Miracle-dz/UniFAR-FTUs huggingface dataset:
PRICING S&P 500 INDEX OPTIONS UNDER STOCHASTIC VOLATILITY WITH THE INDIRECT INFERENCE METHOD

This paper studies the price of SP in the second step, the risk premium, λ, the spot variance, vt, and the correlation coefficient between the asset return and its volatility, ρ, are estimated by a nonlinear least-squares method that minimizes the sum of the squares of the error between the cross-sectional option price and the corresponding model price. The model performance is assessed by directly comparing the computed option model price with the market price. We find that both the Black–Scholes model and the Heston model overprice the out-of-the-money options and underprice the in-the-money options, but the degree of the bias is different. The Heston model significantly outperforms the Black–Scholes model in almost all moneyness-maturity groups. On average, the Heston model can reduce pricing errors by about 25%. However, pricing bias still exists in the Heston model. In particular, the Heston model always overprices short-term options, indicating that some other factors, such as the random jump, may also be needed to explain the option price.
Changes in the genetic structure of Atlantic salmon populations over four decades reveal substantial impacts of stocking and potential resiliency

While the stocking of captive-bred fish has been occurring for decades and has had substantial immediate genetic and evolutionary impacts on wild populations, its long-term consequences have only been weakly investigated. Here, we conducted a spatiotemporal analysis of 1428 Atlantic salmon sampled from 1965 to 2006 in 25 populations throughout France to investigate the influence of stocking on the neutral genetic structure in wild Atlantic salmon (Salmo salar) populations. On the basis of the analysis of 11 microsatellite loci, we found that the overall genetic structure among populations dramatically decreased over the period studied. Admixture rates among populations were highly variable, ranging from a nearly undetectable contribution from donor stocks to total replacement of the native gene pool, suggesting extremely variable impacts of stocking. Depending on population, admixture rates either increased, remained stable, or decreased in samples collected between 1998 and 2006 compared to samples from 1965 to 1987, suggesting either rising, long-lasting or short-term impacts of stocking. We discuss the potential mechanisms contributing to this variability, including the reduced fitness of stocked fish and persistence of wild locally adapted individuals.
Developing Elementary Teachers’ Knowledge about Functions and Rate of Change through Modeling

The purpose of this article is to describe the development of elementary school teachers’ mathematical knowledge for teaching as they participated in a Modeling Instruction environment that placed heavy emphasis on improving their subject-matter knowledge as a basis for affecting the development of their pedagogical content knowledge. We investigate the development of the teachers’ content knowledge and pedagogical content knowledge by considering the results of our iterative revisions with supporting documentation of the insights we made as we refined the course to explore teachers’ knowledge. We conclude that Modeling Instruction helped the teachers conceive of mathematics as a tool to explain scientific phenomena and provided the teachers with opportunities to reflect upon the process of learning mathematics, which were both foundational to the development of their subject matter knowledge and their pedagogical content knowledge.
Segmentation of large point-clouds using recursive local PCA

We present a segmentation method for 3D point clouds, resulting from a stereo camera. Given an unsorted list of points the algorithm splits the data recursively until some quality level is achieved. In the second and the last step we use a mincut method in order to summarize similar plane-clusters from a global point of view. The method does not require any prior knowledge about the scene and was tested in complex indoor environments.
Bayesian Models for Multiple Outcomes Nested in Domains

Summary We consider the problem of estimating the effect of exposure on multiple continuous outcomes, when the outcomes are measured on different scales and are nested within multiple outcome classes, or “domains. ” Our Bayesian model extends the linear mixed models approach to allow the exposure effect to differ across domains and across outcomes within domains. Our model can be parameterized to allow shrinkage of the effects within the different levels of nesting, or to allow fixed domain‐specific effects with no shrinkage. Our model also allows covariate effects to differ across outcomes and domains. Our methodology is applied to data on prenatal methylmercury exposure and multiple outcomes in four domains measured at 9 years of age on children enrolled in the Seychelles Child Development Study. We use three different priors and found that our main conclusions were not sensitive to the choice of prior. Simulation studies examine the model performance under alternative scenarios. Our results demonstrate that a sizeable increase in power is possible.
Automatic selection and evaluation on data mining algorithms

