Miracle-dz/UniFAR-FTUs huggingface dataset:
Fiscal Sustainability, Default Risk and Euro Area Sovereign Bond Spreads Markets

This paper develops an arbitrage-free affine term structure model of potentially defaultable sovereign bonds to model a cross-section of eight euro area government bond yield curves since January 1999. The existence of a common monetary policy under European Monetary Union determines the short end of the yield curves, whereas decentralized debt policies drive expected default probabilities and thereby spreads towards Germany, assumed to be free of default risk. The pricing factors are three observable area-wide macroeconomic variables and measures of national fiscal sustainability, which we proxy by expected changes in debt/GDP ratios of the respective countries. Our model explains spreads both before and during the crisis to an impressive extent. The deterioration in public finances was the major driver of the widening in spreads since 2008 through both heightened compensations for default risk and increases in risk premia. We also present perceived probabilities of sovereign default at any maturity and assess their elasticity to shifts in expected changes in debt/GDP ratios.
A Design and Implementation of Intrusion Detection System by Using Data Mining

The role of the intrusion detection system is to enforce the pattern matching policies decided for the network. Basically Proposed IDS executes on the KDD'99 Data set, this data set is used in international level for evaluating/calculating the performance of various intrusion detection systems (IDS). First step is association phase in which frequent item set are produced by apriori algorithm. The second step is clustering phase in which clusters are created by k-Means. Proposed technique uses the standard KDD99 (knowledge Discovery and Data Mining) intrusion detection contest data set. Proposed system can detect the attacks/intrusions and classifies them into different categories: U2R (User to Root), probe, R2L (Remote to Local), and Denial of Service (DoS). The prime task of the proposed IDS is to improve effectiveness with efficiency. An experiment is carried out to evaluate/calculate the performance of the proposed approach using KDD 99' data set. Here the result shows that the proposed IDS technique performs better in term of efficiency(Execution Speed) & effectiveness.
Autoselection of Cytoplasmic Yeast Virus Like Elements Encoding Toxin/Antitoxin Systems Involves a Nuclear Barrier for Immunity Gene Expression

Cytoplasmic virus like elements (VLEs) from Kluyveromyces lactis (Kl), Pichia acaciae (Pa) and Debaryomyces robertsiae (Dr) are extremely A/T-rich (>75%) and encode toxic anticodon nucleases (ACNases) along with specific immunity proteins. Here we show that nuclear, not cytoplasmic expression of either immunity gene (PaORF4, KlORF3 or DrORF5) results in transcript fragmentation and is insufficient to establish immunity to the cognate ACNase. Since rapid amplification of 3' ends (RACE) as well as linker ligation of immunity transcripts expressed in the nucleus revealed polyadenylation to occur along with fragmentation, ORF-internal poly(A) site cleavage due to the high A/T content is likely to prevent functional expression of the immunity genes. Consistently, lowering the A/T content of PaORF4 to 55% and KlORF3 to 46% by gene synthesis entirely prevented transcript cleavage and permitted functional nuclear expression leading to full immunity against the respective ACNase toxin. Consistent with a specific adaptation of the immunity proteins to the cognate ACNases, cross-immunity to non-cognate ACNases is neither conferred by PaOrf4 nor KlOrf3. Thus, the high A/T content of cytoplasmic VLEs minimizes the potential of functional nuclear recruitment of VLE encoded genes, in particular those involved in autoselection of the VLEs via a toxin/antitoxin principle.
Measuring the accuracy and interest of association rules: A new framework

It has been pointed out that the usual framework to assess association rules, based on support and confidence as measures of importance and accuracy, has several drawbacks. In particular, the presence of items with very high support can lead to obtain many misleading rules, even in the order of 95% of the discovered rules in some of our experiments. In this paper we introduce a different framework, based on Shortliffe and Buchanan's certainty factors and the new concept of very strong rules, and we discuss some intuitive properties of the new framework. Both the theoretical properties and the experiments we have performed show that we can avoid the discovery of misleading rules, improving the manageability and quality of the results.
Face-to-Face Contacts during a Conference: Communities, Roles, and Key Players

This paper analyzes profile data and contact patterns of conference participants in a social and ubiquitous conferencing scenario: We investigate user-interaction and community structure of face-to-face contacts during a conference, and examine different roles and their characteristic elements. The analysis is grounded using real-world conference data capturing descriptive profile information about participants and their face-to-face contacts.
Compilers must speak properties, not just code: CAL: constraint aggregation language for declarative component-coordination

