Miracle-dz/UniFAR-FTUs huggingface dataset:
The implied convexity of VIX futures Robert T . Daigler Brice Dupoyet *

We examine the convexity adjustment needed to value VIX futures prices by extracting the implied convexity component from VIX futures prices and the corresponding spot option market prices. The resultant implied convexity value is the missing adjustment between the observed VIX futures price and the forwardstarting variance swap rate. We then study the properties of this convexity adjustment, both as a time series and with respect to various market factors. We find that implied convexity often violates no-arbitrage conditions since it is frequently negative, and that implied convexity is strongly statistically related to both market volatility and VIX futures time to expiration. We also investigate the ability of implied convexity to predict realized VIX futures price variances, finding that it underestimates the realized VIX futures variance 71% of the time.
Blockade of cyclic AMP‐responsive element DNA binding in the brain of CREBΔ/α mutant mice

The cAMP-responsive element binding protein (CREB) gene transcription factor has been implicated in the synaptic plasticity and memory. Here, we investigated the mechanisms of CREB and/or cyclic AMP-responsive element modulatory protein (CREM) binding to CRE sites in brain tissues. CRE–DNA binding was determined in nuclear extracts obtained from the several brain structures of wild-type and CREBΔ/α mutant mice. It was found that antibodies to CREB, phosphorylated CREB, and CREM supershifted the CRE-DNA binding complex in cortical nuclear extracts from wild-type mice, which suggests that the CRE-DNA binding complex contains both CREB and CREM proteins. In contrast, CRE-DNA binding is abolished in the cortex, hippocampus, cerebellum, and amygdala of CREBΔ/α mutant mice. Because the CREBΔ and α isoforms have been deleted in CREB mutant mice, consequently, other forms of CREB, such as CREB-β and CREM, are up-regulated. These results suggest that the binding of CREM to CRE sites requires the presence of CREBΔ/α, and that CREB-β may be inefficient in binding to CRE sites. Thus, these results indicate that CREBΔ/α mutant mice are a useful animal model for studying the functional role of CREB-dependent gene expression.
Enteric lesions in SCID mice infected with "Helicobacter typhlonicus," a novel urease-negative Helicobacter species.

BACKGROUND AND PURPOSE Several rodent helicobacters have been associated with chronic active hepatitis or inflammatory bowel disease. Severe combined immunodeficient (SCID) mice appear to be inherently susceptible to disease attributable to these emerging pathogens. With the advent of polymerase chain reaction (PCR) analysis, it has become clear that several as yet unidentified Helicobacter species may also colonize rodents, but their capacity to cause disease is unknown. METHODS A Helicobacter species isolated from feces of a BALB/c mouse and provisionally named "H. typhlonicus" was used to inoculate helicobacter-free 4-week-old SCID mice (n = 11 males and 11 females). At various weeks after inoculation, mice were sacrificed and liver and intestinal specimens were collected for histologic examination and PCR analyses. RESULTS The C.B-17 scid/scid mice inoculated with "H. typhlonicus" developed moderate to severe proliferative typhlocolitis, similar to that seen in SCID mice infected with H. hepaticus or H. bilis. However, in contrast to mice infected with H. hepaticus or H. bilis, lesions of chronic active hepatitis were not detected in mice inoculated with "H. typhlonicus. " A similar disease syndrome developed in SCID mice cohabitated with B6D2F1 mice naturally infected with a novel Helicobacter species that was genetically identical to "H. typhlonicus. " CONCLUSION "Helicobacter typhlonicus" joins a growing list of helicobacters that are capable of inducing enteric disease in immunodeficient mice.
Summary of FDA Antibody‐Mediated Rejection Workshop

