nils-herrmann/clean_scirepeval huggingface dataset:
Non-stationarity in financial time series: Generic features and tail behavior

Financial markets are prominent examples for highly non-stationary systems. Sample averaged observables such as variances and correlation coefficients strongly depend on the time window in which they are evaluated. This implies severe limitations for approaches in the spirit of standard equilibrium statistical mechanics and thermodynamics. Nevertheless, we show that there are similar generic features which we uncover in the empirical multivariate return distributions for whole markets. We explain our findings by setting up a random matrix model.
Option pricing, Bayes risks and Applications

A statistical decision problem is hidden in the core of option pricing. A simple form for the price C of a European call option is obtained via the minimum Bayes risk, R_B, of a 2-parameter estimation problem, thus justifying calling C Bayes (B-)price. The result provides new insight in option pricing, among others obtaining C for some stock-price models using the underlying probability instead of the risk neutral probability and giving R_B an economic interpretation. When logarithmic stock prices follow Brownian motion, discrete normal mixture and hyperbolic Levy motion the obtained B-prices are "fair" prices. A new expression for the price of American call option is also obtained and statistical modeling of R_B can be used when pricing European and American call options.
What Makes Code Hard to Understand?

What factors impact the comprehensibility of code? Previous research suggests that expectation-congruent programs should take less time to understand and be less prone to errors. We present an experiment in which participants with programming experience predict the exact output of ten small Python programs. We use subtle differences between program versions to demonstrate that seemingly insignificant notational changes can have profound effects on correctness and response times. Our results show that experience increases performance in most cases, but may hurt performance significantly when underlying assumptions about related code statements are violated.
Effects of mixing in threshold models of social behavior

We consider the dynamics of an extension of the influential Granovetter model of social behavior, where individuals are affected by their personal preferences and observation of the neighbors' behavior. Individuals are arranged in a network (usually the square lattice), and each has a state and a fixed threshold for behavior changes. We simulate the system asynchronously by picking a random individual and we either update its state or exchange it with another randomly chosen individual (mixing). We describe the dynamics analytically in the fast-mixing limit by using the mean-field approximation and investigate it mainly numerically in the case of finite mixing. We show that the dynamics converge to a manifold in state space, which determines the possible equilibria, and show how to estimate the projection of this manifold by using simulated trajectories, emitted from different initial points. We show that the effects of considering the network can be decomposed into finite-neighborhood effects, and finite-mixing-rate effects, which have qualitatively similar effects. Both of these effects increase the tendency of the system to move from a less-desired equilibrium to the "ground state." Our findings can be used to probe shifts in behavioral norms and have implications for the role of information flow in determining when social norms that have become unpopular in particular communities (such as foot binding or female genital cutting) persist or vanish.
The Wheeler-DeWitt equation of $f(R,L_m)$ gravity in minisuperspace

In this paper we present the Wheeler-DeWitt equation of $f(R,L_m)$ gravity in flat FRW universe, which is the first step of the study of quantum $f(R,L_m)$ cosmology. In the minisuperspace spanned by the FRW scale factor $a$ and the Ricci scalar $R$, we explicitly examine and verify the equivalence of the reduced action. We then canonical quantize the $f(R,L_m)$ model and derive the corresponding Wheeler-DeWitt equation.
On a de Sitter-like spacetime with cylindrical symmetry

A curved static de Sitter-like metric is analyzed. The source of curvature is rooted from a constant stress tensor with positive energy density and negative pressures. All the curvature invariants are constant everywhere and the geometry is conformally flat. The horizon surface gravity equals the parameter $\omega$ from the metric that is also interpreted as an angular velocity. The Tolman-Komar gravitational energy is investigated. One finds that the horizon entropy satisfies the relation $S = A_{H}/4$, as for the black hole horizon.
Separating the real from the synthetic: minutiae histograms as fingerprints of fingerprints

