Miracle-dz/UniFAR-FTUs huggingface dataset:
Pricing American Put Options using Numerical Methods

In this thesis we investigate di erent numerical methods to price American put options. We will consider the corresponding optimal stopping problem and the free boundary formulation. First we discuss what an optimal stopping problem is, then we will solve the problem with the binomial method developed by Cox, Ross and Rubinstein and with the method that was derived by Longsta and Schwartz. We will also use MATLABs built-in binomial method. For the free boundary problem we use various nite di erence methods. Acknowledgements I want to thank my supervisor Johan Tysk for his support and guidance. I would like to thank Leif Olvang for his enormous help with the enlish language. I also want to thank Ole Brus, Daniel Siltberg, Karin Nilsson and Valentina Chapovalova for their help and support. Finally, I want to thank my family and all my friends. List of Figures 1 Value of an option at expiration. 1 2 Comparison between American options and European options. 3 3 Di erent curves. 7 4 The rst two time steps in the Binomial method for the stock price values 10 List of Tables 1 Binomial methods . 11 2 Choice of basis functions. 13 3 Binomial and Monte Carlo methods a numerical experiment. 14 4 Finite di erence methods. 20 5 Binomial and Monte Carlo method vs. Finite Di erences . 21 CONTENTS CONTENTS
Comparison of Aerial Collision Avoidance Algorithms in a Simulated Environment

In the field of unmanned aerial vehicles (UAVs), several control processes must be active to maintain safe, autonomous flight. When flying multiple UAVs simultaneously, these aircraft must be capable of performing mission tasks while maintaining a safe distance from each other and obstacles in the air. Despite numerous proposed collision avoidance algorithms, there is little research comparing these algorithms in a single environment. This paper outlines a system built on the Robot Operating System (ROS) environment that allows for control of autonomous aircraft from a base station. This base station allows a researcher to test different collision avoidance algorithms in both the real world and simulated environments. Data is then gathered from three prominent collision avoidance algorithms based on safety and efficiency metrics. These simulations use different configurations based on airspace size and number of UAVs present at the start of the test. The three algorithms tested in this paper are based on mixed integer linear programming (MILP), the A* algorithm, and artificial potential fields. The results show that MILP excelled with a small number of aircraft on the field, but has computation issues with a large number of aircraft. The A* algorithm struggled with small field sizes but performed very well with a larger airspace. Artificial potential fields maintained strong performance across all categories because of the algorithm’s handling of many special cases. While no algorithms were perfect, these algorithms demonstrated the ability to handle up to eight aircraft on a 500 meter square field and sixteen aircraft safely on a 1000 meter square field.
Hadoop beginner's guide : learn how to crunch big data to extract meaning from the data avalanche

As a Packt Beginner's Guide, the book is packed with clear step-by-step instructions for performing the most useful tasks, getting you up and running quickly, and learning by doing. This book assumes no existing experience with Hadoop or cloud services. It assumes you have familiarity with a programming language such as Java or Ruby but gives you the needed background on the other topics.
Efficient Functional Programming using Linear Types: The Array Fragment

Functional languages excel at describing complex programs by composition of small building blocks. Yet, it can be difficult to predict the performance properties of such compositions. Namely, whether parts of the computation are shared or duplicated is typically left to the compiler to decide heuristically. Linear types serve as a tool to specify the desired behaviour (sharing or duplication). This means that the programmer is able to predict the performance of composition solely from the types of the composed functions. Girard’s linear logic (LL) can be extended with vector types and a synchronization primitive, making a linear language with array manipulation capabilities. In this master thesis, we improve on the n-ary extension of LL by introducing a self-dual, sequential array operator with an aggregation function. We provide a functional interpretation of the resulting calculus, which forms the basis for a low-level code generator. We then illustrate the effectiveness of the extended language by writing a number of examples in compositional style, and show that they predictably compile to efficient code. Examples include kernels of classical algorithms (1-dimensional stencil, QuickHull).
L’enfant Qafzeh 10 (Israël) daté du Paléolithique moyen et le diagnostic d’un chondroblastome de l’épiphyse fémorale distale

L’identification de lesions pathologiques sur les os de sujets non-adultes dates du Paleolithique moyen en Eurasie est de loin moins documentee que celle interessant les adultes. Dans ce contexte, la frequence et la nature des alterations pathologiques identifiees sur des sujets immatures dans le site de Qafzeh en Basse Galilee prend toute sa valeur, allant des lesions mineures aux anomalies congenitales et traumatiques. Nous presentons sur un femur d’enfant de ce site un cas de tumeur epiphysaire qui est decrite comme rare chez les enfants actuels et discutons son diagnostic differentiel.
A Little Inflation at the Cosmological QCD Phase Transition

