Miracle-dz/UniFAR-FTUs huggingface dataset:
An Empirical Comparison of Affine and Non-Affine Models for Equity Index Options

The existing literature on equity index option valuation largely focuses on affine models because they lead to closed-form solutions for option prices. This paper investigates the empirical shortcomings associated with affine models, using data on S&P500 call options. We find that the root mean squared dollar error for a simple non-affine continuous-time stochastic volatility model is 25-27% lower than that of the benchmark continuous-time affine stochastic volatility model in- and out-of-sample. The analytical convenience of affine option valuation models therefore comes at a price, and non-affine models ought to be investigated more extensively. We also compare the empirical performance of affine and non-affine discrete-time models. While the performance of the discrete-time non-affine model is similar to that of the continuous-time non-affine model, the discrete-time affine model outperforms the continuous-time affine model. We provide some intuition for these findings. At the methodological level, our analysis uses a novel technique based on the Auxiliary Particle Filter. This technique allows for an analysis of option valuation models using options data that imposes consistency with underlying equity returns. It is straightforward to implement and it can be used in a variety of applications and on various loss functions.
Bandwidth Enhancement of Metamaterial Antennas Based on Composite Right/Left-Handed Transmission Line

A method to extend the bandwidth of metamaterial (MTM) antennas using a composite right/left-handed transmission line (CRLH-TL) is presented. The resonance modes and wideband characteristics of MTM antennas are analyzed and described using dispersion diagrams based on the CRLH-TL theory. Based on the analysis, we propose an efficient way to extend the bandwidth of MTM antennas, which has been verified by both full-wave simulations and experiments. The proposed analysis can be used to design novel wideband MTM antennas and other microwave components for mobile handset applications.
GHz aluminum nitride optomechanical wheel resonators

Aluminum nitride (AlN) has been widely used in microeletromechanical resonators for its excellent electromechanical properties. Here we demonstrate the use of AlN as an optomechanical material that simultaneously offers low optical and mechanical loss. Integrated AlN microring resonators in the shape of suspended rings exhibit high optical quality factor (Q) with loaded Q up to 125,000. Optomechanical transduction of the Brownian motion of a GHz contour mode yields a displacement sensitivity of 6.3×10-18 m/√Hz in ambient air.
Spillovers of United States and People's Republic of China Shocks on Small Open Economies: The Case of Indonesia

This paper examines the impact of certain external shocks originating from the US and the PRC on Indonesia as a small open economy. The spillover effects of tapering off, an interest rate hike, exchange rate devaluation, and real gross domestic product (GDP) are analyzed. Two versions of the global vector autoregression model are employed, which covers 33 countries and considers both financial and trade relations among countries. Spillover assessments are conducted through impulse responses with 1,000 bootstrap replications, and compared to the responses of peer countries. The results suggest that the main risk for Indonesia’s real GDP is a shock to the PRC's real GDP, while a US interest rate hike is the greatest risk to Indonesia’s exchange rate depreciation in the short term, especially compared to the US tapering off. Moreover, the dominant transmission channel of US monetary tightening is through finance, dampening economic growth in small open economies.
Bringing citizen monitoring into land management: a case study of the Bosque Ecosystem Monitoring Program

Despite the rapid expansion of citizen-based monitoring, data from these programs remain underutilized by natural resource managers, perhaps due to quality and comparability issues. We present the Bosque Ecosystem Monitoring Program as a case study of an initiative successfully meeting long-term monitoring needs of federal, state, tribal, and local natural resource managers, and informing public policy. To maximize potential for partnerships with managers, we recommend the creation of a five-year plan including scientific goals and financial solvency strategies prior to establishing a citizen science program, and offering multiple platforms for data-sharing and dialogue. Abstract
Alpha ganglion cells in mammalian retinae

