Miracle-dz/UniFAR-FTUs huggingface dataset:
Willow tree algorithms for pricing VIX derivatives under jump-diffusion dynamics of index and variance processes

VIX futures and option are the most popular contracts traded in the Chicago Board Options Exchange. The bid-ask spreads of traded VIX derivatives remain to be wide, possibly due to lack of reliable pricing models. To price VIX derivatives, one may adopt either the direct modeling of VIX dynamics or the consistent model approach with joint modeling of the dynamics of S&P index and its instantaneous variance. Under certain class of the joint process of the S&P index and its instantaneous variance, analytic integral formulas can be derived to price VIX futures and option. However, these integral formulas invariably involve Fourier inversion integrals with cumbersome hyper-geometric functions, thus posing various challenges in numerical evaluation. In this paper, we propose a unified numerical approach based on the willow tree algorithms to price VIX derivatives under common types of joint process of the S&P index and its instantaneous variance. Given the analytic form of the characteristic function of the instantaneous variance in the Fourier domain, we apply the fast Fourier transform algorithm to obtain the transition density function numerically in the real domain. We then construct the willow tree to approximate the dynamics of the instantaneous variance process up to the fourth order moment. Our comprehensive numerical tests performed on the willow tree algorithms demonstrate high level of numerical accuracy, runtime efficiency and reliability for pricing VIX futures and both the European and American options under the consistent model approach. We examine the impact of inclusion of jumps in the instantaneous variance process and other parameter values in pricing VIX derivatives. We also examine the implied volatility smirks and the term structures of the implied skewness of the model prices of VIX options. The works of Changfu Ma and Wei Xu were partially supported by the Natural Science Foundation of China (Project Number: 71771175) and the Fundamental Research Funds for the Central Universities. The work of Yue Kuen Kwok was supported by the General Research Fund (Project Number: 16300218) of the Hong Kong Research Grants Council. †Corresponding author. E-mails: 1 2014mcf@tongji.edu. cn; 2 wdxu@tongji.edu. cn; 3 maykwok@ust.hk.
Study of complementary multi-sensors data influence on infrared thermography measurements for in-situ long-term monitoring

Low cost solutions to infrastructure’s thermal monitoring has become possible thanks to the development of uncooled infrared cameras over the past few years. However, in order to get a temperature value, one need to convert the radiative fluxes received by the camera. Such a step depends on spatial parameters, environment and the observed target characteristics which are usually unknowns or roughly estimated. To overcome this lack of knownledge, one solution is to combine the infrared camera measurements with other sensors. The purpose of this study is to examine the influence of the different parameters on the temperature conversion process and finally see to what extent complementary data can improve the estimation of the targeted object’s temperature.
Shearography inspection of monolithic CFRP composites: finite element modeling approach for assessing an adequate strategy of artificial defects representing delamination

Delamination in carbon fiber reinforced polymer (CFRP) laminated composites is an important problem for industry. Nondestructive inspection (NDI) methods aim at locating such defects. Shearography is a full-field NDI method that could be considered to detect them. Reference plates for assessing performances of NDI methods for detecting delamination use artificial defects of several types introduced in reference CFRP matrices. Although they are standardized for usual ultrasound testing, these artifacts are not necessarily adequate for shearography. We have studied this problem by comparing shearography experiment and simulations by finite element analysis. We show the convergence with experiments on the case of flat bottom hole artifacts. Then we discuss the adequateness of other artifacts through simulations.
The exploration of miRNAs and mRNA profiles revealed the molecular mechanisms of cattle-yak male infertility

Cattle-yak, the first-generation offspring of cattle and yak, inherited many excellent characteristics from their parents. However, F1 male hybrid infertility restricts the utilization of heterosis greatly. In this study, we first compared the testicular tissue histological characteristics of three cattle, three yaks, and three cattle-yak. Then we explored the miRNA profiles and the target functions of nine samples with RNA-seq technology. We further analyzed the function of DE gene sets of mRNA profiles identified previously with GSEA. Testicular histology indicated that the seminiferous tubules became vacuolated and few active germ cells can be seen. RNA-seq results showed 47 up-regulated and 34 down-regulated, 16 up-regulated and 21 down-regulated miRNAs in cattle and yaks compared with cattle-yak, respectively. From the intersection of DE miRNAs, we identified that bta-miR-7 in cattle-yak is down-regulated. Target prediction indicated that the filtered genes especially MYRFL, FANCA, INSL3, USP9X, and SHF of bta-miR-7 may play crucial roles in the reproductive process. With further network analysis and GSEA, we screened such hub genes and function terms, we also found some DE gene sets that enriched in ATP binding, DNA binding, and reproduction processes. We concluded that bta-miR-7 may play an important role in influencing fecundity. Our study provides new insights for explaining the molecular mechanism of cattle-yak infertility.
Impact of Interventions used to Treat Addictive Disorders on Food Addiction and Depression in Individuals with Obesity