In this study we show that by the current state-of-the-art synthetically generated fingerprints can easily be discriminated from real fingerprints. We propose a method based on second order extended minutiae histograms (MHs) which can distinguish between real and synthetic prints with very high accuracy. MHs provide a fixed-length feature vector for a fingerprint which are invariant under rotation and translation. This 'test of realness' can be applied to synthetic fingerprints produced by any method. In this work, tests are conducted on the 12 publicly available databases of FVC2000, FVC2002 and FVC2004 which are well established benchmarks for evaluating the performance of fingerprint recognition algorithms; 3 of these 12 databases consist of artificial fingerprints generated by the SFinGe software. Additionally, we evaluate the discriminative performance on a database of synthetic fingerprints generated by the software of Bicz versus real fingerprint images. We conclude with suggestions for the improvement of synthetic fingerprint generation.
Calculation of proton- 3 He elastic scattering between 7 and 35 MeV

We employ Alt, Grassberger, and Sandhas (AGS) equations for the four-nucleon transition operators and solve them in the momentum-space framework using the complex-energy method whose accuracy and practical applicability is improved by a special integration method.  Using realistic nuclear interaction models we obtain fully converged results for the proton- 3 He elastic scattering. The differential cross section, proton and 3 He analyzing powers, spin correlation and spin transfer coefficients are calculated at proton energies ranging from 7 to 35 MeV. Effective three- and four-nucleon forces are included via the explicit excitation of a nucleon to a ∆ isobar.  Realistic proton- 3 He scattering calculations above the four-nucleon breakup threshold are feasible. There is quite good agreement between the theoretical predictions and experimental data for the proton- 3 He scattering in the considered energy regime. The most remarkable disagreements are the peak of the proton analyzing power at lower energies and the minimum of the differential cross section at higher energies. Inclusion of the ∆ isobar reduces the latter discrepancy.
An Adaptive Threshold in Mammalian Neocortical Evolution

Expansion of the neocortex is a hallmark of human evolution. However, it remains an open question what adaptive mechanisms facilitated its expansion. Here we show, using gyrencephaly index (GI) and other physiological and life-history data for 102 mammalian species, that gyrencephaly is an ancestral mammalian trait. We provide evidence that the evolution of a highly folded neocortex, as observed in humans, requires the traversal of a threshold of ∼109 neurons, and that species above and below the threshold exhibit a bimodal distribution of physiological and life-history traits, establishing two phenotypic groups. We identify, using discrete mathematical models, proliferative divisions of pro-genitors in the basal compartment of the developing neocortex as evolutionarily necessary and sufficient for generating a fourteen-fold increase in daily prenatal neuron production and thus traversal of the neuronal threshold. Finally, using RNA-seq data from fetal human neocortical germinal zones, we show a genomic correlate to the neuron threshold in the differential conservation of long intergenic non-coding RNA.
The radiation belt of the Sun

For a given solar magnetic field, the near-Sun (phase-space) density of cosmic ray electrons and positrons of energy above about 10GeV can be calculated from first principles, without any assumptions about the cosmic ray diffusion. This is because the sunlight Compton drag must be more important than diffusion. If the solar magnetic field has an appreciable dipole component, the electron/positron density should have a belt-like dent, perhaps extending to several solar radii. The belt structure appears because the quasi-bound orbits are depopulated by the sunlight Compton drag.
Universal behavior of four-boson systems from a functional-renormalization-group analysis

We apply a functional renormalization group to systems of four bosonic atoms close to the unitary limit. We work with a local effective action that includes a dynamical trimer field, and we use this field to eliminate structures that do not correspond to the Faddeev-Yakubovsky equations. In the physical limit, we find three four-body bound states below the shallowest three-body state. The values of the scattering lengths at which two of these states become bound are in good agreement with exact solutions of the four-body equations and experimental observations. The third state is extremely shallow. During the evolution we find an infinite number of four-body states based on each three-body state which follow a double-exponential pattern in the running scale. None of the four-body states shows any evidence of dependence on a four-body parameter.
Clustering analysis of the morphology of the 130 GeV gamma-ray feature

