Miracle-dz/UniFAR-FTUs huggingface dataset:
Pricing American Options by a Fourier Transform Multinomial Tree in a Conic Market

Based on FFT, a high-order multinomial tree is constructed, and the method to obtain the price of American style options in the Lévy conic market is studied. Firstly, the nature of the Lévy process and the pricing principle of European-style options are introduced. Secondly, the method to construct a high-order multinomial tree based on Fourier transform is presented. It can be proved by theoretical derivation that the multinomial tree can converge to the Lévy process. Thirdly, we introduce the conic market theory based on the concave distortion function and give the discretization method of the concave distortion expectation. Then, the American option pricing method based on reverse iteration is given. Finally, the CGMY process is used to demonstrate how to price the American put option in the Lévy conic market. We can draw conclusions that the Fourier transform multinomial tree can avoid the difficulty of parameter estimation when using traditional moment matching methods to construct multinomial trees. Because the Lévy process has the analytic form characteristic function, this method is a promising method to calculate the prices of options in the Lévy conic market.
Scale Attention Mechanism

Large variations in the scale of visual entities make it a challenge to reduce the computational complexity of image-feature extraction. To address this challenge, this paper presents an image-feature extraction method based on multi-scale attention mechanism(IEMAM). The method first introduces a hierarchical image shrinkage strategy, which uses linear projection to control the size of image features at each layer. Next, a multi-head attention module based on dimensional trimming is proposed to reduce computational complexity. Finally, IEMAM constructs an attention aggregation structure to aggregate each local feature of multi-scale images. These qualities of IEMAM make it compatible with a better performance of object detection tasks: on the MS COCO dataset, the average accuracy of AP, AP50, and AP75 is improved by 1.98%, 5.77%, and 3.45% compared to Pyramid Vision Transformer. On the dam defect image datasets, IEMAM improves 1.21% in mAP while significantly reducing computational overhead for the same input conditions.
Strain relaxation in rapid thermally annealed InAs/GaAs quantum dot infrared photodetectors

In this paper the effect of rapid thermal annealing (RTA) on a 30 stacked InAs/GaAs, molecular beam epitaxially grown quantum dot infrared detector (QDIP) device is studied. Temperatures in the range of 700 - 900/spl deg/C for 60 s, typical of ion implantation induced interdiffusion, are used. Double crystal X-ray diffraction (DCXRD), photoluminescence (PL), cross sectional transmission electron microscopy (XTEM) and device electrical characteristics were used to monitor changes due to RTA. The QDIP devices had good PL signal which improved upon annealing. However the device performance after RTA was poor and DCXRD and XTEM results clearly indicate that strain relaxation is occurring. The role of strain relaxation on optical and electrical properties has been discussed.
Comparing the effect of cup placement between true and false acetabula in total hip arthroplasty in patients with Crowe type 3 dysplastic hip: A randomized clinical trial

Background: Hip dysplasia is one of the most widespread hip disorders. Total hip arthroplasty (THA) is the preferred treatment in patients with cup placement choices in true or false acetabulum. The objective of this research was to compare the effectiveness of the two mentioned procedures. Materials and Methods: This study was a randomized, open-label, parallel-group clinical trial, in which 46 patients/51 hips with Crowe type 3 dysplastic hip having THA were assigned to two groups: Group 1 – patients who had cup placement in the true acetabulum and Group 2 – patients who underwent cup placement in the false acetabulum. The variables that were evaluated and analyzed included severity of pain using the visual analog scale (VAS), range of motion (ROM), gait ability, the need for repeated joint replacement, and the Harris Hip Score (HHS). Results: Forty-six patients/51 hips were included in the present study. The patients who were evaluated included 30 (65.2%) males and 16 (34.8%) females. The mean age in the population under study was 71.0 ± 10.22, and the mean body mass index of participants was 26.34 ± 2.22 kg/m2. The basic parameters in the two research groups were similar (P > 0.05). There were no significant differences between the two groups in terms of the mean values of VAS and ROM (P > 0.05); however, the mean HHS was significantly higher in the true acetabulum group, 57.90 ± 18.47 versus 48.29 ± 13.80 (P = 0.04). Conclusion: The effectiveness of cup placements both in the true and false acetabula was similar in all of the evaluated variables in terms of clinical outcomes except for HHS which was higher in the true acetabulum group. To further support the results of this research, it is recommended that more research be done on a greater population.
Spectroscopy of cross correlations of environmental noises with two qubits