For traditional data mining tasks, algorithms are commonly selected by manual effort. However, it is a challenge for any practitioner to select the most appropriate algorithm from hundreds of candidates. To address this issue, we have proposed a novel model for supporting automatic selection on data mining algorithms. The model incorporates the extracted characteristics of data sets and the dynamically established rule sets into the procedures of automatic algorithm selection, which significantly accelerates the progress of algorithm se lection for a variety of data mining tasks. In addition, we have investigated a set of quantized and subdivided evaluation criteria for supporting high quality algorithm selection. Experimental work has been conducted to ve rify the feasibility and effectiveness of the proposed model.
Psychometric Properties of the Eating Attitudes Test

The study was designed to examine the construct validity and internal consistency reliability of the Eating Attitudes Test (EAT) using a confirmatory factor analysis (CFA). Two widely adopted EAT models were tested: three-factor (Dieting, Bulimia and Food Preoccupation, and Oral Control) with 26 items (Garner, Olmsted, Bohr, & Garfinkel, 1982), and four-factor (Dieting, Oral Control, Awareness of Food Contents, and Food Preoccupation) with 20 items (Koslowsky et al., 1992). Research participants included two samples of female college students (calibration N = 785, cross-validation N = 298). Maximum Likelihood estimation method was adopted. The fit indexes from the three-factor EAT-26 represented unacceptable model fit (RMSEA = .11, SRMR = .11, CFI = .73, AGFI = .74). Similarly, the fit indexes from the four-factor EAT-20 model provided a poor fit (RMSEA = .09, SRMR = .07, CFI = .85, AGFI = .83); however, after eliminating four items with low factor loadings, the four-factor EAT model with 16 items was found to have an acceptable fit (RMSEA = .08, SRMR = .05, CFI = .91, AGFI = .88). The EAT-16 model was then crossvalidated on an independent sample and was found to have acceptable configural and metric invariance as well as internal consistency reliability.
Weighted two-dimensional longitudinal impedance for driving support system

Visual cues that are relevant to safe car driving are generally not supported by redundant non-visual cues, resulting in increased accident risk when visual attention is misallocated. Haptic gas pedal feedback, also referred to as longitudinal impedance, may assist drivers in proper and timely reallocation of their visual attention. A solution is presented for translating the relevant two-dimensional situation in front of the driver into a total hazard level from which gas pedal feedback force is calculated. Car driving simulations, that include a radar-like sensor model and a human driver model, were performed for several highway maneuvers. The simulations indicated that the calculated gas pedal feedback force is a weighted mix of hazard-defining variables depending on the positions of the lead vehicles in front of the own vehicle
Sleep and Hypnotics: Further Experiments

Two experiments compatible with that used to investigate the effect of clinical doses (200 mg.) of amylobarbitone were set up to investigate the effects of clinical doses of chloral hydrate (800 mg.), dichloral phenazone (1,300 mg.), and Mandrax (methaqualone 250 mg. and diphenhydramine 25 mg.) over a period of one to two weeks. Four healthy male subjects were used in each experiment and received placebo or drug throughout a period of six to eight weeks when control records, drug records, and drug withdrawal records were obtained. Chloral hydrate was found to depress rapid eye movement (R.E.M.) sleep appreciably though less consistently than amylobarbitone. No withdrawal R.E. M. sleep rebound was found. Neither dichloralphenazone nor Mandrax was found consistently to depress R.E. M. sleep, though occasional nights when R.E. M. sleep was low occurred more often with Mandrax. In the light of other experiments it is postulated that there exists a “threshold” in the dose of a hypnotic, and that when this is exceeded the drug will produce R.E. M. reduction. Thus it may be possible to prescribe a drug which is clinically useful while avoiding withdrawal effects.
A Phenomenological Investigation of Women’s Experiences With Personal Training

