nils-herrmann/clean_scirepeval huggingface dataset:
Application of simplest random walk algorithms for pricing barrier options

We demonstrate effectiveness of the first-order algorithm from [Milstein, Tretyakov. Theory Prob.  (2002), 53-68] in application to barrier option pricing. The algorithm uses the weak Euler approximation far from barriers and a special construction motivated by linear interpolation of the price near barriers. It is easy to implement and is universal: it can be applied to various structures of the contracts including derivatives on multi-asset correlated underlyings and can deal with various type of barriers. In contrast to the Brownian bridge techniques currently commonly used for pricing barrier options, the algorithm tested here does not require knowledge of trigger probabilities nor their estimates. We illustrate this algorithm via pricing a barrier caplet, barrier trigger swap and barrier swaption.
Quantum transport of atomic matterwaves in anisotropic 2D and 3D disorder

The macroscopic transport properties in a disordered potential, namely diffusion and weak/strong localization, closely depend on the microscopic and statistical properties of the disorder itself. This dependence is rich of counter-intuitive consequences. It can be particularly exploited in matter wave experiments, where the disordered potential can be tailored and controlled, and anisotropies are naturally present. In this work, we apply a perturbative microscopic transport theory and the self-consistent theory of Anderson localization to study the transport properties of ultracold atoms in anisotropic 2D and 3D speckle potentials. In particular, we discuss the anisotropy of single-scattering, diffusion and localization. We also calculate a disorder-induced shift of the energy states and propose a method to include it, which amounts to renormalize energies in the standard on-shell approximation. We show that the renormalization of energies strongly affects the prediction for the 3D localization threshold (mobility edge). We illustrate the theoretical findings with examples which are revelant for current matter wave experiments, where the disorder is created with a laser speckle. This paper provides a guideline for future experiments aiming at the precise location of the 3D mobility edge and study of anisotropic diffusion and localization effects in 2D and 3D.
Will Central Counterparties Become the New Rating Agencies?

Central Counterparties (CCPs) are widely promoted as a requirement for safe banking with little dissent except on technical grounds (such as proliferation of CCPs). Whilst CCPs can have major operational positives, we argue that CCPs have many of the business characteristics of Rating Agencies, and face similar business pressures. Thus we see a risk that prices from CCPs may develop the characteristics attributed to ratings from Rating Agency pre-crisis. Business over-reliance on ratings of questionable accuracy is seen as a cause of the financial crisis. We see the potential for same situation to be repeated with prices from CCPs. Thus the regulatory emphasis on CCPs, rather than on collateralization, may create the preconditions for an avoidable repeat of the financial crisis.
Using Friends as Sensors to Detect Global-Scale Contagious Outbreaks

Recent research has focused on the monitoring of global–scale online data for improved detection of epidemics, mood patterns, movements in the stock market political revolutions, box-office revenues, consumer behaviour and many other important phenomena. However, privacy considerations and the sheer scale of data available online are quickly making global monitoring infeasible, and existing methods do not take full advantage of local network structure to identify key nodes for monitoring. Here, we develop a model of the contagious spread of information in a global-scale, publicly-articulated social network and show that a simple method can yield not just early detection, but advance warning of contagious outbreaks. In this method, we randomly choose a small fraction of nodes in the network and then we randomly choose a friend of each node to include in a group for local monitoring. Using six months of data from most of the full Twittersphere, we show that this friend group is more central in the network and it helps us to detect viral outbreaks of the use of novel hashtags about 7 days earlier than we could with an equal-sized randomly chosen group. Moreover, the method actually works better than expected due to network structure alone because highly central actors are both more active and exhibit increased diversity in the information they transmit to others. These results suggest that local monitoring is not just more efficient, but also more effective, and it may be applied to monitor contagious processes in global–scale networks.
The Pricing Mechanism of Contingent Claims and its Generating Function

