Miracle-dz/UniFAR-FTUs huggingface dataset:
St Reading Hedging under the Heston Model with Jump-to-default 5

In this paper, we will explain how to perfectly hedge under Heston’s stochastic volatility 17 model with jump-to-default, which is in itself a generalization of the Merton jump-todefault model and a special case of the Heston model with jumps. The hedging instru19 ments we use to build the hedge will be as usual the stock and the bond, but also the Variance Swap (VS) and a Credit Default Swap (CDS). These instruments are very 21 natural choices in this setting as the VS hedges against changes in the instantaneous variance rate, while the CDS protects against the occurrence of the default event. 23 First, we explain how to perfectly hedge a power payoff under the Heston model with jump-to-default. These theoretical payoffs play an important role later on in the hedging 25 of payoffs which are more liquid in practice such as vanilla options. After showing how to hedge the power payoffs, we show how to hedge newly introduced Gamma payoffs and 27 Dirac payoffs, before turning to the hedge for the vanillas. The approach is inspired by the Post–Widder formula for real inversion of Laplace transforms. Finally, we will also 29 show how power payoffs can readily be used to approximate any payoff only depending on the value of the underlier at maturity. Here, the theory of orthogonal polynomials 31 comes into play and the technique is illustrated by replicating the payoff of a vanilla call option. 33
A Numbering System for MFS Transporter Proteins

The Major Facilitator Superfamily (MFS) is one of the largest classes of secondary active transporters and is widely expressed in many domains of life. It is characterized by a common 12-transmembrane helix motif that allows the selective transport of a vast range of diverse substrates across the membrane. MFS transporters play a central role in many physiological processes and are increasingly recognized as potential drug targets. Despite intensive efforts, there are still only a handful of crystal structures and therefore homology modeling is likely to be a necessary process for providing models to interpret experiments for many years to come. However, the diversity of sequences and the multiple conformational states these proteins can exist in makes the process significantly more complicated, especially for sequences for which there is very little sequence identity to known templates. Inspired by the approach adopted many years ago for GPCRs, we have analyzed the large number of MFS sequences now available alongside the current structural information to propose a series of conserved contact points that can provide additional guidance for the homology modeling process. To enable cross-comparison across MFS models we also present a numbering scheme that can be used to provide a point of reference within each of the 12 transmembrane regions.
The Investigation of Heat Shock Protein (HSP70) Expression Change in Human Brain Asterocytoma Tumor

Background: Asterocytoma is the most common primary human brain tumor which has the most lethal hazard among tumors in human Central Nervous System. Heat Shock Proteins play an active role in cancer cells pathways through their effects on tumor cell proliferation, tumor differentiation, malignancy, metastasis, and cell death. HSP70 is a 70 KD protein that its expression change has been reported in various kinds of cancers. Here a proteomic activity for molecular diagnosis of Asterocytomas tumors is designed. Methods: Proteins of tumor and normal brain tissues were extracted and then evaluated by Bradford test. In this study, the proteins were separated by 2DG Electrophoresis method, and then the spots were analyzed and compared using statistical data and specific software, after providing 3D images of spots alteration. Spots were identified by Isoelectric point (pI), molecular weights and data banks. Results: As a result, the 2D gel showed totally 800 spots. HSP70 is one of down regulated proteins. Conclusion: As conclusion, alteration of HSP70 expression was detected in Asterocytomas which has an important role in tumor survival and development, response to cell stress and induces apoptosis in cells. Three kinds of HSP70 are known in different cancers: HSP70-1, HSP70-2 and HSP70-8 which affect limitation of apoptosis system in cancer cells.
1. Setting the Scene

Overview The thesis is based on the argument that we know little about the process of design as it occurs within a real world context, and as a consequence have little understanding about how to provide technology to support it. We therefore need better ways to conceptualise design activity within its context of action. To bridge this gap in our understanding, the research in this thesis attempts to examine the mechanisms used to coordinate the work of engineering designers in the construction industry. This information is used to develop novel technologies that are appropriate to the needs and concerns of design workers in the domain, and is expanded to cover the larger area of design in general. A study of engineering design work in situ was performed and this was analysed within a framework based on the information processing metaphor of cognitive science. The results of the work demonstrate that design behaviour does not involve a simple mapping of problem onto solution as claimed by current research in cognitive science. Instead, behaviour results from the complex and interdependent interactions-of the organisational relationships between design workers, between individuals and artefacts, and between the individuals and their context of action. These interactions are crucial in determining the final outcome of the design process. The understandings about engineering design generated through the study do not supplant current the understanding of design, but augments it by specifying the design process at a systems level, rather than at an individual level. This approach to the study of design is important in developing technology to support design work because it removes the emphasis on tools for problem solving by individuals and reassigns it towards tools to support human communication. For the technology to augment the design process, tools developed for communication must be integrated with the procedures involved in the organisation of work, the social protocols that the design workers use to manage informal communications, and the other artefacts that they use. This is achieved by detailing and making explicit the resources and constraints available to design workers in the construction industry. The results of the study allow technology developers an insight into the collaborative design process, Distributed cognition and computer supported collaborative design. 1 Introduction-the road ahead demonstrating where (and on occasions, where not) technologies could be introduced to design work. Historically, the thesis was intended to examine the role of models in the creation …
Does Time Variation in Systematic Risk Affect the Profitability of Contrarian Investment Strategies?

