Miracle-dz/UniFAR-FTUs huggingface dataset:
A study of forecasting performance of alternative option pricing models on option return and market volatility

In this thesis, we investigate the forecasting problem for option return and future volatility in financial market. The first part of this thesis is to study the option return skewness effect and the negative correlation between asset return and volatility. We propose a measure of ex-ante measure of option return skewness which accommodates the negative returnvolatility relationship in asset returns. We investigate how time-to-expiration and moneyness affect the skewness and return of an option. Furthermore, we show that our proposed measure has extra benefits in forecasting option returns. In the second part, we test the information contents of implied volatility derived from stochastic volatility option pricing model and also examine the potential benefit of including the model’s implied volatility of volatility in forecasting future volatility and volatility risk premium. Our study finds that the inclusion of volatility of volatility factor has significantly reduced the downward bias of the slope coefficients. Most importantly, the ex-ante volatility of volatility has significant predictive power on the ex-post volatility premium. In the third part, we study the incremental benefit of adding skewness in predicting future realized volatility. The study finds that consistent with the empirical findings in the first part, realized volatility is negatively related to their skewness measure which provides a downward adjustment of the implied volatility forecast.
Protein kinase G oxidation is a major cause of injury during sepsis

Sepsis is a common life-threatening clinical syndrome involving complications as a result of severe infection. A cardinal feature of sepsis is inflammation that results in oxidative stress. Sepsis in wild-type mice induced oxidative activation of cGMP-dependent protein kinase 1 alpha (PKG Iα), which increased blood vessel dilation and permeability, and also lowered cardiac output. These responses are typical features of sepsis and their combined effect is a lowering of blood pressure. This hypotension, a hallmark of sepsis, resulted in underperfusion of end organs, resulting in their damage. A central role for PKG Iα oxidative activation in injury is supported by oxidation-resistant Cys42Ser PKG Iα knock-in mice being markedly protected from these clinical indices of injury during sepsis. We conclude that oxidative activation of PKG Iα is a key mediator of hypotension and consequential organ injury during sepsis.
Sonographic Estimates of Fetal Weight in the Intrauterine Growth Retardation Population

The efficacy of different methods of fetal weight estimation using sonographic measurements of the abdominal circumference (AC), biparietal diameter (BPD), and femur length (FL), either alone or in combination, was evaluated in the fetus with intrauterine growth retardation (IUGR). Eighty-one patients, referred with a clinical suspicion of IUGR, were studied. All patients had sonographic measurements within 7 days of delivery. Four regression equations were used to estimate fetal weight: AC (Hadlock), BPD-AC (Shepard), AC-FL (Hadlock), BPD-AC-FL (Hadlock). For the total study group, as well as for the infants who were found to be IUGR at birth, 75% of the estimates of fetal weight using the BPD-AC-FL method were within 10% of the actual birthweight. Nearly comparable results were obtained using the AC-FL method. In the fetus with IUGR, estimates of fetal weight that incorporated the FL correlated best with the actual birthweight.
Development of the response to adenosine during organ culture of young embryonic chick hearts.

Young (3 days-old) embryonic chick hearts (i.e., prior to innervation) show little electrophysiological response to adenosine. However, during embryonic development the sensitivity to adenosine greatly increases. In the present experiments, in which the chick hearts were placed into organ culture, the sensitivity to adenosine was found to increase with time in culture. Thus, the ability of adenosine to slow the spontaneous heart rate became greater during the course of organ culture. These results suggest that physiological responses to adenosine continue to develop in organ culture, and that the increased sensitivity to adenosine seen in ovo may be independent from the development of sympathetic or parasympathetic innervation.
Diabetes-Induced Renal Vascular Dysfunction Is Normalized by Inhibition of Epidermal Growth Factor Receptor Tyrosine Kinase