The Food and Drug Administration (FDA) held an open public workshop in June 2010 to discuss the current state of science related to antibody‐mediated rejection (AMR) in kidney transplantation. Desensitization, acute AMR and chronic AMR (CAMR) were considered in the context of clinical trial design. Participants discussed experiences with HLA antibody detection and quantitation and the utility of monitoring donor‐specific antibodies (DSAs) to inform the management of patients with AMR. The role for animal models was discussed. Diagnostic and prognostic features of histology were presented, followed by discussion of sensitivity and specificity of various criteria. The published literature on treatment of acute AMR was summarized, which consisted of case series and limited data from controlled clinical trials. Considerations for future clinical trials were presented, including endpoints and statistical evaluations of outcome. Although many issues need further consideration, the meeting enabled an important exchange of ideas between experts in the field.
Saturation of mismatch repair in the mutD5 mutator strain of Escherichia coli

The mutD (dnaQ) gene of Escherichia coli codes for the proofreading activity of DNA polymerase III. The very strong mutator phenotype of mutD5 strains seems to indicate that their postreplicational mismatch repair activity is also impaired. We show that the mismatch repair system of mutD5 strains is functional but saturated, presumably by the excess of DNA replication errors, since it is recovered by inhibiting chromosomal DNA replication. This recovery depends on de novo protein synthesis.
A new approach to outdoor illumination estimation based on statistical analysis for augmented reality

Illumination consistency plays an important role in realistic rendering of virtual characters which are integrated into a live video of real scene. This paper proposes a novel method for estimating the illumination conditions of outdoor videos captured by a fixed viewpoint. We first derive an analytical model which relates the statistics of an image to the lighting parameters of the scene adhering to the basic illumination model. Exploiting this model, we then develop a framework to estimate the lighting conditions of live videos. In order to apply the above approach to scenes containing dynamic objects such as intrusive pedestrians and swaying trees, we enforce two constraints, namely spatial and temporal illumination coherence, to refine the solution. Our approach requires no geometric information of the scenes and is sufficient for real‐time performance. Experiments show that with the lighting parameters recovered by our method, virtual characters can be seamlessly integrated into the live video. Copyright © 2010 John Wiley & Sons, Ltd.
Classification of gait patterns in spastic hemiplegia and spastic diplegia: a basis for a management algorithm

Classifications of gait and postural patterns in spastic hemiplegia and spastic diplegiía are presented, based on the work of previous authors. The classifications are used as a biomechanical basis, linking spasticity, musculoskeletal pathology in the lower limbs, and the appropriate intervention strategies. The choice of target muscles for spasticity management, the muscle contractures requiring lengthening and the choice of orthotics are then linked to the underlying gait pattern.
Intensive intervention improves primary care follow-up for uninsured emergency department patients.

OBJECTIVES To test an intervention designed to improve primary care use and decrease emergency department (ED) utilization for uninsured patients using the ED. METHODS Using a randomized design, an intensive case-management intervention was tested with patients identified at a Level 1 urban trauma center from April 2002 through July 2002. Following assessment in the ED, six-month follow-up data were gathered from four primary care sites (two Federally Qualified Health Centers, two hospital outpatient clinics) and two area hospitals. Eligible participants were uninsured, were at least 18 years of age, and did not have a regular primary care provider. Of 281 patients approached, 273 (97.2%) agreed to participate. After 42 patients were eliminated following enrollment due to ineligibility, there were 121 intervention and 109 comparison subjects. Health Promotion Advocates (HPAs) in the ED gathered information from all study participants. On intervention shifts, HPAs assisted patients in choosing a primary care provider and faxed all information to a case worker at the selected site. Case managers attempted to contact patients and schedule appointments. On comparison shifts, patients received care as usual. Primary care contact in 60 days and subsequent ED visits in six months post-ED assessment were the main outcome measures. RESULTS Intervention subjects were more likely to have a primary care contact (51.2% vs. 13.8%, p < 0.0001). There was no statistically significant difference between groups in either number of inpatient admissions or postintervention ED visits, although postintervention ED visits for the intervention group were less expensive. CONCLUSIONS This project has demonstrated that it is possible to improve primary care follow-up for uninsured ED patients.
Effects of a menthol-based analgesic balm on pressor responses evoked from muscle afferents in cats.

