Miracle-dz/UniFAR-FTUs huggingface dataset:
Option pricing under stochastic volatility models with latent volatility

An important challenge regarding the pricing of derivatives is related to the latent nature of volatility. Most studies disregard the uncertain nature of volatility when pricing options; the few authors who account for it typically consider the risk-neutral posterior distribution of the latent volatility. As the latter distribution differs from its physical measure counterpart, this leads to at least two issues: (1) it generates some unwanted path dependence and (2) it oftentimes requires to simultaneously track the physical and risk-neutral distributions of the latent volatility. This article presents pricing approaches purging such a path-dependence issue. This is achieved by modifying conventional pricing approaches (e.g. the Girsanov transform) to formally recognize the uncertainty about the latent volatility during the pricing procedure. The two proposed risk-neutral measures circumventing the aforementioned undesired path-dependence feature are based on the extended Girsanov principle and the Esscher transform. We also show that such pricing approaches are feasible, and we provide numerical implementation schemes.
An Approach to Simultaneously Assess Operational Risk and Maturity Levels in Information Technology Management

The development of information technology (IT) has had a considerable effect on organizational management and success. Due to the widespread use of IT, the risk of error increases, which can significantly affect organizations. In order to reduce the impact of these errors, organizational maturity and risk should be calculated. The aim of this paper is to investigate the operational risk and maturity level of IT in an anonymized financial institution, based on the American Productivity and Quality Center benchmark and control objectives for information and related technologies. To this end, the operational risk and maturity levels of 34 IT service management processes were investigated by collecting required data from electronic forms as well as through expert opinions. Results were obtained at three levels: the assessment of the operational risk and maturity level (level one), the domains (level two) and the processes (level three) of the IT organization. The findings showed that the organization had a maturity level of 1.11 (indicating ad hoc and disorganized processes) and therefore there was a 47.9% chance of operational risk to IT management goals. The results can help managers allocate limited resources to activities, optimize the use of capital, reduce administrative costs and use IT effectively for growth and development.
Turkey’s Melancholy Economic Indicators Camouflaged by Militarization as a Foreign Policy

After Atatürk’s death (November 10, 1938), the Turkish military saw itself as the unquestioned sole guardian of Atatürk’s principles - secularism and national unity. The Turkish military protected the country against authoritarian and anti-secular policies in the 1950s, extreme anarchy in the 1960s and 1970s, and rise of Islamist-based political parties with anti-secular ideologies in the 1990s. The Turkish Armed Forces (TSK) had gained certain prerogatives and privileges after each coup, but the 1982 Constitution drafted by the military ensuing the 1980 coup d'état created formal (institutional) and informal (non-institutional) mechanisms for the military to exert power in domestic, foreign, and defense policies. The developments in 2007 marked the starting point for a shift in balance of power in civil-military relations; in spite of the military’s high alert on the AKP’s anti-secular ways, the April 27 midnight e-memorandum (e-coup) failed to deter the AKP to select Foreign Minister Abdullah Gül as the ruling party's candidate for the presidency in 2007; but more importantly, the military failed to protect the country’s laicistic – secularist order. Then Prime Minister Erdoğan waged a legal war against senior military officers including four-star generals for allegedly plotting a coup against the AKP government in 2003 and 2004. The military lost this battle too, through Ergenekon and Balyoz (Sledgehammer) investigations and related trials, many high-ranking military personnel had been accused, arrested, and prosecuted for plotting to overthrow the AKP government; and for the first time in Turkish history, and to everyone’s disbelief, senior military officers were actually prosecuted in civilian courts by civilian prosecutors. According to President Erdoğan’s new foreign and defense policies, today Turkey is not backing away showing its military muscle even this may mean irritating many of its neighbors and NATO allies. The AKP government under President Erdoğan’s leadership has devoted itself through relentless efforts to reduce the TSK’s political power; in the process, the Erdoğan administration has taken full advantage of the EU’s Copenhagen Criteria (i.e. civilian control of the military is a condition for EU accession negotiations) to strip of the military’s both formal and informal mechanisms. Today, the military is bent to President Erdoğan’s will, who selects military personnel and gives orders to commanders of the armed forces; additionally, Erdoğan has made a number of structural changes to reshape the military as he has envisaged. As Turkey insists spending on military ($20.4 billion in 2019), a sustainable economic recovery remains a distant dream.
Evaluation of a first-event sampling model for monitoring cabbage pests