A single qubit driven by an appropriate sequence of control pulses can serve as a spectrometer of local noise affecting its energy splitting. We show that by driving and observing two spatially separated qubits, it is possible to reconstruct the spectrum of cross-correlations of noises acting at various locations. When the qubits are driven by the same sequence of pulses, real part of cross-correlation spectrum can be reconstructed, while applying two distinct sequence to the two qubits allows for reconstruction of imaginary part of this spectrum. The latter quantity contains information on either causal correlations between environmental dynamics at distinct locations, or on the occurrence of propagation of noisy signals through the environment. We illustrate the former case by modeling the noise spectroscopy protocol for qubits coupled to correlated two-level systems. While entanglement between the qubits is not necessary, its presence enhances the signal from which the spectroscopic information is reconstructed.
Relative left properness of colored operads

The category of $\mathfrak{C}$-colored symmetric operads admits a cofibrantly generated model category structure. In this paper, we show that this model structure satisfies a relative left properness condition, i.e., that the class of weak equivalences between $\Sigma$-cofibrant operads is closed under cobase change along cofibrations. We also provide an example of Dwyer which shows that the model structure on $\mathfrak{C}$-colored symmetric operads is not left proper.
Aging Mitigation for Battery Energy Storage System in Electric Vehicles

Battery energy storage systems (BESS) have been extensively investigated to improve the efficiency, economy, and stability of modern power systems and electric vehicles (EVs). However, it is still challenging to widely deploy BESS in commercial and industrial applications due to the concerns of battery aging. This paper proposes an integrated battery life loss modeling and anti-aging energy management (IBLEM) method for improving the total economy of BESS in EVs. The quantification of BESS aging cost is realized by a multifactorial battery life loss quantification model established by capturing aging characteristics from cell acceleration aging tests. Meanwhile, a charging event analysis method is proposed to deploy the built life loss model in vehicle BESS management. Two BESS active anti-aging vehicle energy management models: vehicle to grid (V2G) scheduling and plug-in hybrid electric vehicle (PHEV) power distribution, are further designed, where the battery life loss quantification model is used to generate the aging cost feedback signals. The performance of the developed method is validated on a V2G peak-shaving simulation system and a hybrid electric vehicle. The work in this paper presents a practical solution to quantify and mitigate battery aging costs by optimizing energy management strategies and thus can further promote transportation electrification.
Landscape‐scale range filling and dispersal limitation of woody plants

The extent to which species fill their predicted current ranges and the underlying process of dispersal limitation have implications for species' abilities to track climate change. Range filling is intimately related to spatial scale, yet range filling estimates at high resolutions are largely lacking. In this study, we aim to estimate range filling and dispersal limitation at a high resolution for woody plants with different dispersal systems and habitat affinities.
Formulation and characterization of zaleplon buccal disks using grafted Moringa oleifera gum

