Miracle-dz/UniFAR-FTUs huggingface dataset:
Hedge Fund Indices from an Academic Perspective: Reconciling Investability and Representativity

Following a growing concern among investors about the quality of hedge fund index return data, and given the lack of capacity and transparency specific to that industry, this paper questions from an academic perspective whether it is feasible or not to design hedge fund benchmarks satisfying all defining properties for a good index. In particular, in an attempt to test whether achieving investability necessarily comes at the cost of representativity, as sometimes claimed by hedge fund index providers, we borrow from the asset pricing literature the concept of factor replicating portfolios and apply it to the benchmarking of hedge fund style returns. Our results suggest that it is actually possible to construct representative indices based on a limited number of funds, except perhaps in the case of Equity Market Neutral strategies, provided that i) these funds are suitably selected and ii) an optimal portfolio is designed with the objective of replicating the common trend in hedge fund returns for a given strategy. A wide range of tests are performed that show that high correlation of the factor replicating portfolios with the common factor of returns for each strategy is remarkably robustness with respect to modifying the number of funds in the replicating portfolio, choosing less correlated funds, changing the frequency of rebalancing, using a static selection of funds or imposing constraints on weights. Edhec is one of the top five business schools in France owing to the high quality of its academic staff (100 permanent lecturers from France and abroad) and its privileged relationship with professionals that the school has been developing since its establishment in 1906. Edhec Business School has decided to draw on its extensive knowledge of the professional environment and has therefore concentrated its research on themes that satisfy the needs of professionals. Edhec pursues an active research policy in the field of finance. Its “Risk and Asset Management Research Centre” carries out numerous research programs in the areas of asset allocation and risk management in both the traditional and alternative investment universes. Copyright © 2004 Edhec
Still waiting for predictive biomarkers in Barrett's oesophagus

Barrett's oesophagus is important as a precursor of oesophageal adenocarcinoma via a metaplasia-dysplasia-carcinoma sequence. It is often detected on upper gastrointestinal endoscopy. In the absence of glandular dysplasia the risk of progression to cancer is low but ascertainment of dysplasia is not always straightforward. Sparse mucosal sampling may miss dysplasia, or reactive changes may be overinterpreted due to inter and intraobserver variation. Low-grade and even high-grade dysplasia do not necessarily progress, provided prevalent cancer has been rigorously excluded. This indeterminacy motivates an ongoing search for clinically useful predictive biomarkers. Although many genetic and epigenetic abnormalities have been associated with neoplastic progression in Barrett's mucosa no molecular tests have as yet been accepted into routine pathology practice. Challenges of assay definition remain and many marker studies lack statistical power or have other methodological flaws. Even where strong evidence of clinically relevant predictive value does exist (in the case of ploidy analysis by flow or image cytometry) adoption has been minimal, likely reflecting technological and possible reimbursement obstacles. Well designed multicentre studies are likely to be required to translate improved knowledge of Barrett's carcinogenesis into clinically significant progress on predictive testing, and will require a degree of cooperation not so far widely seen in the field.
Modélisation du risque opérationnel

Enron, 2,4 milliards de dollars, Baring Banck, 1,3 milliards de dollars, Allied Irish Bank, 690 millions de dollars. Nombreux sont les exemples sur les pertes operationnelles extremes et leurs montants sont menacants pour la stabilite du systeme financier. De meme, les pertes a hautes frequences et a basses severites representent un defi majeur devant les institutions financieres. Afin d'attenuer l'exposition au risque operationnel et reduire ses pertes, le comite de Bâle sur le controle bancaire et dans son nouvel accord "Bâle II" a invite les banques a developper leur propre modele de gestion et de mesure de capital pour ce risque. Nous proposons dans cette these un modele de quantification du risque operationnel en integrant des donnees internes et externes a la banque. Ce modele est constitute de quatre methodes de calcul, il prend en consideration les differents aspects manageriaux et quantitatifs du risque operationnel. La theorie des valeurs extremes consiste a analyser les queues de la distribution de probabilite, l'approche de la distribution de pertes s'interesse a expliquer les comportements des pertes, la mesure du risque residuel est une methode de calcul global du risque operationnel qui met en relation les differents risques bancaires et la methode d'enveloppement des donnees (data envelopment analysis, DEA) qui met en evidence la qualite des gestion interne de la banque
Biopsychosocial variables and attitudes towards treatment influence complicated hypertension.