In this paper we study dynamic pricing mechanism of contingent claims. A typical model of such pricing mechanism is the so-called g-expectation $E^g_{s,t}[X]$ defined by the solution of the backward stochastic differential equation with generator g and with the contingent claim X as terminal condition. The generating function g this BSDE. We also provide examples of determining the price generating function $g=g(y,z)$ by testing. The main result of this paper is as follows: if a given dynamic pricing mechanism is $E^{g_\mu}$-dominated, i.e., the criteria (A5) $E_{s,t}[X]-E_{s,t}[X']\leq E^{g_\mu}_{s,t}[X-X']$ is satisfied for a large enough $\mu> 0$, where $g_\mu=g_{\mu}(|y|+|z|)$, then $E_{s,t}$ is a g-pricing mechanism. This domination condition was statistically tested using CME data documents. The result of test is significantly positive.
Compression of Structured High-Throughput Sequencing Data

Large biological datasets are being produced at a rapid pace and create substantial storage challenges, particularly in the domain of high-throughput sequencing (HTS). Most approaches currently used to store HTS data are either unable to quickly adapt to the requirements of new sequencing or analysis methods (because they do not support schema evolution), or fail to provide state of the art compression of the datasets. We have devised new approaches to store HTS data that support seamless data schema evolution and compress datasets substantially better than existing approaches. Building on these new approaches, we discuss and demonstrate how a multi-tier data organization can dramatically reduce the storage, computational and network burden of collecting, analyzing, and archiving large sequencing datasets. For instance, we show that spliced RNA-Seq alignments can be stored in less than 4% the size of a BAM file with perfect data fidelity. Compared to the previous compression state of the art, these methods reduce dataset size more than 40% when storing exome, gene expression or DNA methylation datasets. The approaches have been integrated in a comprehensive suite of software tools (http://goby.campagnelab.org) that support common analyses for a range of high-throughput sequencing assays.
GobyWeb: Simplified Management and Analysis of Gene Expression and DNA Methylation Sequencing Data

We present GobyWeb, a web-based system that facilitates the management and analysis of high-throughput sequencing (HTS) projects. The software provides integrated support for a broad set of HTS analyses and offers a simple plugin extension mechanism. Analyses currently supported include quantification of gene expression for messenger and small RNA sequencing, estimation of DNA methylation (i.e., reduced bisulfite sequencing and whole genome methyl-seq), or the detection of pathogens in sequenced data. In contrast to previous analysis pipelines developed for analysis of HTS data, GobyWeb requires significantly less storage space, runs analyses efficiently on a parallel grid, scales gracefully to process tens or hundreds of multi-gigabyte samples, yet can be used effectively by researchers who are comfortable using a web browser. We conducted performance evaluations of the software and found it to either outperform or have similar performance to analysis programs developed for specialized analyses of HTS data. We found that most biologists who took a one-hour GobyWeb training session were readily able to analyze RNA-Seq data with state of the art analysis tools. GobyWeb can be obtained at http://gobyweb.campagnelab.org and is freely available for non-commercial use. GobyWeb plugins are distributed in source code and licensed under the open source LGPL3 license to facilitate code inspection, reuse and independent extensions http://github.com/CampagneLaboratory/gobyweb2-plugins.
High Frequency Trading and Mini Flash Crashes

We analyse all Mini Flash Crashes (or Flash Equity Failures) in the US equity markets in the four most volatile months during 2006-2011. In contrast to previous studies, we find that Mini Flash Crashes are the result of regulation framework and market fragmentation, in particular due to the aggressive use of Intermarket Sweep Orders and Regulation NMS protecting only Top of the Book. We find strong evidence that Mini Flash Crashes have an adverse impact on market liquidity and are associated with Fleeting Liquidity.
Nanocurrent oscillator indefinitely powered by a capacitor battery