First-event sampling models for monitoring diamondback moth Plutella xylostella (Lepidoptera: Plutellidae) and small white butterfly, Pieris rapae (Pieridae) are used in integrated production systems of cabbage. Decision-making accuracy and reduced labour needs of those models were unknown compared to fixed-sample monitoring. This we addressed through computer simulations of the currently most used first-event sampling plan for cabbage in DPR Korea. Indeed, this sampling plan in five subplots of a cabbage field at a sampling limit of a maximum 10 plants each, appeared less labour intense than many fixed-sample monitoring plans. However, only a medium accuracy of infestation estimates and correct decision-making for or against pest control was achieved, particularly at high pest densities. If accepting such medium accuracy, the current sampling plan could be reduced from five to three subplots at a sampling limit of 10 plants each, or to a maximum of five assessed plants per each of five subplots, this is, without further loosing accuracy whilst saving labour. Such sampling requires little investment in time and might be therefore applied and validated across more cabbage productions systems of East Asia. Ultimately, first-event sampling, as other sampling plans will remain a compromise between accuracy and practicability.
Real Estate Segmentation: A Model of Real estate Decision Support System

Due to human limitations of computational thinking, the quality of rational decision-making is constrained, and as a result, people encounter bounded rationality. A decision support system is widely demanding in tackling this problem, especially in real estate management. This study focuses on 3 main purposes. Firstly, comparing K-means, X-means and K-medoid algorithm performance in clustering sold house characteristics to be further used for pricing houses. Second, characterizing each cluster for developing a suitable marketing strategy by utilizing machine learning technology. Lastly, providing a managerial implication as a decision support system for assisting stakeholders in making a decision. Eventually, K-means and X-means algorithm show very similar performance. X-means can automatically determine the number of clusters while k-means utilize the elbow method to find the optimum number of clusters. Three clusters were identified as cluster 0, cluster 1, and cluster 2. Cluster 0 was occupied by 85.77% of low house prices. There are two practical implications of this study. Firstly, the results of clustering analysis which reflected in a model of decision support system. Second, an intuitive and comprehensive methodological framework is presented for helping stakeholders designing a decision support system.
A TTEND TO CONNECT : END - TO - END BRAIN FUNC - TIONAL CONNECTIVITY ESTIMATION

Functional connectivity (FC) studies have demonstrated the beneﬁts of investigating the brain and its disorders through the undirected weighted graph of fMRI correlation matrix. Most of the work with the FC, however, depends on the way the connectivity is computed and further depends on the manual post-hoc analysis of the FC matrices. In this work, we propose a deep learning architecture (BrainGNN) that learns the connectivity structure while learning to classify subjects with schizophrenia. It simultaneously trains a graphical neural network on this graph and learns to select a sparse subset of brain regions important to the prediction task. We demonstrate the model’s state-of-the-art classiﬁcation performance on a schizophrenia fMRI dataset and show how introspection leads to disorder-relevant ﬁndings. The graphs learned by the model exhibit strong class discrimination, and the identiﬁed sparse subset of relevant regions is consistent with the schizophrenia literature.
Resolution of Diplopia and Torsion Following Yttrium Aluminum Garnet (YAG) Laser Capsulotomy in a Patient With the Ocular Tilt Reaction