Retinae from species of six orders of mammals (table 1) were processed by an on-the-slide neurofibrillar staining method to establish whether alpha-type ganglion cells are generally present in placental mammals. Alpha cells of the domestic cat, where they were first defined as a type, are used as a standard of reference. Alpha cells were found in all the twenty species examined; characteristically they have the largest somata and large dendritic fields with a typical branching pattern. In keeping with the common morphology there are inner and outer stratifying subpopulations and therefore a presumptive ‘on-centre’ and ‘off-centre’ responsiveness to light. Depending on the species, alpha cells form between 1 and 4% of the ganglion-cell population and their dendritic fields cover the retina three to four times. The morphology of alpha ganglion cells, and many of their quantitative features, are conserved in mammals coming from different habitats and having a wide variety of behaviours. Because it is known from the cat that alpha ganglion cells have brisk-transient or Y receptive fields it is possible that all placental mammals possess this physiological system.
Levels of innate immune factors in genital fluids: association of alpha defensins and LL-37 with genital infections and increased HIV acquisition

Background:Several mucosal innate immune proteins exhibit HIV inhibitory activity and their analogues are potential microbicide candidates. However, their clinical associations and in-vivo role in cervicovaginal host defense against HIV acquisition are poorly defined. Methods:Cervicovaginal secretions (CVSs) were collected from HIV uninfected Kenyan sex workers at enrolment into an HIV prevention trial. After trial completion, CVS from participants acquiring HIV (cases) and matched controls were assessed for levels of innate immune factors and HIV neutralizing capacity, by blinded investigators. Cross-sectional and prospective associations of innate immune factors were examined. Results:CVS contained high levels of defensins (human neutrophil peptide-1-3 and human β defensin-2-3), LL-37 and secretory leukocyte protease inhibitor. Regulated upon activation normal T-cell expressed and secreted levels were lower, and IFNα was undetectable. CVS from 20% of participants neutralized a clade A primary HIV isolate, and 12% neutralized both clade A and C isolates. HIV neutralization was correlated with human neutrophil peptide-1-3 (α-defensins) and LL-37 levels. However, α-defensin and LL-37 levels were increased in participants with bacterial sexually transmitted infections and were independently associated with increased HIV acquisition in multivariate analysis. Conclusions:Despite significant HIV inhibitory activity, cervicovaginal levels of α-defensins and LL-37 were associated with increased HIV acquisition, perhaps due to their association with bacterial sexually transmitted infections.
Recombinant Human DNA (Cytosine-5) Methyltransferase

A method is described to express and purify human DNA (cytosine-5) methyltransferase (human DNMT1) using a protein splicing (intein) fusion partner in a baculovirus expression vector. The system produces ∼1 mg of intact recombinant enzyme >95% pure per 1.5 × 109 insect cells. The protein lacks any affinity tag and is identical to the native enzyme except for the two C-terminal amino acids, proline and glycine, that were substituted for lysine and aspartic acid for optimal cleavage from the intein affinity tag. Human DNMT1 was used for steady-state kinetic analysis with poly(dI-dC)·poly(dI-dC) and unmethylated and hemimethylated 36- and 75-mer oligonucleotides. The turnover number (k cat) was 131–237 h−1 on poly(dI-dC)·poly(dI-dC), 1.2–2.3 h−1 on unmethylated DNA, and 8.3–49 h−1 on hemimethylated DNA. The Michaelis constants for DNA (K m CG) andS-adenosyl-l-methionine (AdoMet) (K m AdoMet) ranged from 0.33–1.32 and 2.6–7.2 μm, respectively, whereas the ratio ofk cat/K m CGranged from 3.9 to 44 (237–336 for poly(dI-dC)·poly(dI-dC)) × 106 m −1 h−1. The preference of the enzyme for hemimethylated, over unmethylated, DNA was 7–21-fold. The values of k cat on hemimethylated DNAs showed a 2–3-fold difference, depending upon which strand was pre-methylated. Furthermore, human DNMT1 formed covalent complexes with substrates containing 5-fluoro-CNG, indicating that substrate specificity extended beyond the canonical CG dinucleotide. These results show that, in addition to maintenance methylation, human DNMT1 may also carry out de novo and non-CG methyltransferase activities in vivo.
A 1-year, placebo-controlled preservation of function survival study of donepezil in AD patients

