Miracle-dz/UniFAR-FTUs huggingface dataset:
Large Deviations Applications to Finance

Modern large deviations theory, pioneered by Donsker and Varadhan [12], concerns the study of rare events and it has become a common tool for the analysis of stochastic systems in a variety of scientific disciplines and in engineering. The theory developed by Donsker and Varadhan is a generalization of Laplace's principle and Cramér's theorem. Here we concentrate in applications to finance and risk management. Large deviations theory is discussed in this encyclopedia. A wealth of monographs discuss the topic in detail, see for instance (Dembo and Zeitouni [9], Deuschel and Strook [10], Dupuis and Ellis [11]). Here, we shall discuss applications to mathematical finance, that includes option pricing, risk management and portfolio optimization (the reader may also consult [21], which includes details behind many of the topics touched here). Before discussing these applications, however, let us just provide a brief introduction to some basic concepts underlying the theory of large deviations. Definition: A sequence of random objects (Z n : n ≥ 0) taking values on some topological space S, satisfies a large deviations principle with rate function (J (z) : z ∈ S), if for each Borel measurable set A ∈ S inf z∈A o J (z) ≤ lim n→∞ − 1 n log P (Z n ∈ A) ≤ lim n→∞ − 1 n log P (Z n ∈ A) ≤ inf z∈A J (z) , and J (·) is non-negative and upper semicontinuous. Here A o and A stand respectively for the interior and closure of A. Throughout our discussion we may assume that S is a Polish space (i.e. a separable, completely metriz-able topological space). One can show that if a large deviations principle holds, then there exists a deter-ministic element z ∈ S such that Z n =⇒ z (where =⇒ denotes weak convergence). In many applications , S is a function space, so Z n is a stochastic process and z is the asymptotically most likely path. A large deviations principle is intuitively interpreted as having the formal approximation P (Z n ≈ z) ≈ exp (−nJ (z)) , (1) for z outside a neighborhood of z. The previous approximation does not carry any rigorous meaning, nevertheless, the formal use of (1) often allows to infer large deviations properties of stochastic systems that can be later justified rigorously using large deviations theory. The rigorous meaning behind (1) is given by Varadhan's lemma (see Dembo …
Drusen in the Peripheral Retina of the Alzheimer's Eye.

BACKGROUND Recent work on Alzheimer's disease (AD) diagnosis focuses on neuroimaging modalities; however, these methods are expensive, invasive, and not available to all patients. Ocular imaging of biomarkers, such as drusen in the peripheral retina, could provide an alternative method to diagnose AD. OBJECTIVE This study compares macular and peripheral drusen load in control and AD eyes. METHODS Postmortem eye tissues were obtained from donors with a neuropathological diagnosis of AD. Retina from normal donors were processed and categorized into younger (<55 years) and older (>55 years) groups. After fixation and dissection, 3-6 mm punches of RPE/choroid were taken in macular and peripheral (temporal, superior, and inferior) retinal regions. Oil red O positive drusen were counted and grouped into two size categories: small (<63 μm) and intermediate (63-125 μm). RESULTS There was a significant increase in the total number of macular and peripheral hard drusen in older, compared to younger, normal eyes (p<0.05). Intermediate hard drusen were more commonly found in the temporal region of AD eyes compared to older normal eyes, even after controlling for age (p<0.05). Among the brain and eye tissues from AD donors, there was a significant relationship between cerebral amyloid angiopathy (CAA) severity and number of temporal intermediate hard drusen (r=0.78, p<0.05). CONCLUSION Imaging temporal drusen in the eye may have benefit for diagnosing and monitoring progression of AD. Our results on CAA severity and temporal intermediate drusen in the AD eye are novel. Future studies are needed to further understand the interactions among CAA and drusen formation.
The role of feature accessibility in memory conjunction errors.

