Miracle-dz/UniFAR-FTUs huggingface dataset:
Fat-tailed and Skewed Asset Return Distributions Fat-tailed and Skewed Asset Return Distributions Organization of the Book Fat-tailed and Skewed Asset Return Distributions

ost of the concepts in theoretical and empirical finance that have been developed over the last 50 years rest upon the assumption that the return or price distribution for financial assets follows a normal distribution. Yet, with rare exception, studies that have investigated the validity of this assumption since the 1960s fail to find support for the normal distribution—or Gaussian distribution as it is also called. Moreover, there is ample empirical evidence that many, if not most, financial return series are heavy-tailed and possibly skewed. The “tails” of the distribution are where the extreme values occur. Empirical distributions for stock prices and returns have found that the extreme values are more likely than would be predicted by the normal distribution. This means that, between periods where the market exhibits relatively modest changes in prices and returns, there will be periods where there are changes that, are much higher (i.e., crashes and booms) than predicted by the normal distribution. This is not only of concern to financial theorists, but also to practitioners who are, in view of the frequency of sharp market down turns in the equity markets, troubled by the “. compelling evidence that something is rotten in the foundation of the statistical edifice . ” used, for example, to produce probability estimates for financial risk assessment. 1 Heavy or fat tails can help explain larger price fluctuations for stocks over short time periods than can be explained by changes in fundamental economic variables as observed by Robert Shiller (1981). Mathematical models of the stock market developed through the joint efforts of economists and physicists have provided support for price and return distributions with heavy tails. This has been done by
EE 348 : LECTURE AID # 08 Small Signal Models of MOS Technology Transistors

In this supplement to formal class lectures, we develop the small signal models for metaloxide-semiconductor field-effect transistor (MOSFET) technologies. Despite the exclusive focus on MOS technologies, the reader will surmise that the fundamental concepts and strategies of small signal modeling presented herewith are generally applicable to bipolar, III-V compound, and other semiconductor devices that offer an input port for signal application and an output port for signal responses. To this end, we shall assert that while the specific branch parameter values of the models we develop assuredly change as a function of the addressed device technology, the circuit topologies of virtually all small signal device models remain invariant with technology.
Teacher Perceptions and Course Development: A Case Study

Abstract Writing is often a difficult skill for English as a Foreign Language (EFL) learners. It is a complicated process which requires both syntactic and semantic knowledge and a great deal of effort to continuously practice (Watcharapunyawong & Usaha, 2013, p. 68). Thereby, the teaching and learning process requires the incorporation of different activities and techniques, and constant improvements of course content to meet both the course goals and needs of stakeholders. Previous preliminary work (Piriyasilpa, 2015), which investigated teacher perceptions toward Thai students’ English essay writing, found that the perceived quality of student writing varies depending on the criteria set by the teacher; and these criteria were influenced by teacher perceptions and background. The present study made an in-depth analysis of teacher comments on students’ English essay writing as well as the course description. Based on these findings, this paper proposes the potential contents of the English essay writing course and marking rubrics for assessment.
On the quantal mechanism of neural transmitter release

I have been asked on more than one occasion to explain the common denominator between the three of us who are sharing this year’s award in physiology or medicine. I think the answer is quite simple: the work of all three has a single source, namely the "discoveries relating to chemica1 transmission of nerve impulses" for which Henry Dale and Otto Loewi received a previous award in 1936. Dale and his colleagues, W. Feldberg, Marthe Vogt and G. L. Brown, had shown that in spite of the rapid and unfailing nature of neuromuscular transmission, the motor nerve impulse is not simply passed on to the muscle fibre, by a continuous process of electric excitation, but that there is intervention of a chemical mediator, involving the release from the nerve and the subsequent action on the muscle, of a specific transmitter substance, acetylcholine. This concept is summarized in the following scheme
Colloidal gels: equilibrium and non-equilibrium routes

