Miracle-dz/UniFAR-FTUs huggingface dataset:
Implied Volatility Surface Construction Erik

Implied volatility surfaces are central tools used for pricing options. This thesis treats the topic of their construction. The main purpose is to uncover the most appropriate methodology for constructing implied volatility surfaces from discrete data and evaluate how well it performs. First some methods and techniques in use for such surface constructing are presented. Then the most attractive approach, chosen to contain 4 interesting models is studied. The models’ performances are tested on two price grids from the EURO STOXX 50 and Nikkei 225 indices. The found implied volatility surfaces give good and decent fits to the data, respectively. The surfaces are evaluated in terms of presence of static arbitrage and are found to have it, although mostly for strike price and time to maturity combinations which are somewhat abnormal and rarely traded. Arbitrage is found to be more prevalent in surfaces when the input data is of lower quality. The volatility surfaces’ shapes and absolute values are compared in between models but also within models for some of the best-fit producing parameter sets. The surfaces are found to differ in both cases for some strike and maturity combinations sometimes with relative differences of more than 10%. This suggests that surfaces with good fits to the input data still can produce distinctly differing prices for some options. Calibrating the models with the chosen approach involves calculations with complex numbers in ways which potentially introduce problematic discontinuities due to branch crossings. This is investigated numerically as well as theoretically for the 4 models and found to be a significant problem in one of them. The three other models are found to avoid these problems under all valid parameter sets.
A meta-analysis of the ecological significance of density in tree invasions

Species richness, resource availability, and disturbance are the primary factors considered in assessing the invasibility of plant communities. Nonetheless, the density of individuals in a community is a common and easy trait to measure. The ecological significance of the density of both native and invasive tree species was assessed using a systematic review and formal meta-analysis. The densities of recipient communities and invasive exotic tree species in novel ranges were identified in the published literature. In addition, we compared by means of a meta-analysis: (i) densities of invasive versus native species in invaded communities; (ii) densities of native species in invaded versus uninvaded communities; and (iii) densities of invasive species along distance gradients from initial locus of invasion. Invasive trees were found at higher densities than native species in recipient communities. Invasions by woody species were also recorded in communities with relatively low densities of natives suggesting that (i) low density forests may be more susceptible to invasion and/or (ii) density of the recipient community may be reduced during the invasion process. In addition, comparison of native species densities between invaded and uninvaded stands from the same community suggests that invasive trees negatively affect density of native trees once established. Therefore, the widely reported low density and often richness of native plants in invaded communities cannot be directly linked to ecosystem susceptibility to invasion without considering concomitant impacts. These findings suggest that density is a key preliminary determinant or factor which should be considered when assessing tree invasion dynamics.
Illusions of Explanation:A Critical Essay on Error Classification

Error classification methods are used throughout aviation to help understand and mitigate the causes of human error. However, many assumptions underlying error classification remain untested. For example, error is taken to mean different things, even within individual methods, and a close mapping is uncritically presumed between the quantity measured (errors)and the quality managed (safety). Further, error classifications can deepen investigative biases by merely relabeling error rather than explaining it. This article reviews such assumptions and proposes alternative solutions.
Immunocytochemical Tools Reveal a New Research Field Between the Boundaries of Immunology and Reproductive Biology in Teleosts

