Miracle-dz/UniFAR-FTUs huggingface dataset:
FX Options and Smile Risk

The FX options market represents one of the most liquid and strongly competitive markets in the world, and features many technical subtleties that can seriously harm the uninformed and unaware trader.This book is a unique guide to running an FX options book from the market maker perspective. Striking a balance between mathematical rigour and market practice and written by experienced practitioner Antonio Castagna, the book shows readers how to correctly build an entire volatility surface from the market prices of the main structures.Starting with the basic conventions related to the main FX deals and the basic traded structures of FX options, the book gradually introduces the main tools to cope with the FX volatility risk. It then goes on to review the main concepts of option pricing theory and their application within a Black-Scholes economy and a stochastic volatility environment. The book also introduces models that can be implemented to price and manage FX options before examining the effects of volatility on the profits and losses arising from the hedging activity.Coverage includes: how the Black-Scholes model is used in professional trading activity the most suitable stochastic volatility models sources of profit and loss from the Delta and volatility hedging activity fundamental concepts of smile hedging major market approaches and variations of the Vanna-Volga method volatility-related Greeks in the Black-Scholes model pricing of plain vanilla options, digital options, barrier options and the less well known exotic options tools for monitoring the main risks of an FX options’ book The book is accompanied by a CD Rom featuring models in VBA, demonstrating many of the approaches described in the book.
Meso-Scale Numerical Modeling of the Mechanical Behavior of Reinforced Concrete Members

On mesoscopic level, concrete can be treated as a three-phase composite material consisting of mortar, aggregates and interfacial transition zone (ITZ) between mortar and aggregate. A lot of research has confirmed that ITZ plays a crucial role in the mechanical fracture process of concrete. The aim of the present study is to propose a numerical method on meso-scale to analyze the failure mechanism of reinforced concrete (RC) structures under loading, and then it will help precisely predict the damage or the microcrack initiation and propagation of concrete. In this method, concrete is discretely meshed in terms of the Rigid Body Spring Model (RBSM), while the reinforcing steel bars are modeled as beam elements. The fracture process of concrete and the distribution of microcracks, as well as the load-deformation relationships are investigated and compared with the available experimental results. It is found that the numerical results are in good agreement with the experimental observations, indicating that the model can successfully simulate the fracture process of concrete and the distribution of cracks
Nitrogen utilization in ice algal communities of Barrow Strait, Northwest Territories, Canada

Studies of the utilization of inorganic nitrogen (NO3-, NH,+) by sea-ice algal communities were conducted durinq 2 field seasons in Barrow Strait, Northwest Territories (NWTI, Canada. Results showed a significant temporal shift from NO3--dominated metabolism during the early stages of algal biomass accumulat~on under the ice to NHa+-dominated metabolism later on when biomass was in decline. Volume-based uptake rates of both nitrogen compounds were 2 to 3 orders of magnitude higher (1 to 80 pm01 N 1-' h-') than rates typical for coastal plankton populations but so were biomass levels (4 to 18 mg chlorophyll a I-') and interstitial nitrogen concentrations (NO3-:4 to 123 &m01 N I-', NH4+ : 4 to 40 pm01 N 1-'). Ammonium was utilized preferentially as is generally the case in planktonic systems. Despite high concentrations, however, NH4+ apparently had little inhibitory effect on the activity of the NO3assimilatory enzyme, nitrate reductase (NR), at least during the early stages of ice-algal growth. Complementary physiological experiments camed out during this same period showed (1) concentration-dependent nitrogen uptake kinetics (K,) for these communities were similar to values seen in coastal plankton. (2) no apparent light-dependence of NO3or NH,+ uptake was evident in short-term experiments. (3) organic nitrogen (urea, amino acids) may represent a significant portion of the sea-ice communities' nitrogen nutrition. (4) an important component of the metabolism of NH,+ and amino acids may be mediated by prokaryotic microorganisms. Our results, along with several other indirect lines of evidence, support the contention that these sea-ice communities are not nitrogen-limited.
Knowledge to Ecological Preferences in a Tropical Epiphytic Algae to Use with Eutrophication Indicators

