Miracle-dz/UniFAR-FTUs huggingface dataset:
Efficient Pricing of Contingent Convertibles Under Smile Conform Models

We look at the problem of pricing CoCo bonds where the underlying risky asset dynamics are given by a smile conform model, more precisely an exponential Levy process incorporating jumps and heavy tails. A core mathematical quantity that is needed in closed form in order to produce an exact analytical expression for the price of a CoCo is the law of the infimum of the underlying equity price process at a fixed time. With the exception of Brownian motion with drift, no such closed analytical form is available within the class of Levy process that are suitable for financial modeling. Very recently however there has been some remarkable progress made with the theory of a large family of Levy processes, known as beta-processes, cf. Kuzentsov and Kuzentsov et al. Indeed for this class of Levy processes, the law of the infimum at an independent and exponentially distributed random time can be written down in terms of the roots and poles of its characteristic exponent; all of which are easily found within regularly spaced intervals along one of the axes of the complex plane. Combining these results together with a recently suggested Monte-Carlo technique, due to Kuzentsov et al., which capitalises on the randomised law of the infimum we show the efficient and effective numerical pricing of CoCos. We perform our analysis using a special class of beta-processes, known as beta-VG, which have similar characteristics to the classical Variance-Gamma model. The theory is put to work by performing two case studies. After calibrating our model to market data, we price and analyze one of the Lloyds CoCos as well as the first Rabo CoCo.
Experience Report : How to deploy CMMI ML 3 for a small to medium size Software Company in Thailand

In this paper describe, How to deploy CMMI ML3 for a small to medium size Software Company in Thailand. The information is gathering from the observation on the working processes from the appraisal team member and company team. The result from the observation, we inform that in order to successfully in implementation of CMMI level 3. A company should consider and taking into account of our four recommended. Key WordsCMMI, SCAMPI, Appraisal Requirements for CMMI
Comparative Study on Meta-heuristics for Achieving Parabolic Fairness in Wireless Channel Allocation

We present the results of a comparative study on the design of meta-heuristic algorithms for achieving parabolic fairness in wireless channel allocation. Wireless channel allocation (WCA) is a basic problem of fair distribution of indivisible goods, in this case the allocation of channels to users in a wireless schedule. Parabolic fairness represents a state that coincides with maxmin fairness in fair end-to-end user traffic rate allocation. This state can also be represented by maximization of a special case of the ordered weighted averaging operator. The related task then is to find an algorithm to approximate that maximum value for the WCA as close as possible. Here, several heuristic approaches are taken into account: a simple annealing heuristic, its integration into an Iterated Local Search (ILS) and also the integration of ILS as local search of a memetic algorithm. The comparison gives that best results can be achieved by the ILS, with up to 2-3 times improved performance compared to other algorithms and for practically relevant problem dimensions.
The Heidelberg University machine translation systems for IWSLT2013

We present our systems for the machine translation evaluation campaign of the International Workshop on Spoken Language Translation (IWSLT) 2013. We submitted systems for three language directions: German-to-English, Russianto-English and English-to-Russian. The focus of our approaches lies on effective usage of the in-domain parallel training data. Therefore, we use the training data to tune parameter weights for millions of sparse lexicalized features using efficient parallelized stochastic learning techniques. For German-to-English we incorporate syntax features. We combine all of our systems with large language models. For the systems involving Russian we also incorporate more data into building of the translation models.
Uniqueness of the non-singular family and characterisation of cosmological models

We prove that for an orthogonal spacetime metric separable in space and time in comoving coordinates, the requirements of perfect fluid and non-singularity single out the unique family of singularity free cosmological models. Further homogeneous models could only be Bianchi I or FLRW while inhomogeneous ones can be with or without a singularity.
Most Early Disseminated Cancer Cells Detected in Bone Marrow of Breast Cancer Patients Have a Putative Breast Cancer Stem Cell Phenotype