We attempt a classification of different colloidal gels based on colloid–colloid interactions. We discriminate primarily between non-equilibrium and equilibrium routes to gelation, the former case being slaved to thermodynamic phase separation while the latter is individuated in the framework of competing interactions and of patchy colloids. Emphasis is put on recent numerical simulations of colloidal gelation and their connection to experiments. Finally, we underline typical signatures of different gel types, to be looked at, in more detail, in experiments.
A Latent Source Model for Online Time Series Classfication

In supervised classification, one attempts to learn a model of how objects map to labels by selecting the best model from some model space. The choice of model space encodes assumptions about the problem. We propose a setting for model specification and selection in supervised learning based on a latent source model. In this setting, we specify the model by a small collection of unknown latent sources and posit that there is a stochastic model relating latent sources and observations. With this setting in mind, we propose a nonparametric classification method that is entirely unaware of the structure of these latent sources. Instead, our method relies on the data as a proxy for the unknown latent sources. We perform classification by computing the conditional class probabilities for an observation based on our stochastic model. This approach has an appealing and natural interpretation that an observation belongs to a certain class if it sufficiently resembles other examples of that class. We extend this approach to the problem of online time series classification. In the binary case, we derive an estimator for online signal detection and an associated implementation that is simple, efficient, and scalable. In the project: 1. We will investigate the theoretical performance guarantees of the latent source model; 2. We will implement the model by python; 3. We will investigate the strategy to estimate the values of different parameters; 4. We will test our implementation and use the model to predict which news topics on Twitter will go viral to become trends and analyze the results.
The MAAP as a monitoring instrument for combustion aerosol near road traffic : an explorative study

Combustion aerosol is a more health relevant and a better indicator for dispersion of traffic-related exhaust emissions than PM 2.5 and PM 10. Therefore, monitoring combustion aerosol is proposed to assess the effects of traffic measures (environmental zoning; reduction of exhaust emissions; dynamic traffic management) on air quality and health. In present national and local monitoring networks, combustion aerosol is mainly measured automatically by the ETL SX-200 Black Smoke monitor. However, the resulting mass concentrations are semi-quantitative and the ETL SX-200 instrument is no longer commercially available. Hence, there is a need for an alternative method to monitor combustion aerosol. Combustion aerosol mainly consists of a mixture of elemental carbon (EC) and organic compounds (OC). EC is regarded an appropriate indicator for combustion aerosol. For air quality monitoring networks, the (intended) EU reference method-based on sampling of filters and thermal analysis of EC in the laboratory – is too time-consuming and too laborious. The Multi-Angle Absorption Photometer (MAAP) – already deployed by the DCMR in Rijnmond area-seems a more convenient option to measure automatically EC in ambient air. TNO, in collaboration with the GGD Amsterdam, has studied the applicability of the MAAP. Our study was performed in the framework of the Netherlands Policy Support Program on PM (" BOPII "), financed by the Ministry of Housing, Physical planning and Environment. The MAAP measures light transmitted through and reflected by a filter tape which continuously samples particulate matter. The optical measurement is internally converted to EC concentrations. Our study indicated that EC concentrations are a factor three higher downwind of the motorway A10 as compared to upwind concentrations. This is a significant increase when compared to PM 10 which in general increases less than 20% downwind of motorways. Also, at inner-urban roads with heavy traffic intensity, a similar increase of a factor three for EC concentrations was measured as compared to the urban background. The relatively low EC concentrations during the weekend are attributed to the limited number of heavy duty vehicles as compared to working days. This illustrate that EC concentrations may be applied to evaluate the impact of traffic measures on air quality and health. It is concluded that the MAAP is an appropriate, automatic instrument to measure EC as a proxy for the mass of combustion aerosol. From this explorative study, it is recommended:  to perform more parallel measurements between the MAAP and thermal analysis over a …
TRIPILLAR: a miniature magnetic caterpillar climbing robot with plane transition ability1

