Miracle-dz/UniFAR-FTUs huggingface dataset:
Applications of Efficient Importance Sampling to Stochastic Volatility Models

First chapter of my dissertation uses an EGARCH method and a Stochastic Volatility (SV) method which relies upon Markov Chain Monte Carlo (MCMC) framework based on Efficient Importance Sampling (EIS) to model inflation volatility of Turkey. The strength of SV model lies in its success in explaining time varying and persistence volatility. This chapter uses the CPI index of Turkey as the inflation measure. The inflation series suffer from four exchange rate crisis in Turkey during this period. Therefore two different models are estimated for both EGARCH and SV models; with crisis dummies and without dummies. Comparison of different model results for EGARCH and SV models indicate the robustness problem for EGARCH and that SV model is far more robust than EGARCH. Stochastic Volatility (SV) models typically exhibit short-term dynamics with high persistence. It follows that volatility is conceptually predictable. Since, however, it is not observable; the validation of SV forecasts raises non-trivial issues. In second chapter I propose a new test statistics to evaluate the validity of one-step-ahead forecasts of returns unconditionally on volatility. Specifically, I construct a Kolmogorov-Smirnov test statistic for the null hypothesis that the predicted cumulative distribution of return evaluated at observed values is uniform. Estimation of the SV model is based upon an Efficient Importance Sampling procedure. Applications of this test statistic to quarterly data for inflation in the U.S. and Turkey fully support the validity of one-step-ahead SV forecasts of inflation. The basic SV model assumes that volatility is just explained by its first order lag. In the last chapter of my dissertation (coauthored with Jean-Francois Richard) we show that the difference between return and monthly moving average do granger-cause volatility. 35 S&P500 stock return applications from six different industries show that the difference parameter is both significant and addition of this variable to volatility equation affects both the persistence parameter and the standard deviation of volatility. Persistence increases with the inclusion of difference variable. Furthermore standard deviation of volatility decreases which is the indication of Granger-Causality. Likelihood-ratio (LR) test results also prove that the model improves when the difference variable is added.
The MRROC++ system

The paper proposes a structure for open, hierarchical, multi-device controllers. The proposed structure takes into account that the system may contain several robots of different type, a certain number of cooperating devices, diverse sensors and also the fact that the task, the system has to execute, and the number and type of its components may vary considerably over time. The concept has been verified by designing a controller for a prototype RNT robot and an ASEA IRb-6 type robot. The flexibility of the system is due to the software, so the programming aspect is treated in detail.
Silence on) Adverbs in Plutarch Plat. Quaest. 10

RESUME: Dans son dixieme platonikon zetema, Plutarque essaie de justifier l’assertion platonicienne selon laquelle le discours resulte de l’assemblage de noms et de verbes, les autres classes de mots n’etant pas des parties du discours autonomes. Curieusement, Plutarque ne considere pas les adverbes, qui pourtant etaient reconnus par les grammairiens alexandrins, comme Plutarque lui-meme semble le reconnaitre au tout debut de sa discussion. A nos yeux, les adverbes n’ont pas ete oublies inconsciemment. Plutarque a fonde toute sa demonstration sur une interpretation strictement grammaticale de l’approche metaphysique de Platon. Aussi est-il oblige de ne pas prendre en compte les adverbes, car ils possedent des caracteristiques morpho-semantiques qui pourraient montrer l’incoherence de son systeme.
Shearing the I-N phase transition of liquid crystalline polymers: Long-time memory of defect initial data

Liquid crystalline polymers have been extensively studied in shear starting from an equilibrium nematic phase. In this study, we explore the transient and long-time behavior as a steady shear cell experiment commences during an isotropic-nematic (I-N) phase transition. We initialize a localized Gaussian nematic droplet within an unstable isotropic phase with nematic, vorticity-aligned equilibrium at the walls. In the absence of flow, the simulation converges to a homogeneous nematic phase, but not before passing through quite intricate defect arrays and patterns due to physical anchoring, the dimensions of the shear cell, and transient backflow generated around the defect arrays during the I-N transition. Snapshots of this numerical experiment are then used as initial data for shear cell experiments at controlled shear rates. For homogeneous stable nematic equilibrium initial data, the Leal group [4, 5, 6] and the authors [12] confirm the Larson-Mead experimental observations [7, 8]: stationary 2-D roll cells and defect-free 2-D orientational structure at low shear rates, followed at higher shear rates by an unstable transition to an unsteady 2-D cellular flow and defect-laden attractor. We show at low shear rates that the memory of defect-laden data lasts forever; 2-D steady attractors of [4, 5, 12] emerge for defect free initial data, whereas 1-D unsteady attractors arise for defect-laden initial data.
FORENSIC DIGITAL RIGHTS MANAGEMENT