Since the specific binding of the antigen and immunoglobulin was discovered, multiple applications have been developed to asses different issues such as: (i) localization of cells and molecules in different cell compartments, (ii) characterization of functional subsets of cells, (iii) identification of different cell types, (iv) and specific blocking or enhancement of receptors or other protein functions (Ruigrok et al., 2011). However, the array of available antibodies specific to fish species has limiting those experiments mostly in lower vertebrates and invertebrates. Mulero and colleagues, in the heart of our research group, has obtained some specific antibodies against several leukocytes and cytokines using different approaches. Moreover, we have developed some immunocytochemical techniques that allowed us to identify the immune cells in the gonads and to study their main activities and their regulation by different molecules or physiological processes in a teleost species, the gilthead seabream (Sparus aurata L.). The gilthead seabream is a sequential hermaphrodite species that, in the western Mediterranean area, develops as male during the first two reproductive cycles, while from the third reproductive cycle onwards the population divides into males and females (Chaves-Pozo et al., 2005a; Liarte et al., 2007) and due to the morphological arrangement of its bisexual gonad, it s an interesting model for studying the mechanisms involved in the regulation of the gonads. This chapter deals with the antibodies and the techniques used to set up a novel research line in fish, such as the study of the immune-reproductive interactions which are essential for normal reproductive physiology. The antibodies have been obtained using three different approaches: (i) immunizing mice with cells, (ii) immunizing rabbits with recombinant proteins, or (iii) with synthetic peptides. Moreover, we have also used commercial antibodies in order to achieve information about the renewal of the cells in the gonad, especially analysing processes such as cell proliferation and apoptosis. The results obtained allowed us the identification and functional characterization of the leukocytes and immune molecules located in the gilthead seabream gonads.
Specific microsatellite loci for brook charr reveal strong population subdivision on a microgeographic scale

We have isolated specific microsatellite loci from a partial genomic library of brook charr Salvelinus fontinalis. Their usefulness was investigated by measuring intra- and inter-population genetic diversity at four loci among 20 individuals from each of five lakes located 3 to 22 km apart in La Mauricie national park (Canada). These markers were moderately to highly polymorphic. A total of five, six, 16 and 18 alleles per locus were detected, and their overall expected heterozygosity was 0.53, 0.58, 0.86 and 0.87. Strong inter-population diversity was detected. Highly significant differences in allelic frequencies were found in all but two pairwise χ2 permutation tests between populations at all loci. Numerous population unique alleles were observed in all five lakes. Consequently, a highly significant component of total genetic diversity was due to interpopulation variance, as exemplified by GST values of 0.33, 0.42, 0.47 and 0.84 for each individual locus. Altogether, the results indicated that these loci should be valuable in addressing fine scale population genetics questions in brook charr. To our knowledge, they also represent the first available microsatellites developed in the genus Salvelinus.
Variation of the photosynthetic capacity across a chronosequence of maritime pine correlates with needle phosphorus concentration

Nous avons etudie l'evolution des capacites photosynthetiques foliaires dans une chronosequence constituee de quatre peuplements equiennes de Pin maritime âges de 10, 32, 54 et 91 ans. Les parametres photosynthetiques ont ete estimes sur des courbes de reponse du taux d'assimilation a la concentration en CO 2 (A-C i ) et a la lumiere (A-<3) obtenues a partir de mesures d'echange gazeux foliaire. Dans la chronosequence etudiee, aucune tendance n'a ete mise en evidence entre les parametres photosynthetiques (V cmax , J max , α et R d ) et l'âge du peuplement. Ce resultat demontre que le declin de productivite foliaire observee dans la chronosequence ne peut etre explique par les capacites photosynthetiques, mais bien par une diminution de la conductance stomatique mise en evidence dans un precedent article [7]. Toutefois, des valeurs de V cmax plus elevees ont ete observees dans le peuplement de 32 ans. Ces variations de capacites photosynthetiques entre peuplements sont bien expliquees par la teneur foliaire en phosphore. L'ajout de donnees anterieures suggere cependant des taux superieurs de capacites photosynthetiques chez les jeunes peuplements sans doute en lien avec une fertilisation lors de la plantation. La nutrition en phosphore pourrait ainsi contribuer au declin de productivite dans le contexte sylvicole des Landes de Gascogne.
Privacy in Socially Intelligent Computing User awareness study, Implications for existing platforms, Recommendations and Research Directions