SUMMARY We present a miniature magnetic climbing robot with dimensions 96 × 46 × 64 mm3. With two degrees of freedom it is able to climb ferromagnetic surfaces and to make inner plane to plane transitions whatever their inclination is. This robot, named TRIPILLAR, combines triangular-shaped magnetic caterpillars and frame magnets. This particular configuration allows, for example, to move from ground to wall and ceiling and back. This achievement opens new avenues to use mobile robotics for industrial inspection with stringent size restrictions, such as the ones encountered in power plants.
Cardiovascular responses to hypoxia and anaemia in the toad Bufo marinus

SUMMARY Amphibians exhibit cardiorespiratory responses to hypoxia and, although several oxygen-sensitive chemoreceptor sites have been identified, the specific oxygen stimulus that triggers these responses remains controversial. This study investigates whether the cardiovascular response to oxygen shortage correlates with decreased oxygen partial pressure of arterial blood (PaO2) or reduced oxygen concentration ([O2]) in toads. Toads, equipped with blood flow probes and an arterial catheter, were exposed to graded hypoxia [fraction of oxygen in the inspired air (FIO2)=0.21, 0.15, 0.10, 0.07 and 0.05] before and after reductions in arterial [O2] by isovolemic anaemia that reduced haematocrit by approximately 50%. Toads responded to hypoxia by increasing heart rate (fH) and pulmocutaneous blood flow (Q̇pc) and reducing the net cardiac right-to-left-shunt. When arterial [O2] was reduced by anaemia, the toads exhibited a similar cardiovascular response to that observed in hypoxia. While arterial CO2 partial pressure (PaCO2) decreased significantly during hypoxia, indicative of increased alveolar ventilation, anaemia did not alter PaCO2). This suggests that reductions in [O2] mediate cardiovascular adjustments, while ventilatory responses are caused by reduced PaO2.
Designing a Wide Range High Performance Platform for Multiple Lamps

It is a usual request that one ballast being able to drive multiple fluorescent lamps; however, it introduces new issues in electronic ballast designing such as requirements for wider output range, new protection features, auto-restart capability, etc. Step by step, this paper goes through the design issues and as conclusion, defines a high performance electronic ballast platform for multiple lamps
Posted-by: Auto-faq 3.1.1.2 Archive-name: Physics-faq/measurement-in-qm

This is a FAQ on physical and metaphysical approaches to the measurement problem in QM. Please help make it more complete. SeèWhat is needed' for details. The existing sci.physics FAQ does a good job of dealing with technical questions in most areas of physics. However it has no material on interpretations of QM which are among the most frequently discussed topics in sci.physics. Perhaps in part because of that void a roguèFAQ' on the many worlds interpretation has appeared. That document is more a position paper that advocates the many worlds interpretation than an attempt at objectively answering questions about the interpretation. It contains serious factual errors. Thus there is a need for a document that provides a broader and more objective description of interpretations of QM and other approaches to the measurement problem. This document is probably out of date if you are reading it more than 30 days after the date which appears in the header. The easiest way for most people to get a copy of any FAQ is by anonymous FTP or via e-mail server from rtfm.mit. edu. By FTP, look for the file
Pseudo-node Reduction on Multi-access Networks for Algorithmic Simplification

Link-state Internet routing protocols such as OSPF and IS-IS currently implement extra nodes called pseudo-nodes in their link-state databases to represent networks. This letter studies the effect that this has on the run-time of Dijkstra's algorithm which is implemented alongside these protocols, and analytically determines a crossover point for the number of routers per network below which pseudo-nodes do not improve the efficiency of routing calculations. The results suggest that pseudo-nodes are not necessary or desirable for any practical network with a mean of less than six routers per Ethernet, contradicting popular belief.
Enactive Systems and Enactive Media: Embodied Human-Machine Coupling beyond Interfaces