Natural modified gums act as drug release modifiers in novel drug delivery systems. These modified gums help to alter the physicochemical properties of the drugs. Zaleplon (ZLP) is a pyrazolopyrimidine that is used to treat insomnia. It has a significant problem from a pharmaceutical point of view that it undergoes extensive first-pass hepatic metabolism due to which it has a very short elimination half-life which leads to low bioavailability. The present investigation aimed to study the suitability of grafted Moringa oleifera gum as a mucoadhesive polymer in the formulation of ZLP buccal disks that would allow for pulsatile release via the buccal route, while avoiding extensive hepatic metabolism, increasing bioavailability, and avoiding early morning awakening. The modified M. oleifera gum was prepared using a microwave-assisted graft copolymerization reaction. The optimal calculated concentrations of Moringa gum, ceric ammonium nitrate, and acrylamide were found to be 1.0, 0.1, and 5.0 g, respectively, yielding a graft copolymer with a 65% grafting efficiency. The graft copolymer was further characterized using Fourier transform infrared spectroscopy, X-ray diffraction, differential scanning calorimetry, and scanning electron microscopy. The total ash content, bulk density, angle of repose, Carr’s compressibility index, tapped density, and Hausner’s ratio of naive M. oleifera gum and graft copolymer were determined. The ZLP buccal disks incorporated with gum and graft copolymer were prepared and evaluated for parameters like mucoadhesive strength, mucoadhesive time, and swelling index. The characterization results indicated that the modified Moringa gum exhibited decreased crystallinity and increased surface smoothness. A comparison of buccal disks made of graft copolymer and naive gum revealed that the graft copolymer had a longer ex-vivo mucoadhesion time and a more significant controlled release effect.
Stepwise multiple test procedures and control of directional errors

One of the most difficult problems occurring with stepwise multiple test procedures for a set of two-sided hypotheses is the control of directional errors if rejection of a hypothesis is accomplished with a directional decision. In this paper we generalize a result for so-called step-down procedures derived by Shaffer to a large class of stepwise or closed multiple test procedures. In a unifying way we obtain results for a large class of order statistics procedures including step-down as Well as step-up procedures (Hochberg, Rom), but also a procedure of Hommel based on critical values derived by Simes. Our method of proof is also applicable in situations where directional decisions are mainly based on conditionally independent t-statistics. A closed F-test procedure applicable in regression models with orthogonal design, the modified S-method of Scheffe applicable in the Analysis of Variance and Fisher's LSD-test for the comparison of three means will be considered in more detail.
Assessing The Moderated- Mediation Paradigm Of Organizational Performance In The Textile Sector Of Pakistan

Resilience is a subject that has obtained a lot of attention among those responsible for performance and wellbeing in organizations, as the work environment becomes increasingly challenging and uncertain. Despite its potential benefits in a wide range of circumstances, organizational resilience capacity received scant attention in relation to managing the various uncertainties in the global business environment. Entrepreneurial orientation and quality culture of organizations serve as antecedents of organizational resilience capacity and thus foster organizational performance, subsequently leading to the survival of organizations in the long run. Quantitative method of analysis has been applied and data have been collected by 308 managers from the textile sector. Data has been collected through systematic random sampling. The findings suggest that the role of entrepreneurial orientation and quality culture are essential in determining the organizational resilience capacity and business performance. The implications of this study will facilitate the managers for policy decision making in order to maintain organizational sustainability and continuity in the changing and instable environment. It further implicates guidelines and procedures for innovation and transformation. The study provides a quantitative measure of resilience capacity for the textile sector in order to assess the organization‟s capacity to survive in the face of stiff market competition that further provides preventive measures for corporate woes.
DISTRIBUTIONAL EFFECTS OF INTERNATIONAL TRADE: A COMPARATIVE ANALYSIS

This paper investigates the distributional effects of international trade using a panel data set from sixty-five developing economies from 1970 to 2015. The study contributes into the literature on trade and inequality by highlighting the heterogeneity of developing economies in shaping the distributional effects of international trade. The empirical analysis shows that the inequality effect of trade differs between developing economies at different stages of economic development. The high-income developing economies benefit from the trade in terms of inequality-narrowing effect of the trade while low income economies suffer from increasing trade due to inequality-widening effect of the trade. In sum, international trade accentuates, not ameliorates, inequality in low income developing economies. Furthermore, the Kuznets Curve does not hold in poor economies. Our findings are shown to be robust to different specifications, alternative econometrics techniques, control variables and sub-samples.
A Crucial Dipole Test of the Expansion Center Universe

