Miracle-dz/UniFAR-FTUs huggingface dataset:
Interest-rate models : an extension to the usage in the energy market and pricing exotic energy derivatives

In this thesis, we review various popular pricing models in the interest-rate market. Among these pricing models, we choose the LIBOR Market model (LMM) as the benchmark model. Based on market practice experience, we also develop a pricing model named the “Market volatility model”. By pricing vanilla interest-rate options such as interest-rate caps and swaptions, we compare the performance of our Market volatility model to that of the LMM. It is proved that the Market Volatility model produce comparable results to the LMM, while its computing efficiency largely exceeds that of the LMM. Following the recent rapid development in the commodity market, in particular the energy market, we attempt to extend the use of our proposed Market volatility model from the interest-rate market to the energy market. We prove that the Market Volatility model is capable of pricing various energy derivative under the assumption of absence of the convenience yield. In addition, we propose a new type of exotic energy derivative which has a flexible option structure. This energy derivative is named as the Flex-Asian spread options (FASO). We give examples of different option structures within the FASO framework and use the Market volatility model to generate option prices and greeks for each structure. Although the Market volatility model can be used to price various energy derivatives based on oil/gas contracts, it is not compatible with the structure of one of the most advanced derivatives in the energy market, the storage option. We modify the existing pricing model for storage options and use our own 3D-binomial tree approach to price gas storage contracts. By doing these, we improve the performance of the traditional storage model.
Consequences of non-vascular trans-femoral amputation: A survey of quality of life, prosthetic use and problems

Individuals with unilateral trans-femoral amputations due to non-vascular causes were studied in a mailed survey designed to investigate health-related quality of life (HRQL), prosthetic use and problems. The Swedish SF-36 Health Survey and a structured questionnaire designed for trans-femoral amputees were used. The series consisted of 97 subjects (60 men, 37 women), aged 20 to 69 years with a mean of 22 years since the amputation. Trauma was the cause of amputation in 55%, tumour in 35% and other causes in 10%. Ninety-two (92) subjects (95%) had a prosthesis and 80 (82%) used it daily. General HRQL was significantly lower than Swedish age- and gender-matched norms in all dimensions as measured by SF-36. Most frequently reported problems that had led to reduction in quality of life were heat/sweating in the prosthetic socket (72%), sores/skin irritation from the socket (62%), inability to walk in woods and fields (61%) and inability to walk quickly (59%). Close to half were troubled by stump pain (51%), phantom limb pain (48%), back pain (47%) and pain in the other leg (46%). One fourth considered themselves to have a poor or extremely poor overall situation. Trans-femoral amputation, due to non-vascular causes, has an evident impact on quality of life and there are considerable problems related to the amputation and the prosthesis. Efforts to improve the physical and the psychological well-being for this group, with a long life expectancy, are needed.
Childhood head injuries: accidental or inflicted?

