Miracle-dz/UniFAR-FTUs huggingface dataset:
THE EFFECTS OF DERIVATIVES TRADING ON STOCK MARKET VOLATILITY : THE CASE OF THE ATHENS STOCK EXCHANGE

1. Abstract One of the most important issues that have occupied the financial managers and the academicians in Finance all over the world is the financial markets volatility and the need to forecast it accurately. The stock prices depend on the investment behavior which, in turn, is affected by the efficiency of volatility forecasting. The purpose of this paper is to examine the volatility in the Greek stock market after the introduction of futures contracts on the FTSE/ASE-20 index. Various volatility forecasting approaches are used such as GARCH and EGARCH models and the GJR model using the data for a sample period of 10 years. There are controversial results in existing literature. Some studies concluded that there was an increase on the underlying spot market volatility of the examined asset after the introduction of futures while other studies concluded that there was a decrease. Most of the previous studies break the sample period into two sub-periods, one period before the introduction of futures trading and one after that introduction. In this paper, we are going to use the same approach. In order to capture the volatility, we apply at the same time the EGARCH(1,1), GARCH(1,1) and the TGARCH(1,1) models for the pre-futures period and the post-futures period as well, with and without a dummy variable. The results of this study indicate that the introduction of futures leads to a significant change in the spot market volatility of the FTSE/ASE-20 index. 1.1. Introduction The need for market completeness has generated the need to create some financial instruments that will allow investors to hedge and thus, to be secured from price fluctua-4 tions. The introduction of derivatives such as futures and options gave the financial managers the ability to create efficient portfolios in order to benefit from prices " upwards or downwards movements. For that reason, the demand for options and futures has increased since 1970 " s (Alexander, 2001) significantly. The first official Derivatives Markets was the Chicago Boards of Trade and the Chicago Mercantile Exchange (1973), while futures trading began in 1865 at the Chicago Board of Trade (Hull, 2006). However, it should be noted, the possibility that the October " s 1987 market crash, known as Black Monday, was exacerbated by the trading of futures and options contracts (Fabozzi and Modigliani, 1992). The concept of volatility in the stock market is defined as a measure for the size and …
Computer vision based characterization of production phases for pastry goods

Advances in computing technology to improve the automation of industrial production processes has grown the expectations for food products of high quality and safety standards. Computer vision and machine learning techniques provide an alternative for developing automated and cost-effective methods to accomplish the requirements in food industry. In this paper, we propose several computer vision algorithms to characterize the process of transformation of bakery goods during production. Features are extracted from images acquired from a camera mounted in the furnace of a manufacturing company that produces bakery foods. Radial Basis Function Neural Network (RBFNN) is used to model the transformation of appearance of a particular product of interest. The RBF Neural Network offers several advantages compared to other neural network architectures especially when a characterization of a transitional process is needed. RBFNN possesses the property of best approximation and the output of the network can be optimized by setting suitable values of the center and the spread of RBF. Experimental results indicate that gradient based features have higher recognition rate due to their ability to capture the texture.
Detection of NDP based attacks using MLD

Neighbor Discovery Protocol (NDP) is one of the core protocol in IPv6 network. It provides facilities like Stateless Address Autoconfiguration (SLAAC), Neighbor unreachability Detection (NUD), address resolution (similar to ARP in IPv4) etc. Due to lack of authorization in NDP messages, many attacks like Neighbor Solicitation (NS) spoofing, Neighbor Advertisement (NA) spoofing, Man-in-the-Middle (MiTM), Denial-of- Service (DoS) etc. are possible. The attack detection mechanism proposed in this paper is based on two different schemes, passive monitoring scheme and active detection mechanism using probing. In the proposed scheme, we build state of the network using Multicast Listener Discovery (MLD) queries and validate captured packets with this state. This allows us to detect attacks almost instantaneously and reduce the network traffic induced by IDS as compared to Active Probing scheme and at the same time retain its high detection rate.
Decisions under risk and partial knowledge modelling uncertainty and risk aversion