BACKGROUND Complicated hypertension can be influenced by the characteristics of hypertensive patients. OBJECTIVE To associate the condition of complicated hypertension with biosocial variables such as attitudes and beliefs about the disease and treatment and subjective well-being. METHODS We studied 251 uncomplicated hypertensive patients (SBP > 140 mmHg and/or 90 < DBP < 110 mmHg for patients under no treatment and DBP <110mmHg for patients under treatment without target organ damage and other diseases) and 260 complicated hypertensive patients (DBP > 110 mmHg with or without treatment, with target organ damage or other diseases). RESULTS Complicated hypertensive patients were significantly different from uncomplicated ones (p <0.05) in relation to: 1 - Prevalence of men, not white (53.0%), higher body mass index (29.5 ± 4.6 vs 28.5 ± 4.0 kg/m²), over 10 years of disease (54.0%), completion of previous treatment (53.0%) and reports of sadness about life as a whole (74.0%) 2 - Complicated hypertensive patients never bring the drugs when they travel (59.0%), nor do they buy them before running out the drugs (71.0%) and rarely follow eating guidelines (69.0%) 3 - Uncomplicated hypertensive patients showed no more migraines, joint pain and, among women, menopausal status and hormone replacement therapy, and 4 - Of those who had pressure control (< 140/90 mmHg), 61.9% were uncomplicated hypertensive patients; and 5 - Complicated hypertensive patients were not aware that treatment can prevent kidney problems and they thought that young people do not have high blood pressure. CONCLUSION Complicated hypertensive patients showed more negative structural and psychosocial characteristics, more negative attitudes towards treatment and are unaware of the disease.
A logarithmic based pole-zero vocal tract model estimation for speaker verification

In this paper we investigate the use of formant and antiformant measurements of nasal consonants for speaker verification. The features are obtained using a pole-zero vocal tract model estimate optimized by minimizing a logarithmic criterion which is motivated by the perception of amplitude by the human auditory system. A GMM-UBM approach is used for performing speaker comparisons within the likelihood-ratio framework. Results are compared with systems based on Mel Frequency Cepstral Coefficients (MFCCs) as well as formant center frequencies and bandwidths obtained using the Snack Toolkit. The formant and anti-formant based system attains comparable results to the MFCC system and outperforms the formant-based approach while offering a more straightforward interpretation in terms of a physical speech production model.
The heavy frequency vector-based text clustering

The VSM with TF-IDF is a popular approach to represent a document. But it is not very fit for clustering in a dynamic or changing corpus because we have to update the TF-IDF value of every dimension of every VSM vector when we add a new file into the corpus. Furthermore, popular feature selection methods, such as DF, IG and chi, need some global corpus information before clustering. We present the heavy frequency vector, which considers only the most frequent words in a document. Since an HFV does not contain any global corpus information, it is easy to implement incremental clustering, especially in dynamic or changing corpus. We compare the HFV-based K-means model with the traditional VSM-based K-means model with different feature selection methods. The results show that the HFV model has better precision than others. However, the complexity of HFV model is greater than others.
Spawning networks

