Miracle-dz/UniFAR-FTUs huggingface dataset:
Stochastic Volatility with Levy Processes: Calibration and Pricing

Title of dissertation: STOCHASTIC VOLATILITY WITH LÉVY PROCESSES: CALIBRATION AND PRICING Xianfang Wu, Doctor of Philosophy, 2005 Dissertation directed by: Professor Dilip B. Madan Department of Finance, AMSC In this thesis, stochastic volatility models with Lévy processes are treated in parameter calibration by the Carr-Madan fast Fourier transform (FFT) method and pricing through the partial integro-differential equation (PIDE) approach. First, different models where the underlying log stock price or volatility driven by either a Brownian motion or a Lévy process are examined on Standard & Poor’s (S&P) 500 data. The absolute percentage errors show that the calibration errors are different between the models. Furthermore, a new method to estimate the standard errors, which can be seen as a generalization of the traditional error estimation method, is proposed and the results show that in all the parameters of a stochastic volatility model, some parameters are well-identified while the others are not. Next, the previous approach to parameter calibration is modified by making the volatility constrained under the volatilty process of the model and by making the other model parameters fixed. Parameters are calibrated over five consecutive days on S&P 500 or foreign exchange (FX) options data. The results show that the absolute percentage errors do not get much larger and are still in an acceptable threshold. Moreover, the parameter calibrating procedure is stabilized due to the constraint made on the volatility process. In other words, it is more likely that the same calibrated parameters are obtained from different initial guesses. Last, for the PIDEs with two or three space dimensions, which arise in stochastic volatility models or in stochastic skew models, it is in general inefficient or infeasible to apply the same numerical technique to different parts of the system. An operator splitting method is proposed to break down the complicated problem into a diffusion part and a jump part. The two parts are treated with a finite difference and a finite element method, respectively. For the PIDEs in 1-D, 2-D and 3-D cases, the numerical approach by the operator splitting is carried out in a reasonable time. The results show that the operator splitting method is numerically stable and has the monotonicity perserving property with fairly good accuracy, when the boundary conditions at volatility are estimated by Neumann conditions. STOCHASTIC VOLATILITY WITH LÉVY PROCESSES: CALIBRATION AND PRICING
No text Is worth dying for: The role of emotion regulation in a
 distracted driving campaign

Safe driving campaigns frequently use threat-appeals to portray the consequences of risky driving and generate negative emotion. However, increasing perceived risk is often ineffective in motivating behaviour change. A potential approach to increasing the efficacy of safe driving campaigns is the incorporation of emotion regulation strategies. This study used an independent-groups experimental design with a sample of 53 participants (21 males, 32 females) aged 18–65 years (M = 43) to investigate if employing the emotion regulation strategies of distraction and cognitive reappraisal reduces negative emotion while viewing a distracted driving campaign film. Findings revealed that employing emotion regulation strategies significantly reduced negative emotion with a medium effect size, in comparison to the control condition, confirming the hypothesis.
Degravitation, inflation and the cosmological constant as an afterglow

In this report, we adopt the phenomenological approach of taking the degravitation paradigm seriously as a consistent modification of gravity in the IR, and investigate its consequences for various cosmological situations. We motivate degravitation — where Netwon's constant is promoted to a scale dependent filter function — as arising from either a small (resonant) mass for the graviton, or as an effect in semi-classical gravity. After addressing how the Bianchi identities are to be satisfied in such a set up, we turn our attention towards the cosmological consequences of degravitation. By considering the example filter function corresponding to a resonantly massive graviton (with a filter scale larger than the present horizon scale), we show that slow roll inflation, hybrid inflation and old inflation remain quantitatively unchanged. We also find that the degravitation mechanism inherits a memory of past energy densities in the present epoch in such a way that is likely significant for present cosmological evolution. For example, if the universe underwent inflation in the past due to it having tunneled out of some false vacuum, we find that degravitation implies a remnant `afterglow' cosmological constant, whose scale immediately afterwards is parametrically suppressed by the filter scale (L) in Planck units Λ ~ l2pl/L2. We discuss circumstances through which this scenario reasonably yields the presently observed value for Λ ~ O(10−120). We also find that in a universe still currently trapped in some false vacuum state, resonance graviton models of degravitation only degravitate initially Planck or GUT scale energy densities down to the presently observed value over timescales comparable to the filter scale. We argue that different functional forms for the filter function will yield similar conclusions. In this way, we argue that although the degravitation models we study have the potential to explain why the cosmological constant is not large in addition to why it is not zero, it does not satisfactorily address the co-incidence problem without additional tuning.
Exploring the Score Equivalence of the English and Chinese Versions of the Brief Assessment Scale for Caregivers