In this thesis I explore a new scenario that allows for a strong first order phasetransition of quantum chromodynamics (QCD) at non-negligible baryon density in the early universe and its possible observable consequences. After an introduction to important aspects of the underlying fields of QCD and cosmology I discuss the possibility of a short inflationary phase at the cosmological QCD phase transition. A strong mechanism for baryogenesis is needed to start out with a baryon asymmetry of order unity, e.g. as provided by Affleck-Dine baryogenesis which is also discussed within the thesis. The second main assumption for this ”little inflation” scenario is a quasistable QCD-vacuum state that leads to a short period of exponential expansion consequently diluting the net baryon to photon ratio to today’s observed value. The cosmological implications are among other things direct effects on primordial density fluctuations up to length scales corresponding to an enclosed dark matter mass of 1 M⊙, change in the spectral slope up to 10^6 M⊙, production of strong primordial magnetic fields and a gravitational wave spectrum that could be observed by future pulsar timing gravitational wave detectors.
Quality of service for VoIP in wireless communications

E VER since telephone services were available to the public, technologies have evolved to more efficient methods of handling phone calls. Originally circuit switched networks were a breakthrough for voice services, but today most technologies have adopted packet switched networks, improving efficiency at a cost of Quality of Service (QoS). A good example of packet switched network is the Internet, a resource created to handle data over an Internet Protocol (IP) that can handle voice services, known as the Voice over the Internet Protocol (VoIP). The combination of wireless networks and free VoIP services is very popular, however its limitations in security and network overload are still a handicap for most practical applications. This thesis investigates network performance under VoIP sessions. The aim is to compare the performance of a variety of audio codecs that diminishes the impact of VoIP in the network. Therefore the contribution of this research is twofold: To study and analyse the extension of speech quality predictors by a new speech quality model to accurately estimate whether the network can handle a VoIP session or not and to implement a new application of network coding for VoIP to increase throughput. The analysis and study of speech quality predictors is based on the mathematical model developed by the E-model. A case study of an embedded Session Initiation Protocol (SIP) proxy, merged with a Media Gateway that bridges mobile networks to wired networks has been developed to understand its effects on QoS. Experimental speech quality measurements under wired and wireless scenarios were compared with the mathematical speech predictor resulting in an extended mathematical solution of the E-model. A new speech quality model for cascaded networks was designed and implemented out of this research. Provided that each channel is modelled by a Markov Chain packet loss model the methodology can predict expected speech quality and inform the QoS manager to take action. From a data rate perspective a VoIP session has a very specific characteristic; exchanged data between two end nodes is often symmetrical. This opens up a new opportunity for centralised VoIP sessions where network coding techniques can be applied to increase throughput performance at the channel. An application layer has been implemented based on network coding, fully compatible with existing protocols and successfully achieves the network capacity.
Manipulação Remota de um Braço Mecânico (SCORBOT ER - III) utilizando a Rede Mundial de Computadores

This work describes the development of a Software for the control of a mechanical arm type SCORBOT ER III. This software has the capacity to control and to monitor the robot remotely in real time through the World Wide Web (WWW), using libraries of JAVA as: native methods (JNI-JAVA Native Interface), Invocation of Remote Methods (RMI Remote Method Invocation), Connecvity with database JAVA (JDBC JAVA Database Connecvity) and JMF (JAVA Media Frameworks) with the Protocol of Real Time RTP (Real Time Protocol). The robot control circuit was redesigned using the Altera Max+Plus II environment and the connection between the robot and personal computer was made by the Parallel Port and digital cameras of the type WEBCAM, connected USB port.
A streaming audio mosaicing vocoder implementation

This paper introduces a new extension to the concept of Audio Mosaicing, a process by which a set of unrelated sounds are blended together to form a new audio stream of shared sonic characteristics. The proposed approach is based on the algorithm that underlies the well-known channel vocoder, that is, it splits the input signals into frequency bands, which are then processed individually, and then recombined to form the output. In a similar manner, our mosaicing scheme first uses filterbanks to decompose the set of input audio segments. Then, it introduces the use of Dynamic Time Warping to perform the matching process across the filterbank outputs. Following this, the re-synthesis stage includes a bank of Phase Vocoders, one for each frequency band to facilitate targeted spectral and temporal musical effects prior to recombination. Using multiple filterbanks means that this algorithm lends itself well to parallelisation and it is also shown how computational efficiencies are achieved that permit a real-time implementation.
On the need to access deep evaluations when searching for the motor of standard language change