Objective: To examine the effects of donepezil compared with placebo on the preservation of function in patients with AD over a 1-year period. Methods: This was a prospective, 54-week, double-blind, placebo-controlled, survival to endpoint study. Patients were required to have at entry: a diagnosis of probable AD (National Institute of Neurological and Communicative Disorders and Stroke criteria); Mini-Mental State Examination score of 12 to 20; Clinical Dementia Rating of 1 or 2; modified Hachinski ischemia score ≤4; and capability of performing 8 of 10 instrumental activities of daily living and 5 of 6 basic activities of daily living. Patients (n = 431) were randomized to placebo or donepezil (5 mg/day for 28 days, 10 mg/day thereafter). Outcome measures were the AD Functional Assessment and Change Scale, the Mini-Mental State Examination, and Clinical Dementia Rating scale. At each visit, investigators determined whether predefined criteria for clinically evident decline in functional status had been met. Patients who met the endpoint criteria were discontinued per protocol. Results: Donepezil extended the median time to clinically evident functional decline by 5 months versus placebo. The probability of patients treated with donepezil remaining in the study with no clinically evident functional loss was 51% at 48 weeks, compared with 35% for placebo. The Kaplan–Meier survival curves for the two treatment groups were different (p = 0.002, log-rank test). Conclusions: Patients with AD continue to show detectable disease progression over time, but treatment with donepezil for 1 year was associated with a 38% reduction in the risk of functional decline compared with placebo.
A sports video browsing and retrieval system based on multimodal analysis: SportsBR

An advanced sports video browsing and retrieval system based on multimodal analysis, SportsBR, is proposed in this work. Its main features include event-based sports video browsing and keyword-based sports video retrieval. The paper first defines the basic structure of our SportsBR system, and then introduces a novel approach that integrates multimodal analysis, such as visual streams analysis, speech recognition, speech signal processing and text extraction to realize event-based video clips selection. The experimental results for sports video of world cup football games indicate that multimodal analysis is effective for video browsing and retrieval by quickly browsing event-based video clips and inputting keywords according to a predefined sports vocabulary database. The system is proved to be helpful and effective for the overall understanding of the sports video content.
What Determines Real Exchange Rates

The model derived in this paper yields testable implications concerning the long-run co-movements of real exchange rates, relative labor productivity, the trade balance and terms of trade. Countries with relatively higher output growth, trade deficits or improved terms of trade are found to have more appreciated real exchange rates, with the main channel of transmission working through the relative price of nontraded goods. Exogenous terms-oftrade shocks are found to be the most important determinant of long-run movements in the real exchange rate for Denmark and Norway, while demand shocks account for most of the long-run variance in the real exchange rate for Finland and Sweden.
Rural and remote SMEs’ innovative behavior: Is it in the genes or location? An examination of entrepreneurial traits and characteristics

Rural SMEs have often been associated with superior performance and also offering some resilience to negative economic trends. Literature has often cited a number of potential reasons for such behaviour. A focus of opinion centring on the idea, that a developed innovative psyche, along with a set of entrepreneurial characteristics, rather than one single trait may hold the answer. This paper aims to examine the characteristics/traits approach of entrepreneurial values, debating the areas of opportunity spotting, risk taking, charisma, creativity and vision, as these are often cited as key areas of entrepreneurial value. Further testing of these areas was carried out against 25 rural and remote rural SMEs to see if the sample exhibits the same or enhanced values of entrepreneurial awareness depending upon geographical location, therefore it could be established that their level of innovative ability had changed. A differentiation score could then be identified against levels of innovative activity taken from the initial survey to the one taken for this research project.
Characterization of human renal stones with MDCT: advantage of dual energy and limitations due to respiratory motion.