Purpose: The presence of disseminated tumor cells (DTC) in the bone marrow of breast cancer patients is an acknowledged independent prognostic factor. The biological metastatic potential of these cells has not yet been shown. The presence of putative breast cancer stem cells is shown both in primary tumors and distant metastases. These cells with a CD44+CD24−/low phenotype represent a minor population in primary breast cancer and are associated with self-renewal and tumorigenic potential. Recognizing the potential effect of prevalence of putative stem cells among DTC, we evaluated the bone marrow DTC. Experimental Design: We employed the double/triple-staining immunohistochemistry protocol and modified the established bone marrow cytokeratin (CK) staining protocol by adding steps for additional antigens, CD44 and/or CD24. We evaluated 50 bone marrow specimens, previously categorized as CK+ from early breast cancer patients. CK+ cells were examined for CD44 and CD24 expression by light microscopy, fluorescence microscopy, and spectral imaging. Results: We detected the putative stem cell–like phenotype in all CK+ specimens. The mean prevalence of putative stem/progenitor cells was 72% and median prevalence was 65% (range, 33-100%) among the overall DTC per patient, compared with primary tumors where this phenotype is reported in <10% of cells. Conclusions: This is the first evidence of the existence of the putative stem-like phenotype within the DTC in bone marrow in early breast cancer patients. All patients had a putative stem cell phenotype among the DTC and most individual DTC showed such phenotype. Future molecular characterization of these cells is warranted.
Presumptive GABAergic feedback input to the frog olfactory bulb : a double labelling study with retrograde axonal tracing and GABA immunohistochemistry

The localization of y-aminobutyric acid (GABA)-immunoreactive neurons that project to the main olfactory bulb in the frog was studied by combining GABA immunohistochemistry with retrograde axonal tracing. Double-labelled neurons were observed in the dorsal, medial and lateral pallial areas involved in reciprocal connections with the main olfactory bulb. GABA-immunoreactive cell bodies constituted only a part of the population of bulbopetal neurons in each pallial region. This suggests that bulbopetal neurons in the frog pallium belong to neuronal populations which differ in their neurotransmitter specificities. The bulbopetal GABA-immunoreactive pallial neurons may be the source of GABAergic feedback input to the frog main olfactory bulb.
Eye-tracking evidence for online processes in the comprehension of referential expressions

Noun phrase reference (and co-reference) plays a central role in theoretical lingui­ stics, standing as it does at the interface between syntax, semantics, and pragmatics. Important questions concerning the cognitive processes underlying reference phe­ nomena have, until recently, not lent themselves to direct investigation, however. In this paper we present a preliminary study, in which visual attention is used to in­ vestigate the time course of reference resolution in discourse. Psycholinguistic stu­ dies of NP reference have almost exclusively relied on indirect evidence, such a rea­ ding times, reaction times, or eye-movement during reading (cf. surveys in Nicol and Swinney 2002, Rayner and Clifton 2002, Garnham 1999), detouring attention from central questions of interest. Experimental methods recently developed mainly by Tanenhaus and his colleagues (Tanenhaus, Spivey-Knowlton, Eberhard, and Sedivy, 1995) under the label "Visual World Paradigm" provide for more direct investigation of the time course of language processing. This paradigm has been used to investiga­ te the processing of lexical information (Tanenhaus, Magnuson, Dahan, and Cham­ bers, 2000), gender information (Arnold, Eisenband, Brown-Schmidt, and Trueswell, 2000) and sentence-internal co-reference (Runner, Sussman, and Tanenhaus, 2003). In the experiment reported here, we make use of an expanded visual world setup to investigate questions concerning comprehension processes underlying NP reference. In particular we are concerned with the following: Are definite full NPs understood faster than pronouns? Do pronouns require additional time for "resolution" and is this related to the "distance" between a pronoun and its antecedent or the specific nature of the syntactic or semantic relationship between pronoun and antecedent? Or are pronouns interpreted "immediately", just like proper names, as was argued already by Tyler and Marslen-Wilson (1980)?
Genome sequencing of the lizard parasite Leishmania tarentolae reveals loss of genes associated to the intracellular stage of human pathogenic species