The deployment of new network architectures, services, and protocols is often manual, ad hoc, and time-consuming. We introduce "spawning networks," a new class of programmable networks that automate the life cycle process for the creation, deployment, and management of network architectures. These networks are capable of spawning distinct "child" virtual networks with their own transport, "parent's" network resources and in isolation from other spawned networks. Spawned child networks represent programmable virtual networks and support the controlled access to communities at users with specific connectivity, security, and quality of service requirements. In this article we present a framework for the realization of spawning networks based on the notion of the Genesis Kernel, a virtual network operating system capable of creating distinct virtual network architectures on the fly. We discuss the motivation and principles that underpin spawning networks and focus on the design of the transport, programming and life cycle environments, which comprise the main architectural components of the Genesis Kernel.
Community Care in England: Reducing Socioeconomic Inequalities in Heart Failure

Background— Socioeconomic deprivation is associated with increased heart failure (HF) incidence, hospitalization rates, and mortality. However, whether the delivery of survival-enhancing medical therapy is equitable remains uncertain. We examined secular trends in the uptake of key medical therapies (angiotensin-converting enzyme inhibitors or angiotensin receptor blockers, &bgr;-blockers, spironolactone) stratified by socioeconomic circumstances in patients with HF. Secondary analyses examined trends in HF incidence, prevalence, and survival. Methods and Results— This study was a cross-sectional observational analysis of nationally representative primary care data from England. Treatments for patients with HF in 1999 and 2007 (n=13 330) were extracted from the General Practice Research Database. Socioeconomic circumstances were defined with the Index of Multiple Deprivation 2007, a weighted composite of 7 area-level deprivation domains. Treatment uptake estimates were age standardized. The incidence and prevalence of HF decreased year to year. Although clear socioeconomic gradients in both the incidence and prevalence of HF were apparent, the absolute difference between most and least deprived reduced over time. Uptake of therapies improved over time in both men and women. Angiotensin-converting enzyme inhibitor/angiotensin receptor blocker uptake increased from 46% to 64%, &bgr;-blocker uptake from 12% to 41%, and spironolactone uptake from 3% to 20%. Modest age and sex inequalities were apparent. However, no consistent socioeconomic gradients were observed in either treatment or case fatality. Conclusions— Socioeconomic gradients in the incidence and prevalence of HF are reducing. Treatment is generally equitable and independent of socioeconomic circumstances. Most important, no significant inequality in outcomes was apparent. Future strategies should continue to address inequalities in the underlying causes of HF and to increase overall treatment levels further.
Whichever way you Choose to Categorize, Working Memory Helps you Learn

There has been growing interest in the relationship between the capacity of a person's working memory and their ability to learn to categorize stimuli. While there is evidence that working memory capacity (WMC) is related to the speed of category learning, it is unknown whether WMC predicts which strategies people use when there are multiple possible solutions to a categorization problem. To explore the relationship between WMC, category learning, and categorization strategy use, 173 participants completed two categorization tasks and a battery of WMC tasks. WMC predicted the speed of category learning, but it did not predict which strategies participants chose to perform categorization. Thus, WMC does not predict which categorization strategies people use but it predicts how well they will use the strategy they select.
A Generalized Bradley-Terry Model: From Group Competition to Individual Skill

The Bradley-Terry model for paired comparison has been popular in many areas. We propose a generalized version in which paired individual comparisons are extended to paired team comparisons. We introduce a simple algorithm with convergence proofs to solve the model and obtain individual skill. A useful application to multi-class probability estimates using error-correcting codes is demonstrated.
SERVQUAL x SERVPERF: comparao entre instrumentos para avaliao da qualidade de servios internos

