Miracle-dz/UniFAR-FTUs huggingface dataset:
Inflation Risk and the Inflation Risk Premium

"This article starts by discussing the concept of 'inflation hedging' and provides estimates of 'inflation betas' for standard bond and well-diversified equity indices for over 45 countries. We show that such standard securities are poor inflation hedges. Expanding the menu of assets to Treasury bills, foreign bonds, real estate and gold improves matters but inflation risk remains difficult to hedge. We then describe how state-of-the-art term structure research has tried to uncover estimates of the inflation risk premium, the compensation for bearing inflation risk. Most studies, including very recent ones that actually use inflation-linked bonds and information in surveys to gauge inflation expectations, find the inflation risk premium to be sizeable and to substantially vary through time. This implies that governments should normally lower their financing costs through the issuance of index-linked bonds, at least in an ex ante sense. Our findings thus indicate a potentially important role for inflation index linked bonds. We briefly discuss the pros and cons of such bonds, focusing the discussion mostly on the situation in the United States, which started to issue Treasury Inflation Protected Securities (TIPS) in 1997. We argue that it is hard to negate the benefits of such securities for all relevant parties, unless the market in which they trade is highly deficient, which was actually the case in its early years in the United States. " Copyright (c) CEPR, CES, MSH, 2010.
Direct in vivo demonstration by radioautography of specific binding sites for calcitonin in skeletal and renal tissues of the rat

An in vivo binding assay using radioautography was employed to visualize calcitonin receptors in rat tissues. At 2 min after intravenous injection of biologically active 125I-salmon calcitonin, free hormone was separated from bound hormone by intracardiac perfusion with lactated Ringer's followed by fixation with 2.5% glutaraldehyde. Various tissues were removed and processed for light and electron microscope radioautography. These were compared to tissues removed from animals that received identical amounts of labeled hormone with a large excess of unlabeled calcitonin. Among the tissues investigated, kidney and bone demonstrated labeling. In kidney, most silver grains were located over vesicles below the brush border of cells of theproximal convoluted tubules. These grains were still present after simultaneous injection of excess unlabeled hormone and most likely represented binding to sites involved with ingestion and degradation of hormone from the urinary filtrate. In contrast, grains localized to the basal surfaces of distal convoluted tubule cells were significantly reduced in number in control animals and represented sites of saturable, specific hormone binding. In bone, specific binding sites were found only at the periphery of osteoclasts. These labeled cells were located at resorption sites examined in tibia, humerus, and alveolar bone. This demonstration of the localization of 124I-calcitonin in situ provides a new approach for study the interaction of calcium-regulating hormones with their target cells.
Volatility Model Risk Measurement and Strategies against Worst Case Volatilities Risklab Project in Model Risk Y 1 Model Risk: Our Approach

Equilibrium or (absence of) arbitrage models, but also portfolio management applications and risk management procedures developed in nancial institutions, are based on a range of hypotheses aimed at describing the market setting, the agents risk appetites and the investment opportunity set. When it comes to develop or implement a model, one always has to make a trade-o between realism and tractability. Thus, practical applications are based on mathematical models and generally involve simplifying assumptions which may cause the models to diverge from reality. Financial modelling thus inevitably carries its own risks that are distinct from traditional risk factors such as interest rate, exchange rate, credit or liquidity risks. For instance, suppose that a French trader is interested in hedging a Swiss franc denominated interest rate book of derivatives. Should he/she rely on an arbitrage or an equilibrium asset pricing model to hedge this book? Let us assume that he/she chooses to rely on an arbitrage-free model, he/she then needs to specify the number of factors that drive the Swiss term structure of interest rates, then choose the modelling stochastic process, and nally estimate the parameters required to use the model.
Sensitivity Analyses for Informative Censoring in Time-to-Event Clinical Trials