THE ROLE OF FEATURE ACCESSIBILITY IN MEMORY CONJUNCTION ERRORS SEPTEMBER 2006 MUNGCHEN WONG, B.A. UNIVERSITY OF ARIZONA M.S., UNIVERSITY OF MASSACHUSETTS AMHERST Ph.D., UNIVERSITY OF MASSACHUSETTS AMHERST Directed by: Professor Caren M. Rotello Memory conjunction error is a common phenomenon that occurs when we incorrectly combine parts of previously experienced memories to create an entirely new memory . For example, such an error has occurred when a person remembers seeing the word Toothache after viewing the words toothpick and earache instead. Two theories have been proposed in the literature to account for the mechanisms underlying such errors. In one account, memory' conjunction errors occur because features stored in episodic memory' are incorrectly conjoined. In another account, memory 7 conjunction errors occur simply because conjunction lures seems familiar. In an attempt to distinguish the two theories, the current research focuses on the differences between retrieval mechanisms. Experiment 1 introduces and examines an important factor, the accessibility of episodic features. Experiment 2 further confirms that feature accessibility plays an important role in the occurrence of feature errors. Experiment 3 investigates the retrieval dynamics of the two types of episodic features. The current data pose major problems for the binding theory's claim about a feature binding process occurring at retrieval. Taken as a whole, the current data also show that unified events can be represented differently in episodic memory depending on the nature of the associated features.
Research on Performance Estimation Model of Distributed Network Simulation Based on PDNS Conservative Synchronization Mechanism in Complex Environment

PDNS can provide a more accurate and effective simulation of large-scale network topology. How to predict and improve its simulation performance has become a hot topic. This paper analyzes the main impacting factors in the distributed network simulation and on this basis, builds the performance estimation model of distributed network simulation based on PDNS conservative synchronization mechanism in complex environment, and then verifies it through experiments. The results show that the model can accurately estimate the simulation performance of PDNS in the complex environment.
Honey: A dataflow programming language for the processing, featurization and analysis of multivariate, asynchronous and non-uniformly sampled scalar symbolic time sequences

We introduce HONEY; a new specialized programming language designed to facilitate the processing of multivariate, asynchronous and non-uniformly sampled symbolic and scalar time sequences. When compiled, a Honey program is transformed into a static process flow diagram, which is then executed by a virtual machine. Honey's most notable features are: (1) Honey introduces a new, efficient and non-prone to error paradigm for defining recursive process flow diagrams from text input with the mindset of imperative programming. Honey's specialized, high level and concise syntax allows fast and easy writing, reading and maintenance of complex processing of large scalar symbolic time sequence datasets. (2) Honey guarantees programs will be executed similarly on static or real-time streaming datasets. (3) Honey's IDE includes an interactive visualization tool which allows for an interactive exploration of the intermediate and final outputs. This combination enables fast incremental prototyping, debugging, monitoring and maintenance of complex programs. (4) In case of large datasets (larger than the available memory), Honey programs can be executed to process input greedily. (5) The graphical structure of a compiled program provides several desirable properties, including distributed and/or paralleled execution, memory optimization, and program structure visualization. (6) Honey contains a large library of both common and novel operators developed through various research projects. An open source C++ implementation of Honey as well as the Honey IDE and the interactive data visualizer are publicly available.
Ditto processor

Concentration of design effort for current single-chip commercial-off-the-shelf (COTS) microprocessors has been directed towards performance. Reliability has not been the primary focus. As supply voltage scales to accommodate technology scaling and to lower power consumption, transient errors are more likely to be introduced. The basic idea behind any error tolerance scheme involves some type of redundancy. Redundancy techniques can be categorized in three general categories: (1) hardware redundancy, (2) information redundancy, and (3) time redundancy. Existing time redundant techniques for improving reliability of a superscalar processor utilize the otherwise unused hardware resources as much as possible to hide the overhead of program re-execution and verification. However, our study reveals that re-executing of long latency operations contributes to performance loss. We suggest a method to handle short and long latency instructions in slightly different ways to reduce the performance degradation. Our goal is to minimize the hardware overhead and performance degradation while maximizing the fault detection coverage. Experimental studies through microarchitecture simulation are used to compare performance lost due to the proposed scheme with non-fault tolerant design and different existing time redundant fault tolerant schemes. Fourteen integer and floating-point benchmarks are simulated with 1.8/spl sim/13.3% performance loss when compared with non-fault-tolerant superscalar processor.
Outcome of Assisted Reproductive Technology (ART) and Subsequent Self-Reported Life Satisfaction