The Leishmania tarentolae Parrot-TarII strain genome sequence was resolved to an average 16-fold mean coverage by next-generation DNA sequencing technologies. This is the first non-pathogenic to humans kinetoplastid protozoan genome to be described thus providing an opportunity for comparison with the completed genomes of pathogenic Leishmania species. A high synteny was observed between all sequenced Leishmania species. A limited number of chromosomal regions diverged between L. tarentolae and L. infantum, while remaining syntenic to L. major. Globally, >90% of the L. tarentolae gene content was shared with the other Leishmania species. We identified 95 predicted coding sequences unique to L. tarentolae and 250 genes that were absent from L. tarentolae. Interestingly, many of the latter genes were expressed in the intracellular amastigote stage of pathogenic species. In addition, genes coding for products involved in antioxidant defence or participating in vesicular-mediated protein transport were underrepresented in L. tarentolae. In contrast to other Leishmania genomes, two gene families were expanded in L. tarentolae, namely the zinc metallo-peptidase surface glycoprotein GP63 and the promastigote surface antigen PSA31C. Overall, L. tarentolae's gene content appears better adapted to the promastigote insect stage rather than the amastigote mammalian stage.
Neuroinflammation and α-Synuclein Dysfunction Potentiate Each Other, Driving Chronic Progression of Neurodegeneration in a Mouse Model of Parkinson’s Disease

Background Mechanisms whereby gene–environment interactions mediate chronic, progressive neurodegenerative processes in Parkinson’s disease (PD)—the second most common neurodegenerative disease—remain elusive. Objective We created a two-hit [neuroinflammation and mutant α-synuclein (α-syn) overexpression] animal model to investigate mechanisms through which mutant α-syn and inflammation work in concert to mediate chronic PD neurodegeneration. Methods We used an intraperitoneal injection of the inflammogen lipopolysaccharide (LPS; 3 × 106 EU/kg) to initiate systemic and brain inflammation in wild-type (WT) mice and transgenic (Tg) mice overexpressing human A53T mutant α-syn. We then evaluated nigral dopaminergic neurodegeneration, α-syn pathology, and neuroinflammation. Results After LPS injection, both WT and Tg mice initially displayed indistinguishable acute neuroinflammation; however, only Tg mice developed persistent neuroinflammation, chronic progressive degeneration of the nigrostriatal dopamine pathway, accumulation of aggregated, nitrated α-syn, and formation of Lewy body-like inclusions in nigral neurons. Further mechanistic studies indicated that 4-week infusion of two inhibitors of inducible nitric oxide synthase and NADPH oxidase, major free radical–generating enzymes in activated microglia, blocked nigral α-syn pathology and neurodegeneration in LPS-injected Tg mice. Conclusions Microglia-derived oxidative stress bridged neuroinflammation and α-syn pathogenic alteration in mediating chronic PD progression. Our two-hit animal model involving both a genetic lesion and an environmental trigger reproduced key features of PD and demonstrated synergistic effects of genetic predisposition and environmental exposures in the development of PD. The chronic progressive nature of dopaminergic neurodegeneration, which is absent in most existing PD models, makes this new model invaluable for the study of mechanisms of PD progression.
The involvement of FoxO in cell survival and chemosensitivity mediated by Mirk/Dyrk1B in ovarian cancer

