Miracle-dz/UniFAR-FTUs huggingface dataset:
The large-maturity smile for the SABR and CEV-heston models

Large-time asymptotics are established for the SABR model with β = 1, ρ ≤ 0 and β < 1, ρ = 0. We also compute large-time asymptotics for the constant elasticity of variance (CEV) model in the large-time, fixed-strike regime and a new large-time, large-strike regime, and for the uncorrelated CEV-Heston model. Finally, we translate these results into a large-time estimates for implied volatility using the recent work of Gao and Lee (2011) and Tehranchi (2009).
RNet: A Hierarchical P2P Overlay Network for Improving Locality in a Mobile Environment

Unstructured peer-to-peer (p2p) systems such as Gnutella use a flooding mechanism to find resources or nodes. These systems waste bandwidth usage and cannot be deployed in a large-scale environment, called scalability problem. To address scalability problem, DHT(distributed hash table)-based p2p systems distribute resources uniformly among nodes. But, they cannot guarantee the shortest physical distance from a request or to a resource, called locality problem. In a mobile environment, because a user with mobile device moves and requires a service related to user location, locality problem must be addressed. In this paper, we propose a DHT-based hierarchical p2p overlay network, called RNet, with goals of addressing locality problem and providing location-based discovery in a mobile environment. RNet has some advantages such as configuring a dynamic p2p network, reducing discovery time and providing locality-based discovery. We evaluate RNet to show that it can address locality problem efficiently and simulation results demonstrate that RNet improves on discovery time by 30% and routing hops by 25% depending on given environment.
Minimum Distance Error Correction

A method is presented for incorporating error correction using a minimum distance measure into LR parsers. The method is suitable for use by an automatic parser-generator. State information in the LR parser stack at the point of detection of error is used to generate a set of strings which are potential repairs to the input. A string with least minimum distance from the actual input is chosen and the parser is restarted. Practical methods for generating the set of repairs are discussed.
Marker concentration patterns of labelled leaf and stem particles in the rumen of cattle grazing bermuda grass (Cynodon dactylon) analysed by reference to a raft model*

Large (>1600 μm), ingestively masticated particles of bermuda grass (Cynodon dactylon L. Pers.) leaf and stem labelled with 169Yb and 144Ce respectively were inserted into the rumen digesta raft of heifers grazing bermuda grass. The concentration of markers in digesta sampled from the raft and ventral rumen were monitored at regular intervals over approximately 144 h. The data from the two sampling sites were simultaneously fitted to two pool (raft and ventral rumen–reticulum) models with either reversible or sequential flow between the two pools. The sequential flow model fitted the data equally as well as the reversible flow model but the reversible flow model was used because of its greater application. The reversible flow model, hereafter called the raft model, had the following features: a relatively slow age-dependent transfer rate from the raft (means for a gamma 2 distributed rate parameter for leaf 0.0740 v. stem 0.0478 h-1), a very slow first order reversible flow from the ventral rumen to the raft (mean for leaf and stem 0.010 h-1) and a very rapid first order exit from the ventral rumen (mean of leaf and stem 0.44 h-1). The raft was calculated to occupy approximately 0.82 total rumen DM of the raft and ventral rumen pools. Fitting a sequential two pool model or a single exponential model individually to values from each of the two sampling sites yielded similar parameter values for both sites and faster rate parameters for leaf as compared with stem, in agreement with the raft model. These results were interpreted as indicating that the raft forms a large relatively inert pool within the rumen. Particles generated within the raft have difficulty escaping but once into the ventral rumen pool they escape quickly with a low probability of return to the raft. It was concluded that the raft model gave a good interpretation of the data and emphasized escape from and movement within the raft as important components of the residence time of leaf and stem particles within the rumen digesta of cattle.
Risk Analysis for Insurance Business in the Presence of Dependent Extremal Risks