ABSTRACT This paper proposes the concept of enactive system as an alternative to the standard human-computer system and elaborates the idea of content mediation as enactive media. The authors' system consists of the two elements coupled in a holistic manner by means of bodily and spatial involvement, or enactment. Such a system is recursive by nature, involving the impact of the technology on the human agent as well as the effect of the human experience on the technology. Instead of the standard explicit interface, there is an implicit connecting surface, based on unconscious psycho-physiological reactions. The aim is not only to point out an analytic approach to existing media systems but also to develop radically novel media concepts implied by the enactive systems.
Central Ghrelin Increases Food Foraging/hoarding That Is Blocked by Ghsr Antagonism and Attenuates Hypothalamic Paraventricular Nucleus Neuronal Activation Running Head: Ghsr Blockade Blocks Fasting-/ghrelin-induced Hoarding Increases Center for Obesity Reversal

244 words out of 250) 31 The stomach-derived “hunger hormone” ghrelin increases in circulation in direct response to 32 time since the last meal, increasing preprandially and falling immediately following food 33 consumption. We found previously that peripheral injection of ghrelin potently stimulates food 34 foraging (FF), food hoarding (FH) and food intake (FI) in Siberian hamsters. It remains, 35 however, largely unknown if central ghrelin stimulation is necessary/sufficient to increase these 36 behaviors regardless of peripheral stimulation of the ghrelin receptor [growth hormone 37 secretagogue receptor (GHSR)]. We injected three doses (0.01 μg, 0.1 μg, and 1.0 μg) of ghrelin 38 into the third ventricle (3V) of Siberian hamsters and measured changes in FF, FH, and FI. To 39 test the effects of 3V ghrelin receptor blockade, we used the potent GHSR antagonist JMV2959 40 to block these behaviors in response to food deprivation or a peripheral ghrelin challenge. 41 Finally, we examined neuronal activation in the arcuate nucleus (Arc) and paraventricular 42 hypothalamic nucleus (PVH) in response to peripheral ghrelin administration and 3V GHSR 43 antagonism. Third ventricular ghrelin injection significantly increased FI through 24 h and FH 44 through Day 4. Pretreatment with 3V JMV2959 successfully blocked peripheral ghrelin-induced 45 increases in FF, FH and FI at all time points and food deprivation-induced increases in FF, FH 46 and FI up to 4h. c-Fos-immunoreactivity was significantly reduced in the PVH, but not the Arc 47 following pretreatment with i.p. JMV2959 and ghrelin. Collectively, these data suggest central 48 GHSR activation is both necessary and sufficient to increase appetitive and consummatory 49 behaviors in Siberian hamsters. 50
Off-Label Use of Sodium Valproate for Schizophrenia

Background Off-label use of a drug not according to its regulatory labeling has become common in medicine, especially in the field of psychiatry. Mood stabilizers are intended to be used to attenuate mood fluctuations in bipolar disorder, but their use has spread to patients with schizophrenia, as it provides greater control of impulsivity and aggressiveness. Sodium valproate is one of the most frequently used mood stabilizers in psychiatry. This study determined the prevalence of off-label use of sodium valproate for schizophrenia and schizoaffective disorder in Abarbanel Psychiatric Hospital and the demographic and clinical characteristics associated with its use. Methods Retrospective study of patients hospitalized in 2011–2012 with a diagnosis of schizophrenia or schizoaffective disorder in one of three general psychiatric wards. Results Valproate use was significantly lower in the geriatric group (11.6% vs. 20.1%, chi square = 4.7, p = .03), in patients with schizophrenia (14.1% vs. schizoaffective disorder (35.2%), chi square = 29, p<. 001) and in patients receiving both atypical and typical antipsychotics (23.3% vs. 16.4%, p = .04). In multivariate logistic regression analysis, diagnosis and the combination of atypical and typical antipsychotics predicted the use of sodium valproate. The number of other medications prescribed did not predict sodium valproate use. Conclusions Off-label use of sodium valproate in psychiatric patients with schizophrenia or schizoaffective disorder is extensive, especially in younger patients and those with schizoaffective disorder. More research is needed to determine whether it is being prescribed appropriately.
Representation is Everything: Towards Efficient and Adaptable Similarity Measures for Biological Data