Objective To compare life satisfaction between women with successful or unsuccessful outcome after assisted reproductive treatment (ART) by taking into account the time since the last ART. Design Cohort study. Setting Tertiary hospital. Patients A total of 987 consecutive women who had undergone ART during 1996–2007 were invited and altogether 505 women participated in the study. Interventions A postal enquiry with a life satisfaction scale. Main Outcome Measure Self-reported life satisfaction in respect to the time since the last ART. Results In general, women who achieved a live birth after ART had a significantly higher life satisfaction than those who had unsuccessful ART, especially when compared in the first three years. The difference disappeared in the time period of 6–9 years after ART. The unsuccessfully treated women who had a child by some other means before or after the unsuccessful ART had comparable life satisfaction with successfully treated women even earlier. Conclusions Even if unsuccessful ART outcome is associated with subsequent lower level of life satisfaction, it does not seem to threaten the long-term wellbeing.
Nucleic Acid Detection Using Bioluminescence Regenerative Cycle and Statistical Signal Processing

An important emerging research area is the study and development of signal processing techniques for rapid real- time nucleic acid detection (1). In this paper, we focus on the newly developed bioluminescence regenerative cycle (BRC) technique, and apply statistical signal processing to the data identification problem. This extended summary provides a description of the BRC platform and experiments, the statistical model employed for analysis, and some preliminary experimental results.
A Unified Approach to Diffusion Analysis of Queues with General Patience-Time Distributions

We propose a unified approach to establishing diffusion approximations for queues with impatient customers within a general framework of scaling customer patience time. The approach consists of two steps. The first step is to show that the diffusion-scaled abandonment process is asymptotically close to a function of the diffusion-scaled queue length process under appropriate conditions. The second step is to construct a continuous mapping not only to characterize the system dynamics using the system primitives, but also to help verify the conditions needed in the first step. The diffusion approximations can then be obtained by applying the continuous mapping theorem. The approach has two advantages: (i) it provides a unified procedure to establish the diffusion approximations regardless of the structure of the queueing model or the type of patience-time scaling; and (ii) it makes the diffusion analysis of queues with customer abandonment essentially the same as the diffusion analysis of queues without customer abandonment. We demonstrate the application of this approach via the single-server system with Markov-modulated service speeds in the traditional heavy-traffic regime and the many-server system in the Halfin-Whitt regime and the nondegenerate slowdown regime.
The perfectionism model of binge eating : idiographic and nomothetic tests of an integrative model