Personal training is a rapidly growing industry in a country that is in dire need of physical fitness and health improvements. The purpose of this phenomenological study was to better understand women’s experiences with personal training. To address the research question, eight female participants ages 24 to 54 years were interviewed using the following phenomenological question: “When you think about your current experience with personal training what stands out for you? ” The interviews were conducted, transcribed, and qualitatively analyzed to identify themes in participants’ responses. The ground that emerged was positive experience within which existed four figural themes: Relationships, trainer qualities, outcomes, and motivation. Results reveal new insight for professionals in the fitness industry and provide future directions for research in kinesiology and exercise psychology.
Generalized fractional hybrid Hamilton Pontryagin equations

In this work we present a new approach on studying dynamical systems. Combining the two ways of expressing the uncertainty, using probabilistic theory and credibility theory, we have research the generalized fractional hybrid equations. We have introduced the concepts of generalized fractional Wiener process, generalized fractional Liu process and the combination between those two, generalized fractional hybrid process. Corresponding generalized fractional stochastic, respectively fuzzy, respectively hybrid dynamical systems were defined. We applied the theory for generalized fractional hybrid Hamilton-Pontryagin (HP) equation, generalized fractional Hamiltonian equations. From the general fractional hybrid Hamiltonian equations, fractional Langevin equations were found and numerical simulations were done.
Age-Related Changes in Hepatic Activity and Expression of Detoxification Enzymes in Male Rats

Process of aging is accompanied by changes in the biotransformation of xenobiotics and impairment of normal cellular functions by free radicals. Therefore, this study was designed to determine age-related differences in the activities and/or expressions of selected drug-metabolizing and antioxidant enzymes in young and old rats. Specific activities of 8 drug-metabolizing enzymes and 4 antioxidant enzymes were assessed in hepatic subcellular fractions of 6-week-old and 21-month-old male Wistar rats. Protein expressions of carbonyl reductase 1 (CBR1) and glutathione S-transferase (GST) were determined using immunoblotting. Remarkable age-related decrease in specific activities of CYP2B, CYP3A, and UDP-glucuronosyl transferase was observed, whereas no changes in activities of CYP1A2, flavine monooxygenase, aldo-keto reductase 1C, and antioxidant enzymes with advancing age were found. On the other hand, specific activity of CBR1 and GST was 2.4 folds and 5.6 folds higher in the senescent rats compared with the young ones, respectively. Interindividual variability in CBR1 activity increased significantly with rising age. We suppose that elevated activities of GST and CBR1 may protect senescent rats against xenobiotic as well as eobiotic electrophiles and reactive carbonyls, but they may alter metabolism of drugs, which are CBR1 and especially GSTs substrates.
An Adaptive Web Page Recommendation Service

An adaptive recommendation service seeks to adapt to its users, providing increasingly personalized recommendations over time. In this paper we introduce the \Fab" adaptive web page recommendation service. There has been much research on analyzing document content in order to improve recommendations or search results. More recently researchers have begun to explore how the similarities between users can be exploited to the same ends. The Fab system strikes a balance between these two approaches, taking advantage of the shared interests among users without losing the bene ts of the representations provided by content analysis. Running since March 1996, it has been populated with a collection of agents for the collection and selection of web pages, whose interaction fosters emergent collaborative properties. In this paper we explain the design of the system architecture and report the results of our rst experiment, evaluating recommendations provided to a group of test
Predicting TCP throughput from non-invasive network sampling

In this paper, we wish to derive analytic models that predict the performance of TCP flows between specified endpoints using routinely observed network characteristics such as loss and delay. The ultimate goal of our approach is to convert network observables into representative user and application relevant performance metrics. The main contributions of this paper are in studying which network performance data sources are most reflective of session characteristics, and then in thoroughly investigating a new TCP model based on Padhye et al. (2000) that uses non-invasive network samples to predict the throughput of representative TCP flows between given end-points.
A Cache-Efficient Sorting Algorithm for Database and Data Mining Computations using Graphics Processors