Consider a discrete-time insurance risk model in which net insurance losses (equal to the total claim amount plus other costs minus the total premium income) within individual periods form a sequence of independent and identically distributed random variables. In the beginning of each period, the insurer invests a proportion of his/her wealth in a risky stock and keep the rest in a risk-free bond. We study the tail behavior the aggregate discounted losses, which is expressed in terms of a sum-product structure. A general asymptotic formula is derived and is further refined for losses following a subexponential distribution in the Fréchet or Gumbel max-domain of attraction.
Eecient Learning of Linear Perceptrons

We consider the existence of eecient algorithms for learning the class of half-spaces in < n in the agnostic learning model (i.e., making no prior assumptions on the example-generating distribution). The resulting combinatorial problem-nding the best agreement half-space over an input sample-is NP hard to approximate to within some constant factor. We suggest a way to circumvent this theoretical bound by introducing a new measure of success for such algorithms. An algorithm is-margin successful if the agreement ratio of the half-space it outputs is as good as that of any half-space once training points that are inside the-margins of its separating hyper-plane are disregarded. We prove crisp computational complexity results with respect to this success measure: On one hand, for every positive , there exist eecient (poly-time)-margin successful learning algorithms. On the other hand, we prove that unless P=NP, there is no algorithm that runs in time polynomial in the sample size and in 1== that is-margin successful for all > 0.
Modeling of traveling-wave amplification photodetectors (TAP detectors)

High speed, high efficiency, low noise and high saturation power are the characteristics desired for detectors in high bit-rate long-haul optical communication systems. We present the modeling of traveling-wave application photodetectors. These novel monolithic devices combine optical gain and absorption in a distributed fashion along a traveling-wave structure, providing high-responsivity and high-speed performance, without sacrificing saturation power. We present the models used to simulate the behavior of these devices, as well as their result. We show that TAP detectors have higher saturation power than other detectors with the same bandwidth-efficiency product, at the price of a small noise penalty, which is also calculated. The result is a net increase in the dynamic range.
A framework for considering opportunities and threats in distributed software development

In this paper we present an overview of the field of distributed development of software systems and applications (DD). Based on an analysis of the published literature, we consider threats to communication, coordination and control in DD caused by Temporal Distance, Geographical Distance, and Socio-Cultural Distance. The analysis results in a more complete framework for reasoning in the DD domain which should be a useful resource for both academic researchers and practitioners.
WhatTheySaid: Enriching UK Parliament Debates with Semantic Web

To improve the transparency of politics, the UK Parliament Debate archives have been published online for a long time. However there is still a lack of efficient way to deeply analysis the debate data. What They Said is an initiative to solve this problem by applying natural language processing and semantic Web technologies to enrich UK Parliament Debate archives and publish them as linked data. It also provides various data visualisations for users to compare debates over years.
Anchored navigation: coupling panning operation with zooming and tilting based on the anchor point on a map

We propose two novel map navigation techniques, called Anchored Zoom (AZ) and Anchored Zoom and Tilt (AZT). In these techniques, the zooming and tilting of a virtual camera are automatically coupled with users' panning displacements so that the anchor point determined by users always remains in a viewport. This allows users to manipulate a viewport without mode-switching among pan, zoom, and tilt while maintaining a sense of distance and direction from the anchor point. We conducted an experiment to evaluate AZ and AZT and compare them with Pan & Zoom (PZ) [17] and Speed-dependent Automatic Zooming (SDAZ) [10] in off-screen target acquisition tasks and spatial recognition tests. Results showed that our proposed techniques were more effective than those of competitors in reducing time to reach off-screen objects while maintaining users' sense of distance and direction as well as PZ.
Design Of Biorthogonal Wavelet Systems By Maximizing Balanced Regularity

The regularity has been proposed as an important requirement to design wavelet systems but it was not clear how it can be used for the design. In this paper, a balanced regularity measurement is used to obtain several filters that improve results previously published. The design method is clearly presented and studied. This method is based on empirical measurements over a great number of wavelet filters. Key-Words: Image coding, Compression, Wavelets, Filter design, Regularity.
Chronic Arsenic Exposure and Adverse Pregnancy Outcomes in Bangladesh