Background: Multilingual outcome measures are used so that research studies are more generalizable across language contexts. Objective: To determine the score equivalence of the English and Chinese versions of Brief Assessment Scale for Caregivers (BASC) in Singapore. Method: Caregivers of patients with advanced cancer completed the BASC in either English or Chinese. Multivariable linear regression analysis was used to compare the mean BASC total and factor scores between the 2 language versions, with adjustment for possible confounding variables. Equivalence was declared if the 90% confidence interval of the mean scores fell entirely within an equivalence zone of ±0.5 standard deviation. Results: There were 521 ethnic Chinese participants, of whom 214 answered the English version and 307 answered the Chinese version. The BASC total and factor scores met the criteria for equivalence. Cronbach α coefficients were similar and exploratory factor analysis showed similar 2-factor structures for both language versions. Conclusion: The English and Chinese versions of the BASC were found to be equivalent in terms of similar adjusted mean scores, Cronbach α, and factor structures.
Assessment of enamel-dentin caries lesions detection using bitewing PSP digital images

Objectives The aim of this study was to evaluate the detection of enamel-dentin occlusal caries using photostimulable phosphor plates. Material and Methods The ability to detect enamel-dentin occlusal caries in 607 premolars and molars from 47 patients between 10 and 18 years old, referred to the School of Dentistry of the Federal University of Bahia, Brazil, was evaluated based on clinical and radiographic examinations, using the criteria proposed in a previous study. A total of 156 bitewing digital images were obtained using Digora® (Soredex Medical Systems, Helsinki, Finland) phosphor plates. The plates were scanned and the images were captured and displayed on a computer screen. Image evaluation was done using Digora® for Windows 2.1 software, Soredex®. The radiologists were allowed to use enhancement tools to obtain better visibility during scoring of the teeth based on the radiographic criteria proposed in a previous study. Descriptive analysis and chi-squared proportion tests were done at 5% significance level. Results The results of clinical examination showed a higher prevalence of teeth with a straight dark line or demineralization of the occlusal fissure (score 1) and a lower prevalence of sealed teeth (score 5). In the bitewing digital images, 47 teeth presented visible radiolucency, circumscribed, in dentin under occlusal enamel (enamel-dentin caries lesions). Conclusions Correlating the clinical and radiographic findings, it was found that in the majority of teeth diagnosed by radiographic images as having enamel-dentin caries, no caries could be detected by clinical examination.
SSS: An Implementation of Key-Value Store Based MapReduce Framework

MapReduce has been very successful in implementing large-scale data-intensive applications. Because of its simple programming model, MapReduce has also begun being utilized as a programming tool for more general distributed and parallel applications, e.g., HPC applications. However, its applicability is limited due to relatively inefficient runtime performance and hence insufficient support for flexible workflow. In particular, the performance problem is not negligible in iterative MapReduce applications. On the other hand, today, HPC community is going to be able to utilize very fast and energy-efficient Solid State Drives (SSDs) with 10 Gbit/sec-class read/write performance. This fact leads us to the possibility to develop ``High-Performance MapReduce'', so called. From this perspective, we have been developing a new MapReduce framework called ``SSS'' based on distributed key-value store (KVS). In this paper, we first discuss the limitations of existing MapReduce implementations and present the design and implementation of SSS. Although our implementation of SSS is still in a prototype stage, we conduct two benchmarks for comparing the performance of SSS and Hadoop. The results indicate that SSS performs 1-10 times faster than Hadoop.
Tactile crescendos and sforzandos: applying musical techniques to tactile icon design

Tactile icons (Tactons) are structured vibrotactile messages which can be used for non visual information display. Information is encoded in Tactons by manipulating vibrotactile parameters. This research investigates the possibilities of applying musical techniques to tactile icon design in order to define such parameters. Tactile versions of musical dynamics were created by manipulating the amplitude of vibrations to create increasing, decreasing, and level stimuli and an experiment was carried out to test perception of these stimuli. Identification rates of 92%-100% indicate that these tactile dynamics can be identified and distinguished from each other, and that tactile dynamics could be used in Tacton design.
On the automatic evolution of an OS kernel using temporal logic and AOP

Automating software evolution requires both identifying precisely the affected program points and selecting the appropriate modification at each point. This task is particularly complicated when considering a large program, even when the modifications appear to be systematic. We illustrate this situation in the context of evolving the Linux kernel to support Bossa, an event-based framework for process-scheduler development. To support Bossa, events must be added at points scattered throughout the kernel. In each case, the choice of event depends on properties of one or a sequence of instructions. To describe precisely the choice of event, we propose to guide the event insertion by using a set of rules, amounting to an aspect that describes the control-flow contexts in which each event should be generated. In this paper, we present our approach and describe the set of rules that allows proper event insertion. These rules use temporal logic to describe sequences of instructions that require events to be inserted. We also give an overview of an implementation that we have developed to automatically perform this evolution.
Topological incompleteness and order incompleteness of the lambda calculus