We deal with decisions under risk starting from a partial preference relation on a finite set of generalized convex lotteries, that are random quantities equipped with a convex capacity. A necessary and sucient condition (Choquet rationality) is provided for its representability as a Choquet expected utility of a strictly increasing utility function. The restriction to concave utility functions is discussed. Moreover, we show that this condition, with or without the constraint of concavity for the utility function, assures the extension of the preference relation and it actually guides the decision maker in the extension process.
Female urinary incontinence, from pregnancy to menopause: a review of epidemiological and pathophysiological findings

Hypotheses that might explain urinary incontinence during pregnancy and after childbirth have been examined. The prevalence of urinary incontinence reaches a maximum during pregnancy and decreases after childbirth. Cesarean delivery is associated with lower rates of stress incontinence than vaginal delivery. Women delivered by cesarean section differ from women who had a vaginal delivery through pre‐existing characteristics associated with the incontinence risk, producing a selection bias. The only randomized trial (intention of vaginal delivery vs. elective caesarean section) was not conclusive. The suspected etiological factors consist of congenital elements, obesity, aging, pregnancy and vaginal delivery. They are likely to have an effect at different times and on different portions of the urethral sphincter complex. Unfortunately, there exist no cohorts facilitating description of the natural history of female urinary incontinence. Given the small amount of usable data available, it is not possible to draw any conclusions concerning the possible long‐term protective effects of cesarean section.
Organization and development of brain stem auditory nuclei of the chicken: Ontogeny of N. magnocellularis and N. laminaris

Nucleus magnocellularis (NM) and nucleus laminaris (NL) are, respectively, second‐ and third‐order auditory nuclei in the chicken brain stem. In this report the morphogenesis of these nuclei is examined. The times of origin of the cells of these nuclei were studied with 3H‐thymidine autoradiography. The number of cells in each nucleus and their rostro‐caudal distribution within each nucleus was determined in Nissl‐stained sections at 9, 11, 13, 15, 17, 19, and 21 days of incubation. For the above ages the volumes of NM and NL were also calculated planimetrically and the rostro‐caudal distribution of volume within each nucleus was studied.
Angular Momentum Redistribution by Waves in the Sun

We calculate the angular momentum transport by gravito-inertial-Alfvén waves and show that, so long as prograde and retrograde gravity waves are excited to roughly the same amplitude, the sign of angular momentum deposit in the radiative interior of the Sun is such as to lead to an exponential growth of any existing small radial gradient of rotation velocity just below the convection zone. This leads to formation of a strong thin shear layer (of thickness about 0.3% R☉) near the top of the radiative zone of the Sun on a timescale of order 20 yr. When the magnitude of differential rotation across this layer reaches about 0.1 μHz, the layer becomes unstable to shear instability and undergoes mixing, and the excess angular momentum deposited in the layer is returned to the convection zone. The strong shear in this layer generates a toroidal magnetic field which is also deposited in the convection zone when the layer becomes unstable. This could possibly start a new magnetic activity cycle seen at the surface.
Explicit Finite Difference Methods for the Delay Pseudoparabolic Equations

Finite difference technique is applied to numerical solution of the initial-boundary value problem for the semilinear delay Sobolev or pseudoparabolic equation. By the method of integral identities two-level difference scheme is constructed. For the time integration the implicit rule is being used. Based on the method of energy estimates the fully discrete scheme is shown to be absolutely stable and convergent of order two in space and of order one in time. The error estimates are obtained in the discrete norm. Some numerical results confirming the expected behavior of the method are shown.
Managing Opposition in a Hybrid Regime: Just Russia and Parastatal Opposition

