pinecone/core-2020-05-10-deduplication huggingface dataset:
Wind Derivatives: Modeling and Pricing

Wind is considered to be a free, renewable and environmentally friendly\ud
source of energy. However, wind farms are exposed to excessive weather risk since the\ud
power production depends on the wind speed, the wind direction and the wind duration. This risk can be successfully hedged using a ﬁnancial instrument called weather\ud
derivatives. In this study the dynamics of the wind generating process are modeled\ud
using a non-parametric non-linear wavelet network. Our model is validated in New\ud
York. The proposed methodology is compared against alternative methods, proposed\ud
in prior studies. Our results indicate that wavelet networks can model the wind process very well and consequently they constitute an accurate and efﬁcient tool for wind\ud
derivatives pricing. Finally, we provide the pricing equations for wind futures written\ud
on two indices, the cumulative average wind speed index and the Nordix wind speed\ud
index
Australian Aboriginal Astronomy: Overview

The traditional cultures of Aboriginal Australians include a significant
astronomical component, perpetuated through oral tradition, ceremony, and art.
This astronomical component includes a deep understanding of the motion of
objects in the sky, and this knowledge was used for practical purposes, such as
constructing calendars. There is also evidence that traditional Aboriginal
Australians made careful records and measurements of cyclical phenomena, paid
careful attention to unexpected phenomena such as eclipses and meteorite
impacts, and could determine the cardinal points to an accuracy of a few
degrees.Comment: In Ruggles, C.L.N. (edt) "Handbook of Archaeoastronomy and
  Ethnoastronomy, Volume 2" (February 2014). Springer Reference, in pres
Protein-Glutamine Gamma-Glutamyltransferase

Transglutaminases (TGs) are a family of enzymes (EC 2.3.2.13) that catalyze the formation of amide bonds between proteins to form insoluble cross-linked protein aggregates that are resistant to chemicals, detergents, and proteases degradation (Griffin et al. 2002; Yokoyama et al. 2004).
TG activity was first observed in 1957 by Clarke et al. (1957), when they found an enzyme with transamidating properties extracted from guinea pig liver. Only in 1959 the name transglutaminase was assigned by Waelsch and collaborators (Mycek et al. 1959), in order to distinguish this enzymatic activity from that of other enzymes with similar activity.info:eu-repo/semantics/publishedVersio
Structural dynamic parameter identification and the effect of test techniques

PublishedAmbient and forced excitation test techniques are both widely used to dynamically identify civil engineering structures. Two floor levels of a newly constructed building, the Charles Institute at University College Dublin, were tested using both techniques. Both floor designs were identical although the layout of partitions above and below each were different. The objective of the tests was to determine the most appropriate test procedure and also to identify whether the layout of partitions contributes in a significant manner to dynamic response. It was found that at low levels of excitation, ambient test levels, the dynamic response of both floors was identical. In contrast, at higher vibration excitation levels, during forced vibration testing, the floor responses were substantially different. The differing modal parameters identified are attributed to an amplitude dependent response resulting from engagement, or not, of the partitions in the dynamic response of the system. The practical significance of this finding is that it is imperative to consider, and test at, the in-service vibration amplitude expected for a floor system. © The Society for Experimental Mechanics, Inc. 2013
Effect of sensory stimuli on dynamic loading induced by people bouncing

Prediction of dynamic loads induced by groups and crowds of people bouncing is a hot topic among designers of grandstands and floors in entertaining venues. Using motion capture technology transferred and adapted from biomedical research, this study aims to investigate effect of visual, auditory and tactile cues on the ability of people to coordinate or synchronise their bouncing movements in groups of two. The numerical results showed a great significance of such stimuli on people's mutual interaction during bouncing, signifying that their effect should be considered in developing much-needed models of crowd dynamic loading of structures due to coordinated rhythmic activities. © The Society for Experimental Mechanics, Inc. 2013
Findings with AVC design for mitigation of human induced vibrations in office floors

