Miracle-dz/UniFAR-FTUs huggingface dataset:
Statistical analysis of some financial time series models

FANGFANG WANG: Statistical analysis of some financial time series models (Under the direction of Professor Eric Ghysels) The aim of this dissertation is to study the dynamics of asset returns under both the physical measure and the risk neutral measure. It consists of two different research topics. The first topic is primarily concerned with a specific class of volatility component models. This family of models have received much attention recently, not only because of their ability to capture complex dynamics via a parsimonious parameter structure, but also because it is believed that they can handle well structural breaks or non-stationarity in asset price volatility. The first part of the dissertation focuses on their probabilistic properties and statistical inference on these models is discussed as well. The second topic pertains to the distributional approximations of risk neutral distribution of asset returns for the purpose of option pricing. Risk neutral measures are a key ingredient of financial derivative pricing. Much effort has been devoted to characterizing the risk neutral distribution pertaining to the underlying asset. The rest of the dissertation studies the Generalized Hyperbolic family of distributions and examines their applications in option pricing.
Income Smoothing and Debt Covenants: Evidence from Technical Default

We examine whether income smoothing affects the frequency of technical default in private loan contracts. We find that income smoothing is associated with a lower frequency of “spurious technical default” when the borrower’s economic performance has not declined, but the loan nevertheless enters technical default. In contrast, we find no association between income smoothing and technical default when the borrower’s creditworthiness declines — “performance technical default. ” This evidence is consistent with borrowers smoothing income to reduce noise in earnings, and inconsistent with opportunistic motives. Further, we find evidence that the efficiency-enhancing effect of income smoothing is incorporated into the initial loan terms, as debt contracts to borrowers exhibiting greater income smoothing are more likely to include income statement covenants and have lower interest rates.
Target tracking control and semi-physical simulation of Qball-X4 quad-rotor unmanned aerial vehicle

In this article, a set of integrated ground target tracking flight system has been proposed based on the Qball-X4 quad-rotor unmanned aerial vehicle hardware platform and the QuaRC software platform. Both of the hardware and software platforms are developed by Quanser Company, Canada. The proposed tracking and positioning algorithm could be divided into several stages. First, a tracker is developed based on an optical flow method to track the target; and then, in order to improve the reliability of tracking algorithm and also help in retrieving the lost target, a cascade target detector is developed; meanwhile, a model updated scheme aiming at some possible errors in tracking and detecting process is presented based on Positive-Negative (P-N) learning system; at last, a monocular visual positioning system is designed based on the corresponding navigation message. In addition, the effectiveness of the proposed flight control system is verified by both simulation and hardware-in-loop system results in several tracking flight tests.
Fingerprint Verification using Cloud Services with Message Passing Interface over PC Clusters

Nowadays cloud-computing services are being offered by various organizations. Peer-to-Peer (P2P) networks can be used as a collaborative computing environment to solve computationally intensive problems. In this work, we use a PC cluster to simulate a P2P network and present results of a computationally intensive image matching algorithm (fingerprint verification). Collective communications are used to transfer images to destination peers over a network. Communication to computation time ratio are calculated of transferring of fingerprint images of various sizes on the internet. As transfer of raw images are communication intensive, a proposed method is to use FBI approved Wavelet Scalar Quantization (WSQ) compression method at the source before transmitting to the destination nodes. We study the viability of fingerprint identification and/or verification service offered by cloud computing. In particular, we present a distributed fingerprint verification algorithm.
Discovery of Heavy Traffic Areas based on DBSCAN Algorithm

At present,the number of vehicles is increasing in our country. This will inevitably cause that the existing road and so on would no longer able to meet the current traffic conditions. Because the spatio- temporal data contain rich information,this paper will analyze the GPS data of the vehicle. This paper will mining the heaviest traffic congestion areas in a city by using the DBSCAN algorithm,and the mining result will be mapped to the city road network so that the relevant departments can clearly understand where the problems are. The departments also can develop a series of measures to solve those problems,such as adjusting the road planning and so on. This will ensure that the problems can be resolved quickly,and the experiment results of this paper clearly indicate the specific congestion areas in a city. The next work is the time prediction of congestion areas.
Mining Top-k Distinguishing Sequential Patterns with Gap Constraint