Nos ultimos anos, diversos trabalhos tem considerado a importância da mensuracao da qualidade por clientes externos as organizacoes. No entanto, qualquer organizacao industrial, nao prescinde da avaliacao de desempenho dos servicos internos como um meio para a melhoria continua dos seus processos. Por isso, algumas pesquisas tem sugerido a utilizacao de instrumentos geralmente utilizados para mensuracao da qualidade por clientes externos na avaliacao de servicos internos. Nesse sentido, esse trabalho consiste na comparacao de dois instrumentos, SERVPERF e SERVQUAL e suas variantes com ponderacao, resultando em quatro instrumentos. No trabalho apresenta-se a aplicacao destes instrumentos de qualidade de servicos na mensuracao da qualidade de servicos internos em uma empresa do ramo industrial mecânico. Considera-se o servico interno do departamento de manutencao industrial prestado as diversas celulas de manufatura em uma empresa fabricante de ferramentas industriais, profissionais e instrumentos de medicao. Para a coleta dos dados foram aplicados questionarios para os usuarios dos servicos de manutencao e seus resultados foram analisados estatisticamente. O trabalho aponta que os valores obtidos para os instrumentos estudados sao proximos entre si e comparaveis aos resultados da literatura. O artigo conclui tambem que o uso dos instrumentos SERVPERF e SERVQUAL para medida de qualidade do servico de manutencao da empresa estudada foi viavel, nao havendo restricoes quanto aos estimadores de confiabilidade e validade.
Author's Personal Copy Computerized Medical Imaging and Graphics Semi-automated Assessment of Left Ventricular Mass Using Transaxial Tc-99m Sestamibi Spect Imaging

In most cases authors are permitted to post their version of the article (e.g. in Word or Tex form) to their personal website or institutional repository. Authors requiring further information regarding Elsevier's archiving and manuscript policies are encouraged to visit: a b s t r a c t The " left ventricular mass " (LVM) using Tc-99m Sestamibi SPECT imaging may be a useful parameter to quantitatively assess the left ventricle and hence its function. The LVM was determined without reorienting the images along the long axis of the left ventricle. A comparison with reoriented SPECT images was then performed. The LVM showed the expected variations among different pathological heart conditions and the control subjects. The left ventricular mass obtained from non-reoriented tomographic views of the myocardium can be a useful index to quantitatively assess various heart conditions where the myocardium lacks perfusion either between rest and stress studies or similar conditions in longitudinal studies.
Identifying targets for COPD treatment through gene expression analyses

Despite the status of chronic obstructive pulmonary disease (COPD) as a major global health problem, no currently available therapies can limit COPD progression. Therefore, an urgent need exists for the development of new and effective treatments for COPD. An improved understanding in the molecular pathogenesis of COPD can potentially identify molecular targets to facilitate the development of new therapeutic modalities. Among the best approaches for understanding the molecular basis of COPD include gene expression profiling techniques, such as serial analysis of gene expression or microarrays. Using these methods, recent studies have mapped comparative gene expression profiles of lung tissues from patients with different stages of COPD relative to healthy smokers or non-smokers. Such studies have revealed a number of differentially-regulated genes associated with COPD progression, which include genes involved in the regulation of inflammation, extracellular matrix, cytokines, chemokines, apoptosis, and stress responses. These studies have shed new light on the molecular mechanisms of COPD, and suggest novel targets for clinical treatments.
Pleural Mesothelioma in New Caledonia: Associations with Environmental Risk Factors

Background High incidences of malignant mesothelioma (MM) have been observed in New Caledonia. Previous work has shown an association between MM and soil containing serpentinite. Objectives We studied the spatial and temporal variation of MM and its association with environmental factors. Methods We investigated the 109 MM cases recorded in the Cancer Registry of New Caledonia between 1984 and 2008 and performed spatial, temporal, and space–time cluster analyses. We conducted an ecological analysis involving 100 tribes over a large area including those with the highest incidence rates. Associations with environmental factors were assessed using logistic and Poisson regression analyses. Results The highest incidence was observed in the Houaïlou area with a world age-standardized rate of 128.7 per 100,000 person-years [95% confidence interval (CI), 70.41–137.84]. A significant spatial cluster grouped 18 tribes (31 observed cases vs. 8 expected cases; p = 0.001), but no significant temporal clusters were identified. The ecological analyses identified serpentinite on roads as the greatest environmental risk factor (odds ratio = 495.0; 95% CI, 46.2–4679.7; multivariate incidence rate ratio = 13.0; 95% CI, 10.2–16.6). The risk increased with serpentinite surface, proximity to serpentinite quarries and distance to the peridotite massif. The association with serpentines was stronger than with amphiboles. Living on a slope and close to dense vegetation appeared protective. The use of whitewash, previously suggested to be a risk factor, was not associated with MM incidence. Conclusions Presence of serpentinite on roads is a major environmental risk factor for mesothelioma in New Caledonia.
Neurodegenerative disease and adult neurogenesis