Recent observations indicating the existence of a monochromatic γ-ray line with energy ∼ 130 GeV in the Fermi-LAT data have attracted great interest due to the possibility that the line feature stems from the annihilation of dark matter particles. Many studies examining the robustness of the putative line signal have concentrated on its spectral attributes. Here, we study the morphological features of the γ-ray line photons, which can be used to differentiate a putative dark matter signal from astrophysical backgrounds or instrumental artifacts. Photons stemming from dark matter annihilation will produce events tracing a specific morphology, with a statistical clustering that can be calculated based on models of the dark matter density profile in the inner Galaxy. We apply the density based spatial clustering of applications with noise clustering algorithm to Fermi γ-ray data, and show that we can rule out the possibility that 1 (2, 4) or fewer pointlike sources produce the observed morphology for the line photons at a 99%(95%, 90%) confidence level. Our study strongly disfavors the main astrophysical background envisioned to produce a line feature at energies above 100 GeV: cold pulsar winds. It is highly unlikely that four or more such objects have exactly the same monochromatic cosmic-ray energy needed to produce a γ-ray line, to within instrumental energy resolution. Furthermore, we show that the larger photon statistics expected with Air Cherenkov Telescopes such as H.E.S.S.-II will allow for extraordinarily stringent morphological tests of the origin of the "line photons."
Diffraction in time : An exactly solvable model

In the recent years, mater-wave interferometry has attracted growing attention due to its unique suitability for high-precision measurements and study of fundamental aspects of quantum theory. Diffraction and interference of matter waves can be observed not only at a spatial aperture (such as a screen edge, slit, or grating), but also at a time-domain aperture (such as an absorbing barrier, or "shutter", that is being periodically switched on and off). The wave phenomenon of the latter type is commonly referred to as "diffraction in time". Here, we introduce a versatile, exactly solvable model of diffraction in time. It describes time-evolution of an arbitrary initial quantum state in the presence of a time-dependent absorbing barrier, governed by an arbitrary aperture function. Our results enable a quantitative description of diffraction and interference patterns in a large variety of setups, and may be used to devise new diffraction and interference experiments with atoms and molecules.
The dark energy cosmic clock: a new way to parametrise the equation of state

We propose a new parametrisation of the dark energy equation of state, which uses the dark energy density, Ω{sub e} as a cosmic clock. We expand the equation of state in a series of orthogonal polynomials, with Ω{sub e} as the expansion parameter and determine the expansion coefficients by fitting to SNIa and H(z) data. Assuming that Ω{sub e} is a monotonic function of time, we show that our parametrisation performs better than the popular Chevallier-Polarski-Linder (CPL) and Gerke and Efstathiou (GE) parametrisations, and we demonstrate that it is robust to the choice of prior. Expanding in orthogonal polynomials allows us to relate models of dark energy directly to our parametrisation, which we illustrate by placing constraints on the expansion coefficients extracted from two popular quintessence models. Finally, we comment on how this parametrisation could be modified to accommodate high redshift data, where any non-monotonicity of Ω{sub e} would need to be accounted for.
Designing Electronic Markets for Defeasible-based Contractual Agents

The design of punishment policies applied to specific domains linking agents actions to material penalties is an open research issue. The proposed framework applies principles of contract law to set penalties: expectation damages, opportunity cost, reliance damages, and party design remedies. In order to decide which remedy provides maximum welfare within an electronic market, a simulation environment called DEMCA (Designing Electronic Markets for Contractual Agents) was developed. Knowledge representation and the reasoning capabilities of the agents are based on an extended version of temporal defeasible logic.
Enacting Social Argumentative Machines in Semantic Wikipedia