In this article Luke March explores the Russian authorities’ efforts to “manage democracy” through the creation of “parties of power. ” It focuses on the quasi-leftist party Just Russia, one of four parties currentiy represented in the Russian Duma and the only one that represents a “parastatal” opposition (opposition owned and controlled by the state). The history of Just Russia tells us much about the dynamics of what Andrew Wilson has described as Russia's “virtual politics“: the regime must continually organize manageable quasi-opposition parties in order to bolster its democratic credentials and channel real social discontent, yet whenever it does so effectively, it quickly creates a potential political threat that must be neutralized. Just Russia has parallels in other authoritarian party systems, such as Mexico under the Partido Revolucionario Institucional (PRI) or Nigeria under Abacha and Babangida; the main difference in contemporary Russia lies in the remarkable skill with which Russian state actors conjure up and promote ersatz parties. Nevertheless, even in Russia, virtual politics may become real politics in the longer term.
Path planning and off-line programming in laser remanufacturing robot system

Laser remanufacturing system is a new advanced manufacturing technology, which is based on robot, high-tech surface techniques and rapid prototyping technology. It has been developed quickly in recent years. Due to laser remanufacturing is a multi-species and small volume production, however, robot teaching programming is very difficult to meet its requirements. An off-line programming system for laser remanufacturing is developed based on FANUC's industrial robot R-2000iB/125L in this paper. Mathematica6.0 is used as the path planner. LabVIEW is automatic programming tool. ROBOGUIDE is used as simulation environment. Using the path planner simple and complicated curves in CAD can be transformed into moving path and motion instructions can be created automatically. After testing, robot end moves smoothly as expected and performs well.
Robust Collaborative Online Learning

We consider a collaborative variant of prediction with expert advice. In each round, one user wishes to make a prediction, and must choose which expert to follow. The users would like to share their experiences in order to learn faster--ideally they could amortize the same total regret cross the whole community of users. However, some of the users may behave maliciously, distorting their reported payoffs in order to manipulate the honest users of the system. And even if all users behave honestly, different experts may perform better for different users, such that sharing data can be counterproductive. We present a robust collaborative algorithm for prediction with expert advice, which guarantees that every subset of users H perform nearly as well as if they had shared all of their data, and ignored all data from users outside of H. This algorithm limits the damage done by the dishonest users to O(root(T)), compared to the O(T) we would obtain by naively aggregating data. We also extend our results to general online convex optimization. The resulting algorithm achieves low regret, but is computationally intractable. This demonstrates that there is no statistical obstruction to generalizing robust collaborative online learning, but leaves the design of efficient algorithms as an open problem.
Characterization of the inducible nickel and cobalt resistance determinant cnr from pMOL28 of Alcaligenes eutrophus CH34

From pMOL28, one of the two heavy metal resistance plasmids of Alcaligenes eutrophus strain CH34, we cloned an EcoRI-PstI fragment into plasmid pVDZ'2. This hybrid plasmid conferred inducible nickel and cobalt resistance (cnr) in two distinct plasmid-free A. eutrophus hosts, strains AE104 and H16. Resistances were not expressed in Escherichia coli. The nucleotide sequence of the 8.5-kb EcoRI-PstI fragment (8,528 bp) revealed seven open reading frames; two of these, cnrB and cnrA, were assigned with respect to size and location to polypeptides expressed in E. coli under the control of the bacteriophage T7 promoter. The genes cnrC (44 kDa), cnrB (40 kDa), and cnrA (115.5 kDa) are probably structural genes; the gene loci cnrH (11.6 kDa), cnrR (tentatively assigned to open reading frame 1 [ORF]; 15.5 kDa), and cnrY (tentatively assigned to ORF0ab; ORF0a, 11.0 kDa; ORF0b, 10.3 kDa) are probably involved in the regulation of expression. ORF0ab and ORF1 exhibit a codon usage that is not typical for A. eutrophus. The 8.5-kb EcoRI-PstI fragment was mapped by Tn5 transposon insertion mutagenesis. Among 72 insertion mutants, the majority were nickel sensitive. The mutations located upstream of cnrC resulted in various phenotypic changes: (i) each mutation in one of the gene loci cnrYRH caused constitutivity, (ii) a mutation in cnrH resulted in different expression of cobalt and nickel resistance in the hosts H16 and AE104, and (iii) mutations in cnrY resulted in two- to fivefold-increased nickel resistance in both hosts. These genes are considered to be involved in the regulation of cnr. Comparison of cnr of pMOL28 with czc of pMOL30, the other large plasmid of CH34, revealed that the structural genes are arranged in the same order and determine proteins of similar molecular weights. The largest protein CnrA shares 46% amino acid similarity with CzcA (the largest protein of the czc operon). The other putative gene products, CnrB and CnrC, share 28 and 30% similarity, respectively, with the corresponding proteins of czc.
A Human Behavior-Based Routing Protocol in E-Care System