This paper supports techniques for checking the legal status of virtual goods. Forensic DRM means the usage of these techniques for legal procedures. Especially techniques like digital watermarking and fingerprinting pursue the approach of marking digital items before the delivery to the customers, in order to identify illegal copies of these items later. The described techniques can be used to find evidences according violations against copyright law.
Using functional traits and phylogenetic trees to examine the assembly of tropical tree communities

1. Niche theory proposes that species differences underlie both coexistence within communities and the differentiation in species composition among communities via limiting similarity and environmental filtering. However, it has been difficult to extend niche theory to species‐rich communities because of the empirical challenge of quantifying niches for many species. This has motivated the development of functional and phylogeny‐based approaches in community ecology, which represent two different means of approximating niche attributes.
SEMI-ANALYTICAL SOLUTIONS OF THE 2-D HOMO- GENEOUS HELMHOLTZ EQUATION BY THE METHOD OF CONNECTED LOCAL FIELDS

The frequency-domain finite-difference (FD-FD) methods have been successfully used to obtain numerical solutions of the twodimensional (2-D) Helmholtz equation. The standard second-order accurate FD-FD scheme is known to produce unwanted numerical spatial and temporal dispersions when the sampling is inadequate. Recently compact higher-order accurate FD-FD methods have been proposed to reduce the spatial sampling density. We present a semianalytical solution of the 2-D homogeneous Helmholtz equation by connecting overlapping square patches of local fields where each patch is expanded in a set of Fourier-Bessel (FB) series. These local FB coefficients correspond to a total of eight points, four on the sides and four on the corners of the square patch. The local field expansion (LFE) analysis leads to an improved compact nine-point FD-FD stencil for the 2-D homogeneous Helmholtz equation. We show that LFE formulation possesses superior numerical properties of being less dispersive and nearly isotropic because this method of connecting local fields merely ties these overlapping EM field patches which already satisfy the Helmholtz equation.
EXTRACELLULAR AMINO ACID OXIDATION BY MICROPLANKTON : A CROSS-ECOSYSTEM COMPARISON

Rates of extracellular amino acid oxidase activity in natural phytoplankton, cyanobacterial, and bacterial assemblages were measured using a fluorescent analog of the amino acid lysine. Activity was measured in a variety of ecosystems with different levels of nutrient enrichment and diverse community composition. Sites included a station in Shinnecock Bay, Long Island Sound, New York (USA); the Chesapeake Bay, Maryland (USA); the NW Atlantic Ocean near the Bahamas and the Caribbean Sea; Brazilian coastal waters; and 2 estuarine mesocosms. Highest rates of amino acid oxidase activity (25 to 30 nM h-') were found in the summer mesocosm experiments when NH,+ concentrations were near the limit of detection, and biomass levels were indicative of an algal bloom. Lower rates of amino acid oxidase activity were found during a bloom of Aureococcus anophagefferens and in oligotrophic oceanic waters. High rates of amino acid oxidase activity (up to 20 nM h-') were also found in oceanic samples enriched with colonies of the diazotrophic cyanobacteria Tnchodesmiurn. No activity was observed in samples from oligotrophic environments that were prefractionated through 1.0 pm filters; however, when amended with glucose or an amino acid mixture, oxidation rates of up to 8 nM h-' were observed. No activity was found during a diatom-dominated, autumnal bloom in Chesapeake Bay. Overall, amino acid oxidation represented a higher percentage of NH,' uptake in the oligotrophic waters (up to 10%) than in the coastal waters studied. In oligotrophic waters, where ambient inorganic nitrogen concentrations are low and consequently uptake rates are low, this pathway appears to represent a potentially important source of nitrogen for phytoplankton and the diazotrophic cyanobacteria Tnchodesmium.
Day-of-the-Week Effects in Liquidity on the Warsaw Stock Exchange