OBJECTIVES To determine the relative incidence of accidental and abusive causes of head injuries in children younger than 6.5 years, to identify the types of craniocerebral damage resulting from reported mechanisms of injury, and to assess the likelihood of injuries being accidental or inflicted. METHODS Retrospective review of medical records of 287 children with head injuries aged 1 week to 6.5 years admitted to a metropolitan children's hospital from January 1986 through December 1991. Those patients with diagnoses of skull fracture; concussion; subarachnoid hemorrhage (SAH); subgaleal, epidural, or subdural hematoma (SDH); parenchymal contusion or laceration; and closed head injury were included. Criteria were used for inclusion in categories of definite abuse or accident. RESULTS Accidents accounted for 81% of cases and definite abuse for 19%. The mean age of the accident group was 2.5 years and for the definite abuse group, 0.7 years. Major differences were seen in the incidence of the following: SDH, 10% in the the accident group and 46% in the the definite abuse group; SAH, 8% in accident group and 31% in the definite abuse abuse; and retinal hemorrhages, 2% in the accident group and 33% in the definite abuse group. Associated cutaneous injuries consistent with inflicted injury were seen in 16% of the accident group and 50% of the definite abuse group. Twenty-three percent of those in the accident group were injured in motor vehicle crashes (MVCs), 58% by falls, 2% in play activities, and the rest had insufficient medical record information. In 56% of those in the definite abuse group, there was no history to account for the injuries and no history of MVC. In 17%, a fall was said to have been the mechanism of injury. In 24%, inflicted injury was admitted. Mortality rates were 13% in the definite abuse group and 2% in the accident group. Median hospital stay was 9.5 days for the definite abuse group and 3 days for the accident group. In falls less than 4 feet in the accident group, 8% had SDH, 2% had SAH, and none had retinal hemorrhages; among those in the definite abuse group reportedly falling less than 4 feet, 38% had SDH, 38% had SAH, and 25% had retinal hemorrhages. CONCLUSIONS A substantial percentage of head injuries requiring hospitalization in children younger than 6.5 years are attributable to inflicted injury. Subdural hematoma, subarachnoid hemorrhage, retinal hemorrhages, and associated cutaneous, skeletal, and visceral injuries are significantly more common in inflicted head injury than in accidental injury.
High‐dose cytarabine in upfront therapy for adult patients with acute lymphoblastic leukaemia

Summary. In this national study, we have evaluated a new intensive chemotherapy protocol for adult patients with untreated acute lymphoblastic leukaemia (ALL). One hundred and fifty‐three patients with median age 42 years received induction therapy with high‐dose cytarabine (Ara‐C), cyclophosphamide, daunorubicin, vincristine and betamethasone. A high complete remission (CR) rate (90%) was achieved in patients < 60 years compared with 70% in patients > 60 years (P = 0·004). The estimated 3 year overall survival for all patients was 29% (CI 21–36%) and the estimated continuous complete remission (CCR) at 3 years for the patients achieving CR according to the protocol was 36% (CI 27–45%). A favourable pretreatment characteristic was pre‐B phenotype, especially for patients < 40 years without any high‐risk factor, with an estimated CCR at 3 years of 62% (CI 41–82%). Stem cell transplantation (SCT) as post‐remission therapy, mainly for high‐risk patients, gave an estimated 3 year disease free survival (DFS) after SCT of 39% (CI 24–54%). No significant differences in DFS could be found between autologous, related or unrelated donor transplantation. We conclude that this intensive protocol resulted in a high CR rate combined with acceptable side‐effects and a favourable CCR for patients with pre‐B ALL.
Substrate integrated waveguide slot array antenna with enhanced scanning range for automotive application

A modified substrate integrated waveguide (SIW) slot array antenna has been proposed for the low cost 24 GHz Doppler radar system. All radiating slots are connected in series using a short circuit ended SIW; therefore, its radiation beam can be steered with frequency. The modified antenna with meandering structure is proposed to enhance the scanning range. The physical slot spacing is kept at about half free space wavelength, while the electrical spacing is about 540° at the center frequency of 24 GHz. A broadside radiation is achieved at 24 GHz frequency and a ±30° continuous scanning range is experimentally confirmed with the frequency band from 23 GHz to 25 GHz.
Congenital anomalies in Iran: a cross-sectional study on 1574 cases in the North-West of country.

BACKGROUND At least one congenital anomaly is present in between 1% and 6% of all infants throughout the world. The aim of this study was to document some epidemiological features of congenital anomalies in the North-West of Iran. METHODS The study cases (n = 1574) comprised all births registered/notified to three university-hospitals of Tabriz University of Medical Sciences, Iran, from 2000 to 2004. RESULTS Total prevalence of congenital anomalies was 165.5 per 10 000 births [95% confidence interval (CI): 157-174]. Genito-urinary tract and kidney defects, anomalies of nervous system and limb anomalies accounted proportionally for more than 65% of anomalies in the region. The total prevalence of congenital anomalies in the study area increased from 104.6 per 10 000 births in 2000 (95% CI: 90-119) to 170.1 per 10 000 births in 2004 (95% CI: 152-189). CONCLUSIONS It is concluded that the data from this cross-sectional study of congenital anomalies in the North-West of Iran may be used as the baseline information to establish a population-based registry of birth defects in the area for health care and research purposes.
A Needs Assessment: Language Instruction Stakeholders Engaging in Project Based Learning Outside the Classroom for Effective Strategic Problem Solving