Perfectionism is implicated in the onset, course, and remission of disordered eating (Bastiani, Rao, Weltzin, & Kaye, 1995; Bruch, 1979; Cockell et al., 2002; Stice, 2002; Tozzi, et al., 2005; Vohs, Bardone, Joiner, & Abramson, 1999; references are contained in Appendix F on p. 271). Building on the above research tradition, this dissertation proposed and evaluated a model relating perfectionism to binge eating. This new model is termed the Perfectionism Model of Binge Eating (PMOBE). According to the PMOBE, perfectionism confers vulnerability to binge eating by generating encounters with and by magnifying responses to specific triggers of binge eating: namely, perceived discrepancies, low self-esteem, depressive affect, and dietary restraint. A multi-site, 7-day, web-based structured daily diary study was conducted to test the PMOBE. Overall, 566 female university students participated, and these individuals provided 3509 useable diary responses. A data analytic strategy involving structural equation modeling and multilevel modeling generally supported the PMOBE. For example, a structural model relating socially prescribed perfectionism (i.e., perceiving that others are demanding perfection of oneself) to binge eating through the aforementioned binge eating triggers demonstrated acceptable fit. Multilevel mediation also indicated that the influence of self-oriented perfectionism (i.e., demanding perfection of oneself) and socially prescribed perfectionism on binge eating operated through the abovementioned binge eating triggers (excepting dietary restraint). Support for multilevel moderation was limited, but suggested that the relationship between self-oriented perfectionism and binge eating was conditional upon dietary restraint. This study is, to my knowledge, the first to examine the perfectionism-disordered eating connection using a structured daily diary methodology. Thus, this study offered a unique perspective apart from the usual cross-sectional and nomothetic research on perfectionism and eating pathology. In particular, this study suggested that, in their day-to-day lives, perfectionistic individuals (especially socially prescribed perfectionists) inhabit a world permeated with putative triggers of binge eating. Although perfectionism appeared to generate “exposure to” binge eating triggers, by and large, it did not seem to magnify responses to these same triggers (Bolger & Zuckerman, 1995, p. 890). A somewhat qualified version of the PMOBE was thus supported, with socially prescribed perfectionism assuming greater importance than self-oriented perfectionism and with perfectionism conferring vulnerability to binge eating by generating environments with, but not magnifying responses to, binge triggers. Overall, this dissertation contributed new knowledge to our understanding of the precipitants and the correlates of binge eating and highlighted the idea that perfectionism may play an important part in binge eating.
Photosynthetic light harvesting: excitons and coherence

Photosynthesis begins with light harvesting, where specialized pigment–protein complexes transform sunlight into electronic excitations delivered to reaction centres to initiate charge separation. There is evidence that quantum coherence between electronic excited states plays a role in energy transfer. In this review, we discuss how quantum coherence manifests in photosynthetic light harvesting and its implications. We begin by examining the concept of an exciton, an excited electronic state delocalized over several spatially separated molecules, which is the most widely available signature of quantum coherence in light harvesting. We then discuss recent results concerning the possibility that quantum coherence between electronically excited states of donors and acceptors may give rise to a quantum coherent evolution of excitations, modifying the traditional incoherent picture of energy transfer. Key to this (partially) coherent energy transfer appears to be the structure of the environment, in particular the participation of non-equilibrium vibrational modes. We discuss the open questions and controversies regarding quantum coherent energy transfer and how these can be addressed using new experimental techniques.
CURRENT STATUS OF DENDRITIC CELL IMMUNOTHERAPY OF MALIGNANCIES

Because dendritic cells (DC) are central to the induction of antigen-specific T cell responses, their use for the active immunotherapy of malignancies has been of considerable interest. Since clinical trials with DC-based vaccines have been initiated, a number of important developmental issues have become apparent. These include the ideal source and type of DC, the form of antigen and method of loading DC, whether to induce maturation, the route and timing of immunization, and the optimal clinical scenario. Clinical responses such as stability of disease and tumor regressions have been reported in some patients, particularly with melanoma, myeloma, and prostate cancer.
Uncertainty of Feedback and State Estimation Determines the Speed of Motor Adaptation

Humans can adapt their motor behaviors to deal with ongoing changes. To achieve this, the nervous system needs to estimate central variables for our movement based on past knowledge and new feedback, both of which are uncertain. In the Bayesian framework, rates of adaptation characterize how noisy feedback is in comparison to the uncertainty of the state estimate. The predictions of Bayesian models are intuitive: the nervous system should adapt slower when sensory feedback is more noisy and faster when its state estimate is more uncertain. Here we want to quantitatively understand how uncertainty in these two factors affects motor adaptation. In a hand reaching experiment we measured trial-by-trial adaptation to a randomly changing visual perturbation to characterize the way the nervous system handles uncertainty in state estimation and feedback. We found both qualitative predictions of Bayesian models confirmed. Our study provides evidence that the nervous system represents and uses uncertainty in state estimate and feedback during motor adaptation.
Synaptonemal Complex Protein SYCP3 of the Rat: Evolutionarily Conserved Domains and the Assembly of Higher Order Structures