Background: Chronic exposure to arsenic through drinking water has the potential to cause adverse pregnancy outcomes, although the association has not been demonstrated conclusively. This cross-sectional study assessed the association between arsenic in drinking water and spontaneous abortion, stillbirth, and neonatal death. Methods: In this cross-sectional study, 533 women were interviewed. Information on sociodemographic characteristics, drinking water use, and adverse pregnancy outcomes was obtained through a structured pretested interviewer-administered questionnaire. The respondents reported use of a total of 223 tube wells; for 208 wells, water samples were measured using an ultraviolet/visible spectrophotometry method, whereas 15 were measured by flow-injection hydride generation atomic absorption spectrometry (FIHG-AAS). Results: Excess risks for spontaneous abortion and stillbirth were observed among the participants chronically exposed to higher concentrations of arsenic in drinking water after adjusting for participant's height, history of hypertension and diabetes, and (for neonatal death only) age at first pregnancy. Comparing exposure to arsenic concentration of greater than 50 μg/L with 50 μg/L or less, the odds ratios were 2.5 (95% confidence interval = 1.5–4.3) for spontaneous abortion, 2.5 (1.3–4.9) for stillbirth, and 1.8 (0.9–3.6) for neonatal death. Conclusions: These study findings suggest that chronic arsenic exposure may increase the risk of fetal and infant death.
Finding Regulatory Motifs with Maximum Density Subgraphs

The identification of over-represented but imperfectly conserved motifs in genomic DNA is a problem with important biological applications, such as the discovery of regulatory elements that determine the timing, location, and level of gene transcription. Experimental techniques such as ChIP-chip and geneexpression microarrays can identify sets of genomic regions that are likely to be enriched for binding sites of a given transcription factor, which can then be mined computationally for an associated binding motif. This problem has been tackled many times with a number of disparate methods[4,5,6,7,8,9,10,11,12,13,14,15,16,17,19,21,29]. A thorough examination of the field has also been published [38].
A psychological and social perspective on completed suicides in Western Anatolia, Turkey: a case-control psychological autopsy study

A psychological and social perspective on completed suicides in Western Anatolia, Turkey: a case-control psychological autopsy study Objective: Aim of this study was an evaluation of the completed suicide rate as well as exploring what associated psychological and social factors might have increased the risk of death from suicide. Method: The study examines all adult suicide cases in the Province of Denizli that occurred between January 2009 and December 2010. In addition to examining the judicial f iles, interviews were conducted with the suicide victims’ relatives to elaborate the cases and evaluate the risk factors for suicide. For 19 of 53 suicide victims (35.9%), no interviews were conducted; telephone interviews were carried out with relatives of 27 of the victims (50.9%), and face-to-face interviews were held with relatives of 7 of the subjects (13.2%). Healthy controls were randomly chosen from the registers of 14 Denizli primary healthcare centers. The 31 control individuals were from a similar geographic area and social backgrounds as the case group. Results: Of the cases, 13.2% (n=7) were female, while 86.8% (n=46) were male. The mean age was 41.57±15.33 years. The total mean age of the control group was 42.84±16.98 years (p=0.725). The results of this study showed that a history of psychiatric disorder, prior suicide attempts, a history of alcohol abuse, stressful life events, and lack of social support/interaction were associated with suicide. Conclusion: Clinical and psychosocial factors such as a history of psychiatric disorder, unemployment, and financial or relationship problems increase the risk of suicide.
Regular Maximum Principle in the Time Optimal Control Problems with Time-Varying State Constraint