This book investigates the ideological dimensions of the various (de)standardisation processes conspicuously present in contemporary Europe. It is a welldocumented fact (for overviews, see Deumert and Vandenbussche 2003; Kristiansen and Coupland 2011) that all European standard languages are currently undergoing extensions which are considered a threat to the uniformity in their use – which is one of the commonly accepted criteria for standardness (see for instance Auer 2005; 2011). Professional linguists are increasingly attesting systematic variability – in the form of, for instance, regional or social accents – in standard speech produced by the ‘best speakers’ (such as news anchors of official broadcasting institutions) in the most formal contexts. But the fact that varieties which are supposed to be uniform are becoming more variable also excites concern and controversy among non-professional language users:
Leaf Segmentation using the Kinect

Segmentation is an important preprocessing step in many applications. Purely colour-based segmentation is often problematic. For this reason, we here investigate fusion of depth and colour information, to facilitate robust segmentation of single images. We evaluate segmentation results on data collected using the Microsoft Kinect peripheral for Xbox 360, using superparamagnetic clustering. We also propose a method for aligning and encoding colour and depth information from the Kinect device. As we show in the paper, the fusion of depth and colour information produces more semantically relevant segments for scene analysis than either depth or colour separately.
Finite Element Analysis In Heat Transfer: Basic Formulation & Linear Problems

Preface Disclaimer 1.Discrete Physical Systems 2.Continuum Problems 3.Finite Element Discretization 4.Numerical Techniques 5.Implementaton of the Finite Element Method 6.Conduction-Type Problems 7.Convection-Type Problems References Problems Appendix A:Automatic Mesh Generation B:Mesh and Contour Plots Nomenclature Index
Probability models in operations research

Probability Modeling Fundamentals Random Experiments and Events Probability Conditional Probability Homework Problems Application: Basic Reliability Theory Analysis of Random Variables Introduction to Random Variables Discrete Random Variables Continuous Random Variables Expectation Generating Functions Common Applications of Random Variables Homework Problems Application: Basic Warranty Modeling Analysis of Multiple Random Variables Two Random Variables Common Applications of Multiple Random Variables Computing Expectations by Conditioning Computing Probabilities by Conditioning Homework Problems Application: Bivariate Warranty Modeling Introduction to Stochastic Processes Introduction to Stochastic Processes Introduction to Counting Processes Introduction to Renewal Processes Bernoulli Processes Homework Problems Application: Acceptance Sampling Poisson Processes Introduction to Poisson Processes Interarrival Times Arrival Times Decomposition and Superposition of Poisson Processes Competing Poisson Processes Nonhomogeneous Poisson Processes Homework Problems Application: Repairable Equipment Discrete-Time Markov Chains Introduction Manipulating the Transition Probability Matrix Classification of States Limiting Behavior Absorbing States Homework Problems Application: Inventory Management Continuous-Time Markov Chains Introduction Birth and Death Processes Limiting Probabilities Time-Dependent Behavior Semi-Markov Processes Homework Problems Markovian Queuing Systems Queuing Basics The M/M/1 Queue The M/M/1/c Queue The M/M/s The M/M/s/c Queue The M/G/1 Queue Networks of Queues Homework Problems Bibliography
Competition in the acoustic encoding of emotional speech

Speech conveys not only linguistic meaning but also paralinguistic information, such as features of the speaker’s social background, physiology, and emotional state. Linguistic and paralinguistic information is encoded in speech by using largely the same vocal apparatus and both are transmitted simultaneously in the acoustic signal, drawing on a limited set of acoustic cues. How this simultaneous encoding is achieved, how the different types of information are disentangled by the listener, and how much they interfere with one another is presently not well understood. Previous research has highlighted the importance of acoustic source and filter cues for emotion and linguistic encoding respectively, which may suggest that the two types of information are encoded independently of each other. However, those lines of investigation have been almost completely disconnected (Murray & Arnott, 1993).
A language for typesetting graphics

This dissertation presents some new constructs for a programming language in which two-dimensional figures can be expressed. The language is intended to work with existing text-formatting systems so that text and figures can be typeset at the same time. Another application for the language is to describe VLSI circuit layout. The building block for figure language programs is called a "box"; it shares some features with procedures and some with records in general-purpose programming languages. A box includes a system of simultaneous equations that declares the relative positions of its significant points and requests for actions to be performed at those points: for example, a user may ask for lines drawn between, circles drawn around, or boxes placed at selected points. A box is called by adding enough equations to the system in its definition that its significant points can be solved for uniquely. A box call may also include additional actions to be performed during the call (say, extra lines or circles to be drawn). The notions of drawing a line using a pattern (perhaps dashed or dotted) and texturing a polygonal area (for example, by cross-hatching) follow directly from the mechanism for defining and calling boxes. Users may also ask for a box to be opaque so that it blots out pieces of picture that it covers. Two commands that correspond to the informal notion of sketching serve to localize this blotting effect when it could ruin parts of the picture that are wanted. Good algorithms that implement these instructions for boxes composed of straight lines and circular arcs are presented along with methods to detect insufficiency or inconsistency in the defining equation systems. Extensions beyond the ruler-and-compass model are explored enough to suggest both theoretical and practical reasons to limit the kinds of curves and functions the system should deal with. An appendix describes an implementation of the language that was used to produce the dissertation.
Intelligent Query Answering through Rule Learning and Generalization