This is a work-in-progress presentation in which we will argue that approaches based on components coordinated declaratively, such as S-Net, are ideally placed for automatic multicore optimisation. We will present our case for a component compiler producing not only object code, but also symbolic constraints describing the functional, and more importantly extra-functional, properties of the source component, such as computational complexity, resource and configuration requirements. We also argue that if the coordination language is well structured, which is easily achievable when it is declarative, it is possible to aggregate the constraints yielded by the components stage-wise and to represent the multicore optimisation problem in standard CSP form to use general-purpose constraint solvers. The use of symbolic constraints to describe system behaviour is shown by some examples of S-Net network combinators. If successful our approach will achieve an unprecedented degree of flexibility in programming for a wide range of heterogeneous multi-/many-core architectures. We would like to initiate a discussion on the interplay of constraint solving and declarative coordination programming.
A fast heuristic for DWDM routing and grooming

Due to the capacity granularities inherent to optical networks, routing and traffic grooming are complex problems in DWDM networks. Although algorithms, which are capable of finding (near) optimal solutions exist, they require significant computation time, thus severly limiting the grounds for a more interactive approach to network design or the ability to solve what-if scenarios quickly, which are capabilities in high-demand, by both solution vendors and operators. Therefore we propose a routing and grooming heuristic capable of finding solutions for medium-sized networks in less than 30 seconds on commodity hardware and compare the solutions found by an implementation of this heuristic to optimal results found in the literature.
Characteristics of restricted neighbourhood search algorithm and Markov clustering on modified power-law distribution

Restricted neighbourhood search clustering (RNSC) is a graph clustering technique using stochastic local search. RNSC algorithm tries to achieve optimal cost clustering by assigning some cost functions to the set of clusterings of a graph. This algorithm was implemented by A. D. King only for undirected and unweighted random graph and its performance was evaluated on a limited set of graphs. Another popular graph clustering algorithm MCL is based on stochastic flow simulation model. This algorithm was implemented by Stijn van Dongen and tested on some weighted graphs. Complex network topology like World Wide Web, the web of human sexual contacts, or the chemical network of a cell etc., describe different real-life systems. There are plentiful applications of power-law or scale-free graphs in nature and society. Scale-free topology is stochastic i.e. nodes are connected in a random manner. This paper uses undirected real large scale-free graphs, to conduct analysis of RNSC behaviour compared with Markov clustering(MCL) algorithm as degree of nodes increases and also when degree exponent (γ) of the power-law distribution is changed. This paper reports for the first time, a comparative performance behaviour of these algorithms on twenty real-life, large-scale, undirected power-law graph data on the basis of run time, cluster coefficient, normalized mutual information (NMI) and cluster size.
Limits on the X-ray and optical luminosity of the progenitor of the type Ia supernova 2007sr

We present Hubble Space Telescope (HST)/Wide Field Planetary Camera 2 (WFPC2), Galaxy Evolution Explorer (GALEX) and Chandra observations of the position of the Type la supernova 2007sr in the Antennae galaxy, taken before the explosion. No source is found in any of the observations, allowing us to put interesting constraints on the progenitor luminosity. In total there is about 450 ks of Chandra data, spread over seven different observations. Limiting magnitudes of far-ultraviolet (FUV) (23.7 AB mag), near-ultraviolet (NUV) (23.8 AB mag), F555W (26.5 Vega mag) and F814W (24.5-25 Vega mag) are derived. The distance to the Antennae galaxy is surprisingly poorly known, with almost a factor of 2 difference between the latest distance based on the tip of the red giant branch (13.3 Mpc) and the distance derived from the 2007sr light curve (25 Mpc). Using these distances we derive limits on absolute optical and UV magnitudes of any progenitor but these are still above the brightest (symbiotic) proposed progenitors. From the Chandra data a 3σ upper limit to the X-ray luminosity of 0.5-8.0 x 10 37 erg s -1 in the 0.3-1 keV range is found. This is below the X-ray luminosity of the potential progenitor of the Type Ιa supernova 2007on that we recently discovered and for which we report a corrected X-ray luminosity. If that progenitor is confirmed it suggests the two supernovae have different progenitors. The X-ray limit is comparable to the brightest supersoft X-ray sources in the Galaxy, the Large Magellanic Cloud (LMC) and the Small Magellanic Cloud (SMC) and significantly below the luminosities of the brightest supersoft and quasi-soft X-ray sources found in nearby galaxies, ruling out such sources as progenitors of this Type Ia supernova.
Hilbert's Programs: 1917–1922