Contribution of receptor tyrosine kinase activation to development of diabetes-induced renal artery dysfunction is not known. We investigated the ability of a chronic administration of genistein, a broad-spectrum inhibitor of tyrosine kinases (TKs), and AG1478, a specific inhibitor of epidermal growth factor receptor (EGFR) TK activity, to modulate the altered vasoreactivity of isolated renal artery ring segments to common vasoconstrictors in streptozotocin-induced diabetes. In diabetic renal artery, the vasoconstrictor responses induced by norepinephrine, endothelin-1 and angiotensin II were significantly increased. Inhibition of TKs or the EGFR pathway did not affect the agonist-induced vasoconstrictor responses in the non-diabetic control animals. However, inhibition of TKs by genistein or EGFR TK by AG1478 treatment produced a significant normalization of the altered agonist-induced vasoconstrictor responses without affecting blood glucose levels. Treatment with diadzein, an inactive analogue of genistein, did not affect the vasoconstrictor responses in the diabetic animals. Western blotting showed that phosphorylated EGFR protein levels were increased in vehicle-treated diabetic animals. In renal arteries from AG1478-treated diabetic animals, EGFR protein levels were similar to non-diabetic control animals. These data suggest that activation of TK-mediated pathways, including the EGFR TK signalling pathway, are involved in the development of diabetic vascular dysfunction in the renal artery.
Vehicle-to-grid and flexibility for electricity systems : from technical solutions to design of business models

Transport industry being one the first CO2 emitters, there is an urgent need to decarbonize this sector, which could be achieved by the conjunction of the electrification of the vehicles and decarbonization of the electricity generation mix. In conjunction with increasing flexibility needs to support the introduction of Renewable Energy Sources, the development of Electric Vehicles could add new constraints for System Operators if charging process is not managed in a smart way.However, considering mobility requirements, there is a flexibility in the charging pattern of the vehicles, which could be used to offer flexibility services to System Operators, using smart-charging algorithms. Moreover, this flexibility could increase with the possibility to have reverse flow from the battery to the grid.Research focused mainly, during last years, on the design of algorithms to provide services with electric vehicles, taking into account mobility needs of users. In this thesis, we try to go beyond this design of algorithms, going through the different steps to elaborate a viable business model. We focus on the provision of one service – Frequency Containment Reserve – identified as the most valuable for Electric Vehicles equipped with bidirectional chargers.
The Guanylyltransferase Domain of Mammalian mRNA Capping Enzyme Binds to the Phosphorylated Carboxyl-terminal Domain of RNA Polymerase II*

We have conducted a biochemical and genetic analysis of mouse mRNA capping enzyme (Mce1), a bifunctional 597-amino acid protein with RNA triphosphatase and RNA guanylyltransferase activities. The principal conclusions are as follows: (i) the mammalian capping enzyme consists of autonomous and nonoverlapping functional domains; (ii) the guanylyltransferase domain Mce1(211–597) is catalytically active in vitro and functional in vivo in yeast in lieu of the endogenous guanylyltransferase Ceg1; (iii) the guanylyltransferase domainper se binds to the phosphorylated RNA polymerase II carboxyl-terminal domain (CTD), whereas the triphosphatase domain, Mce1(1–210), does not bind to the CTD; and (iv) a mutation of the active site cysteine of the mouse triphosphatase elicits a strong growth-suppressive phenotype in yeast, conceivably by sequestering pre-mRNA ends in a nonproductive complex or by blocking access of the endogenous yeast triphosphatase to RNA polymerase II. These findings contribute to an emerging model of mRNA biogenesis wherein RNA processing enzymes are targeted to nascent polymerase II transcripts through contacts with the CTD. The phosphorylation-dependent interaction between guanylyltransferase and the CTD is conserved from yeast to mammals.
Bromocriptine mesylate: Food and Drug Administration approved new approach in therapy of non-insulin dependant diabetes mellitus with poor glycemic control

Food and Drug Administration (FDA) approved bromocriptine mesylate, a quick release formulation, 0.8 mg tablets, as an adjunct to diet and exercise to improve glycemic control in adults with type 2 diabetes mellitus. Bromocriptine products were previously approved by the FDA for the treatment of pituitary tumors and Parkinson's disease. Bromocriptine is thought to act on circadian neuronal activities within the hypothalamus to reset abnormally elevated hypothalamic drive for increased plasma glucose, triglyceride, and free fatty acid levels in fasting and postprandial states in insulin-resistant patients. Adverse events most commonly reported in clinical trials of bromocriptine included nausea, fatigue, vomiting, headache, and dizziness. These events lasted a median of 14 days and were more likely to occur during initial titration of the drug. Due to novel mechanism of action, single daily dose, and lower incidence of stroke, myocardial infarction and vascular events, bromocriptine may act as landmark in treatment of type 2 diabetes.
IFN-β is a potent inhibitor of insulin and insulin like growth factor stimulated proliferation and migration in human pancreatic cancer cells.

