography time series using the phase lag index, directed phase lag index, and functional brain network topology using graph analysis. Results:The mean phase lag index was lower in the &agr; band (8 to 13 Hz) in patients with delirium (median, 0.120; interquartile range, 0.113 to 0.138) than in patients without delirium (median, 0.140; interquartile range, 0.129 to 0.168; P < 0.01). Network topology in delirium patients was characterized by lower normalized weighted shortest path lengths in the &agr; band (t = −2.65; P = 0.01). &dgr; Band–directed phase lag index was lower in anterior regions and higher in central regions in delirium patients than in nondelirium patients (F = 4.53; P = 0.04, and F = 7.65; P < 0.01, respectively). Conclusions:Loss of &agr; band functional connectivity, decreased path length, and increased &dgr; band connectivity directed to frontal regions characterize the electroencephalography during delirium after cardiac surgery. These findings may explain why information processing is disturbed in delirium.
Labor and Machine Limited Production Systems

A number of investigations have been performed with models of machine limited production systems. In the main, the work has centered upon evaluation of alternative queue disciplines. In this paper, a model is proposed for studying systems in which both machines and labor are limiting resources. The proposed model includes several design and control factors which offer promising subjects for research. These factors relate to labor and job assignment procedures and control, labor force training, and system flexibility as determined by equipment purchasing and employment policies. Results are reported for an initial set of experiments in which the labor assignment procedure and the size of the labor force are variables, and for two subsequent sets of experiments in which the labor assignment procedure, the degree of centralized control of labor assignment, the job routing characteristics of the network, and the labor efficiency matrix are variables. Suggestions are given for further research.
The many faces of Macau: A correspondence analysis of the images communicated by online tourism information sources in English and Chinese

This research aimed to compare Macau's tourism image in English- and Chinese-language websites from five sets of online information sources. It systematically identified Macau's online tourism image by content analyzing its official Macau Government Tourist Office website (MGTO), travel agency, guidebook and magazine websites, and blogs of tourists. This study revealed that the overall Macau images projected on English and Chinese websites are quite different. Cultural differences, when combined with other salient factors (such as distance from Macau), seem to influence destination image. The variations are not surprising, considering different communication objectives and targets of destination marketers, travel agencies, publishers and tourists. Macau destination marketers undoubtedly need to keep these deviations in mind when proposing communication strategies. While adequate communication about the government's intended Macau image becomes essential among destination marketers and other industry practitioners, it is also important to be aware of the various other communicated images online and harmonize the efforts as much as possible.
Identification of Complin, a Novel Complement Inhibitor that Targets Complement Proteins Factor B and C2

Complement factor B (fB) is a key constituent of the alternative pathway (AP). Its central role in causing inflammation and tissue injury through activation of the AP urges the need for its therapeutic targeting. In the current study, we have screened phage-displayed random peptide libraries against fB and identified a novel cyclic hendecapeptide that inhibits activation of fB and the AP. Structure-activity studies revealed that: 1) the cysteine-constrained structure of the peptide is essential for its activity; 2) Ile5, Arg6, Leu7, and Tyr8 contribute significantly to its inhibitory activity; and 3) retro-inverso modification of the peptide results in loss of its activity. Binding studies performed using surface plasmon resonance suggested that the peptide has two binding sites on fB, which are located on the Ba and Bb fragments. Studies on the mechanism of inhibition revealed that the peptide does not block the interaction of fB with the activated form of C3, thereby suggesting that the peptide inhibits fB activation primarily by inhibiting its cleavage by factor D. The peptide showed a weak effect on preformed C3 and C5 convertases. Like inhibition of fB cleavage, the peptide also inhibited C2 cleavage by activated C1s and activation of the classical as well as lectin pathways. Based on its inhibitory activities, we named the peptide Complin.
Alpine Skiing With total knee ArthroPlasty (ASWAP): effects on gait asymmetries