Abstract Hilbert's finitist program was not created at the beginning of the twenties solely to counteract Brouwer's intuitionism, but rather emerged out of broad philosophical reflections on the foundations of mathematics and out of detailed logical work; that is evident from notes of lecture courses that were given by Hilbert and prepared in collaboration with Bernays during the period from 1917 to 1922. These notes reveal a dialectic progression from a critical logicism through a radical constructivism toward finitism; the progression has to be seen against the background of the stunning presentation of mathematical logic in the lectures given during the winter term 1917/18. In this paper, I sketch the connection of Hilbert's considerations to issues in the foundations of mathematics during the second half of the 19th century, describe the work that laid the basis of modern mathematical logic, and analyze the first steps in the new subject of proof theory. A revision of the standard view of Hilbert's and Bernays's contributions to the foundational discussion in our century has long been overdue. It is almost scandalous that their carefully worked out notes have not been used yet to understand more accurately the evolution of modern logic in general and of Hilbert's Program in particular. One conclusion will be obvious: the dogmatic formalist Hilbert is a figment of historical (de)construction! Indeed, the study and analysis of these lectures reveal a depth of mathematical-logical achievement and of philosophical reflection that is remarkable. In the course of my presentation many questions are raised and many more can be explored; thus, I hope this paper will stimulate interest for new historical and systematic work.
Predictive Power of Incidents Reporting Rate and Its Dimensions by Job Stress among Workers’ Isfahan Steel Company

Background: There is long-term interest in the effects of stress on health, due to the strain that it places on individuals which can lead to an increased risk of disease. The present study examined degree of perceived job stress related to incidents reporting rate and its dimensions among workers’ Isfahan Steel Company. Methods: A self-administered anonymous was distributed to 189 workers. The survey included demographic factors, incidents reporting rate and its components (physical symptoms, psychological symptoms and accidents) and the Job Stress Questionnaire. The data were analyzed by multivariate (MANOVA) and correlation techniques. Results: 1) there was internal significant correlation between perceived job stress with incident reporting rate as well as with its two components namely physical symptoms and psychological symptoms; 2) there was not a significant relationship between perceived job stress and accident; 2) In multivariate analysis, perceived job stress respectively about 12%, 18% and 19% of the variance of variables of incidents reporting rate, physical and psychological symptoms significantly predicted (P< 0.05). Conclusion: Perceived job stress influences to physical and psychological symptoms. Therefore, decreasing job stress can be important to prevent the development of stress-related diseases and to promote workers health.
Volatility Components: Evidence from VIX Futures Market

In this paper we analyze CBOE VIX futures price time series data from Mar. 2004 to Feb. 2008. We derive a new pricing framework for VIX futures that is convenient to study variance term structure dynamics. Our main contribution to existing literature is the identification of the number of factors implicit in VIX futures term structure. We find that three-factor model is ideal to characterize the variance term structure. We further construct and estimate structured two- and three-factor models to identify the components and find similar results.
Sparsity and Multi-resolution BSS Method for Harmonic Signal Extraction

Using the sparsity property in the frequency domain of harmonic signals, this paper gives a harmonic extraction algorithm based on multi-resolution blind source separation (BSS) method. After the general and detailed definition of the multi-resolution BSS model is given, the wavelet packet decomposition based multi- resolution BSS algorithm for harmonic signal extraction is constructed in detail. Some simulations of the proposed algorithm are exhibited in the simulation part to demonstrate the validity of the method. At last, we discuss the impact of multiresolution BSS research and outline potential future research directions and applications. Copyright © 2014 IFSA Publishing, S. L.
Performance considerations for automotive antenna equipment in vehicle-to-vehicle communications

Vehicle-to-vehicle (V2V) communications systems focus on the improvement of driver safety and traffic efficiency using the recently designated frequency bands in the 5.9GHz range in Europe. Due to the time-frequency selective fading behaviour of the vehicular communication channel, antenna-related effects impacted by the vehicular mounting position and mutual coupling play an integral role in the performance of V2V communications. This paper focuses on the analysis of characteristic antenna effects that are subject to vehicular mounting. Example multi-element antenna (MEA) topologies are considered to improve the reliability of the wireless link by diversity combining in order to meet the stringent requirements of real-time communications.
Limits of floats: The role of foreign currency debt and import structure