The purpose of this study is to explore the day-of-the-week patterns in liquidity on the Warsaw Stock Exchange (WSE) using daily turnover as a liquidity measure. The existence of an inverted U-shape in the stock turnover across the trading days is examined. The research sample covers 2502 daily observations in the period January 2005 – December 2014. 53 WSE-listed companies divided into three size groups are investigated. In the study the OLS method with the HAC covariance matrix estimation and the GARCH-type models are employed. The results indicate that liquidity on the WSE tends to be significantly lower on Mondays and higher on Wednesdays in comparison with the other days of the week. However, the inverted U-shape in daily turnover occurs only among the companies with the largest market capitalization.
User‐Guided Lip Correction for Facial Performance Capture

Facial performance capture is the primary method for generating facial animation in video games, feature films and virtual environments, and recent advances have produced very compelling results. Still, one of the most challenging regions is the mouth, which often contains systematic errors due to the complex appearance and occlusion/dis‐occlusion of the lips. We present a novel user‐guided approach to correcting these common lip shape errors present in traditional capture systems. Our approach is to allow a user to manually correct a small number of problematic frames, and then our system learns the types of corrections desired and automatically corrects the entire performance. As correcting even a single frame using traditional 3D sculpting tools can be time consuming and require great skill, we also propose a simple and fast 2D sketch‐based method for generating plausible lip corrections for the problematic key frames. We demonstrate our results on captured performances of three different subjects, and validate our method with an additional sequence that contains ground truth lip reconstructions.
Retinoic-Acid-Induced Downregulation of the 67 KDa Laminin Receptor Correlates with Reduced Biological Aggressiveness of Human Neuroblastoma Cells

Neuroblastoma is a common tumor of the childhood arising from embryonal sympathetic neural cell precursors. Despite of the improved therapeutic strategies, the survival rate of high-risk neuroblastoma patients is poor. Although complete clinical remissions can be achieved, relapse is relatively frequent, indicating a role for the persistence of the minimal residual disease (for review, Maris, 2010). Treatments with derivatives of retinoic acid (RA), the biologically active form of vitamin A, produce significant improvements on the therapy of high-risk neuroblastoma patients, when used together with intensive multimodal therapies (Reynolds et al., 2003, for review). Despite some controversy on dosage and treatment schedules (Matthay & Reynolds, 2000; Reynolds et al., 2003), treatment with 13cis-RA (isotretinoin) has been reported to produce a modest but significant increase in the event-free survival of high-risk neuroblastoma patients (Matthay et al., 2009; Matthay et al., 1999). RA and its derivatives, the retinoids, are differentiating agents that induce growth arrest, differentiation and/or apoptosis of neuroblastoma cells in vitro (Lovat et al., 1997; Pahlman et al., 1984; Sidell, 1982; Thiele et al., 1985). However the molecular bases of RA therapeutic actions in neuroblastoma have not been established yet. With the aim of identifying possible molecular targets for RA treatment, we have analyzed RA-induced gene expression changes in SH-SY5Y cultured human neuroblastoma cells (Lopez-Carballo et al., 2002), by means of Ordered Differential Display RT-PCR (Matz et al., 1997). Among more than 60 genes identified, we could found LAMR1 (also called RPSA), encoding the precursor for the 67-KDa Laminin Receptor (67LR) (Wewer et al., 1986; Yow et al., 1988), whose mRNA levels were remarkably reduced after RA treatment. The 67LR is a multifunctional protein which is involved in cell adhesion, required for maintaining of cell viability (Scheiman et al., 2010; Susantad & Smith, 2008), acts as receptor for infectious agents like viruses and prions (Vana et al., 2009) and mediates the actions of the green tea polyphenol epigallocatechin-3-gallate (Umeda et al., 2008). Expression of 67LR has been
Late to Post-Orogenic Brasiliano-Pan-African Volcano-Sedimentary Basins in the Dom Feliciano Belt, Southernmost Brazil