Recent empirical studies seem to suggest that contrarian strategies make substantial profits that may be inconsistent with informationaly efficient markets. This paper examines whether the detection of contrarian profits is sensitive to the definition of abnormal returns and the duration of the formation and testing periods and investigates the effect of well-known monthly seasonals on the empirical results. Furthermore, in view of recent evidence that beta risk is not constant, the paper employs a procedure that allows for time-variation in systematic risk, and also examines whether abnormal returns of contrarian strategies are normal compensation for changes in risk between portfolio formation and portfolio testing period. No empirical evidence on contrarian profits exist so far for the Athens Stock Exchange, an emerging market for which one would expect more return predictability. To anticipate the results, we find that longer horizon contrarian strategies are more profitable than shorter horizon strategies. However, contrarian profits are very sensitive to the specification of abnormal returns, i.e. when we allow beta risk to vary over time most of the profits from contrarian strategies disappear. Furthermore, even for the case where we do detect arbitrage profits the results indicate that they may be due to changes in market risk.
Performance Measurement and Management for Two-Level Optimization of Networks and Peer-to-Peer Applications

The Networked Systems Measurement and Control (NSMC) Group in the Department of Computing Science, University of Glasgow, consists of 5 academics, 2 research associates and 8 research students. The department was rated 5 in RAE 2001. The group conducts research into architectures, models, algorithms, measurement, and control of networked/distributed systems. The group is especially interested in large-scale systems, based on both wireless and wireline interconnection technologies, as well as high-performance system interconnects.
RETROBULBAR OPTIC NEURITIS ASSOCIATED WITH INFLIXIMAB NEURITIS ÓPTICA DESMIELINIZANTE TRAS TRATAMIENTO CON INFLIXIMAB

Case report: We report the case of a 76-year-old woman who attended our hospital because of a sudden loss of visual acuity in her left eye. The problem appeared to be that of retrobulbar optic neuritis. However, the age of the patient together with the simultaneous use of Infliximab to treat her rheumatoid arthritis, suggests the demyelination may have been associated with the Infliximab use. Discussion: TNFα inhibitors (including Infliximab) are associated with demyelinating diseases including optic neuritis (Arch Soc Esp Oftalmol 2007; 82: 109-112).
Key Frame Extraction Based on Block based Histogram Difference and Edge Matching Rate

— This paper presents a new approach for key frame extraction based on the block based Histogram difference and edge matching rate. Firstly, the Histogram difference of every frame is calculated, and then the edges of the candidate key frames are extracted by Prewitt operator. At last, the paper makes the edges of adjacent frames match. If the edge matching rate is up to 50%, the current frame is deemed to the redundant key frame and should be discarded. The experimental results show that the method proposed in this paper is accurate and effective for key frame extraction, and the extracted key frames can be a good representative of the main content of the given video.
The Interplay between Entamoeba and Enteropathogenic Bacteria Modulates Epithelial Cell Damage