A traditional argument in favor of flexible exchange rates is that they insulate output better from real shocks, because the exchange rate can adjust and stabilize demand for domestic goods through expenditure switching. This argument is weakened in a model with high foreign currency debt and low exchange rate pass through to import prices. We analyze the transmission of real external shocks to the domestic economy under fixed and flexible exchange rate regimes for a broad sample of countries in a Panel VAR and let the responses vary with foreign currency indebtedness and import structure. We find that flexible exchange rates do not insulate output better from external shocks if the country imports mainly low pass-through goods and can even amplify the output response if foreign indebtedness is high.
The Millennium Galaxy Catalogue: a census of local compact galaxies

We use the Millennium Galaxy Catalogue (MGC) to study the effect of compact galaxies on the local field galaxy luminosity function (LF). Here, we observationally define as 'compact' galaxies that are too small to be reliably distinguished from stars using a standard star-galaxy separation technique. In particular, we estimate the fraction of galaxies that are misclassified as stars due to their compactness. We have spectroscopically identified all objects to B MGC = 20 mag in a 1,14-deg 2 subregion of the MGC, regardless of morphology. From these data we develop a model of the high surface brightness (SB) incompleteness and estimate that ∼1 per cent of galaxies with B MGC < 20 mag are misclassified as stars, with an upper limit of 2.3 per cent at 95 per cent confidence. However, since the missing galaxies are preferentially sub-L* their effect on the faint end of the LF is substantially amplified: we find that they contribute ∼6 per cent to the total LF in the range -17 < M B < -14 mag, which raises the faint end slope a by 0.03 +0.02 -0.01 . Their contribution to the total B-band luminosity density is ∼2 per cent. Roughly half of the missing galaxies have already been recovered through spectroscopy of morphologically stellar targets selected mainly by colour. We find that the missing galaxies mostly consist of intrinsically small, blue, star forming, sub-L* objects. In combination with the recent results of Driver et al. we have now demonstrated that the MGC is free from both high- and low-SB selection bias for giant galaxies (M B ? -17 mag). Dwarf galaxies, on the other hand, are significantly affected by these selection effects. To gain a complete view of the dwarf population will require both deeper and higher-resolution surveys.
IsoQuest Inc.: Description of the NetOwl™ Extractor System as Used for MUC-7

IsoQuest used its commercial software product, NetOwl Extractor, for the MUC-7 Named Entity task. The product consists of a high-speed C engine that analyzes text based on a configuration file containing a pattern rule base and lexicon. IsoQuest used the NameTag Configuration to recognize proper names and other key phrases in text, and mapped the product’s extraction tags to the MUC-7 NE tags. NetOwl Extractor provides access to the extracted information through a flexible API, and IsoQuest used a small application program to process the documents and write the SGML output.
Applying Assemble Clustering Algorithm and Fault Prediction to Test Case Prioritization

Cluster application is proposed as an efficient approach to improve test case prioritization, Test case in a same cluster are considered to have similar behaviors. In the process of cluster test case, the selection of test case feature and the clusters number have great influence on the clustering results. but to date almost clustering algorithm to improve test case prioritization are selected random clusters number and clustering result are based on one or a few of the code features, the paper propose a new prioritization techniques that not only consider the best clusters number but also produce the best clustering result based on test case multidimensional feature. After clustering, considering the inter-cluster prioritization and intra-cluster prioritization,in order to improve the effectiveness of our approach, the fault prediction value of code corresponding to the test case is used as one of a prioritization weight. Finally,we implemented an empirical studies using an industrial software to illustrate the effectiveness of the test case prioritization techniques.
IHEP cluster for Grid and distributed computing

To build a computer cluster for the Grid and distributed computing is a highly complex task. Such cluster has to seamlessly combine grid middleware and different types of the other software in one system with shared cpu, storage, network and engineering infrastructure. To be able to run effectively and be flexible for the still unknown future usage patterns many software systems must be gathered together to build a complete system with high level of complexity. This work present a general possible architecture for such systems and a cluster software stack which could be used to build and operate it using IHEP computer cluster as an example.
Genetic Forma Recombination in Permutation Flowshop Problems

This paper analyzes different representations for permutation flowshop problems. This is done using forma analysis to assess the quality of these representations with respect to makespan optimization. Classical recombination operators are studied and empirically evaluated in this context. It is shown that the best operators work on representations in which absolute positions of tasks are relevant. Subsequently, some new operators operating on these representations are proposed. These new operators are designed to exhibit specific properties regarding implicit mutation and forma transmission. Their performance is shown to be competitive with traditional operators.