Distinguishing sequential pattern can be used to present the difference between data sets, and thus has wide applications, such as commodity recommendation, user behavior analysis and power supply predication. Previous algorithms on mining distinguishing sequential patterns ask users to set both positive and negative support thresholds. Without sufficient prior knowledge of data sets, it is difficult for users to set the appropriate support thresholds, resulting in missing some significant contrast patterns. To deal with this problem, an algorithm, called k DSP-miner(top-k distinguishing sequential patterns with gap constraint miner), for mining top-k distinguishing sequential patterns satisfying the gap constraint is proposed. Instead of setting the contrast thresholds directly, a user-friendly parameter, which indicates the expected number of top distinguishing patterns to be discovered, is introduced in k DSP-miner. It makes k DSP-miner easy to use, and its mining result more comprehensible. In order to improve the efficiency of k DSP-miner, several pruning strategies and a heuristic strategy are designed. Furthermore, a multi-thread version of k DSP-miner is designed to enhance its applicability in dealing with the sequences with high dimensional set of elements. Experiments on real world data sets demonstrate that the proposed algorithm is effective and efficient.
A Self-Adjusting Shot-Clustering Technique Without Experiential Parameters

Shot clustering is an important issue in the field of video content analysis.The basic task of shot clustering is to classify shots based on their low level physical features.This paper describes a novel shot clustering technique.Beginning with an initial classification of the shot set,our algorithm proceeds with merging and splitting iteration alternatively to reduce the errors in the initial results.The initial classification is based on the closeness of shots.The following clustering process is controlled by merging and splitting rules,which are based on the concepts of centroid,radius,intra cluster hole,and inter cluster space.The basic idea is that:(1)the intra cluster hole of a cluster should be less than the intercluster space; and (2)the centroid distance of two clusters should be larger than the sum of their radiuses.Special consideration is put on the design of the iteration mode to suppress the possible errors.The main advantage of this algorithm is that it does not need any experiential parameters or thresholds,neither does it need any manual interaction,which is a basic requirement for automatic clustering of shots with no domain knowledge.Experimental results are presented and analyzed.
Automated configuration of algorithms for solving hard computational problems

The best-performing algorithms for many hard problems are highly parameterized. Selecting the best heuristics and tuning their parameters for optimal overall performance is often a difficult, tedious, and unsatisfying task. This thesis studies the automation of this important part of algorithm design: the configuration of discrete algorithm components and their continuous parameters to construct an algorithm with desirable empirical performance characteristics. Automated configuration procedures can facilitate algorithm development and be applied on the end user side to optimize performance for new instance types and optimization objectives. The use of such procedures separates high-level cognitive tasks carried out by humans from tedious low-level tasks that can be left to machines. We introduce two alternative algorithm configuration frameworks: iterated local search in parameter configuration space and sequential optimization based on response surface models. To the best of our knowledge, our local search approach is the first that goes beyond local optima. Our model-based search techniques significantly outperform existing techniques and extend them in ways crucial for general algorithm configuration: they can handle categorical parameters, optimization objectives defined across multiple instances, and tens of thousands of data points. We study how many runs to perform for evaluating a parameter configuration and how to set the cutoff time, after which algorithm runs are terminated unsuccessfully. We introduce data-driven approaches for making these choices adaptively, most notably the first general method for adaptively setting the cutoff time. Using our procedures—to the best of our knowledge still the only ones applicable to these complex configuration tasks—we configured state-of-the-art tree search and local search algorithms for SAT, as well as CPLEX, the most widely-used commercial optimization tool for solving mixed integer programs (MIP). In many cases, we achieved improvements of orders of magnitude over the algorithm default, thereby substantially improving the state of the art in solving a broad range of problems, including industrially relevant instances of SAT and MIP. Based on these results, we believe that automated algorithm configuration procedures, such as ours, will play an increasingly crucial role in the design of high-performance algorithms and will be widely used in academia and industry.
Terrorist attacks and public approval and confidence in the Russian president: Evidence from time series analysis

In this paper we apply time series analysis to examine weekly data of Vladimir Putin’s approval and confidence ratings and their dependence on terrorist attacks. We find that minor terrorist attacks with few or no mortal casualties in Chechnya, Ingushetia and Dagestan increase Putin’s ratings, while major terrorist attacks, with more than four mortal casualties, have a negative impact. There is also evidence that terrorist attacks in other Russian regions reduce Putin’s public approval; however, this evidence is weaker and depends on the model specification. The effects of terrorist attacks on the confidence rating are indistinguishable from the statistical noise. Furthermore, we control for main annual media events with President Putin’s participation: the television Q&A program `Direct Line with V. Putin', address to the Federal Assembly and a large annual conference. All three media events increase the president’s approval, with `Direct Line' having the least effect. Only the large annual conference has a significant positive impact on respondents’ confidence in Putin.
The Critical Factors towards the Charismatic Leadership Effectiveness in National Defense University of Malaysia