In this paper the necessary conditions for optimality are obtained for regular solutions of the time optimal control problems with time-varying state constraint. Is constructed an example of time optimal control problem with active time varying state constraint, where the optimal trajectory achieves the boundary of the state constraint infinitely number times, the adjoint function is absolutely continuous, non trivial and at the same time the adjoint system is homogeneous.
LOW CRUDE PROTEIN , AMINO ACID-SUPPLEMENTED DIETS , AND THE GLYCINE REQUIREMENT IN LOW CRUDE PROTEIN DIETS FOR BROILERS

ii ACKNOWLEDGEMENTS I would like to thank Dr. Southern for challenging me everyday and helping me to develop into a better scientist. I especially want to thank Dr. Southern for the opportunities to conduct undergraduate research because it allowed me to find out how much I truly enjoyed research. As an undergraduate, Dr. Bidner encouraged me to pursue research, and I am very grateful to him for that extra encouragement. Also, I would like to thank Dr. Bidner for giving me the opportunity to be a teaching assistant. I also want to thank Dr. Williams for serving on my committee and inspiring an interest in endocrinology. I would like to thank Dustin Dean for being honest with me and for his advice on how to be successful in graduate school. I also appreciate that Dustin was willing to be a mentor when I conducted my undergraduate research. I also would like to thank Rob Payne for all of his advice and guidance on research. I want to thank all the graduate students that helped me along the way. Paul Casey told me that the graduate students that you work with will become your friends because you spend every waking moment with them. He was exactly right. I would especially like to thank Syrena for our many discussions on research and life. Syrena has offered me a lot of encouragement throughout this program and I am very grateful to her. I also want to thank Emily for her support and the many cups of coffee she made for me. I also would like to thank Danielle, Melanie, Jenny, Amanda, and Victor for all their help throughout the last two years. iii I want to thank Mr. Gerry, Mr. Curt, Mr. Charles and James for all their help at the poultry farm. I also want to thank Rebecca, Alison, Hoop, and Jack for all their help with my grower and nursery pig projects. Laurie Lynch has been a wonderful friend since sixth grade and her encouragement to be successful throughout my school career has truly meant a lot to me. I also want to thank Kelli Drago for encouraging me to reach my goals. I would like to thank my mom and dad for supporting me in my decisions, especially the decision to attend graduate school. I also want to thank them for the many opportunities they have given me. I want …
Determining the Tobii I-VT Fixation Filter’s Default Values

In Tobii Studio 2.3 a new fixation filter was introduced, i.e. the Tobii I-VT Fixation Filter. In this paper we describe the test method used to determine the default values for the fixation filter and present the results from that test. We also discuss the collected results and deduct from those results the values deemed most suitable as default values for the fixation filter, which will be used within various research fields and by various users. This paper is a complement to the paper The Tobii I-VT Fixation Filter - Algorithm description, which also can be found on Tobii’s website.
A two-phase method for bi-objective combinatorial optimization and its application to the TSP with profits

We study a variant of the two-phase method for general bi-objective combinatorial optimization problems. First, we analyze a basic enumerative procedure, often used in literature to solve specific bi-objective combinatorial optimization problems, making it suitable to solve general problems. We show that the procedure generates the exact set E of efficient points by solving exactly 2[notdef]E[notdef] − 1 single objective problems. Second, we embed the procedure in a classic two-phase framework, where supported points are computed in the first phase and unsupported points are computed in the second phase. We test the refined approach on a hard problem, namely the Traveling Salesman Problem with Profits, a bi-objective generalization of the well known Traveling Salesman Problem. On the tested instances, the procedure outperforms the [epsilon1]-constraint method, one of the most used approaches to solve exactly general bi-objective combinatorial optimization problems.
Observability using Binary Particle Swarm Optimization

(2008) PMU placement for power system observability using binary particle swarm optimization. Abstract—A binary particle swarm optimization (BPSO) based methodology for the optimal placement of phasor measurement units (PMUs) for complete observability of a power system is presented in this paper. The objectives of the optimization problem are to minimize the total number of PMUs required, and to maximize the measurement redundancy at the power system buses. Simulation results on the IEEE 14-bus and 30-bus test systems are presented in this paper.
Illustrating the benefit of using hourly monitoring data on secondary inorganic aerosol and its precursors for model evaluation

