Miracle-dz/UniFAR-FTUs huggingface dataset:
An Option Pricing Approach to Stress-testing the Canadian Mortgage Portfolio

In this work, we propose an option-pricing approach to stress-testing the Canadian mortgage portfolio. This approach combines results from a theoretical two-factor contingent-claims pricing model with microdata on the Canadian mortgage market. It uses the assumption that rational homeowners default on valuable property only when it is in their nancial interest to do so. The decision to default is then analyzed as an intertemporal optimization problem in a stochastic economic environment. In order to illustrate its usefulness, we apply this approach to a base case reecting the very favourable environment that prevailed over the 2001-2006 period, and to stress situations where housing prices are falling. Compared with actual default rates, our estimated measure of overall defaults appear reasonable and in the general range of historical experience. Key words: Mortgage default, option pricing, xed rate mortgages, stress test. The author is from the Bank of Canada, the Department of Monetary and Financial Analysis. The views expressed in this paper are those of the author and do not necessarily have to coincide with those of the Bank of Canada. The author gratefully acknowledge useful and helpful comments from Celine Gauthier, Jean Mair, Pierre St-Amant, Allan Crawford, Pierre Duguay and seminar participants at the Bank of Canada. Address correspondence to Moez Souissi, Bank of Canada (3W), 234 Wellington Street, Ottawa (Ontario), K1V 0G9, or e-mail: msouissi@bankofcanada.ca
Separation of Peptides with Forward Osmosis Biomimetic Membranes

Forward osmosis (FO) membranes have gained interest in several disciplines for the rejection and concentration of various molecules. One application area for FO membranes that is becoming increasingly popular is the use of the membranes to concentrate or dilute high value compound solutions such as pharmaceuticals. It is crucial in such settings to control the transport over the membrane to avoid losses of valuable compounds, but little is known about the rejection and transport mechanisms of larger biomolecules with often flexible conformations. In this study, transport of two chemically similar peptides with molecular weight (Mw) of 375 and 692 Da across a thin film composite Aquaporin Inside™ Membrane (AIM) FO membrane was investigated. Despite the relative large size, both peptides were able to permeate the dense active layer of the AIM membrane and the transport mechanism was determined to be diffusion-based. Interestingly, the membrane permeability increased 3.65 times for the 692 Da peptide (1.39 × 10−12 m2·s−1) compared to the 375 Da peptide (0.38 × 10−12 m2·s−1). This increase thus occurs for an 85% increase in Mw but only for a 34% increase in peptide radius of gyration (Rg) as determined from molecular dynamics (MD) simulations. This suggests that Rg is a strong influencing factor for membrane permeability. Thus, an increased Rg reflects the larger peptide chains ability to sample a larger conformational space when interacting with the nanostructured active layer increasing the likelihood for permeation.
Mining salinisation of rivers: its impact on diatom (Bacillariophyta) assemblages

The composition of the diatom assemblages was analysed in four rivers of Upper Silesia, Poland in 2017. The diatom assemblages studied were found to reflect anthropogenic salinization caused by mining activities. The assemblages in those rivers characterised by the highest salinity (Bolina and Mleczna) showed a relatively low taxonomic richness. The diatom assemblages were dominated by species typical of brackish or marine waters. The rivers with a minimal or weak anthropogenic impact (Centuria and Mitrega) supported taxonomically richer diatom assemblages typical of mid-altitude siliceous or calcareous streams (respectively), that have a fine particulate substratum. The presence of a new species, Planothidium nanum sp. nov., was revealed. The new species shows a unique set of morphological characters, including small size; its elliptical outline as well as very widely-spaced central striae on the sternum valve (sinus) and widely-spaced central striae on the raphe valve allow to separate it from other similar Planothidium.
The Impact of Return to Work Programs on the Health Status of Injured Workers with Work-Related Musculoskeletal Disorders: A Malaysian Study

