Miracle-dz/UniFAR-FTUs huggingface dataset:
A Closed-Form Approximation for Valuing Basket Options

The no-arbitrage valuation . f basket options is complicated by the fact that the sum of lognormal random variables is not lognormal. This problem is shared with arithmetic Asian options as well. Various ad hoc approximation techniques have been proposed, none of them very satisfactory or accurate. In this article we suggest using the rec&rocal gamma distribution as an approximation for the state-price density (SPD) function . f the underlying basket stochastic variable. This, in turn, allows us to obtain a closed-jorm expression for the price of a basket option. The technique, when compared against a simple lognormal approximation, perjorms at its best when the correlation structure of the underlying basket exhibits a spec$c decaying pattern. As a by-product, we introduce a formal approach for assessing the goodness of _fit of candidate distributions for approximating the SPD. Finally, we present a numerical example in which we apply our formula to value (G-7) index-linked guaranteed investment certificates, which can be decomposed into a zero-coupon bond and a basket option.
Testing for Multigroup Invariance Using AMOS Graphics: A Road Less Traveled

The purpose of this article is to illustrate the steps involved in testing for multigroup invariance using Amos Graphics. Based on analysis of covariance (ANCOV) structures, 2 applications are demonstrated, each of which represents a different set of circumstances. Application 1 focuses on the equivalence of a measuring instrument and tests for its invariance across 3 teacher panels, given baseline models that are identical across groups. Application 2 centers on the equivalence of a postulated theoretical structure across adolescent boys and girls in light of baseline models that are differentially specified across groups. Taken together, these illustrated examples should be of substantial assistance to researchers interested in testing for multigroup invariance using the Amos program.
1024 pixels single photon imaging array for 3D ranging

Three dimensions (3D) acquisition systems are driving applications in many research field. Nowadays 3D acquiring systems are used in a lot of applications, such as cinema industry or in automotive (for active security systems). Depending on the application, systems present different features, for example color sensitivity, bi-dimensional image resolution, distance measurement accuracy and acquisition frame rate. The system we developed acquires 3D movie using indirect Time of Flight (iTOF), starting from phase delay measurement of a sinusoidally modulated light. The system acquires live movie with a frame rate up to 50frame/s in a range distance between 10 cm up to 7.5 m.
Fast texture‐preserving bilateral filtering

A new method for fast bilateral filtering with texture‐preserving properties is presented. In general, the texture area is composed of several tiny regions that have almost similar intensity, and therefore bilateral filtering combines similar gray scales of the texture area to form a smooth region. Adaptive boundary filtering solves this problem by using image segmentation to define a new weighting boundary at each pixel filtering. With the new type of boundary, the output image is smoothed while preserving both edges and textures details. The drawback of this algorithm is that it is time consuming. In this paper, a histogram‐based filtering is proposed to improve the speed of this algorithm. However, as texture details are blurred when a small number of bins are used, it is unable to increase speed by using a small number of bins. Deciles‐based algorithm is therefore applied to overcome this limitation, as it can increase the speed while preserving the texture details. The new algorithm, named fast adaptive boundary filtering, increases the speed by more than 40% when compared with adaptive boundary filtering at a boundary threshold T = 40. The output image of new algorithm shows that it is similar to the output of adaptive boundary filtering. Moreover, the speed of new algorithm is compared with the normal 256‐bin histogram‐based bilateral filtering. From the experimental results, it is seen that the new algorithm has higher speed when it is processed with a small to moderate radius window. In addition, a better output image can be obtained from the new algorithm as it preserves both edges and textures. © 2015 Institute of Electrical Engineers of Japan. Published by John Wiley & Sons, Inc.
MOUNTAIN METHOD-BASED FUZZY CLUSTERING: METHODOLOGICAL CONSIDERATIONS