The Neoproterozoic/Early Paleozoic transition in Southern Brazil was marked by the last phases of the Brasiliano/Pan-African Cycle (900-540 Ma, Chemale Jr., 2000). These include the development of a trough series related to the different Brasiliano Orogenesis phases, which occupied one preferential subsiding locus called Camaquã Basin (Paim et al., 2000). This basin is located in the Sul-Riograndense Shield (Rio Grande do Sul State, Southernmost Brazil, Fig. 2). The Camaquã Basin is a northeast-southwest elongated basin positioned along the Dom Feliciano Belt limits (to the east) and the Rio de la Plata Craton (to the west). The basin was filled with a thick (ca. 11 km) sedimentary rocks package deposited in marine (at the base) and continental (at the top) environments, and a volcanic rocks series interbedded with the sediments. At least three volcanic events were recognized and related to the Hilário and Acampamento Velho Formations, and Rodeio Velho Member, from the base to the top (Fig. 1). Paim et al. (2000) divided the Camaquã Basin into four sub-basins named as TaquarembóRamada, Santa Bárbara, Guaritas and Piquiri-Arroio Boici, from West to East (Fig.1). Each subbasin showed a partial independent evolution, and consequently, the stratigraphic framework shows some differences in a regional scale. Santa Bárbara and Guaritas sub-basins show the most complete stratigraphic section. Paim et al. (2000) defined five major depositional cycles from tectonic origin separated by unconformities. Every cycle corresponds to a unit ranking as group or allogroup. From the base to the top, there are the following groups: Maricá, Bom Jardim, Cerro do Bugio, Santa Bárbara and Guaritas (Table 1). This chapter aims to make the characterization of the two last volcanic events associated to the filling of Camaquã Basin, named as Acampamento Velho Formation and Rodeio Velho Member in Rio Grande do Sul, Brazil. The book chapter will be composed of an introduction. After the introduction, it will be presented the Camaquã Basin stratigraphy and evolution compilation, aiming to introduce the reader to the volcanic events
Human Motion Recognition by Textile Sensors Based on Machine Learning Algorithms

Wearable sensors for human physiological monitoring have attracted tremendous interest from researchers in recent years. However, most of the research involved simple trials without any significant analytical algorithms. This study provides a way of recognizing human motion by combining textile stretch sensors based on single-walled carbon nanotubes (SWCNTs) and spandex fabric (PET/SP) and machine learning algorithms in a realistic application. In the study, the performance of the system will be evaluated by identification rate and accuracy of the motion standardized. This research aims to provide a realistic motion sensing wearable product without unnecessary heavy and uncomfortable electronic devices.
Extension from Precoloured Sets of Edges

We consider precolouring extension problems for proper edge-colourings of graphs and multigraphs, in an attempt to prove stronger versions of Vizing's and Shannon's bounds on the chromatic index of (multi)graphs in terms of their maximum degree $\Delta$. We are especially interested in the following question: when is it possible to extend a precoloured matching to a colouring of all edges of a (multi)graph? This question turns out to be related to the notorious List Colouring Conjecture and other classic notions of choosability.
Theory and Practice of Compressed Sensing in Communications and Airborne Networking

We consider the problem of compressed sensing and propose new deterministic constructions of compressive sampling matrices based on finite-geometry generalized polygons. For the noiseless measurements case, we develop a novel recovery algorithm for strictly sparse signals that utilizes the geometry properties of generalized polygons and exhibits complexity linear in the sparsity value. In the presence of measurement noise, recovery of the generalized-polygon sampled signals can be carried out most effectively using a belief propagation algorithm. Experimental studies included in this report illustrate our theoretical developments
Rectangular subregioning and 3-D maximum-surface techniques for fast stereo matching