Research and industry have made great advancements in human computation and today we can see multiple forms of it reflected in growing numbers and diversification of platforms; from Crowdsourcing ones, Social Computing platforms (in terms of collaborative task-execution) and Online Labor/Expert markets, to collective adaptive systems with humans-in-the-loop. Despite the advancements in various mechanisms to support effective provisioning of human computation, there is still one topic that seems to be close to neglected both in research and the current design and development of human computation systems, namely privacy. Thus, in this work, we investigate privacy implications on these systems. Starting from the fact that user awareness is crucial for enforcing privacy-respecting mechanisms, we conducted an online survey-study to asses user privacyawareness in human computation systems and in this paper provide the results of it. Lastly, we provide recommendations for developers for designing privacy-preserving human computation platforms as well as research directions based on open challenges. Keywords–Privacy, Privacy Awareness, Social Computing, Human Computation, Crowdsourcing, Collective Intelligence
Genetic control and character association estimates of yield and yoeld attributing traits in some mungbean genotypes

A field experiment was conducted to evaluate the genetic variability and character association on 27 genotypes of greengram (Vigna radiata L.) at Instructional Farm Jaguli, Bidhan Chandra Krishi Viswavidyalaya during 2012 and 2013.The experiment was laid out in Randomized Block Design with two replications. Analysis of variance revealed significant differences among genotypes for all the eleven characters which provides enough scope for significant improvement of the traits through selection. Marginal difference between GCV and PCV was observed predicting least environmental influence. High heritability -1 accompanied by high genetic advance was observed for seed yield plant followed by 100 seed weight, number of branches plant 1 -1 and number of pods plant indicating importance of additive gene effects which may facilitate the adoption of simple breeding -1 strategies to obtain desirable changes with respect to these characters. Seed yield plant had shown significant positive -1 correlation with number of pods plant ,100 seed weight and positive correlation with pod width, protein content which also exerted positive direct effect on yield.
Optical MEMS

echo delay time of light backscattered from structures inside the tissue. The obtained data constitute a two-dimensional map of the backscattering or back reflection from internal architectural morphology and cellular structures in the tissue. Image formation is obtained by perform repeated axial measurement at different transverse positions as the optical beam is scanned across the tissue. The advances of microelectromechanical systems (MEMS) and devices have been instrumental in the demonstration of new devices and applications, and even in the creation of new fields of research and development: bioMEMS, actuators, microfluidic devices, RF and optical MEMS. Experience indicates a need for MEMS book covering these materials as well as the most important process steps in bulk micro-machining and modeling. We are very pleased to present this book that contains 18 chapters, written by the experts in the field of MEMS. These chapters are groups into four broad sections of BioMEMS Devices, MEMS characterization and micromachining, RF and Optical MEMS, and MEMS based Actuators. The book starts with the emerging field of bioMEMS, including MEMS coil for retinal prostheses, DNA extraction by micro/bio-fluidics devices and acoustic biosensors. MEMS characterization, micromachining, macromodels, RF and Optical MEMS switches are discussed in next sections. The book concludes with the emphasis on MEMS based actuators.
Electron field emission properties of nanomaterials on rough silicon rods

Highly porous, individually separated, and vertically aligned rough silicon rods (r-SiRs) were formed via a modified electroless metal deposition (EMD) approach. Despite inheriting the length of crowded silicon nanowires (NWs) obtained by the conventionally adopted EMD method, the r-SiRs are distributed sparsely, subsequently forming an excellent field emitter substrate. The electron field emission (EFE) of carbon nanotubes (CNTs) grown on r-SiRs can be turned on at (E0)CNTs/r-SiRs = 2.3 V/μm, yielding a high EFE current density, (Je)CNTs/r-SiR = 3.7 mA/cm2 in an applied field of 5.1 V/μm. Additionally, a cactuslike structure consisting of zinc oxide NWs on r-SiRs can be turned on at 2.9 V/μm. The absence of a high-temperature or expensive photolithographic process makes r-SiRs a promising alternative as a silicon base field emitter substrate.
Bipolar-CMOS-DMOS Process-Based a Robust and High-Accuracy Low Drop-Out Regulator