The assumption of censoring at random for analyses of time to event data in the presence of informative censorings can lead to a biased estimation of the likelihood and therefore biased estimates in the cox regression. This thesis presents three different approaches to analyse the sensitivity of time-to-event data to informative censorings. The censoring at random (CAR) method of multiple imputation via Kaplan Meier imputation (KMI) serves as a starting point for these methods. On this basis three approaches are introduced and their implementation in SAS is explained in detail. Finally, all methods are applied to a real world data set and the results are discussed. The tipping point analysis adjusts the Kaplan Meier curve of the active treatment group used for the KMI by raising it to the power of a δ. This δ is gradually increased until the difference in the survival curve of the active treatment group and the reference group is no longer significant. The smallest value of δ which fulfills this is called the tipping point. If the resulting tipping point is not clinically reasonable, the original analysis of the data can be called robust to the CAR assumption [14]. However, it might be the case that no such δ exists, an example of which is given in the thesis. The second approach, reference-based imputation, is based on the assumption that from the time point of their drop out onwards, patients who drop out of the active treatment group have the same risk for having an event as the patients in the reference group. Under this assumption, KMI for the active treatment group is performed using the Kaplan Meier curve of the reference group. The aim of this approach is to test if the difference in the survival curves of the active treatment group and the reference group is still significant after the imputation. Finally, a pattern imputation approach is introduced. The implemented program allows the user to define patterns of censored patients who are believed to behave similarly after censoring. For every pattern the adjustments to the Kaplan Meier curves for the KMI introduced in the first two approaches can be applied to all treatment groups. This means every treatment can be imputed by using the Kaplan Meier curve of any treatment and a predefined δ can be applied. Pattern imputation can be used for sensitivity analyses by making conservative assumptions for the patterns. It can also give an impression of how the data might look like without censorings if the assumptions for the pattern are based on realistic reasons.
When is a linear system conservative

We consider infinite-dimensional linear systems without a-priori well-posedness assumptions, in a framework based on the works of M. Livsic, M. S. Brodskiǐ, Y. L. Smuljan, and others. We define the energy in the system as the norm of the state squared (other, possibly indefinite quadratic forms will also be considered). We derive a number of equivalent conditions for a linear system to be energy preserving and hence, in particular, well posed. Similarly, we derive equivalent conditions for a system to be conservative, which means that both the system and its dual are energy preserving. For systems whose control operator is one-to-one and whose observation operator has dense range, the equivalent conditions for being conservative become simpler, and reduce to three algebraic equations.
Microscopic examination and smear negative pulmonary tuberculosis in Ethiopia

Introduction Tuberculosis causes illness among millions of people each year and ranks as the second leading cause of death from infectious disease worldwide. The aim of this study was to investigate the detection rate of microscopic examination and estimate risk of transmission of TB by smear negative pulmonary TB patients. Methods A cross-sectional study and retrospective data analysis on TB were undertaken in Northwest Shewa, Ethiopia. Microscopic examination, bacterial culture and PCR were performed. The statistical analysis was made by using STATA software version 10. Results A total of 92 suspected TB cases was included in the study. Of these, 27.17% (25/92) were positive for microscopic examination and 51% (47/92) for culture. The sensitivity and specificity of microscopic examination with 95% CI were 48.94% (34.08% to 63.93%) and 95.56% (84.82 to 99.33%), respectively. The positive and negative predictive values were 92% (73.93% to 98.78%) and 64.18% (51.53% to 75.53%), respectively. Of 8150 pulmonary TB cases in the retrospective study, 58.9% was smear negative. The proportion of TB-HIV co-infection was 28.66% (96/335). Conclusion The sensitivity of microscopic examination was 48.94% which was very low. The poor sensitivity of this test together with the advent of HIV/AIDS elevated the prevalence of smear negative pulmonary TB. This in turn increased the risk of TB transmission.
On residues in the disallowed region of the Ramachandran map.

An analysis of the occurrence of nonglycyl residues in conformations disallowed in the Ramachandran plot is presented. Ser, Asn, Thr, and Cys have the highest propensities to exhibit such conformations, and the branched aliphatic residues the lowest. Residues cluster in five regions and there are some trends in the types of residues and their side-chain conformations (chi(1)) occupying these. Majority of the residues are found at the edge of helices and strands and in short loops, and are involved in different types of weak, stabilizing interactions. A structural motif has been identified where a residue in disallowed conformation occurs as the first residue of a short 3(10)-helix. On the basis of the types of neighboring residues, the location in the three-dimensional structure and accessibility, there are similarities with the occurrence of cis peptide bonds in protein structures.
Micro-context recognition of sedentary behaviour using smartphone

Embedded sensors of smartphone provides a unique opportunity to recognize the micro-context of sedentary behaviour. In this paper, we present our research findings on how to recognize micro-contexts by utilizing on board sensors of smartphone. Our proposed approach consists of two stages process. First, we recognize the situation of a person to be either stationery or moving. If stationary, then high probability to be sedentary, in which we can then find micro details about the current context. Second, we process environmental sound and recognize the person's micro-context such as watching television, working on computers or relaxing. Furthermore, we also provide the lifestyle analytics over cloud computing infrastructure to make it available anywhere and anytime for self-management purpose. We developed an initial working prototype to evaluate the applicability of our approach in a real-world scenario.
Combinatorial interaction testing of tangled configuration options