Objectives: Empirical evidence is growing that addictive-like tendencies toward foods may contribute to obesity. This pilot study evaluated interventions used to treat addictive disorders for the treatment of obesity in individuals with and without food addiction (FA). FA and depression were common in the study population at baseline, with greater prevalence and severity of depression in those with FA. This secondary analysis evaluated whether prevalence and/or severity of FA and depression changed with intervention. Methods: Participants within each obesity phenotype (FA+, FA-) were randomly assigned to treatment groups [motivational interviewing, pharmacotherapy (naltrexone-bupropion), motivational interviewing with pharmacotherapy, information control]. Interventions were delivered following data collection at baseline, 1, 2, 3, and 4 weeks and 2, 3, 4, 5, and 6 months. FA and depression were assessed at baseline and 6 months using the Yale Food Addiction Scale and Patient Health Questionnaire-9, respectively. Results: Prevalence and severity of FA declined between baseline and 6 months (P < .001). The decline in symptoms was greater among those who were FA+ than among those who were FA(P < .001), reflecting that those who were FA+ had higher symptom totals at baseline. Depression scores and severity also declined between baseline and 6 months in both obesity phenotypes (P < .001). Conclusion: Both FA and depression were common in this study population and may contribute to obesity and/or complicate its treatment. That interventions used to treat addictive disorders lessened the prevalence and severity of both FA and depression is promising for the treatment of obesity. ISSN 2641-4317 ResearchArticle Citation: Trina Aguirre, Rebecca Bowman, Leeza Struwe, et al. Impact of Interventions used to Treat Addictive Disorders on Food Addiction and Depression in Individuals with Obesity. Int J Psychiatr Res. 2019; 2(4): 1-3.
Estimating the segregation strength of microphase‐separated diblock copolymers from the interfacial width

The ever‐growing catalog of monomers being incorporated into block polymers affords exceptional control over phase behavior and nanoscale structure. The segregation strength, χN, is the fundamental link between the molecular‐level detail and the thermodynamics. However, predicting phase behavior mandates at least one experimental measurement of χN for each pair of blocks. This typically requires access to the disordered state. We describe a method for estimating χN from small‐angle X‐ray scattering measurements of the interfacial width between lamellar microdomains, tₓ, in the microphase‐separated melt. The segregation strength is determined by comparing tₓ to self‐consistent field theory calculations of the intrinsic interfacial width, tᵢ, as a function of the mean‐field χN. The method is validated using a series of independent experimental measurements of tₓ and χN, measured via the order–disorder transition temperature, TODT. The average absolute relative difference between χN calculated from tₓ and the value calculated from TODT is a modest 11%. Corrections for nonplanarity of the interfaces are investigated but do not improve the agreement between the experiments and theory. Published 2019. This article is a U.S. Government work and is in the public domain in the USA. J. Polym. Sci., Part B: Polym. Phys. 2019 © 2019 Wiley Periodicals, Inc. J. Polym. Sci., Part B: Polym. Phys. 2019, 57, 932–940
Analysis of Product Reviews

The paper gives a detailed report of sentiment analysis on reviews of a any product using Natural language processing techniques. It gives details about the entire workflow and applications of sentiment analysis. A methodology is proposed to analyze the product reviews to help designers gain insights about the general opinion of their product. Methods of scraping online customer reviews have been explained. Information retrieval and processing of retrieved textual data has been described briefly. Sentence based categorization is considered primarily for extracting the sentiment from the reviews. Keywords— Sentiment Analysis, Feature Extraction, Natural Language Processing, Opinion Identification.
Changes in postharvest quality and antioxidant metabolism during development and ripening of sapodilla ( Manilkara zapota L . )

Reactions involving reactive oxygen species (ROS) are intrinsic to fruit ripening and antioxidant system play an essential role during its development. The present research work describes the major changes in the antioxidant metabolism during development of sapodilla fruit from two cultivars. For both cultivars, ripening improved fruit physicochemical quality parameters. ‘Sapoti Ipa-Curu’ (BRS 227) at ripe stage presented more sweetness (20.87 oBrix) in comparison to ‘Sapota Tropical’ (BRS 228). However, total vitamin C, yellow flavonoids and total soluble phenols (TSP) contents declined during development, which resulted in a lower total antioxidant activity (TAA). At ripe stage, the ‘Sapota Tropical’ (BRS 228) reached for yellow flavonoids (3.16 mg/100 g-1), TSP (1.63 mg GAE/100 g-1) and antioxidant activity (0.13 x 102 μM Trolox/g-1). The activities of oxygen-scavenging enzymes also decreased with ripening; furthermore, the reduction in antioxidant enzymes activity was inversely correlated to membrane lipid peroxidation, indicating that sapodilla ripening is characterized by a progressive oxidative stress.
Poster Abstract: A Lifetime-Efficient Forwarding Strategy for Wireless Sensor Networks