The mountain method is a grid-based procedure for determining the approximate locations of cluster centers in data sets with clustering tendencies. This paper supplies additional background and detail in two important areas. In the first part of the paper, crucial methodological considerations arc discussed, including the choice of grid size, the choice of parameter values, and the notion of “peak non-reusability. ” The paper also introduces the possibility of using the singular value decomposition with mountain method output as a means of estimating the number of clusters in the data. In the second pan of the paper, the mountain method is discussed as part of a general grid-based approach to the location of “objects” in spatial data. An example using Anderson's iris data is included, and an application of the method to a problem in robotics is described in detail.
A New Approach for Surface Poling of Polyvinylidene Fluoride (PVDF)

PVDF has been popularly used for miscellaneous sensor and energy harvesting purposes. The advantages of flexible and light characteristics in particular enhance more interest. A new approach of using ITO glass for surface poling is investigated in this study. Instead of using metal electrode onto the PVDF surface, ITO is coated onto glass for conducting electrode. It can provide an easy way of electrode pattern design. Also, higher electric field can be applied in the process of poling so that higher response is achieved. Properties of PVDF films are characterized by using d31 meter to measure the piezoelectric constant and using Fourier Transformed Infrared Spectroscopy (FTIR) and Differential Scanning Calorimeter (DSC) to measure β-crystallization. From the experiment results, it indicates that PVDF film makes use of the ITO glass poling method will gain higher output voltage and current as compared to traditional poling technique. Comb type electrode pattern, for example, is efficient to generate higher output response for planar polarization and is able to control the desired output voltage and current. Using a whole piece of ITO glass for poling with pattern design can avoid from the defect of non-uniform polarization at the corners that usually happens in using metal electrode. Compared to the PVDF embedded in a cantilever and a pressing structure, the latter one will gain more output response.
Intrinsic Josephson junctions in Y1Ba2Cu3Ox single-crystal whiskers grown using Te-doped precursors

Single-crystal whiskers of Y1Ba2Cu3Ox with a length of about 5mm were grown from a Te-doped precursor. The optimum nominal composition of the precursors was Y2Ba3Cu3Te0.5Ox. From the energy-dispersive x-ray spectroscopy measurement, Te was not detected in the whiskers. The current-voltage (I-V) characteristics along the c axis of an annealed in vacuum whisker exhibit a clear multibranched structure and a hysteresis curve corresponding to intrinsic Josephson junctions.
Resonant tunneling based filter design using Legendre polynomial expansion

In this paper optical filters based on photonic resonant tunneling effect are analyzed by using the polynomial expansion method. Amplitude and phase response together with their dependency on the physical parameters of the filters are also investigated. These steep-edge filters show low insertion loss amplitude response, and linear phase variation in their passband, a suitable feature for WDM and DWDM applications where constant time delay and dispersion free devices are needed. Two kinds of filters, namely discrete level and continuous profile filters are introduced. These structures can be analyzed and designed by using Transfer Matrix Method. However, this approach suffers from inaccuracy and numerical instability when narrow linewidth filters are desired. Moreover, analyzing the continuous profile filters using this method calls for breaking the structure into many homogeneous sublayers. Here, a method based on Legendre expansion of electromagnetic fields is adopted to design and analyze the proposed filters. Not only the method relieves some numerical problems peculiar to conventional methods, but also can be applied for holistic analysis of filters having continuous refractive index profile and therefore eliminates the need for cumbersome multilayer analysis.
Small-scale flux emergence events observed by Sunrise/IMaX

Abstract Thanks to the unprecedented combination of high spatial resolution (0″.2) and high temporal cadence (33 s) spectropolarimetric measurements, the IMaX magnetograph aboard the Sunrise balloon-borne telescope is revealing new insights about the plasma dynamics of the all-pervasive small-scale flux concentrations in the quiet Sun. We present the result of a case study concerning the appearance of a bipole, with a size of about 4″ and a flux content of 5 × 1017 Mx, with strong signal of horizontal fields during the emergence. We analyze the data set using the SIR inversion code and obtain indications about the three-dimensional shape of the bipole and its evolution with time.
Electrode polarization and charge transport at solid interfaces