Traditional t-way covering arrays have been shown to be highly effective at revealing option-related failures caused by the interactions of t or fewer configuration options. We however, argue that their effectiveness suffers in the presence of complex interactions among configuration options, which from now on will be referred to as tangled options. To overcome this shortcoming, we propose an approach in which 1) the source code of the system under test is analyzed to figure out how configuration options interact with each other, 2) the analysis results are used to determine the combinations of option settings as well as the conditions under which these combinations must be tested, and 3) a “minimal” interaction test suite covering all the required combinations, is created. To evaluate the proposed approach, we conducted a set of feasibility studies on two highly configurable software systems. The results we have obtained from these studies support our basic hypothesis that traditional covering arrays suffer in the presence of tangled options and that this shortcoming can be overcome by turning CIT from a black-box approach to a gray-box approach.
A Delegation Based Model for Distributed Trust

This paper discusses our infrastructure for handling distributed security and trust. It outlines a method for access control across domains that handles complex inter domain trust relationships. We have developed a flexible representation of trust information in Prolog, that can model permissions and delegations. We are currently working on modeling obligations, entitlements, and prohibitions as well. This paper describes a scheme for restricting re-delegation without using a specific delegation depth. Using examples, this paper explains the internal working of our system and the trust information that flows within it.
Text clustering method based on the iteration convergence of initial centers

In this paper according to the center of the text set and the initial cluster, a set of directions with good discriminations have been chosen to construct the IMIC coordinate. In this coordinate system re-scaling functions were constructed for each axis which are used to improve the effectiveness of the cluster policy. After several iterations, the IMIC algorithm finally converged to the final solution. The time complexity of the IMIC algorithm remains the same level as that of the K-means. Experimental results show that, the IMIC algorithm has better clustering quality.
University of Arizona Csc 560: Database Systems Implementation

• Storage structures (disk, records, pages and files) and buffer management strategies, • Access methods: B-tree, multidimensional indexes (k-d trees, Grid files, R-trees), • Query evaluation and optimization, • Transaction management: concurrency control and recovery, • Database security and authorization, • Parallel database systems, decision support and OLAP, • Advanced search: k-NN similarity search, string databases, • XML: labeling schemes, path joins, selective dissemination (if time permits).
Project portfolio management in financial services: aligning systems and climate

While a number of studies have analysed portfolio management in goods firms, few have focused on the processes and practices within service firms. This research project investigated the attitudes, approach and practices geared towards project portfolio management (PPM) in UK-based financial service firms. An exploratory research approach is undertaken via in-depth interviews with key informants in 24 leading financial service companies. Data was also collected on the tools employed for PPM and the performance of the project portfolio. The results revealed considerable variation in the approach and effectiveness of PPM. There were clearly unresolved problems with PPM including PPM not being within the company's strategic context; firms being focused on managing project risk rather than building a balanced portfolio; a lack of understanding of project interdependencies and firms' reluctance to cancel projects once they have started.
Adaptive Maximum Windowed Likelihood Multicomponent AM-FM Signal Decomposition

Considering a real signal as the sum of a number of sinusoidal signals in the presence of additive noise, maximum windowed likelihood (MWL) criterion is introduced and applied to construct an adaptive algorithm in order to estimate the amplitude and frequency of these components. The amplitudes, phases and frequencies are assumed to be slowly time varying. Employing MWL an adaptive algorithm is obtained in two steps. First, assuming some initial values for the frequency of each component, a closed form is derived to estimate the amplitudes. Then, the gradient of MWL is used to adaptively track the frequencies, using the latter values of amplitudes. The proposed algorithm has a parallel structure in which each branch estimates parameters of one of the components. The proposed multicomponent phase locked loop (MPLL) algorithm is implemented employing low complexity blocks. It is adjustable to be used in different conditions. The mean squared error of the algorithm is studied to analyze the effect of the window length and type and the step size. Simulations have been conducted to illustrate the efficiency and the performance of the algorithm in different conditions including: the effect of the initialization, the frequency resolution, for chirp components, for components during frequency crossover and for speech signals. Simulations illustrate that the method efficiently tracks slowly time-varying components of the signals such as voiced speech segments.
The interaction of access control and object orientation in extensible systems

The authors describe how object-oriented language design interacts with access control in extensible systems, based on their experience in building the SPIN extensible operating system. Several modern extensible systems, such as Java-enabled Web browsers and SPIN, use object-oriented languages for extensibility. These systems allow extension programs written in their languages (Java and Modula-3, respectively) to be linked in at run-time. The paper presents a case study of the object-oriented language design issues that they encountered in building SPIN. First, they describe how access control in SPIN is affected by the language design choices made in Modula-3, and how they changed Modula-3 to satisfy access control requirements. Second, they compare the access control mechanisms they chose in SPIN, which are mostly link-time, with those in Java, which are mostly compile-time.
Bayesian Spatiotemporal Modeling Using Hierarchical Spatial Priors, with Applications to Functional Magnetic Resonance Imaging (with Discussion)