In this paper, the characteristics of network link quality is investigate under the condition of human movement. A new routing metric called dynamic neighbor quality threshold is introduced, which can reflect the dynamic changes of human behavior into traditional routing metric schemes to make the choice of routing path be more sensitive to link changes caused by human behavior. This can be achieved by employing the raw data of acceleration sensors attached on human body. In this paper a human behavior-based routing protocol for wireless sensor networks is proposed. We run a series of experiments in a complex health care environment to evaluate this proposed protocol. Experimental results show that this approach can deduce the energy consumption and achieve a high data arrival rate.
College of Arts and Sciences Building an Intelligent Assistant for Digital Forensics Table of Contents

Software tools designed for disk analysis play a critical role today in digital forensics investigations. However, these digital forensics tools are often difficult to use, usually task specific, and generally require professionally trained users with IT backgrounds. The relevant tools are also often open source requiring additional technical knowledge and proper configuration. This makes it difficult for investigators without some computer science background to easily conduct the needed disk analysis. In this dissertation, we present AUDIT, a novel automated disk investigation toolkit that supports investigations conducted by non-expert (in IT and disk technology) and expert investigators. Our system design and implementation of AUDIT intelligently integrates open source tools and guides non-IT professionals while requiring minimal technical knowledge about the disk structures and file systems of the target disk image. We also present a new hierarchical disk investigation model which leads AUDIT to systematically examine the disk in its totality based on its physical and logical structures. AUDIT’s capabilities as an intelligent digital assistant are evaluated through a series of experiments comparing it with a human investigator as well as against standard benchmark disk images.
Proteinase-Activated Receptor-2-Mediated Relaxation in Mouse Tracheal and Bronchial Smooth Muscle: Signal Transduction Mechanisms and Distinct Agonist Sensitivity

We characterized the tracheal and bronchial relaxation caused by proteinase-activated receptor-2 (PAR-2) activation in ddY mice and/or in wild-type and PAR-2-knockout mice of C57BL/6 background. Ser-Leu-Ile-Gly-Arg-Leu-amide (SLIGRL-NH2) and Thr-Phe-Leu-Leu-Arg-amide, PAR-2- and PAR-1-activating peptides, respectively, caused relaxation in the isolated ddY mouse trachea and main bronchus. The relaxation was abolished by specific inhibitors of cyclooxygenase (COX)-1, COX-2, mitogen-activated protein kinase kinase (MEK), and p38 MAP kinase. The MEK and p38 MAP kinase inhibitors did not affect prostaglandin E2-induced relaxation. Inhibitors of cytosolic Ca2+-dependent phospholipase A2 (PLA), Ca2+-independent PLA2, diacylglycerol lipase, tyrosine kinase, and protein kinase C exhibited no or only minor inhibitory effects on the PAR-mediated relaxation. Trypsin, a PAR-2 activator, and 2-furoyl-Leu-Ile-Gly-Arg-Leu-amide, a potent PAR-2-activating peptide, in addition to SLIGRL-NH2, caused airway relaxation in wild-type C57BL/6 mice, as in ddY mice. In PAR-2-knockout mice, the peptide effects were absent and the potency of trypsin decreased. Desensitization of PAR-2 and/or PAR-1greatly suppressed the relaxant effect of trypsin. The bronchial and tracheal tissues displayed distinct sensitivities toward trypsin and the PAR-2-activating peptides. Our data indicate an involvement of both COX-1 and COX-2, and the MEK-extracellular signal-regulated kinase and p38 MAP kinase signaling pathways in the PAR-2- and PAR-1-triggered relaxation of mouse airway tissue, and substantiate a role for PAR-2 in regulating both the trachea and bronchial responsiveness in the mouse lung.
An opportunistic transmission mechanism for seamless video streaming in the MIMO-capable wireless ad hoc network