A quantitative description is suggested for electrode polarization, an ubiquitous phenomenon which takes place at the interface between a metallic and an ionic conductor and results in an increase by many orders of magnitude in the net dielectric response of the sample cell. Based on the fact that due to coulombic interactions, the mobility of charge carriers is drastically slowed down at the metal/ionic conductor interface, this approach quantitatively reproduces the observed scaling laws and opens perspectives in the physics of charge transport at interfaces.
Detection of surface-laid minefields using a hierarchical image processing algorithm

The remote detection of minefields has a high priority with the armed forces of several countries, including Canada. The Defence Research Establishment Suffield and the University of British Columbia are jointly developing methods to identify surface-laid minefields by real- time analysis of airborne sensor imagery. Passive multispectral imaging has been investigated, but the problem of analyzing monochromatic images from active infrared scanners is considered here. Among the severe constraints are that one must find clusters of bright regions each only several pixels wide, sparsely distributed over large areas. Also, the sharply forward peaked scattering from the mines and variable terrain roughness leads to the result that some mines are not detected. The required very high input data rate suggests simple, high speed target cuing which is amenable to hardware implementation. This is incompatible with slower image understanding techniques needed to identify mines by their shapes, and minefields by the spatial relationships between mines. A hierarchical algorithm is thus presented as a solution to the problem. In progressing from lower to higher levels, computational operations become more complex and less able to be implemented on conventional high-speed devices but the volume of data to be analyzed decreases. At the lowest level, non-suspect regions are rejected to drastically reduce the data rate. At the next higher level, suspect regions are segmented into homogeneous sub-regions. The next level consists of extraction of morphological features of the sub-regions. One level higher, sub-regions are classified based on extracted features. At the top level, spatial relationships between `mine-like' regions are determined and are used by knowledge-based methods to classify the imaged area as being a minefield with a specified likelihood. The algorithm, which includes a novel region segmenter, has been developed up to and including sub-region classification. Studies using simulated yet realistic thermal infrared minefield images have demonstrated that the algorithm is successful in detecting individual mines. Current efforts to make the algorithm execute in real-time, by implementing it on a transputer network communicating with array processors, will also be discussed.
Inhomogeneous Einstein metrics on complex line bundles

Recent developments in higher-dimensional unified field theories have led to a great deal of interest in compact spaces admitting Einstein metrics. Almost all the physics literature on such spaces has been concerned with the very atypical case in which the space is homogeneous. The authors present a very simple construction of a wide class of inhomogeneous compact Einstein spaces with positive Ricci curvature found earlier by Berard-Bergery, (1982) which arise as certain 2-sphere bundles over an arbitrary Einstein-Kahler base space of positive Ricci curvature. Solutions on complete non-compact manifolds also exist, with negative or zero Ricci curvature.
Determination of temperature dependence of GaSb absorption edge and its application for transmission thermometry

Transmission spectra of GaSb have been obtained over a temperature range from 10 to 470 °C. Using this information, transmission thermometry is applied to obtain accurate measurements of sample temperature during molecular beam epitaxy growth on GaSb substrates. A GaSb surface reconstruction transition is determined as a function of Sb flux and substrate temperature, establishing a laboratory-independent temperature standard.
Auto-sorting scheme for image ordering applications in image mosaicing

The problem of automated image ordering as a precursor and/or assistant process to full image mosaicing is considered. A simple but rapid auto-sorting scheme based on phase correlation is presented which can automatically and robustly provide a good ordering of a disorganised collection of images without human input, a priori information or restrictions.
Individual differences in auditory-motor integration revealed by speech fluency manipulations