Secondary inorganic aerosol, most notably ammonium nitrate and ammonium sulphate, is an important contributor to ambient particulate mass and provides a means for long range transport of acidifying components. The modelling of the formation and fate of these components is challenging. Especially, the formation of the semi-volatile ammonium nitrate is strongly dependent on ambient conditions and the precursor concentrations. For the first time an hourly artefact free data set from the MARGA instrument is available for the period of a full year (1 August 2007 to 1 August 2008) at Cabauw, the Netherlands. This data set is used to verify the results of the LOTOS-EUROS model. The comparison showed that the model underestimates the SIA levels. Closer inspection revealed that base line values appear well estimated for ammonium and sulphate and that the underestimation predominantly takes place at the peak concentrations. For nitrate the variability towards high concentrations is much better captured, however, a systematic relative underestimation was found. The model is able to reproduce many features of the intra-day variability observed for SIA. Although the model captures the seasonal and average diurnal variation of the SIA components, the modelled variability for the nitrate precursor gas nitric acid is much too large. It was found that the thermodynamic equilibrium module produces a too stable ammonium nitrate in winter and during night time in summer, whereas during the daytime in summer it is too unstable. We recommend to improve the model by verification of the equilibrium module, inclusion of coarse mode nitrate and to address the processes concerning SIA formation combined with a detailed analysis of the data set at hand. The benefit of the hourly data with both particulate and gas phase concentrations is illustrated and a continuation of these measurements may prove to be very useful in future model evaluation and improvement studies. Based on our findings we propose to implement a monitoring strategy using three levels of detail within the Netherlands. © 2011 Author(s).
The Combined Effect of Learning Space and Faculty Self-Efficacy to Use Student-Centered Practices on Teaching Experiences and Student Engagement.

Research on pedagogy and learning spaces often assumes that active learning spaces enhance faculty’s ability to implement student-centered practices and relies on student perspectives. Faculty completed surveys that assessed their self-efficacy for student-centered pedagogy, teaching experiences, and student engagement when teaching in active and traditional learning spaces. Self-efficacy positively predicted teaching experiences and student engagement within the same space, but negatively across spaces. Only self-efficacy in active learning spaces positively predicted student-centered strategy use. Findings challenge the assumption that skilled faculty will feel successful in any space, and necessitate the development of policies and trainings that consider pedagogy and space.
Synthesis of Nanostructure InxGa1-xN Bulk Alloys and Thin Films for LED Devices

In this study, we investigated an innovative method for the fabrication of nanostructure bulk alloys and thin films of indium gallium nitride (InxGa1-xN) as active, thin films for light-emitting diode (LED) devices using both crystal growth and thermal vacuum evaporation techniques, respectively. These methods resulted in some tangible improvements upon the usual techniques of InxGa1-xN systems. A cheap glass substrate was used for the fabrication of the LED devices instead of sapphire. Indium (In) and Gallium (Ga) metals, and ammonia (NH3) were the precursors for the alloy formation. The alloys were prepared at different growth temperatures with compositions ranging from 0.1≤x≤0.9. InxGa1-xN alloys at 0.1≤x≤0.9 had different crystallinities with respect to X-Ray diffraction (XRD) patterns where the energy bandgap that was measured by photoluminescence (PL) fell in the range between 1.3 and 2.5 eV. The bulk alloys were utilized to deposit the thin films onto the glass substrate using thermal vacuum evaporation (TVE). The XRD thin films that were prepared by TVE showed high crystallinity of cubic and hexagonal structures with high homogeneity. Using TVE, the InxGa1-xN phase separation of 0.1≤x≤0.9 was eliminated and highly detected by XRD and FESEM. Also, the Raman spectroscopy confirmed the structure that was detected by XRD. The FESEM showed a variance in the grain size of both alloys and thin films. The InxGa1-xN LED device with the structure of glass/GaN/n-In0.1Ga0.9N:n/In0.1Ga0.9N/p-In0.1Ga0.9N:Mg was checked by the light emitted by electroluminescence (EL). White light generation is a promising new direction for the fabrication of such devices based on InxGa1-xN LED devices with simple and low-cost techniques.