Some electrolytic capacitors show dielectric behaviour that can not be entirely explained by the well known long lasting relaxation. Extra charges able to generate a useful conduction current can be detected for an indefinite time. A squarewave oscillator based on MOSFET CMOS technology and requiring less than 2 nW was powered for 80 days at 25 {\deg}C by a 58.2 mF capacitor battery, without voltage decrease during the last 53 days of observation. The battery consisted of three series of 16 parallel, 15 years aged, capacitors with DC capacitance of 10.9 mF. Capacitors so old, stored without voltage application, were affected by degradation and thinning of the alumina layer that could promote tunnelling of the charge. The main purpose of the present study is to stimulate further investigations aimed at confirming or disputing the observed phenomenon and, if necessary, at shedding light on its physical mechanisms.
Fifth giant ex-planet of the outer Solar System: characteristics and remnants

In recent years it has coming to light that the early outer Solar System likely might have somewhat more planets than today. However, to date there is unknown what a former giant planet might in fact have represented and where its orbit may certainly have located. Using the originally suggested relations, we have found the reasonable orbital and physical characteristics of the icy giant ex-planet, which in the past may have orbited the Sun about in the halfway between Saturn and Uranus. Validity of the results obtained here is supported by a feasibility of these relations to other objects of the outer Solar System. A possible linkage between the fifth giant ex-planet and the puzzling objects of the outer Solar System such as the rings of Saturn and the irregular moons Triton and Phoebe existing today is briefly discussed.
Equilibration and aging of dense soft-sphere glass-forming liquids.

The recently developed nonequilibrium extension of the self-consistent generalized Langevin equation theory of irreversible relaxation [Ramírez-González and Medina-Noyola,  (2010); Ramírez-González and Medina-Noyola,  (2010)] is applied to the description of the irreversible process of equilibration and aging of a glass-forming soft-sphere liquid that follows a sudden temperature quench, within the constraint that the local mean particle density remains uniform and constant. For these particular conditions, this theory describes the nonequilibrium evolution of the static structure factor S(k;t) and of the dynamic properties, such as the self-intermediate scattering function F(S)(k,τ;t), where τ is the correlation delay time and t is the evolution or waiting time after the quench. Specific predictions are presented for the deepest quench (to zero temperature). The predicted evolution of the α-relaxation time τ(α)(t) as a function of t allows us to define the equilibration time t(eq)(φ), as the time after which τ(α)(t) has attained its equilibrium value τ(α)(eq)(φ). It is predicted that both, t(eq)(φ) and τ(α)(eq)(φ), diverge as φ→φ((a)), where φ((a)) is the hard-sphere dynamic-arrest volume fraction φ((a))(≈0.582), thus suggesting that the measurement of equilibrium properties at and above φ((a)) is experimentally impossible. The theory also predicts that for fixed finite waiting times t, the plot of τ(α)(t;φ) as a function of φexhibits two regimes, corresponding to samples that have fully equilibrated within this waiting time (φ≤φ((c))(t)), and to samples for which equilibration is not yet complete (φ≥φ((c))(t)). The crossover volume fraction φ((c))(t) increases with t but saturates to the value φ((a)).
VARIOUS MODELS MIMICKING THE SM HIGGS BOSON

The new particle around 125 GeV observed at the Large Hadron Collider (LHC) is almost consistent with the standard model (SM) Higgs boson, except that the diphoton decay mode may be excessive. We summarize a number of possibilities. While at the LHC the dominant production mechanism for the Higgs boson of SM and some other extensions is via the gluon fusion process, the alternative vector-boson fusion (VBF) is more sensitive to electroweak symmetry breaking. Using the well-known dijet-tagging technique to single out the VBF mechanism, we investigate potential of VBF to discriminate a number of models suggested to give an enhanced inclusive diphoton production rate.
A proposal for community driven and decentralized astronomical databases and the Open Exoplanet Catalogue