OBJECTIVE To evaluate changes in heart rate (HR) and mean arterial pressure (MAP) as indicators of changes in pressor response for muscle afferents after topical application of menthol (MEN)-based analgesic balm. ANIMALS 11 decerebrate cats. PROCEDURE Pressor responses were reflexively evoked by static contraction of hind limb muscles, which are caused by group III and IV afferents. Responses were monitored without interference from anesthesia or effects of higher brain function by the use of decerebrate cats. After obtaining baseline data, MEN analgesic balm (1.9%) was applied to the skin over contracting muscles of 1 hind limb in 6 cats; petrolatum was applied to 5 control cats. Muscle contractions were evoked every 10 minutes, alternating between hind limbs, for 120 minutes. Peak MAP and HR were analyzed. RESULTS Peak MAP responses evoked by static muscle contraction for the ipsilateral hind limb were significantly attenuated 20 minutes after application, but approached baseline values 40 minutes after application. The pressor response was significantly decreased 20 minutes after application during the last 12 seconds of the stimulus, which was attributed to group IV afferents. There were no significant differences in HR responses. CONCLUSIONS AND CLINICAL RELEVANCE Application of MEN analgesic balm to the skin over contracting muscles significantly decreased the pressor response to static muscle contractions. This suggests that topical application of MEN has effects on responses evoked from receptors located in muscles. The MEN analgesic balm appeared to attenuate the pressor response 20 minutes after application, but it was a short-term effect.
Toward Computational Materials Design: The Impact of Density Functional Theory on Materials Research

The development of modern materials science has led to a growing need to understand the phenomena determining the properties of materials and processes on an atomistic level. The interactions between atoms and electrons are governed by the laws of quantum mechanics; hence, accurate and efficient techniques for solving the basic quantum-mechanical equations for complex many-atom, many-electron systems must be developed. Density functional theory (DFT) marks a decisive breakthrough in these efforts, and in the past decade DFT has had a rapidly growing impact not only on fundamental but also industrial research. This article discusses the fundamental principles of DFT and the highly efficient computational tools that have been developed for its application to complex problems in materials science. Also highlighted are state-of-the-art applications in many areas of materials research, such as structural materials, catalysis and surface science, nanomaterials, and biomaterials and geophysics.
Lateral Organization, Perceived Depth and Title Preference in Pictures

29 naive Ss compared 15 regular photographs of paintings with mirror image photos of the same scenes. Ss were given titles for each of the 15 stimulus pairs and asked to select the member of the pair to which the title was better suited. They consistently (Z = 3.31, p < .01) selected photographs for which titles referred specifically to the left rather than right foreground (Z = 3.31, p < .01). These results confirm observations of Woelfflin and Gaffron, that lateral organization is important for aesthetic appreciation of two-dimensional art forms. Perceived depth is greater in the left sides of pictures than the right as shown by Bartley and colleagues, but attempts to relate left-side title preference to depth per se were not successful.
What Explains High Unemployment ? The Deleveraging – Aggregate Demand Hypothesis

A negative aggregate demand shock driven by household deleveraging is responsible for a large fraction of the decline in U.S. employment from 2007 to 2009. The deleveraging – aggregate demand hypothesis predicts that employment losses in the non-tradable sector will be higher in high leverage U.S. counties that experienced the bulk of the deleveraging process, while losses in the tradable sector will be distributed uniformly across all counties. We find exactly this pattern from 2007 to 2009. Alternative hypotheses for job losses based on uncertainty shocks or structural unemployment related to construction do not explain our results. Using the relation between non-tradable sector job losses and household leverage and assuming Cobb-Douglas preferences over tradable and non-tradable goods, we quantify the effect of deleveraging on total employment. Our estimates suggest that the decline in aggregate demand driven by deleveraging accounts for 4 million of the lost jobs from 2007 to 2009, or 65% of the lost jobs in our data. *We thank seminar participants at New York University (Stern) and Columbia Business School for comments. Lucy Hu, Ernest Liu, and Calvin Zhang provided superb research assistance. We are grateful to the National Science Foundation, the Initiative on Global Markets at the University of Chicago Booth School of Business and the Center for Research in Security Prices for funding. The results or views expressed in this study are those of the authors and do not reflect those of the providers of the data used in this analysis. Mian: (510) 643 1425, atif@haas.berkeley. edu; Sufi: (773) 702 6148, amir.sufi@chicagobooth.edu
Comparative proteomic analysis of differentially expressed proteins in β‐aminobutyric acid enhanced Arabidopsis thaliana tolerance to simulated acid rain