The aim of the study was to examine the effect of a 12‐week recreational skiing intervention on functional gait performance in people with unilateral total knee arthroplasty (TKA). Twenty‐three older adults (71 ± 5 years) were assigned to the intervention (IG) or control group (CG). Test time and ground reaction forces (GRF) were recorded at pre‐ and post‐intervention and in the retention phase during functional gait tests. Ground contact was recorded bilaterally and divided into the weight acceptance and push‐off phases. In IG, a faster stair descent time (16%) was observed at post‐test with no further change at the retention test. The asymmetry indices for all analyzed variables were decreased in stair descent and during weight acceptance in stair ascent and level walking without further changes between post‐ and retention test. The reduced asymmetries occurred mainly because of increased loading of the operated leg. Most variables were unchanged in CG. Similar to the force data, the asymmetry index for temporal stride characteristics was reduced in all stair descent variables. These results demonstrate that alpine skiing as a leisure‐time activity has a beneficial effect on gait performance and leads to a more balanced load distribution between the legs during daily activities.
A Study of New Arabidopsis Chloroplast RNA Editing Mutants Reveals General Features of Editing Factors and Their Target Sites[W][OA]

RNA editing in higher plant organelles results in the conversion of specific cytidine residues to uridine residues in RNA. The recognition of a specific target C site by the editing machinery involves trans-acting factors that bind to the RNA upstream of the C to be edited. In the last few years, analysis of mutants affected in chloroplast biogenesis has identified several pentatricopeptide repeat (PPR) proteins from the PLS subfamily that are essential for the editing of particular RNA transcripts. We selected other genes from the same subfamily and used a reverse genetics approach to identify six new chloroplast editing factors in Arabidopsis thaliana (OTP80, OTP81, OTP82, OTP84, OTP85, and OTP86). These six factors account for nine editing sites not previously assigned to an editing factor and, together with the nine PPR editing proteins previously described, explain more than half of the 34 editing events in Arabidopsis chloroplasts. OTP80, OTP81, OTP85, and OTP86 target only one editing site each, OTP82 two sites, and OTP84 three sites in different transcripts. An analysis of the target sites requiring the five editing factors involved in editing of multiple sites (CRR22, CRR28, CLB19, OTP82, and OTP84) suggests that editing factors can generally distinguish pyrimidines from purines and, at some positions, must be able to recognize specific bases.
Exploiting MultiChannels Deep Convolutional Neural Networks for Multivariate Time Series Classification

Time series classification is related to many different domains, such as health informatics, finance, and bioinformatics. Due to its broad applications, researchers have developed many algorithms for this kind of tasks, e.g., multivariate time series classification. Among the classification algorithms, Nearest Neighbor (k-NN) classification (particularly 1-NN) combined with Dynamic Time Warping (DTW) achieves the state of the art performance. The deficiency is that when the data set grows large, the time consumption of 1-NN with DTW will be very expensive. In contrast to 1-NN with DTW, it is more efficient but less effective for feature-based classification methods since their performance usually depends on the quality of hand-crafted features. In this paper, we aim to improve the performance of traditional feature-based approaches through the feature learning techniques. Specifically, we propose a novel deep learning framework, Multi-Channels Deep Convolutional Neural Networks (MC-DCNN), for multivariate time series classification. This model first learns features from individual univariate time series in each channel, and combines information from all channels as feature representation at the final layer. Then, the learnt features are applied into a Multilayer Perceptron (MLP) for classification. Finally, the extensive experiments on realworld data sets show that our model is not only more efficient than the state of the art but also competitive in accuracy. This study implies that feature learning is worth to be investigated for the problem of time series classification. Received October 27, 2014; accepted month dd, yyyy E-mail: cheneh@ustc.edu. cn
Modelling the antecedents of behavioural outcomes in Indian life insurance services: a SEM approach

This paper empirically tests the effect of perceived service quality on behavioural outcomes of customers of life insurance services in India. The interactive and causal effects of the service that encounter variables are empirically tested using structural equation modelling with life insurance customers in the National Capital Region of Delhi, India. The results provided empirical support for a modified model, wherein service quality, customer satisfaction and value perceptions are antecedents of future intentions of customers and the need for a comprehensive approach to service quality in life insurance that includes agent service quality, value perceptions and overall customer satisfaction.
Correlation of MTS1/p16 and nm23 mRNA expression with survival in patients with peripheral synovial sarcoma

Tumor supressor gene MTS1/p16 (cyclin‐dependent kinase‐4 inhibitor) and a putative tumor metastasis supressor gene nm23 (nucleoside diphosphate A kinase) have been identified in a variety of human tumors but have not been well studied in mesenchymal neoplasms.