Introduction: This study explores the health status of injured workers in return to work (RTW) programs based on their ability and capacity. Injured workers were diagnosed with work-related musculoskeletal disorders. The findings will help not only the service provider plan a specific strategy but also allow stakeholders to review their role in the RTW program. Methods: 102 participants were chosen from a national RTW program, and categorized into three groups based on different phases of the RTW program: off-work (n=30, 29.4%), work re-entry (n=44, 43.1%) and maintenance (n=28, 27.5%). Self-report questionnaires identified demographic data, health surveillance via SF-36 and perceived physical and psychological workload by 10-point numerical scales. Analysis of variance (ANOVA) and Kruskal-Wallis Test was employed to examine the differences in three phases of the RTW program. Paired t-test analyzed the differences of related samples of physical and psychological workload before and after injuries. Results: The domains of health status are below the average compared to the norm-based population. Mental health component summary is better than physical health. At the domain level, there are significant differences among injured workers, specifically in the three RTW program phases. The SF-36 domains are: role-physical, vitality, bodily-pain, general health, and mental health (p ! 0.049). In contrast, non-significant differences were found in physical and social functioning, and role of emotion status. Moreover, their self-perceived physical and psychological work-load significantly worsened after injuries (p ! 0.020). Conclusions: The case manager-coordinated RTW program provided further opportunities to improve injured workers’ health status when looking at their differences for different phases of RTW. Other health professionals like occupational therapists, ergonomists and psychologists should become involved in the RTW program. Specific guidelines and regulations have to be implemented to ensure full participation with all parties in the workplace.
Alternative Forms of Government Expenditure Financing in Growth and Welfare Analysis with Production Externalities, Leisure and Relative Wealth

The motive of relative wealth-as-status seeking and elastic labor supply are introduced into a Romer (1986)-type model with cash-in-advance constraint on consumption. This paper analyzes the roles of these two factors in the growth and welfare effects of a wasteful government expenditure expansion financed by alternative distortionary tax schemes, including seigniorage, consumption tax and income tax. Some related parameter conditions that are rendering positive welfare effects are characterized.
Excellence in Cassava Breeding: Perspectives for the Future

Cassava (Manihot esculenta Crantz) is a major tropical crop. Regarded as an orphan crop a few decades ago, it now receives considerable attention from governments, industry and agencies investing in agricultural research. As a result, the cassava community generates vast amounts of information and develops useful technologies and products. This positions cassava as a key industrial commodity and a reliable food security staple. Significant genetic gains have been achieved through the early 2000s. Gains are particularly noticeable under better agronomic conditions, as was the case for the green revolution of cereals. However, further gains obtained in the past two decades have not been as impressive. Cassava breeding cycle is long, and its multiplication rate slow. Therefore, it takes no less than 8 years to develop a new variety. Cassava breeding is based on the use of heterozygous progenitors which has important drawbacks. One of them is the impossibility to implement conventional back-crossing. Cassava researchers have recently introgressed a single recessive trait (amylose-free starch) into elite varieties. This was unprecedented in cassava and revealed important problems incorporating single genes into elite varieties. In the absence of backcross, the process required essentially the development of new varieties, which exposed strong effects of undesirable genetic linkages. Breeding approaches to overcome the problems of introgressing single-gene traits have been developed and will be implemented to introduce resistance to cassava mosaic disease into SE Asia breeding populations. These methods will also be useful to exploit recently identified immunity to cassava brown streak disease, a serious problem currently restricted to Africa. Trait introgression is an important process in crop breeding and will be more important in the future as gene discovery and editing identify useful genes. This article consolidates and integrates information from cassava and other crops and proposes guidelines to maximize the returns on investments on this important commodity.
Modelled Ozone Bias Near the Stratopause Using ESA CCI Ozone Data