The characteristic of charismatic leadership is very important to be absorbed by the students when they are in university because it can produce quality leaders in the future. The elements of building and understanding for the existence of charismatic leader’s attitude are influenced by various factors, either internally or externally. However, the literature review revealed that there is less research focusing on the factors of intellectual and emotion of future leaders, especially among the university students. Therefore, this study focuses on the influence of emotion, spiritual and intellectual factors among students towards the formation of charismatic leader in National Defense University of Malaysia. This study is based on quantitative and qualitative methods that involved respondents who were selected through purposive and random sampling techniques. It was found that all the factors have significant relationships with the effectiveness of charismatic leadership among university students. In conclusion, those factors have given a positive impact in ensuring the sustainability for the formation of effective leaders in the future.
In the Eye of the Beholder: How Women Who Are Blind or Visually Impaired Define and Navigate Beauty

by Bernice M. Nisbett University of the Pacific 2018 Beauty defined by nonvisual means is an area of exploration long overdue. The question on what or whom is considered beautiful or attractive is often left up to each individual, and dependent on the culture in which said beauty is visually seen. This research identified the physical characteristics of Western standards of beauty among women who are visually impaired. The main objective was to explore how women who are visually impaired or blind defined both physical and non-physical beauty, in addition to how they navigated ocularcentric standards of beauty. In-depth, semi-structured interviews were conducted with 10 women who are visually impaired or blind that live within the United States. Their interviews were transcribed and analyzed to critique the components of beauty within the cultural lens of women who are visually impaired or blind. What was taken from the data was then used to consider ways in which women can empower themselves without using visual means to define and describe who they are.
Low-power software for low-power people

We have been working towards portable terminals that interact with the user via speech synthesis, automatic speech recognition, and handwriting recognition. Our work includes the development of hardware platforms, operating system (OS) and application software; and the adaptation of signal processing algorithms to these systems. Although we will describe HoBo3, the hardware platform for this work, our primary interest will be in discussing software issues that are relevant to low-power portable computing. We compare a modern Unix implementation with the OS we use, "Plan9 from Bell Labs", and draw from this comparison a number of lessons relevant for the design of low-power software.
What’s in a username? Civility, group identification, and norms

ABSTRACT Understanding the effects of comments in online discussion spaces is gaining traction in the communication literature. Although there is ample research addressing potential negative effects of being exposed to uncivil comments, there is little research examining the effects of civil comments. In addition, more research is needed to address which variables serve as mediators and moderators relative to comment content and outcomes. This paper proposes that both who is making the comments and the expectations about the online environment will serve as moderators of civility’s influence on the emotional response to reading these comments. These emotional outcomes will then affect intentions to engage in political discussion in the future. To examine this process, a 2 (tone: civil/uncivil) X 2 (group identification: in-group/out-group) factorial-design experiment was conducted, with the group identification factor serving as a moderator. Exposure to civil (compared to uncivil) comments increased the positive emotion of enthusiasm, which subsequently resulted in increased intention to engage in political discussion. This indirect effect was moderated by whether comments were coming from in-group/out-group members and perceptions of whether civility was common in online spaces.
Theoretical Aspects of Local Search (Monographs in Theoretical Computer Science. An EATCS Series)

Want to get experience? Want to get any ideas to create new things in your life? Read theoretical aspects of local search monographs in theoretical computer science an eatcs series now! By reading this book as soon as possible, you can renew the situation to get the inspirations. Yeah, this way will lead you to always think more and more. In this case, this book will be always right for you. When you can observe more about the book, you will know why you need this.
Understanding the relationship between inequalities and poverty: mechanisms associated with crime, the legal system and punitive sanctions

This paper outlines the various issues pertaining to how crime, the legal system and punitive sanctions may provide a mechanism through which inequality is positively related to poverty. We analyse trends in crime rates, review evidence on the determinants of criminal activity, trends in incarceration rates and prison populations, and the profile of prisoners. We explore relevant aspects of criminal justice policies, changes to Legal Aid, and legal reforms, and finish by outlining how the evidence suggests that crime, the legal system and punitive sanctions is one of the mechanisms that contributes to the positive link between economic inequality and poverty, before reviewing policy options.
From Transition to Market; Evidence and Growth Prospects

This paper presents evidence on the behavior of output and inflation in the transition economies during 1992–95. A regression analysis explores the differences in output performance across the transition economies during this period. The paper then engages in a numerical, somewhat speculative, exercise to assess the long-run growth potential of the transition economies. It concludes that it should take about 20 years for the faster reformers to reach current OECD per capita levels.
Feminist Documentary Cinema as a Diffraction Apparatus: A Diffractive Reading of the Spanish Films, Cuidado, resbala and Yes, We Fuck!