A 40V BCD process high-accuracy and robust Low Drop-Out Regulator was proposed and tape-out in CSMC; the LDO was integrated in a LED Control and Driver SOC of outdoor applications. The proposed LDO converted the 12V~40V input power to 5V for the low voltage circuits inside the SOC. The robustness of LDO was important because the application condition of the SOC was bad. It was simulated in all process corner, -55℃~150℃ temperature and 12V~40V power voltage conditions. Simulation result shows that the LDO works robustly in conditions mentioned above. The default precision of LDO output voltage is ±2.75% max in all conditions, moreover, by utilizing a trim circuit in the feedback network, the precision can be improved to ±0.5% max after being trimmed by 3 bit digital trim signal Trim[3:1]. The total size of the proposed LDO is 135um*450um and the maximum current consumption is 284uA.
Learning Structure of Complex Sensory Inputs with Plasticity in Neural Microcircuits

2 Synaptic plasticity is explored as a form of unsupervised adaptation in cortical microcircuits to 3 learn the structure of complex sensory inputs and thereby improve performance of classification 4 and prediction. The question of whether the structure of specific input patterns is encoded in 5 the structure of neural networks has been largely neglected. Existing studies that have analyzed 6 structural adaptation have used simplified, synthetic inputs in contrast to complex and noisy 7 patterns found in real-world sensory data. 8 In this work, class-specific structural changes are analyzed for three empirically derived models 9 of plasticity applied to three temporal sensory classification tasks that include complex, real10 world visual and auditory data. Two forms of spike-timing dependent plasticity (STDP) and 11 the Bienenstock-Cooper-Munro (BCM) plasticity rule are used to adapt the recurrent network 12 structure before training is performed for pattern recognition tasks. 13 It is shown that plasticity does learn highly input-specific structure in its adaptation. Howe14 ver, it does not improve the performance on sensory pattern recognition tasks due to synaptic 15 interference between consecutively presented input samples. The changes in synaptic strength 16 produced by one stimulus are reversed by the presentation of another, thus largely preventing 17 synaptic changes from being retained in the structure of the network. 18 To solve the problem of interference, we suggest that models of plasticity be extended to restrict 19 neural activity and synaptic modification to a subset of the neural circuit, which is increasingly 20 found to be the case in experimental neuroscience. 21
Shedding New Light on Spinal Cord Injury via a SpatioTemporal Proteomic and Physiological Approaches

Spinal Cord Injury (SCI) represents currently incurable disorder of the CNS often accompanied by permanent health consequences-disability. In order to mimic a SCI, a balloon-compressive technique was performed at thoracic Th8-9 spinal level in adult rat. Shot-gun proteomic was used to identify proteins in each spinal cord segment-derived conditioned medium along the rostralcaudal axis after SCI with time course. In addition, 3D MALDI Imaging, tissue micro-proteomics were undertaken and combined with confocal imaging, in-vitro and in-vivo functional testing. Our data clearly described the spatial and temporal events which developed in acute phase after SCI. While we found some similarities in the segments above and below the lesion, the caudal segment has been identified as the therapeutic target. We then assessed in a rat SCI model the in vivo impact of a sustained RhoA inhibitor administered in situ via functionalizedalginate scaffold. In order to decipher the underlying molecular mechanisms involved in such a process, an in vitro neuroproteomic-systems biology platform was developed. Here, the pan-proteomic profile of the Dorsal Root Ganglia (DRG) cell line ND7/23 DRG was assessed in a large array of culture conditions using RhoA i and conditioned media obtained from SCI ex-vivo derived spinal cord slices. A fine mapping of the spatio-temporal molecular events of the RhoA i treatment in SCI was performed. The data obtained allow a better understanding of regeneration induced above and below the lesion site. Results notably showed a timedependent alteration of the transcription factors profile along with the synthesis of growth cone-related factors (receptors, ligands, and signaling pathways) in RhoA i treated DRG cells. Furthermore, we demonstrate the inflammatory response process involvement via immunoglobulin’s by binding to their specific receptors on the DRG cells upon neurite outgrowth initiation and thus modulating the neurite outgrowth process. We then validate our results by an in vivo proteomic studies along the spinal cord segments. Taken together, we expand knowledge on SCI proteins involved in inflammation, neurotransmission, immune response, re growth and repair, and other local responses to injury.
Novel Scheduling Policy for Delay Analysis of Multi-Hop Wireless Networks