This research advocates the idea of combining argumentation theory with the social web technology, aiming to enact large scale or mass argumentation. The proposed framework allows mass-collaborative editing of structured arguments in the style of semantic wikipedia. The long term goal is to apply the abstract machinery of argumentation theory to more practical applications based on human generated arguments, such as deliberative democracy, business negotiation, or self-care. The ARGNET system was developed based on ther Semantic MediaWiki framework and on the Argument Interchange Format (AIF) ontology.
Inverse Density as an Inverse Problem: the Fredholm Equation Approach

In this paper we address the problem of estimating the ratio $\frac{q}{p}$ where $p$ is a density function and $q$ is another density, or, more generally an arbitrary function. Knowing or approximating this ratio is needed in various problems of inference and integration, in particular, when one needs to average a function with respect to one probability distribution, given a sample from another. It is often referred as {\it importance sampling} in statistical inference and is also closely related to the problem of {\it covariate shift} in transfer learning as well as to various MCMC methods. It may also be useful for separating the underlying geometry of a space, say a manifold, from the density function defined on it. 
Our approach is based on reformulating the problem of estimating $\frac{q}{p}$ as an inverse problem in terms of an integral operator corresponding to a kernel, and thus reducing it to an integral equation, known as the Fredholm problem of the first kind. This formulation, combined with the techniques of regularization and kernel methods, leads to a principled kernel-based framework for constructing algorithms and for analyzing them theoretically. 
The resulting family of algorithms (FIRE, for Fredholm Inverse Regularized Estimator) is flexible, simple and easy to implement. 
We provide detailed theoretical analysis including concentration bounds and convergence rates for the Gaussian kernel in the case of densities defined on $\R^d$, compact domains in $\R^d$ and smooth $d$-dimensional sub-manifolds of the Euclidean space. 
We also show experimental results including applications to classification and semi-supervised learning within the covariate shift framework and demonstrate some encouraging experimental comparisons. We also show how the parameters of our algorithms can be chosen in a completely unsupervised manner.
Variation in displacement energies due to isospin-nonconserving forces.

For mirror nuclei with masses A=42-95, the effects of isospin-nonconserving nuclear forces are studied with the nuclear shell model using the Coulomb displacement energy and triplet displacement energy as probes. It is shown that the characteristic behavior of the displacement energies can be well reproduced if the isovector and isotensor nuclear interactions with J=0 and T=1 are introduced into the f(7/2) shell. These forces, with their strengths being found consistent with the nucleon-nucleon scattering data, tend to modify nuclear binding energies near the N=Z line. At present, no evidence is found that these forces are needed for the upper fp shell. Theoretical one- and two-proton separation energies are predicted accordingly, and locations of the proton drip line are thereby suggested.
Informed and automated k-mer size selection for genome assembly

Genome assembly tools based on the de Bruijn graph framework rely on a parameter k, which represents a trade-off between several competing effects that are difficult to quantify. There is currently a lack of tools that would automatically estimate the best k to use and/or quickly generate histograms of k-mer abundances that would allow the user to make an informed decision.



We develop a fast and accurate sampling method that constructs approximate abundance histograms with several orders of magnitude performance improvement over traditional methods. We then present a fast heuristic that uses the generated abundance histograms for putative k values to estimate the best possible value of k. We test the effectiveness of our tool using diverse sequencing datasets and find that its choice of k leads to some of the best assemblies.


AVAILABILITY
Our tool KmerGenie is freely available at: http://kmergenie.bx.psu.edu/.
Use of research-based instructional strategies: how to avoid faculty quitting

We have examined the teaching practices of faculty members who adopted research-based instructional strategies as part of the Carl Wieman Science Education Initiative (CWSEI) at the University of British Columbia. Of the 70 that adopted such strategies with the support of the CWSEI program, only one subsequently stopped using these strategies. This is a tiny fraction of the 33% stopping rate for physics faculty in general [Henderson, Dancy, and Niewiadomska-Bugaj, PRST-PER, 8, 020104 (2012)]. Nearly all of these UBC faculty members who had an opportunity to subsequently use RBIS in other courses (without CWSEI support) did so. We offer possible explanations for the difference in quitting rates. The direct support of the faculty member by a trained science education specialist in the discipline during the initial implementation of the new strategies may be the most important factor.
SW#–GPU-enabled exact alignments on genome scale