A model of the untyped lambda calculus univocally induces a lambda theory (i.e., a congruence relation on λ-terms closed under α- and β-conversion) through the kernel congruence relation of the interpretation function. A semantics of lambda calculus is (equationally) incomplete if there exists a lambda theory that is not induced by any model in the semantics. In this article, we introduce a new technique to prove in a uniform way the incompleteness of all denotational semantics of lambda calculus that have been proposed so far, including the strongly stable one, whose incompleteness had been conjectured by Bastonero, Gouy and Berline. We apply this technique to prove the incompleteness of any semantics of lambda calculus given in terms of partially ordered models with a bottom element. This incompleteness removes the belief that partial orderings with a bottom element are intrinsic to models of the lambda calculus, and that the incompleteness of a semantics is only due to the richness of the structure of representable functions. Instead, the incompleteness is also due to the richness of the structure of lambda theories. Further results of the article are: (i) an incompleteness theorem for partially ordered models with finitely many connected components (= minimal upward and downward closed sets); (ii) an incompleteness theorem for topological models whose topology satisfies a suitable property of connectedness; (iii) a completeness theorem for topological models whose topology is non-trivial and metrizable.
The Contribution of Low Surface-Brightness Galaxies to Faint Galaxy Counts

Low Surface-Brightness (LSB) galaxies are severely underrepresented in surveys used to define the local luminosity function (LF), but could it in principle be detected in deep surveys. To explore the possible contribution of such objects to faint galaxy counts, we construct catalogs of simulated non-evolving galaxies drawn from a multivariate distribution of galaxy luminosities, central surface brightnesses, bulge/disk ratios and spectral-energy distributions. We compare two models dominated by LSB galaxies to a standard non-evolving model. Model galaxies are convolved with seeing and selected in a manner that closely matches real surveys. For each model we compute the local LF, HI mass function, number counts, redshift and color distributions. We find it possible to include a large population of LSB galaxies and incorporate a steep faint-end slope of the LF in our simulations without violating the constraints on the local LF or HI mass function. For $q_0 = 0.5$, the most favorable model matches the counts to B=23, but falls short of the observations at fainter magnitudes. The colors and redshift distributions remain roughly consistent with observations to B=24. The most serious discrepancy with observations is in the distribution of $r_e$ at faint magnitudes, suggesting that the model contains too many LSB galaxies. Nevertheless, the results suggest that LSB galaxies could be a significant contributor to faint-galaxy counts, reducing the need for such extreme models of galaxy evolution as rapid merging or bursting dwarf galaxies.
Benefits from the Forest

his chapter describes the many tangible and intangible benefits that are derived from forests. It considers industrial products, such as sawn timber, panels and paper and then looks at fuelwood, a product that is often over-looked by policymakers and planners but is of (literally) vital importance to millions of people in developing countries as the source of domestic energy – and is becoming more important as a source of renewable energy in developed economies. next, the chapter reviews non-wood products – also often ignored in national accounts, but often of major importance to the livelihoods of rural people in developing countries and, again like fuelwood, of increasing importance in developed countries. Finally, the chapter considers the intangible benefits – the environmental services that forests provide such as watershed control, the protection of farmland and livestock from the effects of the weather or the seques tration of carbon, and the social and cultural benefits that accrue from the production of these goods and services.
Can Food Processing Enhance Cancer Protection?

Food processing can be defined as the transformation of raw ingredients into food or of food into other forms. This review summarizes an American Institute for Cancer Research symposium that addressed the question of what is known about food processing in relation to cancer risk. To approach this question, it is valuable to understand something about the evolutionary history of food processing as well as the broad range of commonly utilized industrial/home processing technologies.
Approaches to High-Level Programming and Prototyping of Concurrent Applications

Concurrent programming is conceptually harder to undertake and to understand than sequential programming, because a programmer has to manage the coexistence and coordination of multiple concurrent activities. To alleviate this task several high-level approaches to concurrent programming have been developed. For some high-level programming approaches, prototyping for facilitating early evaluation of new ideas is a central goal. Prototyping is used to explore the essential features of a proposed system through practical experimentation before its actual implementation to make the correct design choices early in the process of software development. Approaches to prototyping concurrent applications with very high-level programming systems intend to alleviate the development of parallel algorithms in quite di erent ways. Early experimentation with alternate design choices or problem decompositions for concurrent applications is suggested to make concurrent programming easier. This paper presents a survey of approaches to high-level programming and prototyping of concurrent applications to review the state of the art in this area. The surveyed approaches are classi ed with respect to the prototyping process.
Zimbabwean women and HIV care access analysis of UK immigration and health policies