In Ayapel floodplain periphyton associated to macrophyte roots on the basis of material was collected in fourteen sampling sites in nine moments of compilation. From the analysis of the samples were recorded 550 algal species, of which 56% were diatoms. Furthermore it was valued relative abundances of taxa and the average physicochemical variables to identify the optimal values and tolerance ranges of species. In the case of nitrates optimal value was below 2 mg/L for all algae except for Actinella sp. and Euastrum sinuosum which optimal values were close to zero with low variability. Regarding all species the algal nitrite concentration showed optimum values below 2 mg/L except Encyonema minutum and E. sinuosum whose optimum were 0.4 and 0.5 mg/L respectively. About nitrogen as ammonia was repeated the above situation, i.e. optimum values below 2 mg/L except for E. minutum and E. sinuosum. Respect to phosphorus the species with optimum greater than 0.6 mg/L are the diatoms, in contrast, the lowest values were optimal for E. sinuosum and Actinella sp. From the viewpoint of bioindication high abundance of Synedra goulardii indicates high transparency, Ulnaria ulna and Planothidium lanceolatum indicate lower concentration of dissolved oxygen and water temperature between 29°C - 30°C, Actinella aff. robusta, E. minutum, Cylindrospermopsis raciborski, Lyngbya cf. limnetica, Eunotia naegueli, Navicula cryptocephala, Diadesmis confervaceae, Frustulia rhomboides and Aulacoseira granulata. (For more information,please refer to the PDF.)
Analyzing Child Survival in Ghana

Efforts aimed at reducing child mortality in developing countries, including Ghana, are not likely to meet the criteria set under the Millennium Development Goals Four. Part of the problem is the non-availability of adequate data and absence of rigorous statistical analysis. In this study, non parametric Survival analysis techniques, using a moving cohort, with some of the data right-censored, were used to estimate the survival and hazard functions and identify associated risk factors. The Weibull and Log-logistic distributions fitted child survival data appropriately. The study showed that 10% of children born would not survive by year five. Furthermore, the age of the mother, level of education and residence of mother, significantly influenced child survival. The factors suggested cultural practices or norms play substantial roles in child survival, and that female education must be given high priority.
An investigation of influence of solvent on the degradation kinetics of carotenoids in oil extracts of Calendula officinalis

The stability of carotenoids was studied in marigold oil extracts prepared with following solvents: Myritol 312®, paraffin oil, almond oil, olive oil, sunflower oil, grape seed oil, and soybean oil. The concentration of the carotenoids was determined by spectroscopic measurement at 450 nm. Degradation rate showed a first order dependence on the concentration of carotenoids with a faster first stage (which lasted 35-50 days, depending on the solvent) and a slower second stage. The highest degradation rates were observed in extracts prepared with linoleic acid rich solvents (sunflower oil, soybean oil and grape seed oil), while the lowest were found in oil with saturated fatty acids (Myritol 312®) and paraffin oil. These results confirm the connection between the degradation of carotenoids and lipid autoxidation, and suggest that the influence of the oil solvents on the stability of oil extracts of Calendula officinalis is a factor that must be considered when selecting a solvent for the production of marigold oil extracts.
A tangled tale of two teal: Population history of the grey Anas gracilis and chestnut teal a. castanea of Australia

Two Australian species of teal (Anseriformes: Anatidae: Anas), the grey teal Anas gracilis and the chestnut teal A. castanea, are remarkable for the zero or near-zero divergence recorded between them in earlier surveys of mitochondrial DNA (mtDNA) diversity. We confirmed this result through wider geographical and population sampling as well as nucleotide sampling in the more rapidly evolving mtDNA control region. Any data set where two species share polymorphism as is the case here can be explained by a model of gene flow through hybridization on one hand or by incomplete lineage sorting on the other hand. Ideally, analysis of such shared polymorphism would simultaneously estimate the likelihood of both phenomena. To do this, we used the underlying principle of the IMa package to explore ramifications to understanding population histories of A. gracilis and A. castanea. We cannot reject that hybridization occurs between the two species but an equally or more plausible finding for their nearly zero divergence is incomplete sorting following very recent divergence between the two, probably in the mid-late Pleistocene. Our data add to studies that explore intermediate stages in the evolution of reciprocal monophyly and paraphyletic or polyphyletic relationships in mtDNA diversity among widespread Australian birds.
Labor Disputes and Labor Flows