1. MOTIVATION Sensor Networks are mainly designed for habitat and environmental monitoring where many sensor nodes gather data that is then sent towards one or more sink nodes. Since all nodes are scattered over a wide area in most cases, they cannot communicate with the sink directly. Instead, intermediate nodes are used for message forwarding. For such many-to-one communication, some routing algorithms use distance-based forwarding where the number of hops serves as a distance metrics. However, simple hop-based approaches achieve poor results concerning data delivery and energy consumptions [1, 4]. In [1], we proposed another forwarding strategy called Single-Link Energy-Efficient Forwarding (SEEF) that uses an energy efficiency metric. The energy efficiency is defined as the ratio between the delivery rate and the energy required for the message to reach the sink. Furthermore, we introduced the concept of multi-link forwarding. In general, nodes that are not addressed in the packet header as the destination may temporarily turn their radio unit off to save energy. However, it might be more efficient if some nodes stay awake and overhear the packet. In case of packet loss, that might prevent retransmissions of the entire packet. If the actual receiver does not acknowledge the packet, another node may do so instead. The decision which nodes should operate in such a backup mode is due to the MultiLink Energy-Efficient Forwarding (MEEF) strategy. As shown in [1], MEEF performed best among a comprehensive framework of different forwarding strategies. However, one problem that occurs during the lifetime of the network is that some paths are used more frequently than others. Nodes along these paths will spent more energy and die pretty soon. This problem is also known as the Maximum Lifetime Problem [3]. In the following sections, we will tackle this problem and present a new Lifetime-Efficient Forwarding strategy that incorporates the amount of a node’s remaining energy into the forwarding metrics to prevent the early “burn out” of specific paths.
Biofuel versus protein policies: what best strategy for self-sufficiency and climate mitigation in the EU?

The European Parliament recently adopted a plan for a European strategy for the promotion of protein crops for food and feed. While the motivation is to reduce further deepening of the dependence on third-party imports, it is also anticipated that increased sourcing of protein feed from the EU will contribute to reduce deforestation and lower GHG emission footprint from EU livestock production. However, a significant part of the protein meals currently sourced from the EU is the result of a different policy, the Renewable Energy Directive, that promotes the use of vegetable oil for fossil fuel substitution in the EU transportation sector. This paper compares two different strategies to decrease reliance of the EU feed protein market to imports - direct support to oilseed production, and incorporation targets for biodiesel in transport. We assess GHG emission impacts of these scenarios using GLOBIOM, a partial equilibrium model of agriculture and land use, enriched with detailed representation of the oilseed supply chains. The results show that direct substitution of soybean feed with protein meal from rapeseed and sunflower decreases deforestation related GHG emissions even though increased demand for agricultural land contributes to higher GHG emissions from agricultural production. Direct substitution of soybean feed leads to net savings if the protein crops are sourced from Europe. However, when a demand for vegetable oil-based biofuel is introduced as the primary driver of feed substitution, the land-use emissions go in opposite direction, with net increase in overall GHG emissions, partly due to additional imports of palm oil from Southeast Asia. Therefore, a supply-oriented policy targeting domestic protein and oil crops appear environmentally preferable to sponsoring demand of vegetable oil for energy use, which shows the importance of connecting better the discussions on the Renewable Energy Directive and the European strategy for the promotion of protein crops for food and feed.
Rectangular Patch Antenna Based on TE Modes Supported by Artificial Magnetic Conducting Surfaces

A new type of patch antenna, which could excite the TE modes, is presented. The electric conductive patch and ground plane of the antenna is replaced by the magnetic conductive patch and ground plane. The structure of the antenna basically follows the conventional designs by applying duality theorem. In order to effectively excite the patch, a horizontally bended probe is used. A low profile design (h=0.04λ0) is presented in this paper, and an impedance bandwidth of about 14% and a gain of about 8dBi are attained.
STATE ESTIMATION USING REDUCED RANK KALMAN FILTERS