A role for auditory feedback in maintaining fluency appears less specific than for pitch control, as one example, but delayed auditory feedback (DAF) clearly provides a potent manipulation of fluency. As most speakers are susceptible to DAF, we predicted DAF is particularly suited to identifying individual differences in auditory-motor integration. We conducted a series of studies to probe susceptibility to DAF-induced disfluency in 60 normally fluent speakers during conversation and oral reading. We further contrasted DAF effects on fluency with dual-task effects on fluency. During conversation and reading under DAF (250 ms delay), multivariate cluster classification indicated speakers show high, low, or intermediate susceptibility to disfluency. In contrast, dual-task effects on fluency appeared bimodal with individuals showing high or low susceptibility. DAF susceptibility was not related to dual-task disfluency in 41/60 speakers, but the remaining speakers were disfluent under DAF and dual-task conditions. When the DAF paradigm was extended to adults who stutter, most were classified as highly susceptible. The findings provide compelling evidence that individual differences need to be considered in auditory-motor integration research. Fluency is influenced by both auditory feedback and cognitive factors related to attention, which can inform theories of normal and disordered speech.
OPTIMIZATION OF STRUCTURES WITH CONTROL FORCES AND DISPLACEMENTS

Optimization problems are formulated for structural engineering problems using control forces and displacements applied to different beam systems. These external control forces are employed to reduce the internal forces and required cross-section dimensions for given loading conditions. A formulation is presented for an actively controlled system, a passively controlled system, a passive system with prestress forces and a passive system without control forces. For purposes of illustration, in the control, bending moments and shear forces are introduced by support displacements in an indeterminate beam structure. The latter displacements can be controlled with an external energy supply (active system), elastic supports (passive system) or they can be predetermined (prestressed system). Numerical examples demonstrate the structural weight advantages for the different systems. Comparison of results also show the magnitude of the increased allowable loading capacities in each system for fixed cross-sectional .
Arrhenius–Néel thermal decay in polycrystalline thin film media

A simple expression for the remanent coercivity versus field time duration has been developed for polycrystalline thin film media with two-dimensional random anisotropy axis orientation. Explicit averaging of the thermally induced reversal for random grains is shown to be well approximated by the thermal decay of one particle with anisotropy axis at an angle of ≈21° to the applied field. The expression has no adjustable parameters and two slightly different forms apply to noninteracting and weakly interacting grains. Applicability is shown to be for times greater than approximately 100 ns. Good agreement is shown with measurements on two series of thin films with varying coating thickness.
Fermi-level pinning and charge neutrality level in germanium

The Schottky barrier height in metal/Ge contacts shows weak dependence on the metal work function indicating strong Fermi-level pinning close to the Bardeen limit. The pinning factor S is about 0.05 and the charge neutrality level (CNL) is only about 0.09eV above the top of the valence band. Because of this, the Fermi level in Ge lies higher than CNL in most cases of interest so that unpassivated acceptorlike gap states at the interface are easily filled, building up a net negative fixed charge. This could prevent efficient inversion of a p-type Ge surface in a metal-oxide-semiconductor structure.
Nonparaxial hypergeometric beams

We derive an analytical expression to describe the exact solution of the Helmholtz equation in cylindrical coordinates as a product of two Kummer functions. The solution is presented as a sum of two terms that describe the nonparaxial hypergeometric light beams propagated along the optical axis in the positive and negative directions. With the distance from the initial plane becoming much larger than the wavelength of light, the expression derived for the nonparaxial hypergeometric beam coincides with that for a paraxial hypergeometric mode.
COMPETITION BETWEEN LONGITUDINAL MODES IN A RING LASER WITH AN ANISOTROPIC RESONATOR

A theoretical investigation is made of a ring laser subjected to a longitudinal magnetic field in the case when the anisotropy of the resonator is purely circular in nature. Four-wave emission is considered. Two separate cases are discussed: 1) two pairs of identically polarized circular waves traveling in opposite directions; 2) two orthogonal pairs of circular waves. A nonlinear interaction between the traveling waves and the stability of both cases are considered.
Origin of the plateau in the temperature dependence of the normalized magnetization relaxation rate in disordered high-temperature superconductors