We propose a spatiotemporal Bayesian variable selection model for detecting activation in functional magnetic resonance imaging (fMRI) settings. Following recent research in this area, we use binary indicator variables for classifying active voxels. We assume that the spatial dependence in the images can be accommodated by applying an areal model to parcels of voxels. The use of parcellation and a spatial hierarchical prior (instead of the popular Ising prior) results in a posterior distribution amenable to exploration with an efficient Markov chain Monte Carlo (MCMC) algorithm. We study the properties of our approach by applying it to simulated data and an fMRI data set.
Measurement-based admission control in integrated-services networks

To satisfy the quality of service requirements of real-time multimedia applications, networks must employ resource reservation and admission control. In this paper, we describe a new Measurement-Based Admission Control (MBAC) algorithm that uses empirical traac envelopes of the aggregate traac ow to allocate network resources. Our framework of traac envelopes provides a robust and accurate characterization of the aggregate ow, capturing the extent to which ows statistically multiplex as well as the temporal correlation structure of the aggregate ow. In estimating applications' future performance, we introduce the notion of a schedulability conndence level which describes the uncertainty of the measurement-based \prediction", based on which we devise techniques to accurately estimate packet loss probability for a buuered multiplexer servicing heterogeneous and bursty traac ows. Acknowledgments I would like to express my deep gratitude to my thesis advisor Dr. Edward W. Knightly for his insightful thoughts that guided me toward the nal accomplishment of the work and for his great and patient help that accompanied me through the entire journey. I would also like to thank Dr. Behnaam Aazhang and Dr. Peter Druschel for their kindness of being my thesis committee, and for their contribution of precious time in providing suggestions, comments, and evaluations on my thesis. I thank my fellow students Zhang for their friendly assistance and enlightening discussions. I am greatly indebted to my parents Dehong Qiu and Peichun Yu, for their unconditional support on my education that culminated in the thesis. Finally, I would like to share the pleasure of fulllling this work with my lovely wife Wei Wang, I hope it could partly compensate my negligence in expressing love to her during the hardworking days for this thesis. Contents Abstract ii Acknowledgments iii List of Tables vi List of Illustrations vii 1 Introduction 1
Regulation mechanism of ERM (ezrin/radixin/moesin) protein/plasma membrane association: possible involvement of phosphatidylinositol turnover and Rho-dependent signaling pathway

The ERM proteins, ezrin, radixin, and moesin, are involved in the actin filament/plasma membrane interaction as cross-linkers. CD44 has been identified as one of the major membrane binding partners for ERM proteins. To examine the CD44/ERM protein interaction in vitro, we produced mouse ezrin, radixin, moesin, and the glutathione-S- transferase (GST)/CD44 cytoplasmic domain fusion protein (GST-CD44cyt) by means of recombinant baculovirus infection, and constructed an in vitro assay for the binding between ERM proteins and the cytoplasmic domain of CD44. In this system, ERM proteins bound to GST-CD44cyt with high affinity (Kd of moesin was 9.3 +/- 1.6nM) at a low ionic strength, but with low affinity at a physiological ionic strength. However, in the presence of phosphoinositides (phosphatidylinositol [PI], phosphatidylinositol 4-monophosphate [4-PIP], and phosphatidylinositol 4.5-bisphosphate [4,5-PIP2]), ERM proteins bound with a relatively high affinity to GST-CD44cyt even at a physiological ionic strength: 4,5- PIP2 showed a marked effect (Kd of moesin in the presence of 4,5-PIP2 was 9.3 +/- 4.8 nM). Next, to examine the regulation mechanism of CD44/ERM interaction in vivo, we reexamined the immunoprecipitated CD44/ERM complex from BHK cells and found that it contains Rho-GDP dissociation inhibitor (GDI), a regulator of Rho GTPase. We then evaluated the involvement of Rho in the regulation of the CD44/ERM complex formation. When recombinant ERM proteins were added and incubated with lysates of cultured BHK cells followed by centrifugation, a portion of the recombinant ERM proteins was recovered in the insoluble fraction. This binding was enhanced by GTP gamma S and markedly suppressed by C3 toxin, a specific inhibitor of Rho, indicating that the GTP form of Rho in the lysate is required for this binding. A mAb specific for the cytoplasmic domain of CD44 also markedly suppressed this binding, identifying most of the binding partners for exogenous ERM proteins in the insoluble fraction as CD44. Consistent with this binding analysis, in living BHK cells treated with C3 toxin, most insoluble ERM proteins moved to soluble compartments in the cytoplasm, leaving CD44 free from ERM. These findings indicate that Rho regulates the CD44/ERM complex formation in vivo and that the phosphatidylinositol turnover may be involved in this regulation mechanism.