Acid rain is a worldwide environmental issue that has seriously destroyed forest ecosystems. As a highly effective and broad‐spectrum plant resistance‐inducing agent, β‐aminobutyric acid could elevate the tolerance of Arabidopsis when subjected to simulated acid rain. Using comparative proteomic strategies, we analyzed 203 significantly varied proteins of which 175 proteins were identified responding to β‐aminobutyric acid in the absence and presence of simulated acid rain. They could be divided into ten groups according to their biological functions. Among them, the majority was cell rescue, development and defense‐related proteins, followed by transcription, protein synthesis, folding, modification and destination‐associated proteins. Our conclusion is β‐aminobutyric acid can lead to a large‐scale primary metabolism change and simultaneously activate antioxidant system and salicylic acid, jasmonic acid, abscisic acid signaling pathways. In addition, β‐aminobutyric acid can reinforce physical barriers to defend simulated acid rain stress.
Emotional management and biological markers of dietetic regimen in chronic kidney disease patients

Abstract The aim of the study was to investigate the association between psychological characteristics and biological markers of adherence in chronic kidney disease patients receiving conservative therapy, hemodialysis, peritoneal dialysis (PD), or kidney transplantation. Seventy-nine adult patients were asked to complete the following questionnaires: Toronto Alexithymia scale, Snaith–Hamilton Pleasure Scale, and Short Form Health Survey. Biological markers of adherence to treatment were measured. Peritoneal dialysis patients showed a lower capacity to feel pleasure from sensorial experience (p = .011) and a higher values of phosphorus compared to the other patients’ groups (p = .0001). The inability to communicate emotions was negatively correlated with hemoglobin levels (r = −(0). 69; p = . 001) and positively correlated with phosphorus values in the PD patients (r = .45; p = .050). Findings showed higher psychological impairments and a lower adherence to the treatment in PD patients and suggest the implication of emotional competence in adherence to treatment.
Properties of Nanobelts and Nanotubes Measured by In Situ TEM

Characterizing the physical properties of individual nanostructures is challenging because of the difficulty in manipulating the objects of sizes from nanometers to micrometers. Most nanomeasurements have been carried using scanning probe microscopy. In this article, we demonstrate that transmission electron microscopy can be a powerful tool for quantitative measurements of the mechanical and electrical properties of a single nanostructure. Dual-mode resonance of an oxide nanobelt has been observed, and its bending modulus has been measured. An in situ technique was demonstrated for measuring the work function at the tip of a carbon nanotube. The ballistic quantum conductance of a multiwalled carbon nanotube was observed at room temperature using the setup in TEM. It is concluded that in situ measurement by directly linking structure with property is a future direction of electron microscopy.
Functional cerebral imaging by susceptibility‐contrast NMR

In vivo measurement of cerebral physiology by dynamic contrast‐enhanced NMR is demonstrated. Time‐resolved images of the cerebral transit of paramagnetic contrast agent were acquired using a new ultrafast NMR imaging technique and a novel mechanism of image contrast based on microscopic changes in tissue magnetic susceptibility. Global hypercapnia in dogs was used to establish the relationship between susceptibility‐induced signal change and brain blood volume, and the response of gray and white matter to this microvascular stimulus was measured. © 1990 Academic Press, Inc.
Separation and quantification of milk casein from different buffalo breeds