Background: NHS Regulations were amended in 2004, restricting access to secondary healthcare for refused asylum applicants. In recent years there have been substantial numbers of unsuccessful asylum applications from Zimbabwean nationals. HIV-positive Zimbabweans with insecure immigration status in the UK occupy a precarious medico-legal position, especially since HAART is not available to most in Zimbabwe. There has been little research on these policies or their effects on the lives of Zimbabwean HIV-positive women in the UK. Objectives: This thesis examines the development and implementation of UK policy relating to access to HIV-related services by Zimbabwean HIV-positive women with insecure immigration status, and explores how these policies influence women's healthcare. Methods: Three separate strategies were used for data collection. Policy analysis scrutinised 35 publicly available documents and additional material obtained through Freedom of Information (FOI) requests. Data for policy analysis were also collected through semistructured interviews with 24 HIV/immigration key informants. Further qualitative data were collected through semi-structured interviews with 13 Zimbabwean HIV-positive women with insecure immigration status. These different approaches allowed for data 'triangulation'. Results: Policy restricting access to healthcare for migrants is situated within three immigration control strategies of deterrence, internal control, and 'enforced discomfort'. Implementation of the policy has been limited by staff who interpret it to suit their own agendas. Access to HIV-care for Zimbabwean women seems to bear little relation to these policies, but their access to other health services and their wellbeing was influenced by a number of other socio-structural barriers associated with their immigration status. Conclusions: These results offer new evidence and theoretical models on the politics of immigration policy, the role of street-level bureaucrats as mediators of the gap between policy and practice, and on access to healthcare for migrants. There is a disjuncture between policy on entitlement and clinical practice, which may reflect a conflict between clinicians' duty of care and UK policy. Zimbabwean women's HIV- and migrant-status places them in a periphery, reducing the resources available to them that could mitigate some of the barriers they face.
School Discipline in Public Education: A Brief Review of Current Practices.

In this manuscript, we examined the literature regarding current disciplinary practices in American schools. Speci cally, we discuss in-school suspension, out-of-school suspension, and disciplinary alternative education programs. Moreover, the issue of zero tolerance policies and their relationship with increased use of disciplinary practices is analyzed. note: This manuscript has been peer-reviewed, accepted, and endorsed by the National Council of Professors of Educational Administration (NCPEA) as a signi cant contribution to the scholarship and practice of education administration. In addition to publication in the Connexions Content Commons, this module is published in the International Journal of Educational Leadership Preparation, Volume 6, Number 2 (April June, 2011), ISSN 2155-9635. Formatted and edited in Connexions by Theodore Creighton and Brad Bizzell, Virginia Tech and Janet Tareilo, Stephen F. Austin State University. 1 Sumario en espanol En este manuscrito, nosotros revisamos la literatura con respecto a prácticas disciplinarias actuales en escuelas norteamericanas. Especí camente, discutimos suspensión de en-escuela, suspensión extraescolar, y programas alternativos disciplinarios de educación. Además, el asunto de políticas de mano dura y su relación con el uso aumentado de prácticas disciplinarias es analizado. ∗Version 1.1: May 25, 2011 11:18 am GMT-5 †http://creativecommons.org/licenses/by/3.0/ http://www.ncpeapublications. org http://cnx.org/content/m38415/1.1/ Connexions module: m38415 2 note: Esta es una traducción por computadora de la página web original. Se suministra como información general y no debe considerarse completa ni exacta.
From Flatland to Spaceland Concepts for Interactive 3D Navigation in High Standard Atlases

“Moving from flatland to spaceland”, this phrase aims at a development in atlas cartography, which represents a move from 2D maps to 3D representations. Navigation thus becomes a central feature of interaction. The concept of ‘3D thinking’ in interactive atlas navigation results in user-friendly solutions, which allows for a smooth shift between 2D and 3D maps and for easy 3D navigation with no loss of orientation. 3D navigation includes processes of wayfinding and of motion. Starting with a simple camera model, we propose easy-to-use navigation modes for atlases. We also present a number of examples from the current test version of the «Atlas of Switzerland – interactive».
Linear Inequality Measures and the Redistribution of Income

A class of inequality measures that is a natural companion to the popular Lorenz curve is the class of measures that are linear in incomes. These measures, which include the Gini and S-Gini coefficients, can be interpreted as ethical means of relative deprivation feelings. Their change through the tax and benefit system can be decomposed simply as a sum of progressivity indices for individual taxes and benefits, minus an index of horizontal inequity measured by the extent of reranking in the population.