The expansion center Universe (ECU) gives a dipole anisotropy to the Hubble ratio, at any Hubble depth D. After a long series of successful dipole tests, here is a crucial multiple dipole test at z bins centred on the mean =z0=1, or Hubble depth D=c/H0, and based on data from SCP Union & Union2 compilation. Table 5abc lists data of two main samples, with 48 SCPU SNe Ia and 58 SCPU2 SNe Ia respectively. The confirmed dipole anisotropy, shown by 6 primary sample tests and by another 27 from 9 encapsulated z bins with DL=D(1+z) assumed and the Hubble Magnitude definition, gives a model independent result, in full accordance with the expansion center model (ECM). That means a maximum cz range of about 50000 km/s at the central redshift z0=1. As a complement to the dipole tests, here is a new computation of the relativistic deceleration parameter q0, based on the extrapolated total M spread, that is the deviation of the Hubble Magnitude M of high-z SCP Union supernovae at a normal or central redshift =z0=z << 1 from the absolute magnitude M0 at z0=0 (cf. parallel paper XVI). A total M spread according to ECM is derived from 249 high-z SCPU SNe listed in paper XVI. In a concordance test with the expansion center model, the obtained new relativistic q0 agrees with the value q0=+2 inferred from the ECM paper I eq. (41), when R0 is the proper distance at t0 of the expansion center from the Galaxy.
High-throughput design of bacterial anti-sense RNAs using CAREng

Abstract Summary Short RNA (sRNA) modulation of gene expression is an increasingly popular tool for bacterial functional genomics. Antisense pairing between an sRNA and a target messenger RNA results in post-transcriptional down-regulation of a specific gene and can thus be used both for investigating individual gene function and for large-scale genetic screens. sRNAs have several advantages over knockout libraries in studies of gene function, including inducibility, the capacity to interrogate essential genes and easy portability to multiple genetic backgrounds. High-throughput, systematic design of antisense RNAs will increase the efficiency and repeatability of sRNA screens. To this end, we present CAREng, the Computer-Automated sRNA Engineer. CAREng designs antisense RNAs for all coding sequences in a given genome, while checking for potential off-targets. Availability and implementation CAREng is available as a Python script and through a web portal (https://caren.carleton.ca). Supplementary information Supplementary data are available at Bioinformatics Advances online.
The nonlinear steepest descent method for Riemann-Hilbert problems of low regularity

We prove a nonlinear steepest descent theorem for Riemann-Hilbert problems with Carleson jump contours and jump matrices of low regularity and slow decay. We illustrate the theorem by deriving the long-time asymptotics for the mKdV equation in the similarity sector for initial data with limited decay and regularity.
Economic Scenario Generators: a risk management tool for insurance

We present a risk management tool, named Economic Scenario Generator (ESG), used by insurance companies for simulating the global state of one or several economies described by key financial risk drivers. This tool is of particular use within the Solvency II framework, since insurance companies are required to value their balance-sheet from a market-consistent viewpoint. However, there is no observable price of insurance contracts hence the necessity of relying on ESGs to perform Monte Carlo simulations useful for valuation. As such, the calibration of Risk-Neutral models underlying this valuation is of particular interest as there is a strong requirement to match observable market prices. Furthermore, for a variety of applications, the insurance company has to value its balance-sheet over a set of different economic conditions, leading to the need of intensive re-calibrations of such models. In this paper, we first provide an overview of the key requirements from Solvency II and their practical implications for insurance valuation. We then describe the different use cases of ESGs. A particular attention is paid to Risk-Neutral interest rates models, specifically the Libor Market Model with a stochastic volatility. We discuss the complexity of its calibration and describe fast calibration methods based on approximations and expansions of the probability density function. Comparisons with more common method highlight the reduction in calibration time.
Three-dimensional modelling of a self-sustained atmospheric pressure glow discharge