INTRODUCTION Pancreatic cancer is a highly aggressive malignancy with few treatment options. The overexpression of several growth factors, including insulin and insulin-like growth factors (IGFs), can underlie the aggressive nature of this disease. Previous research has demonstrated potent effects of interferon (IFN)-β on pancreatic cancer cell growth, however up till now it is unknown whether IFN-β is able to counteract IGF1, IGF2 and insulin-induced pancreatic cancer cell proliferation and migration. METHODS Expression of IGF- and insulin receptors was determined and the stimulatory effects of IGF1, IGF2 and insulin on cell proliferation and migration, as well as the inhibitory effects of IFN-β were evaluated in 3 human pancreatic adenocarcinoma cell lines. RESULTS Both the insulin- and the IGF1 receptor were variably expressed in the cell lines. IGF1, IGF2 and insulin were capable of stimulating cell proliferation in all three cell lines, however cell migration was significantly enhanced only in the BxPC-3 cell line. IFN-β significantly inhibited IGF1-, IGF2- and insulin-stimulated proliferation in all three cell lines in a dose and time dependent manner. Furthermore, in the BxPC-3 cell line IFN-β significantly inhibited both basal and IGF1-, IGF2- and insulin-stimulated cell migration. CONCLUSION Both IGF1, -2 and insulin were capable of stimulating proliferation and migration in human pancreatic cancer cells irrespective of the type of receptor expressed. This study demonstrates that insulin, in addition to IGF1 and IGF2, may play an important role in the progression of pancreatic cancer. Moreover, IFN-β strongly inhibits growth factor stimulated cell proliferation and migration. Our study supports previous findings which have suggested that IFN-β can be a potential promising anti-cancer agent in pancreatic cancer.
Model reference adaptive fault-tolerant control for a wind turbine against actuator faults

Wind turbines are designed to generate electrical energy as efficiently and reliably as possible. Advanced fault detection, diagnosis and accommodation schemes are necessary to realize the required levels of reliability, and availability in modern wind turbines. This paper presents a novel Fuzzy Model Reference Adaptive Control (FMRAC) scheme oriented to the design of a Fault-Tolerant Control (FTC) system for regulating the reference torque load of an offshore wind turbine benchmark model. The FTC system predicts the normal operating performance of the wind turbine using a data-driven reference model developed offline based on fuzzy modeling and identification method. The proposed FTC system is evaluated by a series of simulations on the wind turbine benchmark model in the presence of wind turbulences, measurement noises, and a realistic fault scenario in the generator/converter torque actuator.
A novel rectangular waveguide supporting any cutoff frequency with arbitrary dimension

Here we demonstrate a novel waveguide composed by a pair of parallel slabs made of a metamaterial with both negative real permittivity and permeability (double negative material, DNG), and a conventional material with both positive real permittivity and permeability (double positive material, DPS). Salient property of this guided mode is that it can support the wave propagation at any cutoff frequency with arbitrary dimension. The special parameters, such as the thickness of slabs made of DNG and DPS materials and wavenumber, are also presented in this paper.
Urban Water Security Assessment Using an Integrated Metabolism Approach—Case Study of the National Capital Territory of Delhi in India