Photochemical models are known to underestimate the ozone in the upper stratosphere and lower mesosphere (USLM), i.e. above 45 km of altitude. In the present study, we evaluate this issue within the state-of-the-art BASCOE model. A reference BASCOE model underestimates the ozone in USLM by 30-50%. First, we dicuss the impact of the vertical model grid and the corresponding temperature forcing. Second, we investigate the impact on ozone of the gas-phase chemical reaction rates and photo-dissociation cross-sections of the latest Jet Propulson Laboratory (JPL) recommendations published in 2011. Third, methods of computing the photodissociation rates (J-tables) are evaluated. Fourth, a sensitivity test to the solar irradiance spectrum is performed. Finally, the impact of the temperature field on the modeled ozone is studied. To this end, we compare the temperature field used in our model with temperature profiles provided by limb and occultation satellite data. The results of our experiments are evaluated using the ESA CCI level 2 ozone data as well as MLS, MIPAS and ACE-FTS to document the ozone underestimation issue. As a result, the BASCOE model provides essentially less biased ozone in the USLM. The mean model bias decreases to 0 15%.
U.S. Economic Activity During the Early Weeks of the SARS-Cov-2 Outbreak

This paper describes a weekly economic index (WEI) developed to track the rapid economic developments associated with the response to the novel Coronavirus in the United States. The WEI shows a strong and sudden decline in economic activity starting in the week ending March 21, 2020. In the most recent week ending March 28, the WEI indicates economic activity has fallen further to -6.19% scaled to 4 quarter growth in GDP.
Impact of Agricultural Programs on Youth Engagement in Agribusiness in Nigeria: A Case Study

Using the case of Fadama Graduate Unemployed Youth and Women Support (FGUYS) program, this study assessed the impact of agricultural programs on youth engagement in agribusiness in Nigeria. A total of 977 respondents comprising of 455 participants of the program and 522 non-participants were sampled across three states in Nigeria. Data were analysed using Descriptive and Endogenous Switching Probit Regression (ESPR) Model. The result showed that participation in the program was influenced by age, years of formal education, perception of agricultural programs and type of employment. Furthermore, the results showed a positive impact of the program on youths’ likelihood to engage in agribusiness. The study recommends the need to invest more in agricultural programs such as the case study since it has desirable economic outcome for young people. Also, there is a need to improve the general outlook of agriculture such that it becomes more attractive to young people.
A numerical framework to support the certification of barrier testing

This report describes the numerical framework to study the impact of vehicles on barriers, as part of the vehicle ramming protection strategy development. The numerical framework covers the setup of the desired parameters of the model and also the computational efficiency of the analysis. Numerical results of passengers and heavy weight vehicle impact against bollards are presented. Finally, we discuss how the numerical simulations can assist in obtaining a better certification of the Hostile Vehicle Mitigation (HVM) systems via guidelines and enhancement of the existing specifications. It is expressed the clear need to develop European models for different vehicle types to support the development of barriers and to foster the European market of barriers.
Predicting Electrolyte Derangements in Heart Failure Patients

Acute Decompensated Heart Failure (ADHF) is one of the leading causes of hospitalization in the United States (US). It is also one of the leading causes of death in the US, contributing to 1 in 9 mortalities. One half of ADHF deaths are attributed to arrhythmia or SCD, with the primary driver of SCD being derangements in electrolytes. Here we describe the current literature regarding pathophysiology as well as clinical management of electrolytes with a focus on potassium homeostasis in ADHF.
Multicell Edge Coverage Enhancement Using Mobile UAV-Relay

Unmanned aerial vehicle (UAV)-assisted communication is a promising technology in future wireless communication networks. UAVs can not only help offload data traffic from ground base stations (GBSs) but also improve the Quality of Service (QoS) of cell-edge users (CEUs). In this article, we consider the enhancement of cell-edge communications through a mobile relay, i.e., UAV, in multicell networks. During each transmission period, GBSs first send data to the UAV, and then the UAV forwards its received data to CEUs according to a certain association strategy. In order to maximize the sum rate of all CEUs, we jointly optimize the UAV mobility management, including trajectory, velocity, and acceleration, and association strategy of CEUs to the UAV, subject to minimum rate requirements of CEUs, mobility constraints of the UAV, and causal buffer constraints in practice. To address the mixed-integer nonconvex problem, we transform it into two convex subproblems by applying tight bounds and relaxations. An iterative algorithm is proposed to solve the two subproblems in an alternating manner. Numerical results show that the proposed algorithm achieves higher rates of CEUs as compared with the existing benchmark schemes.
Physiological and genetic properties of two fluorescent colour morphs of the coral Montipora digitata LIBRARY