About one in four workers challenges her dismissal in front of a labor court in France. Using a data set of individual labor disputes brought to French courts over the years 1996 to 2003, we examine the impact of labor court activity on labor market flows. First, we present a simple theoretical model showing the links between judicial costs and judicial case outcomes. Second, we exploit our model as well as the French institutional setting to generate instruments for these endogenous outcomes. In particular, we use shocks in the supply of lawyers who resettle close to their university of origin. Using these instruments, we show that labor court decisions have a causal effect on labor flows. More trials and more cases won by the workers cause more job destructions. More settlements, higher filing rates, and a larger fraction of workers represented by a lawyer dampen job destructions. Various robustness checks confirm these findings.
Family formation, fatherhood and crime : an invitation to a broader perspectives on crime and family transitions

Using large-scale individual-level Norwegian administrative register data on the total population of men, we study the offending rates five years prior to and after five different family-related transitions. Leading criminological theories predict that marriage and fatherhood has a preventive effect on crime, with marriage receiving most support by empirical research. The last decades' major changes in family patterns warrant a re-examination of the marriage effect. We argue that marriage, cohabitation, and fatherhood all are important aspects of the family formation process. We find some support for the hypothesis that family formation inhibit criminal behaviors, but our results are less clear-cut than those reported by previous research. Most importantly, the declines in offending in the years prior to experiencing family transitions do not seem to be of a permanent nature.
Dating Human Remains from the Historical Period in Belgium: Diet Changes and the Impact of Marine and Freshwater Reservoir Effects

An overview will be presented of stable isotope data (δ13C and δ15N) available from animal and human bones from Roman to post-Medieval Belgian sites. The data will be used to assess trends in the human diet and evaluate the possible impact of reservoir effects originating from the consumption of fish derived from marine or freshwater environments. Historical and archaeozoological data demonstrate drastic changes in fish consumption throughout the last 2 millennia and thus suggest that fluctuations through time of the impact of the reservoir effects can be expected. However, the present stable isotope data set does not support this suggestion.
Adaptive PSF fitting – a highly performing photometric method and light curves of the GLS H1413+117: time delays and micro-lensing effects

We present new photometric observations of H1413+117 acquired during seasons between 2001 and 2008 in order to estimate the time delays between the lensed quasar images and to characterize at best the on-going micro-lensing events. We propose a highly performing photometric method called the adaptive point spread function fitting and have successfully tested this method on a large number of simulated frames. This has enabled us to estimate the photometric error bars affecting our observational results. We analysed the Vand R-band light curves and V–R colour variations of the A–D components which show shortand long-term brightness variations correlated with colour variations. Using the χ2 and dispersion methods, we estimated the time delays on the basis of the R-band light curves over the seasons between 2003 and 2006. We have derived the new values: tAB = −17.4 ± 2.1, tAC = −18.9 ± 2.8 and tAD = 28.8 ± 0.7 d using the χ2 method (B and C are leading, D is trailing) with 1σ confidence intervals. We also used available observational constraints (resp. the lensed image positions, the flux ratios in mid-IR and two sets of time delays derived in the present work) to update the lens redshift estimation. We obtained zl = 1.95+0.06 −0.10 which is in good agreement with previous estimations. We propose to characterize two kinds of micro-lensing events: micro-lensing for the A, B, C components corresponds to typical variations of ∼10−4 mag d−1 during all the seasons, while the D component shows an unusually strong micro-lensing effect with variations of up to ∼10−3 mag d−1 during 2004 and 2005.
Sickle Cell Disease: a pictorial review of well-known and less well-known imaging findings in children.