The ocular tilt reaction is a rare neuro-ophthalmological phenomenon commonly occurring due to an injury to the vestibulo-ocular pathway, or a thalamic, brainstem, or cerebellar lesion. Most ocular tilt reactions are transient and demonstrate spontaneous recovery. This report documents the immediate resolution of diplopia and the patient’s ocular tilt reaction following visual recovery from left yttrium aluminum garnet laser capsulotomy.
The single-leg heel raise does not predict maximal plantar flexion strength in healthy males and females

Introduction The single-leg heel raise test (SLHR) is commonly used in clinical settings to approximate plantar flexor strength, yet this is neither validated nor supported physiologically. The purposes of this study were to: determine (1) associations between SLHR repetitions, maximal plantar flexor strength, and reductions in strength; and (2) whether sex differences exist in performance of the SLHR. Methods Twenty-eight young, healthy participants (14 males,14 females, 19–30 years) performed repeated single-leg heel raises to task failure. Pre- and post-task measures included maximal voluntary isometric contractions (MVIC), and voluntary activation and contractile properties of the plantar flexor muscles, assessed using peripheral electrical stimulation of the tibial nerve. Surface electromyography was recorded for the medial and lateral gastrocnemius, soleus, and anterior tibialis muscles. Results The SLHR resulted in 20.5% reductions in MVIC torque (p<0.001). However, the number of SLHR repetitions was not correlated with either the baseline MVIC (maximal strength; p = 0.979) or the reduction in MVIC following the SLHR (p = 0.23). There were no sex differences in either the number of SLHR repetitions (p = 0.14), baseline MVIC torque (p = 0.198), or the reduction of MVIC (p = 0.14). MVIC decline was positively associated with the reduction in voluntary activation (r = 0.841, p<0.001), but was not associated with the change in twitch amplitude (p = 0.597). Conclusions The SLHR was similar in young males and females yet was a poor predictor of maximal plantar flexor strength but evaluates performance fatigability of the lower extremity specific to dynamic contractions. The reduction in maximal strength at task failure was explained by reduced neural drive to the plantar flexor muscles in both males and females. Impact statement SLHR performance is not a clinical assessment of plantar flexor strength but assesses dynamic lower extremity fatigability that is similar in males and females. Alternate clinical measures for maximal plantar flexion strength need to be developed.
The impact of COVID-19 on the physical activity and sedentary behaviour levels of pregnant women with gestational diabetes

Background The aim of this study was to understand how physical activity and sedentary behaviour levels of pregnant women with gestational diabetes in the UK have been affected by COVID-19. Methods An online survey exploring physical activity and sedentary behaviour levels of pregnant women with gestational diabetes during COVID-19 was distributed through social media platforms. Women who had been pregnant during the COVID-19 outbreak and had gestational diabetes, were resident in the UK, were 18 years old or over and could understand written English were invited to take part. Results A total of 724 women accessed the survey, 553 of these met the eligibility criteria and took part in the survey. Sedentary time increased for 79% of the women during the pandemic. Almost half of the women (47%) were meeting the physical activity guidelines pre COVID-19 during their pregnancy, this dropped to 23% during the COVID-19 pandemic. Fear of leaving the house due to COVID-19 was the most commonly reported reason for the decline. Significant associations were found between meeting the physical activity guidelines during COVID-19 and educational attainment, fitness equipment ownership and knowledge of how to exercise safely in pregnancy. Conclusions and implications These results show the impact of COVID-19 on physical activity and sedentary behaviour levels and highlight the need for targeted public health initiatives as the pandemic continues and for future lockdowns. Women with gestational diabetes need to know how it is safe and beneficial to them to engage in physical activity and ways to do this from their homes if fear of leaving the house due to COVID-19 is a barrier for them. Online physical activity classes provided by certified trainers in physical activity for pregnant women may help them remain active when face-to-face appointments are reduced and limited additional resources are available.
Modelling mortality within 28 days among preterm infants at a tertiary hospital in Lusaka, Zambia: a retrospective review of hospital-based records