-. Abstract A comparison of strongly, weakly or non-fluorescent colour morphs has the potential to provide an ideal model for investigating the possible ecological function of GFP-homologs in reef-building corals. It was the aim of this study to identify the physiological and genetic characteristics of two fluorescent colour morphs of Montipora digitata, both of which are abundant in the shallow waters of Heron Island Reef, GBR. Morphological and physiological differences among corals in response to photo-acclimation from the algal perspective have been the subject of numerous studies. However, corals themselves may also respond by varying the intensity and type of host pigmentation. Both colour morphs can be assigned to our current taxonomic understanding of M digitata. The symbionts of both morphs belonged to the same genotype of Symbiodinium (clade C15) and as such is unlikely to be accountable for the ecological differences observed. Spectral characterisation of the purified fraction of GFP-like proteins revealed the presence of three different GFP-like proteins that were distinguishable by their excitation and emission spectra. Moreover, fluorescence intensities and the content of GFPlike proteins were found to be significantly higher in the strongly fluorescent colour morph. High concentrations of pigments in shallow water corals have been postulated to simulate a low-light environment for symbiotic dinoflagellates, which live beneath the pigment layer. In the strongly fluorescent colour morph, symbiotic dinoflagellates occurred in greater abundance, providing support for this hypothesis, which is further sustained by the occurrence of higher concentrations of chlorophyll a. While the differences in the parameters observed cannot offer sufficient explanation for underlying physiological mechanisms, the approach of this study can be further extended to include all colours associated with the expression of GFP-like proteins. The observed physiological flexibility of the coral host observed in this study furt ier emphasizes the fundamental problem of focusing solely on the dinoflagellate symbiont to explain the variability in rr efbuilding corals with respect to their tolerance to heat and light.
Does Learning, Development and Work Life Balance Affects Happiness: A Moderated Mediatory Model

Keeping the workforce happy is a major issue faced by today’s employers. The big challenge is to find what job-related factors can lead to happiness, the bigger challenge is to identify the sources that lead to happiness. We proposed a theoretical framework based on the research of (Joshanloo & Jarden, 2016) which studied hedonism as a major cause of happiness when moderated by individualism. We further extended the model, including career related goals that effect hedonism. Hence, we theorized that, work life balance, career development, learning affect hedonism, which subsequently effects happiness. Moreover, individualistic societies are proven to be more hedonistic (tend to value pleasure) and are more closely linked with happiness as compared to collectivist societies. Empirical validity was established by conducting a survey using a close ended questionnaire. Data was collected from 219 respondents from different organizations of Pakistan and was analyzed using confirmatory factor analysis and structured equation modeling to test the hypotheses testing the impact of all three career related factors to see how significantly they affect hedonism, which would ultimately have an impact on happiness. Results indicate that Individualism plays a significant positive role on happiness, as well as in directly, is it negatively complements the inverse effect of Hedonism on Happiness. Findings imply that the career related factors positively affect hedonism that would in turn bring more happiness. Most importantly, seeking pleasure is necessary to bring happiness. This study will benefit organizations working in Pakistan to identify the valuable sources of keeping their employees happy.
DNA-based analysis of shark products sold on the Indonesian market towards seafood labelling accuracy program