I present a new kind of astronomical database based on small text files and a distributed version control system. This encourages the community to work collaboratively. It creates a decentralized, completely open and democratic way of managing small to medium sized heterogeneous astronomical databases and catalogues. The use of the XML file format allows an easy to parse and read, yet dynamic and extendable database structure. 
The Open Exoplanet Catalogue is based on these principles and presented as an example. It is a catalogue of all discovered extra-solar planets. It is the only catalogue that can correctly represent the orbital structure of planets in arbitrary binary, triple and quadruple star systems, as well as orphan planets.
Quark mass, scale and volume dependence of topological charge density correlator in Lattice QCD

We study the two-point Topological Charge Density Correlator (TCDC) in lattice QCD with two degenerate flavours of naive Wilson fermions and unimproved Wilson gauge action at two values of lattice spacings and different volumes, for a range of quark masses. Configurations are generated with DDHMC algorithm and smoothed with HYP smearing. In order to shed light on the mechanisms leading to the observed suppression of topological susceptibility with respect to the decreasing quark mass and decreasing volume, in this work, we carry out a detailed study of the two-point TCDC.We have shown that, (1) the TCDC is negative beyond a positive core and radius of the core shrinks as lattice spacing decreases, (2) as the volume decreases, the magnitude of the contact term and the radius of the positive core decrease and the magnitude of the negative peak increases resulting in the suppression of the topological susceptibility as the volume decreases, (3) the contact term and radius of the positive core decrease with decreasing quark mass at a given lattice spacing and the negative peak increases with decreasing quark mass resulting in the suppression of the topological susceptibility with decreasing quark mass, (4) increasing levels of smearing suppresses the contact term and the negative peak keeping the susceptibility intact and (5) both the contact term and the negative peak diverge in nonintegrable fashion as lattice spacing decreases.
Phylogenetic tree reconstruction from genome-scale metabolic models

A wide range of applications and research has been done with genome-scale metabolic models. In this work we describe a methodology for comparing metabolic networks constructed from genome-scale metabolic models and how to apply this comparison in order to infer evolutionary distances between different organisms. Our methodology allows a quantification of the metabolic differences between different species from a broad range of families and even kingdoms. This quantification is then applied in order to reconstruct phylogenetic trees for sets of various organisms.
Do recent observations favor a cosmological event horizon: A thermodynamical prescription?

Recent observational evidence supports an accelerating expansion of the Universe during the present epoch. It is commonly incorporated into standard cosmology by the introduction of exotic matter (which violates the strong energy condition) known as dark energy (DE). As an event horizon exists for an accelerating universe, there has been much work on universal thermodynamics, i.e., thermodynamics of a universe bounded by an apparent or event horizon. Recently, thermodynamical equilibrium has been examined for both types of horizons. In the present work we show that universal thermodynamics with an event horizon is favored by DE from the point of view of an equilibrium thermodynamical prescription.
Charge asymmetry in top quark pair production in the di-lepton channel at the ATLAS experiment

The charge asymmetry in top quark pair production in the di-lepton $t\bar t$ channel using the ATLAS experiment at Large Hadron Collider is presented. The asymmetry is studied in the distribution of absolute rapidity difference between top and anti-top. The reconstruction of the $t\bar t$ system is based on a leading order matrix element. The lepton charge asymmetry is also presented. All results are consistent with the Standard Model.
Temperature determined by isobaric yield ratios in heavy-ion collisions