Distance function computation is an important operation in biological data mining. This is because the notion of similarity is often required as a key subroutine in many data mining algorithms such as clustering, search or indexing. Furthermore, since such applications typically require repeated distance function computation, it is desirable to perform this task as efficiently as possible. A wide variety of alignment functions have been designed in the literature in order to determine similarity between biological strings. Typically, most of these methods such as the edit distance or the Smith-Waterman algorithm rely on either a local or global form of alignment between the two string representations of the biological data. Yet, many of these methods suffer from a variety of drawbacks both in terms of effectiveness and efficiency in measuring similarity. In this paper, we examine the key qualitative issues in measurement of similarity among distance functions, and question the fundamental assumptions in using alignment measures over string representations of the biological data. We argue that the alignment approach is rigid and brittle, ignores several relevant compositional characteristics of the strings, is not easily trainable from examples, and is inherently resistant to an efficient data mining process from a representational point of view. We propose a fundamental overhaul in the methods for similarity computation of biological data by changing the underlying representation of the data. Our proposed methodology (PROSAC) uses PRObabilistic SAmpling for similarity Computations, and results in a new representation of the strings at a higher level of abstraction; yet the abstraction process has the effect of removing the noise in the distance measurements of precise alignment techniques. In addition, some forms of string representation in the PROSAC approach map to well known representational and distance computation methods in the data mining field, and therefore existing data mining software can be used directly and efficiently on the new representation. We also show that the approach is amenable to the use of supervision for parametric determination of efficient distance functions for particular tasks in biological analysis.
From a testing laboratory for railway technical components to a human factors simulation environment

Due to continuous automation and the introduction of new technologies at railway workplaces, there is a high demand for human factors research in the railway domain. In order to study the human contribution to performance and safety of the railway system, the Institute of Transportation in the German Aerospace Centre decided to upgrade the existing railway laboratory RailSiTe to a human factors simulation environment. As a result, valid subject studies for train drivers can be run without risk for life and material and do not interfere with real railway operations. This paper describes, how the original simulator – designed to test technical components for the European Train Control System – was reconfigured to meet the requirements for human factor studies. The chosen criteria are described as well as the possibilities of the new environment.
Effects of lysed Enterococcus faecalis FK-23 on experimental allergic rhinitis in a murine model

In the current study, we sought to investigate whether lysed Enterococcus faecalis FK-23 (LFK), a heat-killed probiotic preparation, attenuated eosinophil influx into the upper airway and had immunomodulatory activity in a murine allergic rhinitis model. Eighteen BALB/c mice were divided into three groups; the ovalbumin (OVA)-sensitized/challenged group, which received saline orally for 6 weeks (OVA group), the OVA-sensitized/challenged group, which received LFK orally for 6 weeks (LFK-fed group), and the non-sensitized group, which received saline for 6 weeks (saline control group). Nasal rubbing and sneezing were monitored during the study. After the final challenge, interleukin (IL)-4, interferon (IFN)-γ, and OVA-specific IgE levels in the sera and splenocyte culture supernatants were determined, eosinophilic infiltrate into the upper airway was quantified, and splenic CD4+CD25+ regulatory T cells (Tregs) were examined by flow cytometry. We found that nasal rubbing was significantly reduced in LFK-fed mice compared to the OVA group on d 27 and 35, and sneezing was significantly inhibited by LFK administration for 35 d. LFK-fed mice had significantly less eosinophil influx into the nasal mucosa than the OVA group. There were no significant differences between the LFK-fed group and OVA group in the serum and splenocyte culture supernatant levels of IL-4, IFN-γ, and OVA-specific IgE. Interestingly, the LFK-fed mice had a significantly greater percentage of splenic CD4+CD25+ Tregs than OVA group. Our results indicate that oral administration of LFK may alleviate nasal symptoms, reduce nasal eosinophilia, and increase the percentage of CD4+CD25+ Tregs in experimental allergic rhinitis.