Background Mixed intestinal infections with Entamoeba histolytica, Entamoeba dispar and bacteria with exacerbated manifestations of disease are common in regions where amoebiasis is endemic. However, amoeba–bacteria interactions remain largely unexamined. Methodology Trophozoites of E. histolytica and E. dispar were co-cultured with enteropathogenic bacteria strains Escherichia coli (EPEC), Shigella dysenteriae and a commensal Escherichia coli. Amoebae that phagocytosed bacteria were tested for a cytopathic effect on epithelial cell monolayers. Cysteine proteinase activity, adhesion and cell surface concentration of Gal/GalNAc lectin were analyzed in amoebae showing increased virulence. Structural and functional changes and induction of IL-8 expression were determined in epithelial cells before and after exposure to bacteria. Chemotaxis of amoebae and neutrophils to human IL-8 and conditioned culture media from epithelial cells exposed to bacteria was quantified. Principal Findings E. histolytica digested phagocytosed bacteria, although S. dysenteriae retained 70% viability after ingestion. Phagocytosis of pathogenic bacteria augmented the cytopathic effect of E. histolytica and increased expression of Gal/GalNAc lectin on the amoebic surface and increased cysteine proteinase activity. E. dispar remained avirulent. Adhesion of amoebae and damage to cells exposed to bacteria were increased. Additional increases were observed if amoebae had phagocytosed bacteria. Co-culture of epithelial cells with enteropathogenic bacteria disrupted monolayer permeability and induced expression of IL-8. Media from these co-cultures and human recombinant IL-8 were similarly chemotactic for neutrophils and E. histolytica. Conclusions Epithelial monolayers exposed to enteropathogenic bacteria become more susceptible to E. histolytica damage. At the same time, phagocytosis of pathogenic bacteria by amoebae further increased epithelial cell damage. Significance The in vitro system presented here provides evidence that the Entamoeba/enteropathogenic bacteria interplay modulates epithelial cell responses to the pathogens. In mixed intestinal infections, where such interactions are possible, they could influence the outcome of disease. The results offer insights to continue research on this phenomenon.
Flash/no-flash fusion for mobile document image binarization

We propose a novel algorithm for improving the quality of binarized document images captured with a mobile device under low light conditions. In such scenarios, images captured without a flash often result in blur artifacts and poor signal-to-noise ratio, while images taken with the flash may produce information loss due to specular reflection in a localized region termed a “flash spot”. Our algorithm automatically triggers the capture of a pair of images, one with and one without flash, in rapid succession. The flash spot region (FSR) is first detected. The two images are then accurately aligned within the FSR using a multiscale alignment technique. Finally the images are binarized and fused in the vicinity of the FSR using an intelligent technique that minimizes fusion boundary artifacts. The result is a binary image that is largely identical to the binarized flash image, except within the FSR where content from the no-flash image is selectively incorporated. To our knowledge this is the first attempt to employ flash/no-flash fusion to improve binarization of mobile document images. Results show superior qualitative and quantitative performance of the proposed algorithm when compared with standard binarization applied to either the flash or no-flash image.
A framework for vulnerability analysis in sustainability science

Global environmental change and sustainability science increasingly recognize the need to address the consequences of changes taking place in the structure and function of the biosphere. These changes raise questions such as: Who and what are vulnerable to the multiple environmental changes underway, and where? Research demonstrates that vulnerability is registered not by exposure to hazards (perturbations and stresses) alone but also resides in the sensitivity and resilience of the system experiencing such hazards. This recognition requires revisions and enlargements in the basic design of vulnerability assessments, including the capacity to treat coupled human–environment systems and those linkages within and without the systems that affect their vulnerability. A vulnerability framework for the assessment of coupled human–environment systems is presented.
FPGA based video processing system for ubiquitous applications

In this paper, a novel FPGA based video/image processing architecture is introduced that is designed to deal with advanced computer vision applications in ubiquitous systems. As basic components of this architecture, some low-level image feature extraction algorithms including the Sobel edge detector and SUSAN edge and corner detectors were designed and implemented using FPGA software tools. A simple PCFPGA combined platform was proposed and designed for testing the performance of our design. Experimental results showed these components worked very well on an FPGA chip.
Collision probability computation based on vehicle to vehicle communication

In this paper, we propose a method to compute the collision probability of two cars at a traffic intersection. The cars' position, speed and intention are used to predict their trajectories, then the possible collision location is calculated, and the collision probability is computed as well. An experimental platform including simulated traffic intersection, an opti-track motion capture system, and a vehicle-to-vehicle communication system is built to demonstrate this method. By using the driver's intention information, the collision probability curves are generated, and the results are compared with those of the method without considering driver's intention. Experiment results show that the computed collision probability of this method is closer to that in the actual situations. Hence, it can aid drivers to make correct decisions at intersections. This method can also be used in future autonomous cars for collision avoidance through vehicle to vehicle communication.
Efficient Parsing of Domain Language

We present a new framework for specializing both Broad-Cove rag Grammars and probabilistic parsers to limited domains of language use. T his framework exploits statistically measurable biases in a limited domain to fit the pa rser coverage to the domain with manageable accuracy loss. An algorithm is presented an d applied to the DataOriented Parsing model. We exhibit empirical results conce r ing the behavior of the algorithm in speech-understanding in a dialogue system. Ex tensive experiments show that the specialized DOP model is almost as accurate as its no npecialized counterpart while being substantially smaller and faster.
Value of Information on Preference Heterogeneity and Individualized Care