The atmospheric pressure glow discharge (APGD) is a relatively simple and versatile plasma source used in diverse applications. Stable APGD operation at high currents, generally a challenge due to instabilities leading to glow-to-arc transition, has been demonstrated using actively-controlled cathodic cooling. This article presents the computational modelling and simulation of a self-sustained direct-current APGD in helium within a 10 mm pin-to-plate inter-electrode gap for currents ranging from 4 to 40 mA. The APGD model is comprised of the conservation equations for total mass, chemical species, momentum, thermal energy of heavy-species and of free electrons, and electric charge. The model equations are discretized using a nonlinear variational multi-scale finite element method that has demonstrated superior accuracy in other plasma flow problems, on a temporal and three-dimensional computational domain suitable to unveil the potential occurrence of instabilities. Modelling results show good agreement with experimental measurements of voltage drop and the same trend but higher values of temperature. The higher temperatures obtained by the simulations appear to be due to the absence of a near-cathode heat dissipation model. The results also reveal that the distribution of electron density and of the ratio of atomic helium ions to total ions transitions from monotonically increasing away from the cathode to presenting a minimum near the centre of the gap with increasing current.
In Vitro and In Vivo Antiproliferative Actions of Solanum gilo Raddi (Solanaceae) Fruit Extract on Breast Tissues

Background Menopause is a normal event characterized by a drop in estrogen's production, leading to numerous symptoms. To face these later, women rely on hormone replacement therapy (HRT), which alleviates numerous menopausal symptoms. Unfortunately, long-term exposure to estrogens is associated with an increase in endometrial and breast cancers. This study dealt with the evaluation of in vitro and in vivo antiproliferative effects of Solanum gilo Raddi, a plant used in folk medicine to treat tumors in Cameroon. Materials and Methods The in vitro antiproliferative effect of S. gilo fruit extract was investigated through the well-characterized MTT assay in one normal and three cancerous breast cells. For the in vivo study, one normal group (NOR) of rats received distilled water (vehicle), and five other groups (n = 6) were treated either with tamoxifen (3.3 mg/kg BW) as standard or with the vehicle (negative control) or S. gilo fruit hydroethanolic extract (125, 250, and 500 mg/kg BW). The treatments were administered concomitantly with the E2V to induce breast hyperplasia for 16 weeks, and the endpoints were the histopathology of the mammary glands and some biochemical parameters. Results The S. gilo extract significantly inhibited human (MCF-7 and MDA-MB-231) and rodent (4T1) breast carcinoma cell growth. Rats exposed only to E2V presented atypical mammary hyperplasia compared to the normal parenchyma observed in normal rats. While rats treated with S. gilo extract at the dose of 125 mg/kg BW showed a microarchitecture of mammary glands with moderate hyperplasia, the higher doses (250 and 500 mg/kg) inhibited mammary gland hyperplasia compared to the E2V group. Conclusion S. gilo fruit extract has antiproliferative constituents that could help to fight against estrogen-dependent breast cancer, thanks to their ability to scavenge free radicals, as exhibited in this study.
In situ grown carbon nanotube-Fe3O4-dicalcium phosphate dehydrate composite coating on carbon fibres for bone tissue application

ABSTRACT In order to endow carbon fibre (CF) bioactivity, an in-situ-grown carbon nanotube-Fe3O4-dicalcium phosphate dehydrate (IC-FE-D) composite coating has been prepared on CF by a combination method of chemical vapour deposition, slurry method and electrochemical deposition. The morphology, microstructure and in-vitro bioactivity of the IC-FE-D composite coating are analysed. Results show that the ICNTs form a porous structure on CF. Fe3O4 particles are distributed on surface of ICNTs and in the gaps between ICNTs. The introduction of Fe3O4 particles could favour the nucleation of the following dicalcium phosphate dehydrate. The flake dicalcium phosphate dehydrate shows a good interaction with ICNTs and Fe3O4 particles. The IC-FE-D composite coating exhibits good biomineralisation in simulated body fluid. The IC-FE-D composite coating prepared on CF integrating both mechanical properties and biocompatibility may be an ideal candidate material for bone tissue engineering.