To maximizes the throughput performance of the systems, the scheduling algorithm which is widely used in multi-hop wireless networks and high speed switches need wide range of study. Various studies have subsequently focused on the design of simpler and faster scheduling algorithms which provide performance guarantee on the throughput. Recent results of this, highlights the deficiencies which are arisen due to all these scheduling systems mainly based on throughput. Moreover the development of analytical techniques to study the delay performance of such systems has to provide more focus to maintain the QOS, network design (choice of buffer size, capacity of links) etc. Analyzing the delay performance of multi-hop systems which follow throughput optimal scheduling policies are very difficult due to complex relationship between arrival, service and queue length processes. In this paper, I develop novel techniques for performance analysis of wireless networks and also design novel scheduling policies that are delay-efficient. KeywordsBack-pressure, Delay Performance, Multi-hop, Throughput Optimal
Herbivory eliminates fitness costs of mutualism exploiters Anna

A common empirical observation in mutualistic interactions is the persistence of variation in partner quality and, in particular, the persistence of exploitative phenotypes. For mutualisms between hosts and symbionts, most mutualism theory assumes that exploiters always impose fitness costs on their host. We exposed legume hosts to mutualistic (nitrogen-fixing) and exploitative (non-nitrogenfixing) symbiotic rhizobia in field conditions, and manipulated the presence or absence of insect herbivory to determine if the costly fitness effects of exploitative rhizobia are contextdependent. Exploitative rhizobia predictably reduced host fitness when herbivores were excluded. However, insects caused greater damage on hosts associating with mutualistic rhizobia, as a consequence of feeding preferences related to leaf nitrogen content, resulting in the elimination of fitness costs imposed on hosts by exploitative rhizobia. Our experiment shows that herbivory is potentially an important factor in influencing the evolutionary dynamic between legumes and rhizobia. Partner choice and host sanctioning are theoretically predicted to stabilize mutualisms by reducing the frequency of exploitative symbionts. We argue that herbivore pressure may actually weaken selection on choice and sanction mechanisms, thus providing one explanation of why host-based discrimination mechanisms may not be completely effective in eliminating nonbeneficial partners.
Lack of relationship between Visna/maedi infection and scrapie resistance genetic markers

The relationship between Visna/maedi virus (VMV) antibody status and scrapie genetic resistance of 10,611 Rasa Aragonesa sheep from 17 flocks in Aragon (Spain) was investigated. The fifteen most common PRNP gene haplotypes and genotypes were identified and the genotypes were classified into the corresponding scrapie risk groups (groups 1 to 5). ARQ (93.3%) and ARR (31.8%) were the most common haplotypes and ARQ/ARQ (56%) and ARR/ARQ (25.6%) were the most common genotypes. The frequencies of scrapie risk groups 1, 2, 3, 4 and 5 were 3.3%, 27.3%, 63.5%, 1.2% and 4.8%, respectively. Overall Visna/maedi seroprevalence was 53% and flock seroprevalence ranged between 21-86%. A random effects logistic regression model indicated that sheep VMV serological status (outcome variable) was not associated with any particular scrapie risk group. Instead, VMV seropositivity progressively increased with age, was signif icantly greater in females compared to males and varied between flocks. The absence of a relationship between VMV infection and scrapie genotypes is important for VMV control and specifically for sheep