OBJECTIVE Our aim was to determine, using CT attenuation values, the chemical composition of 241 human renal stones placed in a jelly phantom and to analyze the influence of respiratory motion on the classification. MATERIALS AND METHODS The stones were placed in a jelly simulating the X-ray attenuation of the kidneys. A dynamic platform was used to apply to the phantom free-breathing motion (sinusoidal motion in z-axis) and motion due to lack of maintenance of a breath-hold (5 mm x s(-1) in z-axis). Determination of the chemical composition was performed with mean CT attenuation values obtained at 80 and 120 kV and with dual-energy CT attenuation values. RESULTS Two hundred forty-one human urinary stones were classified into six groups: uric acid, cystine, struvite, weddellite (calcium oxalate dihydrate), whewellite (calcium oxalate monohydrate), and brushite. With no motion, the use of dual energy enabled differentiation of all of the types of stones with statistically significant differences. Uric acid (-20 +/- 22 H), cystine (106 +/- 19 H), struvite (271 +/- 16 H), weddellite (323 +/- 5 H), brushite (415 +/- 30 H), and whewellite (510 +/- 17 H) were identified as distinct groups. Motion-induced mean CT attenuation values were significantly different from those obtained with no motion. With motion, dual-energy CT attenuation values did not allow differentiation of all stone types. CONCLUSION Dual-energy CT attenuation values can be used to predict the chemical composition of stones in vitro. However, when slight motion is applied to renal stones during image acquisition, the values become significantly different from those obtained with no motion. Consequently, confusion arises in differentiating stone types. A perfect breath-hold has to be performed for in vivo use of attenuation value to discern stone type.
Compromising Wind and Solar Energies From the Power System Adequacy Viewpoint

Miscellaneous sorts of renewable energies, despite of their positive impacts on the power system operation cost and environmental concerns, could jeopardize the system reliability due to introducing significant degrees of intermittency and uncertainty. This challenge could be overcome by composing various sources of renewable energies with complimentary natures. This paper devises an explicit mathematical framework to compromise the contribution of wind and solar energies. The optimization problem is to maximize the system reliability subject to a fixed monetary investment associated with both wind and solar. The problem formulation is based on mixed-integer programming (MIP) format in which the optimality of the solution is guaranteed or can be traded with the execution time. The decision variables are the number of wind turbines and solar modules to be deployed. In addition, uncertainties associated with the hourly load, wind speed, and solar radiation are captured by scenarios based on the probability density functions (PDF). These scenarios are generated by the Monte Carlo simulation method. They are then decreased to a tractable set using a scenario reduction technique. Effectiveness of the proposed methodology is demonstrated through numerical evaluations using real field data.
RBM10-TFE3 Renal Cell Carcinoma: A Potential Diagnostic Pitfall Due to Cryptic Intrachromosomal Xp11.2 Inversion Resulting in False-negative TFE3 FISH

Xp11 translocation renal cell carcinoma (RCC) are defined by chromosome translocations involving the Xp11 breakpoint which results in one of a variety of TFE3 gene fusions. TFE3 break-apart florescence in situ hybridization (FISH) assays are generally preferred to TFE3 immunohistochemistry (IHC) as a means of confirming the diagnosis in archival material, as FISH is less sensitive to the variable fixation which can result in false positive or false negative IHC. Prompted by a case report in the cytogenetics literature, we identify 3 cases of Xp11 translocation RCC characterized by a subtle chromosomal inversion involving the short arm of the X chromosome, resulting in an RBM10-TFE3 gene fusion. TFE3 rearrangement was not detected by conventional TFE3 break-apart FISH, but was suggested by strong diffuse TFE3 immunoreactivity in a clean background. We then developed novel fosmid probes to detect the RBM10-TFE3 gene fusion in archival material. These cases validate RBM10-TFE3 as a recurrent gene fusion in Xp11 translocation RCC, illustrate a source of false-negative TFE3 break-apart FISH, and highlight the complementary role of TFE3 IHC and TFE3 FISH.
Is There an Optimal Closing Mechanism

We study the effects on market efficiency and integrity of introducing closing auctions in 20 exchanges around the world. We delineate two main categories of closing auction (those in which on-close orders can be entered through out the day, and those with a distinct end-of-day auction period) and examine four auction design features. We find that closing auctions significantly improve market quality, with on-close mechanisms providing the greatest benefits. Closing auctions tend to be more beneficial if they have randomized closing times, extensions if volatility thresholds are breached, prevent traders from altering their orders during the pre-close time, and do not display indicative closing prices.
Improved detection of metastatic melanoma by T2*-weighted imaging.