Temperature (T) in heavy-ion collisions is an important parameter. Previously, many works have focused on the temperature of the hot emitting source. But there are few systematic studies of the temperature among heavy fragments in peripheral collisions with incident energies near the Fermi energy to a few A GeV, though it is very important to study the property of neutron-rich nucleus in heavy-ion collisions.  This work focuses on the study of temperature associated with the final heavy fragments in reactions induced by both the neutron-proton symmetric and the neutron-rich projectiles, and with incident energy ranges from 60A MeV to 1A GeV.  Isobaric yield ratio (IYR) is used to determine the temperature of heavy fragments. Cross sections of measured fragments in reactions are analyzed, and a modified statistical abrasion-ablation (SAA) model is used to calculate the yield of fragment in 140A MeV Ni-64 + Be-9 and 1A GeV Xe-136 + Pb-208 reactions.  Relatively low T of heavy fragments are obtained in different reactions (T ranges from 1 to 3 MeV). T is also found to depend on the neutron richness of the projectile. The incident energy affects T very little. Delta mu/T (the ratio of the difference between the chemical potential of neutron and proton to temperature) is found to increase linearly as N/Z of projectile increases. It is found that T of the Ca-48 reaction, for which IYRs are A < 50 isobars, is affected greatly by the temperature-corrected Delta B(T). But T of reactions using IYRs of heavier fragments are only slightly affected by the temperature-corrected Delta B(T). The SAA model analysis gives a consistent overview of the results extracted in this work.  T from IYR, which is for secondary fragments, is different from that of the hot emitting source. T and Delta mu are essentially governed by the sequential decay process.
Illumina Sequencing Artifacts Revealed by Connectivity Analysis of Metagenomic Datasets

Sequencing errors and biases in metagenomic datasets affect coverage-based assemblies and are often ignored during analysis. Here, we analyze read connectivity in metagenomes and identify the presence of problematic and likely a-biological connectivity within metagenome assembly graphs. Specifically, we identify highly connected sequences which join a large proportion of reads within each real metagenome. These sequences show position-specific bias in shotgun reads, suggestive of sequencing artifacts, and are only minimally incorporated into contigs by assembly. The removal of these sequences prior to assembly results in similar assembly content for most metagenomes and enables the use of graph partitioning to decrease assembly memory and time requirements.
Analytical model of misinformation of a social network node

This paper presents the research of the influence of cognitive, behavioral, representational factors on the susceptibility of the participants in social networks to misinformation, as well as on the activity of the nodes in this regard. The importance of this research consists of method of blocking the propaganda. This is very important because when people involuntarily acquire information some of them experience an undesired change in their social attitude. Such phenomena typically lead towards the information warfare. A model was developed during this research for calculating the level of misinformation of the social network participant (network node) based on the model of iterative learning process.
Semi-blind source separation via sparse representations and online dictionary learning

This work examines a semi-blind single-channel source separation problem. Our specific aim is to separate one source whose local structure is approximately known, from another a priori unspecified background source, given only a single linear combination of the two sources. We propose a separation technique based on local sparse approximations along the lines of recent efforts in sparse representations and dictionary learning. A key feature of our procedure is the online learning of dictionaries (using only the data itself) to sparsely model the background source, which facilitates its separation from the partially-known source. Our approach is applicable to source separation problems in various application domains; here, we demonstrate the performance of our proposed approach via simulation on a stylized audio source separation task.
Towards Physarum Engines

The slime mould Physarum polycephalum is a suitable candidate organism for soft-matter robotics because it exhibits controllable transport, movement and guidance behaviour. Physarum may be considered as a smart computing and actuating material since both its motor and control systems are distributed within its undifferentiated tissue and can survive trauma such as excision, fission and fusion of plasmodia. Thus it may be suitable for exploring the generation and distribution of micro-actuation in individual units or planar arrays. We experimentally show how the plasmodium of Physarum is shaped to execute controllable oscillatory transport behaviour applicable in small hybrid engines. We measure the lifting force of the plasmodium and demonstrate how protoplasmic transport can be influenced by externally applied illumination stimuli. We provide an exemplar vehicle mechanism by coupling the oscillations of the plasmodium to drive the wheels of a Braitenberg vehicle and use light stimuli to effect a steering mechanism. Using a particle model of Physarum we show how emergent travelling wave patterns produced by competing oscillatory domains may be used to to generate spatially represented actuation patterns. We demonstrate different patterns of controllable motion, including linear, reciprocal, rotational and helical, and demonstrate in simulation how dynamic oscillatory patterns may be translated into motive forces for simple transport of substances within a patterned environment.