A noted benefit of Project Based Learning (PBL) as a teaching strategy is how it engages the student and enhances learning outcomes as a result of working through challenges intended to depict dilemmas outside the classroom. PBL has seldom been applied outside the parameters of the classroom curriculum. The current needs assessment carried out in this research project examined current practices of language instruction and International Administrative Professionals of both the private and public Language Industry. Participants responded to survey questions on their current administrative practices, strategies, and program characteristics. The study investigated the usefulness of a handbook on the procedure of assisting administrative service teams in language instruction settings to an engaged approach to PBL for student service issues. The diverse opinions, beliefs, and ideas, along with institutional policy, can provide beneficial framework ideas for future tools. Acknowledgements To my children, Mackenzie, Zachary and Sebastian, thank you for being my inspiration in life. I would “joke” about returning to school when they hit their own post-secondary education. The joke stopped when it became reality. They always kept it real and challenged me to find balance. One of the most difficult things for me to do is take time away from them, but the result was always a positive one, bringing new information and ideas that kept the dinner conversation lively and enlightening (at least, this is my perception). Thank you, Todd, for being supportive. You had a way of holding me to task and encouraged me to be selfish with my time to do my work. To Professor Kompf, our talks always left me believing that, “I think I can, I think I can”, despite how overwhelmed I might have been feeling before our meetings. You always asked the right questions and organized my mind, so that I could get down to business and make the next deadline. To Andrew, your guidance and comments gave me new insight and I much appreciate the clarity you provided in doing so. To Sandra, my “Study-Buddy”, who without I would never have embarked on this journey, so thank you! To Geeta, who generously shared her experience and wisdom, to provide guidance and did so in such a positive light. To Vanessa who put me on the right path and asked the tough questions that kept me on it. To all those who humoured me and listened to me reason out loud, whatever it was I was working through. To all those who inspired me to “get it done” and provided light and encouragement when I had run out of both. A most heart-felt thank you, to each and every one of you! Table of
Anti‐inflammatory and immunomodulatory activities of polysaccharide from Chlorella stigmatophora and Phaeodactylum tricornutum

Crude polysaccharide extracts were obtained from aqueous extracts of the microalgae Chlorella stigmatophora and Phaeodactylum tricornutum. The crude extracts were fractionated by ion‐exchange chromatography on DEAE‐cellulose columns. The molecular weights of the polysaccharides in each fraction were estimated by gel filtration on Sephacryl columns. The crude polysaccharide extracts of both microalgae showed anti‐inflammatory activity in the carrageenan‐induced paw edema test. In assays of effects on the delayed hyper‐sensitivity response, and on phagocytic activity assayed in vivo and in vitro, the C. stigmatophora extract showed immunosuppressant effects, while the P. tricornutum extract showed immunostimulatory effects. Copyright © 2003 John Wiley & Sons, Ltd.
Impaired Hippocampal Synaptic Plasticity and Enhanced Excitatory Transmission in a Novel Animal Model of Autism Spectrum Disorders with Telomerase Reverse Transcriptase Overexpression

Recently, we have reported that animals with telomerase reverse transcriptase (TERT) overexpression exhibit reduced social interaction, decreased preference for novel social interaction and poor nest-building behaviors symptoms that mirror those observed in human autism spectrum disorders (ASD). Overexpression of TERT also alters the excitatory/inhibitory (E/I) ratio in the medial prefrontal cortex. However, the effects of TERT overexpression on hippocampal-dependent learning and synaptic efficacy have not been investigated. In the present study, we employed electrophysiological approaches in combination with behavioral analysis to examine hippocampal function of TERT transgenic (TERT-tg) mice and FVB controls. We found that TERT overexpression results in enhanced hippocampal excitation with no changes in inhibition and significantly impairs long-term synaptic plasticity. Interestingly, the expression levels of phosphorylated CREB and phosphory-lated CaMKIIα were significantly decreased while the expression level of CaMKIIα was slightly increased in the hippocampus of TERT-overexpressing mice. Our observations highlight the importance of TERT in normal synaptic function and behavior and provide additional information on a novel animal model of ASD associated with TERT overexpression.
Dynamic range for speech materials in korean, english, and mandarin: a cross-language comparison.