Poster: "ECR 2017 / C-0427 / Sickle Cell Disease: a pictorial review of well-known and less well-known imaging findings in children. " by: " M. Giannotta , M. B. Leone, M. Baldazzi, E. Facchini, M. Zompatori; Bologna/IT"
Whole-rock powders and their analysis by an electron mocroprobe technique

صهرت مساحيق لصخور قاعدية أنعم من 100 لشبكة المنخل ، في وعاء تنجستن ومولبدنيوم في وسط نتروجيني ، وتستخدم في تقنية الانصهار كميات صغيرة جدا من العينة، والتي تكسن مناسبة للتحليل السريع للعينات الصخرية، خاصة ذ ات التركيب القاعدي . إن الزجاج الناتج من الانصهار يكسن متجانسا إلى حد ما، وملائما للتحليل بواسطة المسبار الإلكتروني الدقيق ، وقد أمكن اختبار التجانس بواسطة القيم الإحصائية المعطاة في السرقة. إن دقة وسرعة تحاليل المسبار الإلكتروني الدقيق لزجاج العينات الصخرية يسمح بالاستعمال الروتيني لهذه التقنية، وتسمح هذه التقنية بالتحاليل الاستطلاعية للعناصر الرئيسية لمجموعة من الصخور التي لم تحلل من قبل في زمن أقصر وبتكلفة أقل .
Global Land Precipitation: A 50-yr Monthly Analysis Based on Gauge Observations

Abstract This paper describes the initial work toward the production of monthly global (land and ocean) analyses of precipitation for an extended period from 1948 to the present. Called the precipitation reconstruction (PREC), the global analyses are defined by interpolation of gauge observations over land (PREC/L) and by EOF reconstruction of historical observations over ocean (PREC/O). This paper documents the creation of the land component of the analyses (PREC/L) on a 2.5° latitude/longitude grid for 1948–2000. These analyses are derived from gauge observations from over 17 000 stations collected in the Global Historical Climatology Network (GHCN), version 2, and the Climate Anomaly Monitoring System (CAMS) datasets. To determine the most suitable objective analysis procedure for gridding, the analyses generated by four published objective analysis techniques [those of Cressman, Barnes, and Shepard, and the optimal interpolation (OI) method of Gandin] were compared. The evaluation demonstrated two cru.
Juvenile green turtles on the northern edge of their range: mtDNA evidence of long-distance westward dispersals in the northern Pacific Ocean

Understanding the dispersal pathway and connectivity of an endangered species plays an essential role in the development of strategies for its effective conservation and management. By using mtDNA control region sequences, we identified the genetic composition and estimated the origin of the northernmost feeding aggregation of green turtles Chelonia mydas around the Sanriku coast of Japan. Significant differences in haplotype frequencies between Sanriku and southern Japanese feeding aggregations, a significant correlation between genetic distance and geographical distance in Japanese feeding aggregations, and estimated contribution to the Sanriku, mainly from the Japanese rookery of Ogasawara, indicate compositional changes from the south to the north along the Japanese Archipelago and suggest that the northern feeding aggregations were occupied by turtles born mainly in Japanese rookeries. However, haplotypes specific or similar to Hawaiian and eastern Pacific rookeries were detected, and substantial contributions from Hawaii or the eastern Pacific to the Sanriku feeding aggregation were estimated. Combined with the observation of specimens with phenotypic features of the subspecies ‘black turtle’ nesting in the eastern Pacific, the results indicate the long-distance dispersal of hatchlings born in Hawaii or the eastern Pacific to Japanese coastal waters, possibly through the North Equatorial Current. Although the level of contribution may be small, this study genetically supports the occurrence of the westward long-distance dispersal of green turtles in the Pacific.
Gravitational instabilities of nearby star-forming galaxies

The dynamics of nearby star-forming galaxies has long intrigued and eluded scientists. Gravitational instabilities are one of the engines of star formation and ”hidden” structures in spiral galaxies, such as bars within bars, ovals and nuclear rings. The radial locations and extent of star-forming regions and other structures can be analysed using the multi-component Q stability parameter of Romeo & Falstad (2013). This parameter accounts for a disc constituted of multiple components, as well as for disc thickness. In this thesis we study the gravitational instabilities of nearby star-forming spiral galaxies focusing on three disc components (atomic hydrogen, molecular hydrogen and stars), as well as their dynamical interplay. We also use another disc instability diagnostic, the characteristic instability wavelength (Romeo & Falstad, 2013), which predicts the sizes of the regions prone to instabilities. Together with the Q stability parameter, we thereby have an appropriate method for analysing galactic discs. We use observational data from four high-quality surveys: THINGS, HERACLES, BIMA SONG and SINGS, which were first analysed and modelled by Leroy et al. (2008). We discover a new ability of the characteristic instability wavelength: the ability to accurately predict the transition between the components dominating the instability. Our analysis also illustrates that the use of higher-resolution data and more accurate modelling, together with the Romeo & Falstad (2013) disc instability diagnostic, may reveal a wider variety of hidden structures in nearby star-forming galaxies
Mobile epifauna on subtidal brown seaweeds in northeastern New Zealand