Following Karen Barad’s diffractive methodology, we encounter feminist documentary cinema as a diffraction apparatus: that is, as technologies that make part of the world intelligible to another part of the world in specific ways, by means of intra-actions between human and non-human agencies and objects of observation. We propose three analytical tools: materiality, emotionality, and performativity. In this article, we analyse two Spanish documentary films that render visible the potential of feminist documentary cinema for building alliances from and against precarity: Cuidado, resbala and Yes, We Fuck! Reading the insights and patterns raised in each case study through one another (i.e., diffractively), we discuss the intra-actions by which each of these films participates in co-creating the real. We end up describing three possible effects of feminist material-discursive practices in documentary cinema.
Request dispatching algorithms for web server clusters based on load balancing

Web serverclusters has become a popular solutionto achieve high performance duetotheirlow price, highreliability,and good scalability. One ofthe key technologiesis “request dispatching”, which is to centrallyacceptallthe incoming HTTPrequests and dispatchthem to the serversinthe clusterto achieve parallelism . The research showsthatthe efficiency ofrequest dispatching is determined by whetherthe serverloads are balanced duringthe dispatching.This paper studies the characteristics ofthe load generated by HTTPrequests,gives anefficient method ofloadsampling,and presentsa novelrequestdispatching algorithm which can predicttheload andbalanceit.The method can be usedto build Web serverclusters ofheterogeneous machines.
A Study of Market Scale and Share Estimation Methodology on Effective Feasibility Analysis of IT R&D Program Using Fuzzy & Big Data

Standardizing the various benefits and performance features of the different government R&D programs is difficult. This is largely because each of them involves a wide variety of necessary research. In order to minimize benefit distinctions--the difference in benefit between the proposal and the alternative--the OECD benefit assessment report was examined. Associated Research results and benefit distinctions from preliminary feasibility data were also used to draw benefit estimation hindrance factors. Analytic Hierarchy Process is used to identify the relative importance rank of benefit estimation hindrance factors. If Independence between benefit estimation hindrance factors fails to satisfy the evaluation criteria then, a model based on the fuzzy measure is applied. This is for drawing optimal evaluation results, In order to know the correlation between benefit distinctions and benefit estimation hindrance factors ordered digit model is utilized. The application of big data technique is used as a means to collect extensive trend data and adequately capture technology trends. In this paper, the R&D program related to Information Technology was classified into four categories (First-mover, Catch-up, Data existence). Finally a methodology for extracting a relevant market scale and a market share data is proposed.
How effective is the education response for displaced Syrian children in Lebanon? : Non-formal education programming in a fragile context.

The Bachelor thesis addresses the research question “how and to what extent do selected education projects undertaken by non-state service providers address the factors inhibiting the access to education for Syrian refugees in Lebanon effectively? ”. Drawing on service delivery theory in fragile states in the education sector, the study presents the main concepts education delivery, state fragility, education in emergencies, effectiveness, and barriers to education. Deploying a longitudinal case study approach, the thesis takes four education projects derived from qualitative desk research into account. By analysing the three sub-research questions (1) “What are the factors that constrain access to education for Syrian refugees in Lebanon? ”, (2)“What are the current initiatives taken by national and international NGOs regarding supporting education among Syrian refugees in Lebanon? ”, and (3) “What is the documented effectiveness of the selected education projects in reducing the main barriers to access to education for Syrian refugees? ”, the thesis consequently arrives at the conclusion that the education delivery is constrained by the education barriers cost to education, negative coping mechanisms, psychological stress and trauma, being over age, lacking language skills, lacking documentation, and discrimination and violence. It identifies that non-state education delivery significantly contributes to the provision of education for marginalized groups. However, structural barriers such as capacity gaps and fragmentation of service delivery require to be addressed beyond the NGO and INGO interventions in order to create sustainable improvement.