BACKGROUND AND PURPOSE The imaging features of metastatic melanomas are distinctive due to the presence of melanin and the propensity for hemorrhage. Both hemorrhage and melanin can produce T1-weighted hyperintensity and T2*-weighted signal intensity loss. We hypothesized that T2*-weighted images would improve detection of metastatic melanoma. METHODS The T2* and T1 characteristics of 120 newly detected metastatic brain lesions from 31 patients with malignant melanoma were compared with those of 120 brain metastases from 23 patients with lung cancer. RESULTS Melanoma metastases were 5 times more likely to demonstrate prominent T2*-related signal intensity loss (susceptibility effect) than were lung metastases (42% vs 8%; P < .01), and 4.5 times more likely to demonstrate T1 hyperintensity (55% vs 12%; P < .01). Patients with melanoma had lesions that were either hypointense on T2*-weighted images, hyperintense on T1 images, or both, in 71% (85/120), compared with 19% (23/120) of lung carcinoma metastases (P < .01). Melanoma lesions were 16 times more likely than lung cancer lesions to show combined T2* related signal intensity loss and T1 hyperintensity (P < .01). Remarkably, 8 melanoma lesions (7%) in 3 patients were detectable principally on the T2*-weighted sequences, whereas no lung cancer lesion was detected solely on susceptibility images. We found a direct correlation between melanin content and T1 hyperintensity but no correlation between T2* intensity and melanin. CONCLUSION T2*-weighted images improve lesion detection in patients with melanoma metastases, and in conjunction with T1-weighted sequences, can suggest melanoma as the etiology of an intracranial mass. This sequence should be employed for evaluation of possible brain metastasis in patients without a known primary malignancy and in studies for melanoma staging.
Comparative study of machine learning techniques in sentimental analysis

Sentimental Analysis is reference to the task of Natural Language Processing to determine whether a text contains subjective information and what information it expresses i.e., whether the attitude behind the text is positive, negative or neutral. This paper focuses on the several machine learning techniques which are used in analyzing the sentiments and in opinion mining. Sentimental analysis with the blend of machine learning could be useful in predicting the product reviews and consumer attitude towards to newly launched product. This paper presents a detail survey of various machine learning techniques and then compared with their accuracy, advantages and limitations of each technique. On comparing we get 85% of accuracy by using supervised machine learning technique which is higher than that of unsupervised learning techniques.
Long-Term Consequences of Respiratory Syncytial Virus Acute Lower Respiratory Tract Infection in Early Childhood in Guinea-Bissau

Aim: The study aimed to investigate long-term consequences of respiratory syncytial virus (RSV) positive acute lower respiratory tract infection (ALRI) in a low-income country according to severity of the initial infection. Design: The study was a 1:1 matched case-control study of 335 RSV case children and 335 control children. The mean age of RSV ALRI was 0.9 year and at follow-up, 6.8 years. Case children were identified at the hospital and in the community with an antigen and an IgM test to diagnose RSV. Severe RSV infection was defined when a child was treated at the hospital, whereas disease was assumed less severe when a child was diagnosed at home and received no care in the hospital. Results: At follow-up, forced expiratory volume in 1 second (FEV1) and peak flow were significantly lower in case children (odds ratio [OR] = 0.28; 95% confidence interval [CI] 0.10–0.79), the effect being particularly marked for children with severe RSV. Bronchitis at follow-up was reported more frequently among the case children with severe disease. Fewer case children had a positive skin-prick test for local allergens than control children (OR 0.64; 95% CI = 0.44–0.94). Specific IgE for dust mites and cockroach was elevated (52%) in both case and control children. However, specific IgE to peppertree was higher in the case children (OR 2.18; 95% CI = 1.17–4.07). All identified differences were particularly marked for children with severe RSV. Conclusion: Severe RSV infection in infancy was associated with decreased lung function in preschool age in Guinea-Bissau. Children with severe RSV disease had more long-term health problems than children with less severe disease.