SYCP3 is a major structural protein component of vertebrate synaptonemal complexes as well as an important determinant of male fertility, at least in mammals. The elucidation of SYCP3 polymerization properties would provide important information towards our understanding as to how synaptonemal complexes are assembled and disassembled during meiotic prophase. To this end we have investigated the possible contribution of different SYCP3 domains to the assembly of higher order structures. We observed that the evolutionarily conserved domains of the molecule (i.e. the α-helix together with the two flanking motifs CM1 and CM2) are not only necessary but also sufficient for SYCP3 polymerization. The relevance of these results for reproduction biology is underscored by recent studies showing that the deletion of the very end of the α-helix and CM2 leads to meiosis disruption and infertility in humans.
Attention gating in short-term visual memory.

Subjects first detected a target embedded in a stream of letters presented at the left of fixation and then, as quickly as possible, shifted their attention to a stream of numerals at the right of fixation. They attempted to report, in order, the four earliest occurring numerals after the target. Numerals appeared at rates of 4.6,6.9,9.2, and 13.4/s. Scaling analyses were made of (a) item scores, P,(r), the probability of a numeral from stimulus position i appearing in response position r,r = (l,2,3, 4), and (b) order scores, PiBj, the probability that a numeral from stimulus position /' appeared earlier in the response than one from stimulus position;'. For all subjects, targets, and numeral rates, the relative position of numerals in the response sequence showed clustering, disorder, and folding. Reported numerals tended to cluster around a stimulus position 400 ms after the target. The numerals were reported in an apparently haphazard order—at high numeral rates, inverted iBj pairs were as frequent as correct pairs. The actual order of report resulted from a mixture of correctly ordered numerals with numerals ordered in the direction opposite to their order of presentation (folding around the cluster center). These results are quantitatively described by a strength theory of order (precedence) and are efficiently predicted by a computational attention gating model (AGM). The AGM makes quantitatively correct predictions of over 500 values ofPt(r), PIBj in 12 conditions with two attention and three to six detection parameters estimated for each subject. The AGM may be derived from a more general attention model that assumes (a) after detection of the target an attention gate opens briefly (with a bell-shaped time course) to allow numerals to enter a visual short-term memory, and (b) subsequent order of report depends on both item strength (how wide the gate was open during the numeral's entry) and on order information (item strength times cumulative strength of prior numerals).
Het dual-process model: De rol van assimilatie en accommodatie in de aanpassing aan reumatoïde artritis

Objectives. Persons with rheumatoid arthritis often experience symptoms like pain, fatigue and movement restrictions. Due to these symptoms patients can experience difficulties in attainting personal goals. This longitudinal study examines the influence of goal management strategies – assimilation and accommodation – on the change in the indicators of a successful adaptation to rheumatoid arthritis. These factors are: anxiety, depression, purpose in life, positive affect and satisfaction with family participation, social participation, work participation and autonomous outdoor participation. Methods. 181 patients with rheumatoid arthritis participated in the longitudinal questionnaire study (65% women, mean age: 60 years). First, two repeated measures analyses of variance were conducted to determine if the strategies – assimilation and accommodation – remain stable over the three measurements. Second, eight separate hierarchical multiple-regression analyses were conducted to examine the relative importance of the strategies for the change in the adaptation. Results. Accommodation remains stable over the three measurements. However assimilation does not remain stable over the three measurements. Over the three measurements lower levels of assimilation occurred. Assimilation at the first measurement has no influence on the change in the eight adaptation factors. Accommodation increases the level of purpose in life, positive affect and the satisfaction with social participation one year later. Conclusion. Higher levels of accommodation is for three adjustment factors a better predictor of a change in the successful adaptation to rheumatoid arthritis than assimilation.