Water is a non substitutable resource and a social good, which governments must perforce provide to its citizens in the right quantity and quality. An integrated urban metabolism model is useful in understanding the status quo of an urban water and sanitation system. By defining and measuring the values of relevant hydrological performance indicators—deliverables of the model referred to—a thorough knowledge of the present performance and the gaps, which need to be plugged en route to a sustainable urban water infrastructure, can be obtained, as demonstrated in this paper. This then forms the bedrock for decision-making and policy formulation for change to be introduced top-down as well as advice, which would enable the much needed bottom-up support to policies. The authors have chosen Delhi as the case study city, but would like to point out that this application can be reproduced for any other town/city/region of the world. The water balance within the chosen system boundaries shows that the annual unutilized flows, amounting to 1443 million cubic meters, dominate the metabolic flows of water in Delhi, and the annual groundwater withdrawal, which exceeds 420 million cubic meters, is much greater than the recharge rate, resulting in a rapid depletion of the groundwater level. There is an urgent need thereby to improve the rate of infiltration of stormwater and reduce the rate of runoff by focusing on increasing the share of permeable surfaces in the city, as well as to consider the wastewater streams as potential sources of water, while not forgetting demand side of management measures, as the pressure on the urban water system in the city is likely to intensify with a combination of population growth, economic development, and climate change in the near future. The recommendations provided by the authors towards the end of the article, can, if suitable measures are undertaken and robust policies are implemented, result in Delhi’s enjoying a water surplus in the short term, and progressively attain complete sustainability with regard to the utilization of its water resources.
Diazepam and desmethyldiazepam differ in their affinities and efficacies at ‘central’ and ‘peripheral’ benzodiazepine receptors

The in‐vitro binding characteristics of three different ligands ([3H]Ro 15–1788, [3H]Ro 5–4864 and [3H]flunitrazepam) and the structural requirements for binding to ‘central’ and ‘peripheral’ benzodiazepine receptors have been evaluated in rat cerebral cortex, cerebellum and adrenal glands. [3H]Ro 15–1788 binding was detectable only in the brain. Clonazepam was the most potent inhibitor followed by diazepam and desmethyldiazepam, which showed the same affinity, and by premazepam; Ro 5–4864 did not show appreciable affinity. The same pattern was seen for [3H] flunitrazepam binding in brain areas while in adrenal gland the inhibition pattern was exactly superimposable on that with [3H]Ro 5–4864 in all the areas considered (Ro 5–4864 > diazepam > desmethyldiazepam > clonazepam > premazepam). These data confirm and extend previous reports. A methyl group in position 1 enhances the affinity for peripheral benzodiazepine binding sites which are labelled in the adrenal gland by [3H]Ro 5–4864 and [3H]flunitrazepam; in brain areas, [3H]flunitrazepam, like [3H]Ro 15–1788, selectively labels central binding sites. Methylation in position 1 did not change the affinity for these sites. Desmethyldiazepam is less active than diazepam as an anticonvulsant and in other tests. In‐vivo experiments were therefore carried out to assess the ‘intrinsic activity’ of desmethyldiazepam: it appeared that this compound acts as a partial agonist at central benzodiazepine receptors.
High levels of serum angiogenic growth factors in patients with AL amyloidosis: comparisons with normal individuals and multiple myeloma patients

Serum levels of five angiogenic cytokines were evaluated in 82 patients with primary systemic amyloidosis (AL). Angiopoietin‐1, vascular endothelial growth factor, basic fibroblast growth factor and angiogenin were higher in AL patients than in controls (n = 35) and newly‐diagnosed, symptomatic, myeloma patients (n = 35). Angiopoetin‐1/Angiopoetin‐2 ratio was lower in AL compared to controls but higher than in myeloma patients. Angiopoetin‐2 correlated with cardiac dysfunction indices; however, none of the angiogenic growth factors was prognostically significant. The increased angiogenic cytokine levels observed in AL seem to represent either a toxic effect of amyloid fibrils or light chains, or a compensatory response to organ dysfunction.
Determinants of Child-Parent Agreement in Quality-of-Life Reports: A European Study of Children With Cerebral Palsy