Abdullah A, Nurilmala M, Muttaqin E, Yulianto I. 2020. DNA-based analysis of shark products sold on the Indonesian market towards seafood labelling accuracy program. Biodiversitas 21: 1385-1390. Authentication of fishery products has relied mainly on DNA analysis of mitochondrial genes such as cytochrome c oxidase I (COI) DNA barcoding and cytochrome b (cyt b) gene fragments. The trend of sharks and rays food products trading in Indonesia significantly increased, due to their important role as protein source which may threaten the vulnerability status of some species. This study was aimed to determine the reliability of COI mini -DNA barcode and cyt b fragment for identification of shark species of heavily processed fishery products. We found the mini-DNA barcode was an effective tool to identify the shark species traded in local markets with most of the sample identifies as Carcharhinus falciformis. Our results highlight the urgency of applying DNA-based method as a routine method to control the labelling of Indonesian fish products and to manage sustainable fisheries.
Cut Pursuit: Fast Algorithms to Learn Piecewise Constant Functions

We propose working-set/greedy algorithms to efficiently solve problems penalized respectively by the total variation on a general weighted graph and its L0 counterpart the Mumford Shah total level-set boundary size when the piecewise constant solutions have a small number of distinct level-sets; this is typically the case when the total level-set boundary size is small, which is encouraged by these two forms of penalization. Our algorithms exploit this structure by recursively splitting the level-sets of a piecewise-constant candidate solution using graph cuts. We obtain significant speed-ups over state-of-the-art algorithms for images that are well approximated with few level-sets
Waterjet Assisted Craniotome for Reduced Dural Tears

BACKGROUND A craniotomy is a procedure where a piece of the skull is removed in order to gain access to the brain. This is commonly done to remove brain tumors, treat epilepsy, and to treat traumatic brain injury. Currently, the craniotomy procedure involves drilling one or more burr holes and then using a craniotome to complete the cut. The craniotome consists of a rotating cutting tool and a dura guard, which is intended to prevent the cutting tool from touching the dura. However, even with the dura guard, dural tears occur in approximately 20-30% of craniotomy procedures [1], [2]. There are approximately 160,000 craniotomies performed per year in the United States [3]. Dural tears add time to the craniotomy procedure due to the increased difficulty in suturing the dura and the potential need to use synthetic dura material in order to reclose the dura. Also, if the dura tears while using the craniotome, the brain is no longer protected as the craniotomy is completed. There is a strong desire among neurosurgeons to have an improved tool for craniotomies that reduces the incidence of dural tears. The proposed improvement to the craniotome is to use high pressure liquid, such as a sterile saline solution, to separate the dura from the cranium ahead of the craniotome in order to minimize the risk of the dura snagging on the dura guard (see Figure 1). In the literature, Tschan et al. have shown that high pressure water can be used to separate dura from skin after a decompressive craniotomy has been performed [4]. These previous results show that high pressure saline can be successfully used to separate dura from another surface without damaging the dura. In the proposed design, the high pressure waterjet will be incorporated into the dura guard design. The addition of a high pressure waterjet could be incorporated into an entirely new craniotome design or it could be designed as an attachment to an existing craniotome already on the market. Figure 1. Proposed craniotome with high pressure waterjet. High pressure saline is currently used by the Erbejet 2 waterjet dissector to cut and dissect soft tissues [5]. The Erbejet 2 is an FDA cleared device manufactured by Erbe USA, Inc. The FDA approved indications for use for this device include cutting and dissection in neurosurgical applications for both open and endoscopic surgery [6]. The proposed embodiment of the improved craniotome device described in this paper would use a high pressure pump similar to the one used by the Erbejet 2 device, which uses a disposable pump cartridge to maintain sterility. Various features, such as the waterjet angle, suction, and nozzle shape, can be incorporated into this improved craniotome design. The angle of the waterjet on the dura guard can be set so that there is no possibility of the waterjet directly hitting brain tissue in the event that the dura tears. For example, the waterjet can be angled up towards the cranium. A suction feature can also be added to remove the fluid introduced by the waterjet. Additionally, the waterjet nozzle shape can be