Introduction globally, almost half of all deaths in children under five years of age occur among neonates. We investigated the predictors of mortality within 28 days among preterm infants at a tertiary hospital in Lusaka, Zambia. Methods we reviewed admission records linked to birth, mortality, and hospital discharge from 1st January 2018 to 30th September 2019. Information was retrieved with a follow-up period of 28 days post-delivery to discharge/mortality. We used the Weibull hazards regression to establish the best predictor model for mortality among the neonates. Results a total of 3237 case records of women with a median age of 27 years (IQR, 22-33) were included in the study, of which 971 (30%) delivered term infants and 2267 (70%) preterm infants. The overall median survival time of the infants was 98 hours (IQR, 34-360). Preterm birth was not associated with increased hazards of mortality compared to term birth (p=0.078). Being in the Kangaroo Mother Care compared to Neonatal Intensive Care Unit (NICU), and a unit increase in birth weight were independently associated with reduced hazards of mortality. On the other hand, having hypoxic-ischemic encephalopathy, experiencing difficulty in feeding and vaginal delivery compared to caesarean section independently increased the hazards of mortality. Conclusion having hypoxic-ischemic encephalopathy, vaginal delivery, and experiencing difficulty in feeding increases the risk of mortality among neonates. Interventions to reduce neonatal mortality should be directed on these factors in this setting.
Association Between Tobacco Consumption and Self-Reported Visual Impairment in Adults of High-Altitude Andean Communities of Peru

To determine the association between tobacco consumption and self-reported visual impairment. We performed a cross-sectional study based on an original cohort study. A non-probabilistic sampling was performed to invite 413 patients of 60 years or more from 11 high-altitude Andean communities (altitude higher than 1500 m above sea level) of Peru between 2013 and 2017. Demographic data and information on tobacco consumption were collected. Associations were determined using a Poisson regression model with 95% confidence intervals (CI). Of the 413 participants, 141 (34.14%) were men and 49 (11.86%) were tobacco users. In the adjusted model, tobacco users presented a high probability of visual impairment with a prevalence ratio of 1.32 (95% CI: 1.18–1.97). We also found that having two or more comorbidities 2.19 (95% CI: 1.53–3.15), receiving health assistance in a pharmacy 3.75 (95% CI: 1.97–7.16), and coffee consumption 1.67 (95% CI: 1.26–2.21) were factors significantly associated with self-reported visual impairment. We determined that in Peruvian high-altitude Andean communities, visual impairment was more frequent in individuals reporting tobacco consumption, taking alternative medicine, going directly to a drug store without primary care physician consultation, having more than one comorbidity, and coffee consumption.
Rhabdomyosarcome paratesticulaire: à propos d’un cas et revue de la littérature

Nous rapportons une observation d´un rhabdomyosarcome embryonnaire paratesticulaire chez un adulte jeune et soulignons le caractère inhabituel de cette forme histologique dans cette tranche d´âge, l´évolution rapide de la lésion ainsi que les difficultés de prise en charge de ce type de tumeurs dans notre contexte.
Primary kidney disease modifies the effect of comorbidities on kidney replacement therapy patients’ survival

Background Comorbidities are associated with increased mortality among patients receiving long-term kidney replacement therapy (KRT). However, it is not known whether primary kidney disease modifies the effect of comorbidities on KRT patients’ survival. Methods An incident cohort of all patients (n = 8696) entering chronic KRT in Finland in 2000–2017 was followed until death or end of 2017. All data were obtained from the Finnish Registry for Kidney Diseases. Information on comorbidities (coronary artery disease, peripheral vascular disease, left ventricular hypertrophy, heart failure, cerebrovascular disease, malignancy, obesity, underweight, and hypertension) was collected at the start of KRT. The main outcome measure was relative risk of death according to comorbidities analyzed in six groups of primary kidney disease: type 2 diabetes, type 1 diabetes, glomerulonephritis (GN), polycystic kidney disease (PKD), nephrosclerosis, and other or unknown diagnoses. Kaplan-Meier estimates and Cox regression were used for survival analyses. Results In the multivariable model, heart failure increased the risk of death threefold among PKD and GN patients, whereas in patients with other kidney diagnoses the increased risk was less than twofold. Obesity was associated with worse survival only among GN patients. Presence of three or more comorbidities increased the age- and sex-adjusted relative risk of death 4.5-fold in GN and PKD patients, but the increase was only 2.5-fold in patients in other diagnosis groups. Conclusions Primary kidney disease should be considered when assessing the effect of comorbidities on survival of KRT patients as it varies significantly according to type of primary kidney disease.
Socioeconomic position is associated with N-terminal pro-brain natriuretic peptide (NT-proBNP)—Results of the population-based Heinz Nixdorf Recall study