The temperature $T$ dependence of the normalized magnetization relaxation rate $S$ in optimally doped ${\text{YBa}}_{2}{\text{Cu}}_{3}{\text{O}}_{7\ensuremath{-}\ensuremath{\delta}}$ films with the external dc magnetic field $H$ oriented along the $c$ axis exhibits the well-known plateau in the intermediate $T$ range, associated with the presence of elastic (collective) vortex creep. The disappearance of the $S(T)$ plateau in the high-$H$ domain $(H\ensuremath{\ge}20\text{ }\text{kOe})$ is not completely understood. We show that in the case of high-temperature superconductors with significant quenched disorder the $S(T)$ plateau is directly related to a crossover in the vortex-creep process generated by the macroscopic currents induced in the sample. In dc magnetization measurements the creep-crossover temperature decreases rapidly with increasing $H$, reaching the low-$T$ region where the magnetization decay is dominated by micro flux jumps. Consequently, at high $H$ no well-defined elastic-creep domain is present and the $S(T)$ plateau disappears.
Spin-state-driven metal-insulator transition in (La,Sr)CoO3 under high-pressure

R. Lengsdorf,1 J.-P. Rueff,2,3 G. Vankó,4,5 T. Lorenz,1 L. H. Tjeng,1 and M. M. Abd-Elmeguid1 1II. Physikalisches Institut, Universität zu Köln, Zülpicher Strasse 77, 50937 Köln, Germany 2Synchrotron SOLEIL, L’Orme des Merisiers, Saint-Aubin, Boîte Postale 48, 91192 Gif-sur-Yvette Cedex, France 3Laboratoire de Chimie Physique-Matière et Rayonnement (UMR 7614), Université Pierre et Marie Curie, 11 rue Pierre et Marie Curie, 75231 Paris Cedex 05, France 4European Synchrotron Radiation Facility, Boîte Postale 220, F-38043, Grenoble Cedex 9, France 5KFKI Research Institute for Particle and Nuclear Physics, P. O. Box 49, H-1525 Budapest, Hungary Received 20 March 2007; published 15 May 2007
On the variability of hybrid discrete choice models

It is well-known that not all the variables affecting decisions in a discrete choice situation are objective characteristics of the alternatives. Some of them are associated with difficult to measure attributes which may be represented as latent variables. Since this type of variables cannot be directly observed by the analyst, they must be estimated through a special model (typically a MIMIC model), but this includes an error term. We have found no discussion about the fact that if one estimates a hybrid discrete choice model (i.e. incorporating latent variables) one should find that the variability of its utility function increases in relation to that of a classic discrete choice model without latent variables. To analyse the effects of this induced variability we conducted a theoretical analysis of the problem and complemented it with misspecification and response analysis tests using artificial data. We found that the extra variability has no major effects over the model estimates except when alternatives are correlated, a far too often occurrence in practice.
Axisymmetric instabilities in electrospinning of highly conducting, viscoelastic polymer solutions

In this paper the axisymmetric instabilities observed during the electrospinning of highly electrically conducting, viscoelastic poly(ethylene oxide) (PEO)/water solutions are investigated. In our theoretical study, a linear stability analysis is coupled with a model for the stable electrospun jet. The combined model is used to calculate the expected bead growth rate and wave number for given electrospinning conditions. In the experimental section of the study, PEO/water solutions are electrospun and the formation of axisymmetric beads is captured using high-speed photography. Experimental values for the bead growth rate and wave number are extracted and compared with the model predictions. An energy analysis is then carried out on the stability results to investigate the mechanism of instability via the coupling between base flow and perturbation. The analysis reveals that the unstable axisymmetric mode for electrically driven, highly conducting jets is not a capillary mode, but is mainly driven by elect.