An important component of forecast error is error in the analysis of the initial state from which the forecast is made. Analysis error can be reduced by taking more observations, by taking more accurate observations, by taking observations at locations chosen to better constrain the forecast, and by extracting more information from the observations that are available. The last of these, obtaining the maximum amount of information from observations, is attractive because it makes existing observations more valuable and because, at least for linear systems, there is a solution to the problem of extracting the maximum information from a given set of observations: under appropriate assumptions the problem of extracting the maximum amount of information from a set of observations of a linear system in order to minimize the uncertainty in the state estimate is solved by the Kalman filter (KF) (Kalman, 1960,Ghil and Malanotte-Rizzoli, 1991).
Accounting Fundamentals and Variations of Stock Price : Investment Scalability Inducement

This study develops a new return model in relationship with accounting fundamentals. The new return model is based on Chen and Zhang (2007). This study induces investment scalability information. Specifically, this study splits scale of firm’s operation into short-run and long-run investment scalabilities. This study documents that five accounting fundamentals could explain variations of annual stock return. The factors, consist of book value, earnings yield, short-run and long-run investment scalabilities, and growth opportunities vary positively with stock price movements. The remaining factor, pure of interest rate relates to annual stock return negatively. This study finds that inducing short-run and longrun investment scalabilities into the model could improve association degree, in other words they have value relevance. Finally, this study suggests that basic trading strategies would be better if investors revert to accounting fundamentals.
Effects of the temperature on the fatigue lifetime reinforcement of a filled NR

: Natural rubber (NR) exhibits extraordinary physical properties. Among them, its remarkable fatigue resistance was reported by Cadwell et al. as soon as 1940 (Cadwell et al. 1940). In particular, they found that NR exhibits a strong lifetime reinforcement for non-relaxing loadings ( i.e. for R > 0). Since it was not observed in the case of non-crystallizable rubbers, such reinforcement is generally attributed to strain-induced crystallization (SIC). In automotive applications, NR is used in anti-vibratory systems subjected to high temperatures. Surprisingly, few studies investigated the effect of temperature on the fatigue properties of NR, and more particularly on the lifetime reinforcement (Bathias et al. 1998), while SIC is a highly thermosensitive phenomenon (Trabelsi et al. 2002). The present study aims therefore at investigating how temperature affects the fatigue life reinforcement due to SIC under non-relaxing loading conditions. Fatigue experiments are ﬁrst carried out at 23 ◦ C for loading ratios ranging from -0.25 to 0.35, before being compared to results obtained at 90 ◦ C and 110 ◦ C where the ability of NR to crystallize is reduced or cancelled. Fatigue damage has been analyzed at both the macro and the microscopic scales. As expected, the material exhibits a strong lifetime reinforcement at 23 ◦ C and the fracture surfaces are peopled with SIC markers (wrenchings (Le Cam et al. 2004), striations (Le Cam and Toussaint 2010, Ruellan et al. 2018) and cones (Ruellan et al.
Effect of user mobility on soft handoff performance in cellular communication

The handoff rate is a fundamental index to evaluate the handoff performance and as a result it affects the overall performance of a cellular mobile communication system. Meanwhile, moving patterns of mobiles are critical to the handoff rate. In this paper the effect of user's mobility on system handoff rate is studied The analytic result shows that the soft handoff rate increases with the mobile speed linearly, which is confirmed by the simulation results. Based on it, the effect of the combinations of users' multiple velocities on the handoff rate is investigated. It turns out that the handoff rate of a system with several user mobility patterns can be estimated with the handoff rates of corresponding single user mobility pattern systems.
TRANSIENT TEMPERATURE FIELD IN INTERMITTENT SLIDING CONTACT AT TEMPERATURE DEPENDENT COEFFICIENT OF FRICTION

The intermittent sliding contact with friction occurs in a great number of important technical equipments, e.g. disc and drum brakes or between the motor/compressors pistons and cylinders. The contribution deals with mathematical modeling of the transient temperature field taking into account both the dependence of the friction coefficient on temperature and the thermal contact resistance. Owing to great Péclet number, the Petrov-Galerkin method with time-space finite element has been choosen. So as to have a quick solution process in case of extensive problems, the program makes use of the solver from the library CXML designed for the system of linear equations with a sparse matrix.
Automatic short answer scoring using words overlapping methods

Assessment is one of the most important things in studying. In this digital era, there are a lot of systems that have developed to handle assessment automatically. One of the system assessments that were developed by researcher is automatic scoring for essay. There are two types of essay; long and short answer essays. This paper is focused on the development of automatic short answer scoring. Some automatic scoring systems used on long answer have shown optimal results in giving a score on the students answer. Automatic long answer systems use the information retrieval method to measure similarity between students answer and references answer. Automatic short answer scoring does not give the best result yet. Short answer has a limited word in each answer. Each answer consists of one phrase to three sentences. Assessment of the short description that has limited number of words requires special handling, especially in the weighting process. With the limitations of the process of weighting the word, it cann.