The generation and cell death of newly generated cells have critical roles in brain development and maintenance in the embryonic and adult brain. Alterations in these processes are also seen in neurodegenerative diseases. Genes that are key players in neurodegenerative diseases (α‐synuclein, presenilin‐1, tau, huntingtin) are also physiologically involved in modulating brain plasticity. Interestingly, in some neurodegenerative diseases, the specific alterations in neurogenic areas such as the dentate gyrus and subventricular zone/olfactory bulb system parallel the early or premotor symptoms that are seen in the early stages of these diseases, such as depression, anxiety or olfactory dysfunction. We will review the modulation of neurogenesis in animal models and human brains of Parkinson’s disease, Huntington’s disease and Alzheimer’s disease.
GENETIC LINKS TO THE REINFORCING EFFECTS OF ALCOHOL IN A SOCIAL CONTEXT

Development of interpersonal relationships is a fundamental human motivation, and behaviors facilitating social bonding are prized. Some individuals experience enhanced reward from alcohol in social contexts and may be at heightened risk for developing and maintaining problematic drinking. There has been little systematic research conducted in group settings, though, and no prior studies have tried to link genetic variation to alcohol’s socially reinforcing effects. This research investigated whether the rewarding effects of alcohol in a group setting are associated with genetic variation implicated in the development of alcohol use disorders. Specifically, this study tested the moderating influence of genes encoding the dopamine D2 and D4 receptors, the serotonin transporter, and the alpha receptor for gamma-aminobutryic acid (GABAA) on the effects of alcohol on social bonding. Social drinkers (N=427; males=50.12%) were assembled into three-person unacquainted groups, and given a moderate dose of alcohol, placebo, or a non-alcohol (control) beverage, which they consumed over 36-min. To assess social bonding, participants completed the Perceived Group Reinforcement Scale immediately after the group drinking period. In addition, their social interaction was video-recorded, and the duration of facial behaviors was systematically coded using the Facial Action Coding System. After applying the Bonferroni correction to control for false positives in multiple genotype comparisons, there was one significant gene x environment interaction. Results showed that carriers of at least one copy of the 7-repeat allele of the DRD4 VNTR reported higher perceived social bonding in the alcohol, relative to placebo or control conditions, whereas alcohol did not affect ratings of 7-absent allele carriers. Findings indicate that carriers of the 7-repeat allele were especially sensitive to alcohol’s effects on social bonding. These data converge with other recent gene-environment interaction findings implicating the DRD4 polymorphism in the development of alcohol use disorders, and results suggest a specific pathway by which social factors may increase risk for problematic drinking among 7-repeat carriers.
An Automated Algorithm for Detection of Hydrometeor Returns in Micropulse Lidar Data

Abstract A cloud detection algorithm for a low power micropulse lidar is presented that attempts to identify all of the significant power returns from the vertical column above the lidar at all times. The main feature of the algorithm is construction of lidar power return profiles during periods of clear sky against which cloudy-sky power returns are compared. This algorithm supplements algorithms designed to detect cloud-base height in that the tops of optically thin clouds are identified and it provides an alternative approach to algorithms that identify significant power returns by analysis of changes in the slope of the backscattered powers with height. The cloud-base heights produced by the current algorithm during nonprecipitating periods are comparable with the results of a cloud-base height algorithm applied to the same data. Although an objective validation of algorithm performance on high, thin cirrus is lacking because of no truth data, the current algorithm produces few false positive and fals.