OBJECTIVES. The differences between child self-reports and parent proxy reports of quality of life in a large population of children with cerebral palsy were studied. We examined whether child characteristics, severity of impairment, socioeconomic factors, and parental stress were associated with parent proxy reports being respectively higher or lower than child self-reports of quality of life. METHODS. This study was conducted in 2004–2005 and assessed child quality of life (using the Kidscreen questionnaire, 10 domains, each scored 0–100) through self-reports and parent proxy reports of 500 children aged 8 to 12 years who had cerebral palsy and were living in 7 countries in Europe. RESULTS. The mean child-reported scores of quality of life were significantly higher than the parent proxy reports in 8 domains, significantly lower for the finances domain, and similar for the emotions domain. The average frequency of disagreement (child-parent difference greater than half an SD of child scores) over all domains was 64%, with parents rating their child's quality of life lower than the children themselves in 29% to 57% of child-parent pairs. We found that high levels of stress in parenting negatively influenced parents’ perception of their child's quality of life, whereas the main factor explaining parents’ ratings of children's quality of life higher than the children themselves is self-reported severe child pain. CONCLUSIONS. This study shows that the factors associated with disagreement are different according to the direction of disagreement. In particular, parental well-being and child pain should be taken into account in the interpretation of parent proxy reports, especially when no child self-report of quality of life is available. In the latter cases, it may be advisable to obtain additional proxy reports (from caregivers, teachers, or clinicians) to obtain complementary information on the child's quality of life.
Strain‐specific detection by pulsed‐field gel electrophoresis of Lactobacillus gasseri TMC0356 in human feces after oral administration of these organisms

The present study aimed to develop an innovative, strain‐specific means of identifying the probiotic Lactobacillus gasseri TMC0356 and to determine whether orally administered TMC0356 could be recovered from the human intestine. High molecular weight genomic DNA was isolated from TMC0356 and 14 reference strains of L. gasseri, including the type strain. The DNA samples were digested with the selected rare‐cutting restriction endonucleases SmaI, SacII and ApaI and the resulting fragments separated by pulsed‐field gel electrophoresis (PFGE) in a size range between 20 to 290 kb. TMC0356 could be distinguished from the other L. gasseri strains on the basis of the SmaI and SacII macrorestriction patterns. Furthermore, L. gasseri strains isolated from the feces of subjects who had ingested TMC0356 were identical to TMC0356 in the SmaI, SacII and ApaI macrorestriction fragments of digested DNA. These results suggest that PFGE of genomic DNA digested with SmaI, SacII, could be a practical means of identification of TMC0356. Furthermore, these results indicate that ingested TMC0356 can survive in, and colonize, the human intestine.
I. Yeast sequencing reports. Sequencing of chromosome I of Saccharomyces cerevisiae: Analysis of the 42 kbp SP07‐CENI‐CDC15 region

Determination of the DNA sequence and preliminary functional analysis of a 42 kbp centromeric section of chromosome I have been completed. The section spans the SPO7‐CEN1‐CDC15 loci and contains 19 open reading frames (ORFs). They include an apparently inactive Ty1 retrotransposon and eight new ORFs with no known homologs or function. The remaining ten genes have been previously characterized since this part of the yeast genome has been studied in an unusually intensive manner. Our directed sequencing allows a complete ordering of the region. The sequence has been deposited in the GenBank data library under Accession Number L22015.
Intracellular Ca2+ regulation in hepatocytes under experimental transplantation conditions

Under transplant conditions excessive accumulation of intracellular calcium ([Ca2+]i) is considered to be a mediator of cell injury during ischaemia and re-oxygenation. To clarify this consideration as well as the necessity of calcium-free preservation solutions, we used a well-known in-vitro model. Furthermore, a new application to mimic clinical situation was established, and we evaluated the correlation between [Ca2+]i change and cell survival in monolayers of isolated rat hepatocytes undergoing cold hypoxia in defined solutions and during re-oxygenation. [Ca2+]i was measured in single cells by ratio imaging of Fura-2 fluorescence after various periods of cold hypoxia (ischaemia phase) in different preservation solutions [UW, HTK, EC and Krebs–Henseleit buffer (KH)] and following warm normoxic reperfusion (re-oxygenation phase) with KH. Cell survival was measured simultaneously by trypan-blue exclusion. Cell survival decreased, depending on preservation solution and preservation time. The partially tremendous [Ca2+]i change under cold hypoxia did not correlate with the change in cell survival. For example, UW-stored cells showed a [Ca2+]i loss from 280 nM to 56 nM, compared with KH-stored cells with a [Ca2+]i increase of up to 445 nM. Our results indicate that [Ca2+]i plays only a minor role in the pathomechanisms of hypoxic and re-oxygenation hepatocellular injury.