This paper presents a fast and reliable stereo matching algorithm which produces a dense disparity map by using fast cross correlation, rectangular subregioning and 3D maximum-surface techniques in a coarse-to-fine scheme. Fast correlation is achieved by using the box filtering technique whose speed is invariant to the size of correlation window and by segmenting the stereo images at different levels of the pyramid into rectangular subimages. The disparity for the whole image is found in the 3D correlation coefficient volume by obtaining the maximum-surface using our novel two-stage dynamic programming technique. There are two original contributions in this paper: (1) development of a rectangular subregioning (RSR) technique for fast similarity measure; and (2) development of a novel two-stage dynamic programming (STDP) technique for obtaining 3D maximum surface in a 3D volume efficiently. Typical running time of our algorithm implemented in C language on a 512/spl times/512 image is in the order of a few seconds. A variety of synthetic and real images have been tested, and good results have been obtained.
Detailed analysis of the mean diameter and diameter distribution of single-wall carbonnanotubes from their optical response

We report a detailed analysis of the optical properties of single-wall carbon nanotubes (SWCNT's) with different mean diameters as produced by laser ablation. From a combined study of optical absorption, high-resolution electron energy-loss spectroscopy in transmission, and tight-binding calculations we were able to accurately determine the mean diameter and diameter distribution in bulk SWCNT samples. In general, the absorption response can be well described assuming a Gaussian distribution of nanotube diameters and the predicted inverse proportionality between the nanotube diameter and the energy of the absorption features. A detailed simulation enabled not only a determination of the mean diameter of the nanotubes, but also gives insight into the chirality distribution of the nanotubes. The best agreement between the simulation and experiment is observed when only nanotubes within $15\ifmmode^\circ\else\textdegree\fi{}$ of the armchair axis are considered. The mean diameters and diameter distributions from the optical simulations are in very good agreement with the values derived from other bulk sensitive methods such as electron diffraction, x-ray diffraction, and Raman scattering.
TIME-CONVENIENT DEFORMATION OF MUSCULOSKELETAL SYSTEM

The musculoskeletal modelling and simulation is an essential step in the process of looking for an optimal strategy to provide patients suering from various musculoskeletal disorders, such as osteoporosis, with better health care. In our previous work, we proposed a deformation method suitable for clinical practise that deforms each muscle represented by a surface mesh according to assigned skeleton action lines and preserves its inner volume at the same time. It is built on combination of linear constraints for surface description together with relation of surface to control skeleton and non-linear constraint of volume preservation. It uses Gauss-Newton based iterative solver to find energy minimum fullling these conditions. It gains extra performance from exploiting the coarse outer hull for potentially slow and numerically unstable calculations. It achieves excellent ratios of volume preservation and maintains reasonable times in hundreds of milliseconds for our typical meshes, but since each mesh is deformed independently to others, it is unable to provide deformation of multiple interacting meshes without danger of their mutual intersections. This is why a new modication of the method is introduced in this paper that alters both constraint formulation and the iterative solver algorithm to x and prevent major intersections between mesh surfaces. It detects and prevents initial intersections in the starting pose of meshes and then prevents new intersections during the solution by constraining the modication step of meshes. It however still considers importance of volume preservation and tries to minimize effect of changes on its maintenance. The method was implemented in C++ language and VTK framework and integrated to our human body framework. The results of application to medical data we use show that despite of a few open issues, the proposed technique has its merit.
Der Mobilfunk der Zukunft Broadcast Operation

Long Term Evolution (LTE) provides an improved Multimedia Broadcast Multicast Service (MBMS) compared to the Universal Mobile Telecommunications System (UMTS), to distribute multimedia content to multiple users. To this end, LTE uses unicast communication as well as broadcast and multicast communication combined with a Single Frequency Network (SFN). The first part of this report describes the fundamentals needed for MBMS transmission in LTE. Afterwards, the second part deals with the Broadcast Operation itself, concluding with an outlook to following releases of the LTE standard.
Highly Emissive Colloidal CdSe/CdS Heterostructures of Mixed Dimensionality

We demonstrate that efficient shape control may be achieved in the shell of colloidally grown semiconductor nanocrystals (independent of the core), allowing the combination of a 0-D spherical CdSe core with a 1-D rodlike CdS shell. Besides exhibiting linearly polarized emission with a room-temperature quantum efficiency above 70%, these mixed-dimensionality colloidal heterostructures display large, length-dependent Stokes shifts as well as giant extinction coefficients approaching 107cm-1 M-1.