Minibrain-related kinase (Mirk) is a serine/threonine kinase which is also known as the dual specificity tyrosine-phosphorylation-regulated kinase 1B (Dyrk1B). It is known that Dyrk1A, the closest family member to Mirk/Dyrk1B can mediate cellular localization of mammalian forkhead subclass O (FoxO1), a transcription factor, although the effect of Mirk/Dyrk1B on FoxO factors remains to be defined. In this study, we showed that Mirk/Dyrk1B protein was overexpressed in 5 of 8 ovarian cancer cell lines and negatively correlated with the protein level of FoxO factors (FoxO1+FoxO3A). Knockdown of Mirk by small interfering RNA (siRNA) resulted in cell apoptosis and sensitized cells to cisplatin accompanied by nuclear translocation of FoxO1 and/or FoxO3A as well as increased Bim, TRADD, cleaved caspase-3 and PARP. Furthermore, combined siRNAs of Mirk with FoxO1 and/or FoxO3A led to fewer apoptotic cells and cisplatin sensitivity compared to Mirk siRNA alone, suggesting that FoxO is involved in Mirk-mediated cell survival and chemosensitivity of ovarian cancer. Taken together, Mirk/Dyrk1B plays an important role in ovarian cancer cell survival through modulating FoxO translocation and may be a novel therapeutic target for ovarian cancer.
The Wardle Instability in Interstellar Shocks. II. Gas Temperature and Line Emission

We have modeled the gas temperature structure in unstable C-type shocks and obtained predictions for the resultant CO and H2 rotational line emissions, using numerical simulations of the Wardle instability presented in Paper I. Our model for the thermal balance of the gas includes ion-neutral frictional heating; compressional heating; radiative cooling due to rotational and ro-vibrational transitions of the molecules CO, H2O, and H2; and gas-grain collisional cooling. We obtained results for the gas temperature distribution in—and H2 and CO line emission from—shocks of neutral Alfvénic Mach number 10 and velocity 20 or 40 km s-1 in which the Wardle instability has saturated. Both two- and three-dimensional simulations were carried out for shocks in which the preshock magnetic field is perpendicular to the shock propagation direction, and a two-dimensional simulation was carried out for the case in which the magnetic field is obliquely oriented with respect to the shock propagation direction. Although the Wardle instability profoundly affects the density structure behind C-type shocks, most of the shock-excited molecular line emission is generated upstream of the region where the strongest effects of the instability are felt. Thus the Wardle instability has a relatively small effect on the overall gas temperature distribution in—and the emission-line spectrum from—C-type shocks, at least for the cases that we have considered. In none of the cases that we have considered thus far did any of the predicted emission-line luminosities change by more than a factor of 2.5, and in most cases the effects of instability were significantly smaller than that. Slightly larger changes in the line luminosities seem likely for three-dimensional simulations of oblique shocks, although such simulations have yet to be carried out and lie beyond the scope of this study. Given the typical uncertainties that are always present when model predictions are compared with real astronomical data, we conclude that Wardle instability does not imprint any clear observational signature on the shock-excited CO and H2 line strengths. This result justifies the use of one-dimensional steady shock models in the interpretation of observations of shock-excited line emission in regions of star formation. Our three-dimensional simulations of perpendicular shocks revealed the presence of warm filamentary structures that are aligned along the magnetic field, a result that is of possible relevance to models of water maser emission from C-type shocks.
Reachability and Robust Control of PWA Systems with Parameter Variations and Bounded Disturbance

Abstract This paper considers discrete-time, uncertain PWA (piecewise affine) systems affected by parameter variations and bounded disturbances, where reachability technique based on polyhedral approach is developed and the robust control problems are investigated. Checking attainability and calculating the state space regions for which a robust control is assured despite the possible disturbance and the parameter variations is performed using a geometrical approach. A model predictive control law derived from a quadratic cost function minimization is further examined as an alternative sub-optimal approach for decreasing the computational load. The proposed technique is applied in simulation to a two-tank benchmark.
Using cloud computing for E-learning systems

Cloud computing is growing rapidly, with applications in almost any area, including education. E-learning systems usually require many hardware and software resources. There are many educational institutions that cannot afford such investments, and cloud computing is the best solution. This paper presents the positive impact of using cloud computing architectures upon e-learning solutions development. It focuses on the benefits of cloud computing for e-learning solutions and the e-learning project management challenges when this architecture is used.
Investigations in the Economics of Aging