We present a fast sorting algorithm using graphics processors (GPUs) that adapts well to database and data mining applications. Our algorithm uses texture mapping and blending functionalities of GPUs to implement an efficient bitonic sorting network. We take into account the communication bandwidth overhead to the video memory on the GPUs and reduce the memory bandwidth requirements. We also present strategies to exploit the tile-based computational model of GPUs. Our new algorithm has a memoryefficient data access pattern and we describe an efficient instruction dispatch mechanism to improve the overall sorting performance. We have used our sorting algorithm to accelerate join-based queries and stream mining algorithms. Our results indicate up to an order of magnitude improvement over prior CPU-based and GPU-based sorting algorithms.
The art of letting go: creating dispossession paths toward an unextended self

This paper describes a collaborative art/research project that afforded individuals who have difficulty letting go of objects the opportunity to give up meaningful possessions so that objects could take on new meanings, immortalized in the art form, such as photographic exhibitions, sculptures, and collages. Written stories accompanying the donation of these objects revealed these objects' strong attachments to self. Findings reveal that the psychological and emotional dispossession of objects was aided by two interrelated sub-processes: (1) reconciling alienable/inalienable properties of possessions through disposition practices and (2) negotiating self-identity incongruities in relation to material possession attachments. Art became a catalyst for a positive dispossession experience, which in turn promoted consumer's goals toward an unextended self. Instead of becoming de-constituted, alienable rubbish, or re-commoditized objects in material markets, these possessions were reconstituted by undergoing a meaning transformation that elevated their cultural status in the material system.
Insulin-Like Growth Factor-1 Treatment Prevents Anti-Fas Antibody-Induced Apoptosis in Endplate Chondrocytes

Study Design. In vitro investigation of vertebral endplate chondrocyte apoptosis. Objectives. To determine whether Fas antibody caused apoptosis in endplate chondrocytes, and whether insulin-like growth factor-1 (IGF-1) inhibited this effect. Integrin-ā1 and focal adhesion kinase (FAK) expression in conjunction with apoptosis was also investigated. Summary of Background Data. Binding of Fas antibody to Fas mimics Fas-FasL ligation, which causes apoptosis. IGF-1 has been shown to have anti-apoptotic effects. Materials and Methods. Rat cervical endplate chondrocytes were cultured and treated with Fas antibody, with or without IGF-1. Cellular morphology was examined by microscopy. Apoptotic changes were evaluated by transmission electron microscopy, TUNEL staining, and immunostaining. Apoptosis-induced changes in the expression of integrin-ā1 chain and FAK were also investigated. Results. Endplate chondrocytes were able to be cultured; a chondrocytic phenotype was maintained. Fas antibody induced apoptosis in endplate chondrocytes; this was confirmed by TUNEL staining. Bcl-2 expression was decreased by Fas antibody, while Bax expression increased. Integrin-ā1 and FAK expression was decreased by Fas antibody. IGF-1 treatment inhibited these Fas antibody-induced changes. Conclusions. Fas antibody induces apoptosis and decreases Integrin-ā1 and FAK expression in cultured endplate chondrocytes; IGF-1 is protective against these changes.
Dynamic Documents: Mobile Wireless Access to the WWW

We propose dynamic documents as an approach to extending and customizing the WWW/Mosaic for mobile computing plaforms. Dynamic documents are programs executed on a mobile platform to generate a document; they are implemented as Tcl scripts. We have modified the NCSA Mosaic web client to run the dynamic documents it retrieves through a modfied Tcl interpreter The interpreter is designed to execute only commands that do not violate safety. To hide the latencies of slow links we have modified the Mosaic client to perform caching and prefetching. The policies for caching and prefetching can be under control of dynamic documents, allowing the strategies to be document specific. Using dynamic documents, we have built an adaptive email browser that employs application-specific caching and prefetching strategies. Both the browser and the displayed email messages are dynamically customized to the mobile computing environment in which they run.
Well-Quasi-Order for Permutation Graphs Omitting a Path and a Clique