PURPOSE The purpose of this study was to identify whether differences in dynamic range (DR) are evident across the spoken languages of Korean, English, and Mandarin. METHOD Recorded sentence-level speech materials were used as stimuli. DR was quantified using different definitions of DR (defined as the range in decibels from the highest to the lowest signal intensities), for several integration times (from 1 to 512 ms) and in different frequency bands (center frequencies [CFs] ranging from 150 to 8600 Hz). RESULTS Across the 3 languages, DR was affected in similar ways with regard to changes in DR definition and integration time. In contrast, across-language differences in DR were evident when considering frequency-band effects. Specifically, the DR for Korean was smaller than the English DR and the Mandarin DR in low-frequency bands (less than the CF of 455 Hz). Compared with Korean and Mandarin, the DR for English was smallest in mid-frequency bands (between the CF of 455 Hz and 4050 Hz) and was greatest in high-frequency bands (above the CF of 4050 Hz). CONCLUSION The observed differences in DR across languages suggest that the best-fit DR for Korean and Mandarin may be different than the best fit for English.
Prognostic significance of FAM83D gene expression across human cancer types

The family with sequence similarity 83, member D (FAM83D) gene has been proposed as a new prognostic marker for breast cancer. Here we further evaluate the prognostic significance of FAM83D expression in different breast cancer subtypes using a meta-analysis. Patients with higher FAM83D mRNA levels have significantly decreased overall and metastatic relapse-free survival, particularly in the group of patients with ER-positive, or luminal subtype tumors. We also assessed FAM83D alterations and its prognostic significance across 22 human cancer types using The Cancer Genome Atlas (TCGA). FAM83D is frequently gained in the majority of human cancer types, resulting in the elevated expression of FAM83D. Higher levels of FAM83D mRNA expression are significantly associated with decreased overall survival in several cancer types. Finally, we demonstrate that TP53 mutation in human cancers is coupled to a significant increase in the expression of FAM83D, and that a higher level of FAM83D expression is positively correlated with an increase in genome instability in many cancer types. These results identify FAM83D as a potential novel oncogene across multiple human cancer types.
A 3&#8211;V area&#8211;efficient wideband low&#8211;noise converter for multi&#8211;band multi&#8211;standard low&#8211;IF wireless receiver

A balanced combined LNA and switching mixer (low-noise converter or LNC) with 20 dB RF-to-IF gain, +18 dBm OIP3and 3.8 DSB NF is achieved by applying a dual-loop wideband cross-coupled feedback. The circuit is implemented in 25 GHz silicon bipolar technology and consumes 11 mA DC current from 3V voltage-supply. The circuit works from 800MHz to higher than 2.5GHz which might be suitable for area-efficient multi-band multi-standard receivers.
Design of a cylindrical resonant cavity antenna for BAN applications at V band

An antenna for on-body applications based on a cylindrical resonator is presented in this paper. The antenna is designed to work at V-band, specifically in the unlicensed bandwidth around 60GHz.The resonant cavity is obtained by means of a woodpile Electronic Band Gap (EBG) structure made of alumina, and exhibits an omnidirectional radiation pattern on the plane normal to the cylinder axis. Such characteristic is extremely important for on-body application, since it improves the signal coverage of the human surface while reducing the energy lost in off-body radiation.
The Market Price of Volatility Risk and the Dynamics of Market and Actuarial Implied Volatilities