Objectives N-Terminal pro Brain Natriuretic Peptide (NT-proBNP) is a diagnostic marker for heart failure and a prognostic factor for cardiovascular disease (CVD). The aim of this study was to examine the association of socioeconomic position (SEP) with NT-proBNP while assessing sex-differences and the impact of CVD risk factors and prevalent CVD on the association. Methods Baseline data of 4598 participants aged 45–75 years of the Heinz Nixdorf Recall Study were used. Income and education were used as SEP indicators. Age- and sex-adjusted linear regression models were fitted to calculate effect size estimates and 95% confidence intervals (95%-CIs) for the total effect of SEP indicators on NT-proBNP, while potential mediation was assessed by additionally accounting for traditional CVD risk factors (i.e., systolic blood pressure, HDL cholesterol, LDL cholesterol, diabetes, anti-hypertensive medication, lipid-lowering medication, BMI, current smoking). Education and income were included separately in the models. Results With an age- and sex-adjusted average change in NT-proBNP of -6.47% (95%-CI: -9.91; -2.91) per 1000€, the association between income and NT-proBNP was more pronounced compared to using education as a SEP indicator (-0.80% [95%-CI: -1.92; 0.32] per year of education). Sex-stratified results indicated stronger associations in men (-8.43% [95%-CI: -13.21; -3.38] per 1000€; -1.63% [95%-CI: -3.23; -0.001] per year of education) compared to women (-5.10% [95%-CI: -9.82; -0.01] per 1000€; -1.04% [95%-CI: -2.59; 0.50] per year of education). After adjusting for CVD risk factors some of the observed effect size estimates were attenuated, while the overall association between SEP indicators and NT-proBNP was still indicated. The exclusion of participants with prevalent coronary heart disease or stroke did not lead to a substantial change in the observed associations. Conclusions In the present study associations of education and income with NT-proBNP were observed in a population-based study sample. Only parts of the association were explained by traditional CVD risk factors, while there were substantial sex-differences in the strength of the observed association. Overt coronary heart disease or stroke did not seem to trigger the associations.
Disrupted and Restored Patient Experience With Transition to New Electronic Health Record System

Transitioning from one electronic health record (EHR) system to another is of the most disruptive events in health care and research about its impact on patient experience for inpatient is limited. This study aimed to assess the impact of transitioning EHR on patient experience measured by the Hospital Consumer Assessment of Healthcare Providers and Systems composites and global items. An interrupted time series study was conducted to evaluate quarter-specific changes in patient experience following implementation of a new EHR at a Midwest health care system during 2017 to 2018. First quarter post-implementation was associated with statistically significant decreases in Communication with Nurses (−1.82; 95% CI, −3.22 to −0.43; P = .0101), Responsiveness of Hospital Staff (−2.73; 95% CI, −4.90 to −0.57; P = .0131), Care Transition (−2.01; 95% CI, −3.96 to −0.07; P = .0426), and Recommend the Hospital (−2.42; 95% CI, −4.36 to −0.49; P = .0142). No statistically significant changes were observed in the transition, second, or third quarters post-implementation. Patient experience scores returned to baseline level after two quarters and the impact from EHR transition appeared to be temporary.