Background . Cost-effectiveness analysis traditionally focuses on identifying when treatments are cost-effective based on their average benefits and costs in the population. However, there may be considerable value in identifying when treatments are cost-effective for individual patients given their preferences or other personal attributes. Objectives . To present a theoretical framework to assess the potential value of identifying cost-effective treatments for individual patients given their preferences and to compare the value of individualized treatment decisions with the value of treatment decisions based on traditional population-level cost-effectiveness analysis. Methods . The authors calculate the expected value of individualized care (EVIC), which represents the potential value of providing physicians information on the preferences of individual patients, such as quality-of-life (QOL) weights, so as to make individualized treatment decisions. They also show how EVIC varies with insurance structures that do not internalize relative costs of treatments. They illustrate this theory using an example in which physicians make treatment choices for 65-year-old prostate cancer patients. Results . The value of identifying cost-effective treatments at the individual level for 65-year-old prostate cancer patients in the United States is about $70 million annually. This is more than 100 times the $0.7 million annual value of identifying the cost-effective treatment on average for this population. However, failure to internalize costs almost eliminates the value of individualized care. Conclusions . The value of individualizing care can be far greater than the value of improved decision making at the group level. However, this can vary immensely with insurance. EVIC can provide a guide as to when the high value of individualized care may make population-level decision making especially at risk of providing poor guidance for coverage decisions. Future studies of the value of individualized care should also consider baseline levels of individualization of care. Key words: preferences; value of information; individualization of care; quality of life; prostate cancer. (Med Decis Making 2007; 27: 112—127)
Two novel motion-based algorithms for surveillance video analysis on embedded platforms

This paper proposes two novel motion-vector based techniques for target detection and target tracking in surveillance videos. The algorithms are designed to operate on a resource-constrained device, such as a surveillance camera, and to reuse the motion vectors generated by the video encoder. The first novel algorithm for target detection uses motion vectors to construct a consistent motion mask, which is combined with a simple background segmentation technique to obtain a segmentation mask. The second proposed algorithm aims at multi-target tracking and uses motion vectors to assign blocks to targets employing five features. The weights of these features are adapted based on the interaction between targets. These algorithms are combined in one complete analysis application. The performance of this application for target detection has been evaluated for the i-LIDS sterile zone dataset and achieves an F1-score of 0.40-0.69. The performance of the analysis algorithm for multi-target tracking has been evaluated using the CAVIAR dataset and achieves an MOTP of around 9.7 and MOTA of 0.17-0.25. On a selection of targets in videos from other datasets, the achieved MOTP and MOTA are 8.8-10.5 and 0.32-0.49 respectively. The execution time on a PC-based platform is 36 ms. This includes the 20 ms for generating motion vectors, which are also required by the video encoder.
Do Habitat Corridors Provide Connectivity?

Skeptics have questioned the empirical evidence that corridors provide landscape connectivity. Some also have suggested dangers of corridors. We reviewed published studies that empirically addressed whether corridors enhance or diminish the population viability of species in habitat patches connected by corridors. A randomized and replicated experimental design has not been used—and we argue is not required—to make inferences about the conservation value of corridors. Rather, studies can use observational or experimental analyses of parameters of target populations or movements of individual animals. Two of these approaches hold the greatest promise for progress, especially if the shortcomings of previous studies are remedied. First, experiments using demographic parameters as dependent variables—even if unreplicated—can demonstrate the demographic effects of particular corridors in particular landscapes. Such studies should measure demographic traits before and after treatment in both the treated area (corridor created or destroyed) and an untreated area (habitat patches isolated from one another). This approach is superior to observing the demographic conditions in various landscapes because of the tendency for corridor presence to be correlated with other variables, such as patch size, that can confound the analysis. Second, observations of movements by naturally dispersing animals in fragmented landscapes can demonstrate the conservation value of corridors more convincingly than can controlled experiments on animal movement. Such field observations relate directly to the type of animals (e.g., dispersing juveniles of target species) and the real landscapes that are the subject of decisions about corridor preservation. Future observational studies of animal movements should attempt to detect extra‐corridor movements and focus on fragmentation‐sensitive species for which corridors are likely to be proposed. Fewer than half of the 32 studies we reviewed provided persuasive data regarding the utility of corridors; other studies were inconclusive, largely due to design flaws. The evidence from well‐designed studies suggests that corridors are valuable conservation tools. Those who would destroy the last remnants of natural connectivity should bear the burden of proving that corridor destruction will not harm target populations.