We propose SW#, a new CUDA graphical processor unit-enabled and memory-efficient implementation of dynamic programming algorithm, for local alignment. It can be used as either a stand-alone application or a library. Although there are other graphical processor unit implementations of the Smith–Waterman algorithm, SW# is the only one publicly available that can produce sequence alignments on genome-wide scale. For long sequences, it is at least a few hundred times faster than a CPU version of the same algorithm.  Source code and installation instructions freely available for download at  mile.sikic@fer.hr
Quantization Domains

We study the quantization of certain classical field theories using reflection positivity. We give elementary conditions that ensure the resulting vacuum state is cyclic for products of quantum field operators, localized in a bounded Euclidean spacetime region O at positive time. We call such a domain a quantization domain for the classical field. The fact that bounded regions are quantization domains in classical field theory is similar to the “Reeh-Schlieder” property in axiomatic quantum field theory. 1. Quantization Domains The Reeh-Schlieder property of quantum field theory states that one can recover all the properties described by the field, or by bounded functions of the field called observables, from information localized in any open (bounded) space-time domain O. The Reeh-Schlieder theorem states that any Wightman field theory, or any Haag-Kastler local quantum theory, has this property [8, 9, 4]. This result is a consequence of analyticity properties that follow in turn from the positivity of the energy and Lorentz covariance, as well as locality. Here we consider the analog of this result in the context of a classical field on a Euclidean space-time X . We assume that the classical field can be quantized by using the Osterwalder-Schrader property of reflection positivity. We say that a domain O for the classical field is a quantization domain, if the quantization of fields supported in O gives a dense set of vectors in the physical Hilbert space. Of course, the are well-known equivalence theorems for Wightman theory and Osterwalder-Schrader (OS) theory ensure that any bounded, positive-time domains in an OS theory is a quantization domain. However, we are interested in investigating field theories for which all the standard axioms may not apply or cases in which they have not been verified. Thus we pose weaker assumptions about the classical theory than the full OS axioms. For example, we replace the relativistic spectrum condition with a weaker assumption. 1.1.  Consider d = s+ 1 dimensional space-times X = R× Σ , where Σ = X1 × · · · × Xs and Xj = R or Xj = S . Call the variable t ≡ x0 ∈ R the time coordinate. 1 2 RATNARAJAN HOOLE, ARTHUR JAFFE, AND CHRISTIAN JÄKEL Now consider the Fock space E(X) over the one-particle space L2(X). Denote the Fock vacuum vector by ΩE0 ∈ E(X) and assume that the classical scalar field Φ(f) = ∫ Φ(x)f(x)dx , f ∈ C 0 (X) , defined in terms of the usual creation and annihilation operators, gives rise to the characteristic functional S(f) = 〈ΩE0, e Ω0〉 = ∞ ∑ n=0 i n! 〈ΩE0,Φ(f) Ω0〉 , which is convergent for f ∈ C 0 (X). Assume that the abelian spacetime translation group T (a) and the time reflection θ act covariantly on the field and leave the characteristic functional S(f) invariant. Divide X into a union of three disjoint parts X = X− ∪X0 ∪X+ , with the reflection θ leaving X0 invariant and interchanging X±. Let E±,0 ⊂ E denote the subspace of finite linear combinations
Time dependent black holes and scalar hair

We show how to correctly account for scalar accretion onto black holes in scalar field models of dark energy by a consistent expansion in terms of a slow roll parameter. At leading order, we find an analytic solution for the scalar field within our Hubble volume, which is regular on both black hole and cosmological event horizons, and compute the back reaction of the scalar on the black hole, calculating the resulting expansion of the black hole. Our results are independent of the relative size of black hole and cosmological event horizons. We comment on the implications for more general black hole accretion, and the no hair theorems.