Option prices in the market embed a probability distribution over the option’s payoff, which can be fairly easily extracted. But in this risk-neutral distribution, the market’s true expectations about future returns are distorted by risk preferences, in particular, aversion to volatility risk. To separate the returns forecasts from risk aversion, one needs another way to estimate the market’s probability estimates, which the author calls “actuarial probabilities. ” This difficult problem becomes even harder in the swaptions market, because the risk exposure for a swaption depends on two different time horizons. For example, a 2 × 5 swaption has two years (“expiry”) of optionality culminating with the option to enter into a swap with a maturity (“tail”) of five years. The volatility surface is three-dimensional, with two time variables and the strike interest rate (the “volatility cube”), and it is difficult to estimate statistically using available data on long-lived contracts. The author develops a procedure based on extracting a small number of common factors of the volatility process using principal components. Since all swaptions are exposed to these factors, with different loadings, modeling the evolution of the principal components, rather than the specific swaption volatilities, allows a more efficient use of the data. Applying this approach to about 10 years of swaption data, the article reports several interesting results, including the fact that three principal components capture a large proportion of the variation in actuarial volatilities across the volatility cube, while a couple extra PCs are needed to achieve the same level of explanatory power for market implied volatilities. One clear result is that the market price of volatility risk is time-varying, and it moves rather quickly, with rates of mean-reversion that seem much faster than for actuarial volatility, particularly for short expiry–long tail swaptions. Another interesting result is that the volatility risk premium reverses sign, being largely positive (market IV > actuarial IV) for contracts with short expiry, but becoming negative for long expiry contracts.
Localization of Perlecan and Heparanase in Hertwig's Epithelial Root Sheath During Root Formation in Mouse Molars

During cementogenesis, dental follicular cells penetrate the ruptured Hertwig's epithelial root sheath (HERS) and differentiate into cementoblasts. Mechanisms involved in basement membrane degradation during this process have not been clarified. Perlecan, a heparan sulfate (HS) proteoglycan, is a component of all basement membranes. Degradation of HS of perlecan by heparanase cleavage affects a variety of biological processes. We elucidated immunolocalization of perlecan and heparanase in developing murine molars to clarify their roles in cementoblast differentiation. At the initial stage of root formation, perlecan immunoreactivity was detected on the basement membrane of HERS. Weak heparanase immunoreactivity was detected in HERS cells. HERS showed intense staining for heparanase as root formation progressed. In contrast, labeling for perlecan disappeared from the basement membrane facing the dental follicle, and weak immunoreactivity for perlecan was detected on the inner side of the basement membrane of HERS. These findings suggest that perlecan removal is an important step for root and periodontal tissue formation. Heparanase secreted by the cells of HERS may contribute to root formation by degrading perlecan in the dental basement membrane.
Health-related quality of life in women with polycystic ovary syndrome: A comparison with the general population using the Polycystic Ovary Syndrome Questionnaire (PCOSQ) and the Short Form-36 (SF-36)

Background. We examined whether women with polycystic ovary syndrome (PCOS) have poorer health-related quality of life (HRQoL) than women in the general population and than patients with other medical conditions. Method. Women with PCOS were recruited from an outpatient clinic and a control group was recruited from a family planning clinic. Both groups completed the Short Form-36 (SF-36) and the Polycystic Ovary Syndrome Questionnaire (PCOSQ). SF-36 data from the Oxford Health and Lifestyle Survey were used to compare PCOS with other conditions. Results. Twenty-two women with PCOS and 96 control women took part. Women with PCOS scored lower in both summary scores of the SF-36 and in all domains of the PCOSQ. After adjusting for body mass index, the differences between the groups in the SF-36 disappeared, while those in the PCOSQ remained. When compared with asthma, epilepsy, diabetes, back pain, arthritis and coronary heart disease, our PCOS group had the same or better physical HRQoL but poorer psychological HRQoL. The PCOSQ showed good internal reliability, good concurrent validity and good discriminant validity. Conclusions. PCOS has a negative impact on HRQoL even when compared with other serious health conditions. The PCOSQ is reliable and valid for clinical use.