Abstract : The Department of Defense (DoD) relies heavily on information systems to complete a myriad of tasks, from day-to-day personnel actions to mission critical imagery retrieval, intelligence analysis, and mission planning. The astronomical growth in size and performance of data storage systems leads to problems in processing the amount of data returned on any given query. Typical relational database systems return a set of unordered records. This approach is acceptable in small information systems, but in large systems, such as military image retrieval systems with more than 1 million records, it requires considerable time (often hours to days) to sort through thousands of records and select the relevant for analysis. This research introduces Intelligent Query Answering (IQA) as a novel approach to information retrieval. IQA implements the FOIL algorithm to learn rules based upon user feedback QUI90. The Winnow algorithm adjusts rule weights based on user classification, for improved document orderings BLU97. A semantic tree specific to the domain allows rule generalization across the domain. Testing shows a document sort accuracy rate of 63-93% against a controlled test dataset and 78-89% accuracy rate on a subset of declassified National Air Intelligence Center imagery metadata. These results demonstrate that this research provides groundwork for future efforts in rule learning and rule generalization in the information retrieval field.
How are we doing? A self-assessment of the quality of services and systems at NERSC (October 1, 1996--September 30, 1997)

Since its inception nearly 25 years ago, the National Energy Research Scientific Computing Center has provided its ever-expanding client base with the latest in scientific computing resources. A key element of NERSC`s successful operation is its ability to anticipate and meet the diverse needs of clients. In order to further this strong working relationship, NERSC staff and clients meet periodically via ERSUG to share views, offer training and identify problems and solutions. The success of NERSC is measured in large part by the quality of science produced by its clients. NERSC`s job is to give them the reliable tools they need -- client support, software and access to computing resources. To ensure that those needs are being met, a set of 10 performance goals pertaining to NERSC systems and service has been established. The goals that have been set out cover the following areas: Reliable and timely service; Innovative assistance; Timely and accurate information; New technologies; Wise technology integration; Progress measurement; High-performance computing center Leadership; Technology transfer; Staff effectiveness; and Protected Infrastructure. This report, covering work from October 1996 through September 1997, has been produced to give NERSC clients, sponsors and staff a better idea of how NERSC is performing.
An exploratory study of the psychological content of writing produced by women recovering from surgery for gynaecological cancers.

This paper reviews the different methods that have been applied to the analysis of written emotional content. The core focus is on the type of data generated by clinical application of the "expressive writing" paradigm (Pennebaker & Beall, 1986) in which participants write on emotional topics for 20 minutes, for three or four days. Twenty-five studies were identified, in which four broad types of analysis were applied: computerised word count analysis, computerised psychiatric content analysis, varieties of thematic coding and self-report essay evaluation rating scales. The different methods of analysis are presented in terms of their theoretical background, analytic features, findings in emotional writing and their limitations. The four methods varied in terms of the degree to which they applied psychological theories of emotion and in terms of their psychometric qualities. The need for methodological triangulation in future research is highlighted, both to deepen understanding of written emotional expression as well as to develop the evidence base on the psychological validity of these methods.
Plagiarism detection by similarity join

Since the internet is so big and most of its content is public, it is very hard to find out where the information came from originally. There are many websites that publish news articles, so people and organizations can easily lose track of where their articles are reused with or without their permission. This paper presents a plagiarism detection algorithm that allows us to quickly compare online news articles with a collection of personal news articles and detect plagiarized passages with the same quality as a human. The algorithm uses a basic shingle index and a Signature Tree as a more advanced pre-filtering step to narrow down the viable documents to a query. The algorithm achieves a score of 0.96 precision and 0.94 recall but is too resource intensive to be considered scalable. When only the pre-filtering step is used, it achieves 0.85 precision and recall creating a speedup of nearly one order of magnitude.
Inferring causal relationships using information-theoretic measures

Problem Given microarray datasets, is it possible to infer a graphical representation of the underlying data generating process? State-of-the-art causal inference methods are non-adaptable to situations where hundreds and possibly thousands of variables are involved as in microarray datasets. Starting with the correct adjacency network as a basis, we will present a method which is capable to orient the edges when dealing with a high-variable, low-sample setup exhibited by microarray data.