We consider well-quasi-order for classes of permutation graphs which omit both a path and a clique. Our principle result is that the class of permutation graphs omitting $P_5$ and a clique of any size is well-quasi-ordered. This is proved by giving a structural decomposition of the corresponding permutations. We also exhibit three infinite antichains to show that the classes of permutation graphs omitting $\{P_6,K_6\}$, $\{P_7,K_5\}$, and $\{P_8,K_4\}$ are not well-quasi-ordered.
A non-contact and non-restricting respiration monitoring method for a sleeping person with a fiber-grating optical sensor

It is preferable to obtain physiological information in a non-restricting way. In many cases in medical practice, a sensor is attached to the surface of the body. And, this raises the issue that the presence of a signal wire or a transmitter restricts the freedom of movement. To address this problem, we have proposed a new method that will monitor respiration during sleep by using a fiber-grating optical sensor; this will, however, not restrict the sleeper in any way. Based on triangulation measurement, this method is capable of measuring changes in the abdominal and chest regions during respiration. To do so, it projects multiple luminescent spots onto the body of a sleeping person and traces the movements of these luminescent spots.
XML representations of pathway data : a comparison

Standardisation and integration of pathway data is currently an interesting topic within bioinformatics with several consortia,e.g.SBML, PSI MI and BioPAX.These groups use or consider XML for representation of their standards. Furthermore, XML is used by many of the existing databases containing pathway information for export and exchange of data. In this paper we compare some of the XML representations used by the standardisation committees and existing databases. The contribution of the paper is the comparison and evaluation of the representations together with a discussion on implications for information discovery and integration.
Severe Neonatal Pertussis Treated by Leukodepletion and Early Extra Corporeal Membrane Oxygenation

We report the case of a 17-day-old infant with severe pertussis for whom the early initiation of veno-arterial extra corporeal membrane oxygenation and leukodepletion strategies (exchange transfusion and leukofiltration) allowed to reduce leukocytosis and pulmonary hypertension, thus leading to survival. These invasive techniques can be considered when severe pulmonary hypertension complicates hyperleukocytosis in neonates.
Why we need to investigate casual speech to truly understand language production, processing and the mental lexicon

The majority of studies addressing psycholinguistic questions focus on speech produced and processed in a careful, laboratory speech style. This ‘careful’ speech is very different from the speech that listeners encounter in casual conversations. This article argues that research on casual speech is necessary to show the validity of conclusions based on careful speech. Moreover, research on casual speech produces new insights and questions on the processes underlying communication and on the mental lexicon that cannot be revealed by research using careful speech. This article first places research on casual speech in its historic perspective. It then provides many examples of how casual speech differs from careful speech and shows that these differences may have important implications for psycholinguistic theories. Subsequently, the article discusses the challenges that research on casual speech faces, which stem from the high variability of this speech style, its necessary casual context, and that casual speech is connected speech. We also present opportunities for research on casual speech, mostly in the form of new experimental methods that facilitate research on connected speech. However, real progress can only be made if these new methods are combined with advanced (still to be developed) statistical techniques.
Comparing Solution Methods for Dynamic Equilibrium Economies

This paper compares solution methods for dynamic equilibrium economies. We compute and simulate the stochastic neoclassical growth model with leisure choice using Undetermined Coefficients in levels and in logs, Finite Elements, Chebyshev Polynomials, Second and Fifth Order Perturbations and Value Function Iteration for several calibrations. We document the performance of the methods in terms of computing time, implementation complexity and accuracy and we present some conclusions about our preferred approaches based on the reported evidence. (This abstract was borrowed from another version of this item.)