This paper examines the distribution and abundance of mobile epifauna > 1 mm inhabiting 10 species of subtidal brown seaweeds (Phaeophyceae) in northeastern New Zealand. Cammarid amphipods and isopods were the most abundant animals captured, while a diverse group of gastropods was also present at lower densities F~nely structured seaweeds such as Carpophyllum plumosum var. capillifolium and Cystophora retroflexa tended to support far more animals (up to 2000 ind. per 100 g algal wet wt) than did coarsely structured seaweeds. Comparison of epifaunas among C. plurnosum growth forms of varying thallus width indicated that this pattern was due to the morphology of the plants rather than differences in their internal composition. There was a trend for isopods with tubular body shapes to live on algal species with narrow fronds, and for dorso-ventrally flattened isopods to live on algae with wide fronds. Most of the seaweed species held epifaunal assemblages that were distinct from one another in multivariate space, but the individual epifaunal taxa were generally not strongly host-plant specific, w ~ t h most occurring on more than 1 algal species. I t is suggested that most of the epifauna have a weak relationship with their host plant. Epifaunal dens~ties on Ecklonia r a d ~ a t a peaked at 6 m depth, and declined with increasing depth.
RESONANT MAGNET POWER SUPPLY SYSTEM FOR THE RAPID CYCLE SYNCHROTRON OF CHINESE SPALLATION NEUTRON SOURCE

In a rapid-cycling synchrotron, “White Circuit” usually used as the construction of the power supply system [1]. Power source, storage-energy components, and magnets are connected to a multi-cell resonant circuit. The reactive power transforms between magnets and storage-energy components, and power source only makes up the active power. In the CSNS project, the total number of 36 dipole magnets and 64 quadrupole magnets are divided into 6 families, and each family forms an individual “White Circuit” type resonant network. In the following section, the detail design is described, and some considerations for close B/Q field tracking during beam acceleration period are also discussed.
Dynamics of Proteins by Thermal Decay of Free Radicals Induced by Ultraviolet Irradiation

The relationship between structure, dynamics, and function of biomolecules is a fundamental interest of biophysics. Protein dynamics drastically vary in temporal and spatial scales. The function of a particular protein determines the significance of a distinct type of dynamics. Here, we investigate the influence of hydration water on the dynamics of a protein called silk fibroin. Particular interest is to investigate the protein dynamics using thermal decay of the free radicals induced by ultraviolet irradiation. The full decay of the free radicals occurs at very wide temperature region (120 K–340 K). Three distinct regions with transition points of ∼135 K, 205 K, and 279 K are apparent in the thermal decay curves of hydrated fibroin samples. The first transition (∼135 K) that leads 2–6% increase of total spins was observed only in the decay curves of fibroin submerged in 40% and 50% glycerol. The second transition (∼205 K) was invariant for all samples, hydrated and dry fibroins. The third transition of 279 K common for all hydrated fibroin samples was shifted about 84 K to a higher temperature of 363 K in dry fibroin. The thermal transitions at 205 K and 279 K are weakly and strongly, respectively, coupled to water molecules. Nature of the free radicals participated in these transitions was identified. The significance of the findings for protein dynamics is discussed.
LETTER TO THE EDITOR: Observational line broadening and the duration of a quantum jump

Experimental observations of `quantum jumps' suggest that one can associate a timescale shorter than `lifetime' with quantum transitions; one such `jump time' is proposed here. We also find that experimental temporal localization of the jump does affect it (a la Bohr), and predict an `observational line broadening'.