One of the most well-established relationships in the economics of aging is that between health and wealth. Yet this relationship is also changing in conjunction with a rapidly aging population as well as a broad evolution in how people live later in life. Building on findings from earlier editions in this National Bureau of Economic Research series, Investigations in the Economics of Aging focuses on the changing financial circumstances of the elderly and the relationship of these circumstances to health and health care. Among the topics addressed are the significance of out-of-pocket health care costs, the effects of inflation on social security, and the impact of the recent financial crisis on Americans’ well-being. Encompassing new data and advances in research methodology, the developments presented in this volume will have important implications for economies worldwide.
Efficient keyword extraction for meaningful document perception

Keyword extraction is a common technique in the domain of information retrieval. Keywords serve as a minimalistic summary for single documents or document collections, enabling the reader to quickly perceive the main contents of a text. However, they are often not readily available for the documents of interest. Common keyword extraction techniques demand either a large data collection, a learning process, or access to extensive amounts of reference data. By relying on additional linguistic features (e.g. stop word removal), most approaches are language-restricted. Moreover, the extracted keywords usually pertain to the entire document, rather than only to the portion that is of interest to the reader. In this paper, we present an efficient and flexible approach to summarize selections of text within a document. Our solution is based on a keyword extraction algorithm that is applicable to a variety of documents, regardless of language or context. This algorithm relies on the Helmholtz principle and extends a recently presented approach. Our extension covers the features of a weighting algorithm while providing a self-regulation capability to allow for more meaningful results. Furthermore, our approach takes into account the document structure in order to enhance pure statistic summarizations. We evaluate the efficiency of our approach and present results with meaningful examples. In addition, we outline further applications of our approach that allow for enhanced document perception as well as for meaningful document indexing and retrieval.
NS-AKA: An Improved and Efficient AKA Protocol for 3G (UMTS) Networks

-In this paper, we propose an improved and efficient AKA protocol named “NS-AKA” to prevent the 3G UMTS networks from various attacks like man-in-the-middle attack, redirection attack, replay attack and active attacks in the corrupted UMTS networks. This protocol completely eliminates the need of synchronization between a mobile station and its home network, and protects the actual identity of each user in the networks, (i.e., IMSI) by generating a temporary identity for each user during the authentication. The NS-AKA protocol generates minimum communication and computation overheads compared to UMTS-AKA, S-AKA, AP-AKA, and EURASIP-AKA protocols. On an average the NS-AKA protocol reduces 67% of the bandwidth consumption during the authentication process as compare to UMTS-AKA, which is the maximum reduction of bandwidth by any AKA protocol referred in the paper.
Mismatch in the Labor Market : Evidence from the U . K . and the U . S . †

This paper provides a simple approach to measure mismatch in he labor market. We measure mismatch by comparing the observed allocation of unemployment and vacancies across sectors to the optimal allocation chosen by a planner who can freely move la bor cross sectors. We show that, in a rich dynamic stochastic economic environment, the planne r’s optimal allocation is dictated by a “generalized Jackman-Roper (JR) condition” where (produc tive and matching) efficiency-weighted vacancy-unemployment ratios should be equated across sect or . We then use this condition to develop mismatch indexes that allow us to quantify how much of t he recent rise in unemployment is associated to an increase in mismatch. We apply our analysis to the U.K. and the U.S. labor markets.
The boundary of the Young graph with Jack edge multiplicities

Consider the lattice of all Young diagrams ordered by inclusion, and denote by Y its Hasse graph. Using the Pieri formula for Jack symmetric polynomials, we endow the edges of the graph Y with formal multiplicities depending on a real parameter $\theta$. The multiplicities determine a potential theory on the graph Y. Our main result identifies the corresponding Martin boundary with an infinite-dimensional simplex, the ``geometric boundary'' of the Young graph Y, and provides a canonical integral representation for non-negative harmonic functions. For three particular values of the parameter, the theorem specializes to known results: the Thoma theorem describing characters of the infinite symmetric group, the Kingman's classification of partition structures, and the description of spherical functions of the infinite hyperoctahedral Gelfand pair.