The Multiple Inputs Multiple Output (MIMO) antenna technique provides two transmission modes, MUX and DIV. The MUX mode increases data rate and, on the other hand, the DIV mode reliability or transmission range. In this paper, we propose an opportunistic transmission mechanism that adaptively changes the MIMO transmission mode to provide reliability for the seamless video streaming service. Also, our mechanism utilizes an extra detour path for resolving congestion. We aim to satisfy various QoS requirements of multi-priority video data packets by assigning different paths and MIMO modes to different priority packets. Thanks to the low overhead of a single detour path and the opportunistic MIMO transmission mode change, our proposed mechanism becomes a proper solution for the seamless video streaming service. By carrying out extensive simulations, we show that our mechanism improves the network throughput.
Visual separation of concerns through multidimensional program storage

Aspect-oriented software development (AOSD) has primarily focused on linguistic and meta-linguistic mechanisms for separating concerns in program source. However, the kinds of concern separation and complexity management that AOSD endeavors to achieve are not the exclusive province of programming language design.In this paper, we propose a new model of concern separation called visual separation of concerns (VSC), which is based on a new model of program storage. By altering the mechanisms used to store and manipulate program artifacts, much of the capability of concern separation can be captured without performing any linguistic transformations. We also describe our implementation of VSC, which is based on Stellation, an experimental software configuration management system. The VSC approach combined with software configuration management can have advantages over conventional approaches by avoiding program transformations, by providing persistent storage of features such as concern maps, and by enabling new techniques for concern identification and manipulation.
Pure CMOS one-time programmable memory using gate-ox anti-fuse

A pure CMOS one-time programmable (PCOP) memory is developed as electrically programmable nonvolatile memory for general purposes. The memory cell consists of a thin-oxide PMOS transistor, a thick-oxide NMOS barrier transistor and a selection transistor. It is programmed with the dielectric breakdown of the thin gate oxide. A high voltage generator is built-in so as to be programmable after packaging.
RACOON-A HARDWARE-INTHE-LOOP SIMULATION ENVIRONMENT FOR TELEOPERATED PROXIMITY OPERATIONS I-SAIRAS 2012

The RACOON (Real-time Attitude Control and OnOrbit Navigation) laboratory was set up at our laboratory to provide an end-to-end simulation environment for teleoperated orbital activities. These activities cover aspects of on-orbit servicing missions with uncooperative client satellites as well as space debris removal missions. The current focus of the investigations is on teleoperation of proximity operations, and rendezvous & docking. This paper provides an overview of the simulation environment and its special requirements for including the human operator in the simulation. RACOON consists of a simulated space segment and a real time mission control center, which can be connected via simulated or real data relay satellite links, using our ground station. The simulated space segment can furthermore integrate hardware-in-the-loop components to test actuator and sensor hardware under realistic motion and lighting conditions.
Modified K-means algorithm for emotional intelligence mining

Data mining algorithms are widely used in many fields of science and technology. Clustering algorithms are the popular algorithms of data mining. K-means is the most popular and simplest of all clustering algorithm and used in various fields. The basic K-means algorithm has some problems, such as, it may produce empty clusters, immense computational complexity and poor quality of cluster. This paper focusing on minimizing the problems of K-means algorithm by some modifications in it. Post modification, K-means algorithm applied on large sensitive Emotional Intelligence (EI) data set, rather than simple numerical data set, to get meaningful clusters. Samples of 200 person's emotional intelligence data collected from the survey. Then applied modified algorithm on EI data to create the clusters of persons based on emotions. This cluster analysis will be useful in the organization for team formation, team leader selection and decision making purpose. From the experiment, it was found that modified K-means, worked efficiently than basic K-means on EI data.