Understanding the milk protein expression profile in different buffalo breeds plays an important role in improving hybrid selection and determining the effects on milk protein synthesis. The aim of this research is to compare the differences in milk protein content, composition and distribution between River buffalo and their crossbreeds for hybrid screening. Four groups of milk samples that included Nili-Ravi (N), Murrah (M), a Nili-Ravi-Murrah crossbreed (M-N), and a crossbreed of river buffalo with local swamp buffalo (C) were collected. The protein composition of the buffalo milk was determined by RP-HPLC. A gel-based proteomic approach consisting of two-dimensional gel electrophoresis coupled with mass spectrometry was utilised for the detailed protein characterisation of milk from different breeds. The results of this analysis showed that the river/swamp buffalo crossbreed (C) displayed the highest content of total protein (4·46%) and κ-casein (11·14%) but the lowest content of α-lactalbumin (6·79%). By selecting 23 different protein spots among the four types of milk that contained the most spots corresponding to κ-casein, β-casein and αs1-casein, correlations between the crossbreeds, protein polymorphism and phosphorylation could be made. The results of this study indicate that crossbreeding a swamp buffalo with a river buffalo has a notable effect on the protein content and composition that may be exploited for producing high-quality raw milk in food technology applications and dairy food production.
Self-phase-modulation of surface plasmon polaritons Israel

We present an approach for calculating the nonlinear propagation of surface plasmon polaritons in onedimensional planar waveguides consisting of a metal slab or a semi-infinite metal bounded by linear dielectrics, starting with an assumed third-order nonlinearity that characterizes the nonlinear response of the metal. With this approach we model the self-phase-modulation of surface plasmon polaritons. Expressions relating the complex nonlinear parameter of these surface waves with the third-order nonlinear susceptibility of the metal are provided. We present and discuss results pertaining to the self-phase-modulation of the symmetric and antisymmetric surface plasmon polaritons supported by a thin gold slab in vacuum and of the surface plasmon polariton supported by the single gold-vacuum interface.
Attention Deficit and Hyperactivity Symptoms in Children with Asthma

Background. Asthma that is chronic may influence children's behavioral health and quality of life (QoL) negatively. Objective. To evaluate the frequency of attention deficit and hyperactivity symptoms in children with asthma and to determine if these symptoms are associated with a deterioration of QoL. Methods. Mothers of 62 children with moderate asthma and those of 38 healthy children aged between 7–12 years were included in the study. Conners' Parent Rating Scale-48 (CPRS), a 48-item multiple-choice questionnaire, was completed by the mothers to identify attention deficit and hyperactivity symptoms in children. The Pediatric Asthma Quality of Life Questionnaire (PAQLQ) was filled in by children to measure QoL. Results. Mean age was 9.2 ± 1.5 years for asthmatic children (37 male, 25 female) and 10.1 ± 1.3 years for control group (20 male, 18 female). The two groups were similar regarding age and sex. Attention deficit score in the asthma group was significantly higher than that in the control group (p = 0.01). The frequency of hyperactivity was higher in the asthmatic group but the difference between the groups was not significant (p = 0.36). Attention deficit and hyperactivity scores of Conners-P were not correlated with PAQLQ scores (regarding total, activity, emotional and symptom domains). Conclusion. Increased rates of attention deficit symptoms in children with asthma, as reported by mothers, might reflect the negative impact of asthma on neurobehavioral health. Asthmatic children, especially the ones who display attention deficit symptoms, must be considered for further evaluation regarding attention deficit hyperactivity disorder.
Effects of Sex and Age on Bone Microstructure at the Ultradistal Radius: A Population‐Based Noninvasive In Vivo Assessment

In a population‐based cross‐sectional study, we examined effects of sex and age on bone microstructure at the wrist using high‐resolution 3‐D pQCT. Compared with women, men had thicker trabeculae in young adulthood and had less microstructural damage with aging. These findings may contribute to the virtual immunity of men to age‐related increases in wrist fractures.
Digitally programmable continuous-time biquad filter in 65-nm CMOS

This paper reports a new programmable Gm-C-OTA integrator and filter, which allows on-chip periodic analog signal generation and in essence, fulfils the function of the D/A converter. The method has the attributes of digital programming and control capability, robustness and reduced area overhead, which make it suitable for built-in self-test applications. The circuit has been fabricated in standard single poly, 65-nm CMOS with the core area of 0.11 mm2 with a performance of 74 dB at 81 MHz, while consuming 9 mW.