PublishedTopics in Dynamics of Civil Structures, Volume 4; Part of the series Conference Proceedings of the Society for Experimental Mechanics Series pp 37-44This is the author accepted manuscript. The final version is available from Springer via the DOI in this record.In recent years, there have been extensive active vibration control (AVC) studies for the mitigation of human induced vibrations in a series of office floors, in which such vibrations are deemed to be 'problematic' and have been found to affect only certain sections of the floors. These floors are predominantly open-plan in layout and comprise of different structural configurations for their respective bays and this influences their dynamic characteristics. Most of the AVC studies have comprised extensive analytical predictions and experimental implementations of different controller schemes. The primary measures of vibration mitigation performance have been by frequency response function (FRF) measurements, responses to controlled walking tests, and in-service monitoring, all tests with and without AVC. This paper looks at AVC studies in three different office floor case studies in past field trials. Some of the estimated modal properties for each of these floors from experimental modal analysis (EMA) tests are shown as well as some selected mode shapes of fundamental modes of vibration. These reflect the variability in their dynamic characteristics by virtue of their different designs and thus the potential for their 'liveliness' under human induced excitation. An overview of some of the controller schemes pursued in the various field trials are mentioned as well as a brief insight being provided into some challenges encountered in their designs and the physical siting of the collocated sensor and actuator pairs used in the field trials. The measure for the vibration mitigation performances in this work is in the form of uncontrolled and controlled point accelerance FRFs which show attenuations in the target modes of vibration between 13 and 18 dB. These tests also show the variability in vibration mitigation performances between the various controllers. © The Society for Experimental Mechanics, Inc. 2013
The dynamic stiffening effects of non-structural partitions in building floors

PublishedIt is commonly known that full-height non-structural partitions of a fitted out floor structure affect its dynamic properties, with increase in floor mass and modal damping being commonly quoted in floor design guidelines. As a consequence, it is generally accepted that the non-structural elements usually reduce the response of floors to walking excitation. There is very little understanding of the effects of full-height partitions on the stiffness of building floors and this effect is generally not taken into account in floor design guidelines. This paper is therefore focused on establishing experimentally the effects of full-height non-structural partitions on dynamic stiffness of a full-scale real-life composite building floor. Modal testing data are presented for three construction phases of the floor: from a completely bare floor via partially to fully-fitted floor. The effects of the partitions are shown by comparing the measured frequency response functions (FRFs) at the same location for different construction phases and the estimated key modal properties of the floor corresponding to these phases. This kind of multi-phase measurements on a real-life floor structure during construction is very rare due to its logistical complexity and long-time required to gather data through all of the phases. It is shown that the partitions significantly affect measured FRFs by increasing damping, and in particular, floor stiffness. It is also shown that the mode shapes are changed by the partitions. The magnitude of the changes is quantified experimentally which is one of the first attempts to do this on a real-life floor structure using high-quality FRF measurements. © The Society for Experimental Mechanics, Inc. 2013
Dynamics in online social networks

An increasing number of today's social interactions occurs using online
social media as communication channels. Some online social networks have become
extremely popular in the last decade. They differ among themselves in the
character of the service they provide to online users. For instance, Facebook
can be seen mainly as a platform for keeping in touch with close friends and
relatives, Twitter is used to propagate and receive news, LinkedIn facilitates
the maintenance of professional contacts, Flickr gathers amateurs and
professionals of photography, etc. Albeit different, all these online platforms
share an ingredient that pervades all their applications. There exists an
underlying social network that allows their users to keep in touch with each
other and helps to engage them in common activities or interactions leading to
a better fulfillment of the service's purposes. This is the reason why these
platforms share a good number of functionalities, e.g., personal communication
channels, broadcasted status updates, easy one-step information sharing, news
feeds exposing broadcasted content, etc. As a result, online social networks
are an interesting field to study an online social behavior that seems to be
generic among the different online services. Since at the bottom of these
services lays a network of declared relations and the basic interactions in
these platforms tend to be pairwise, a natural methodology for studying these
systems is provided by network science. In this chapter we describe some of the
results of research studies on the structure, dynamics and social activity in
online social networks. We present them in the interdisciplinary context of
network science, sociological studies and computer science.Comment: 17 pages, 4 figures, book chapte
The stability of a graph partition: A dynamics-based framework for
  community detection

Recent years have seen a surge of interest in the analysis of complex
networks, facilitated by the availability of relational data and the
increasingly powerful computational resources that can be employed for their
analysis. Naturally, the study of real-world systems leads to highly complex
networks and a current challenge is to extract intelligible, simplified
descriptions from the network in terms of relevant subgraphs, which can provide
insight into the structure and function of the overall system.
  Sparked by seminal work by Newman and Girvan, an interesting line of research
has been devoted to investigating modular community structure in networks,
revitalising the classic problem of graph partitioning.
  However, modular or community structure in networks has notoriously evaded
rigorous definition. The most accepted notion of community is perhaps that of a
group of elements which exhibit a stronger level of interaction within
themselves than with the elements outside the community. This concept has
resulted in a plethora of computational methods and heuristics for community
detection. Nevertheless a firm theoretical understanding of most of these
methods, in terms of how they operate and what they are supposed to detect, is
still lacking to date.
  Here, we will develop a dynamical perspective towards community detection
enabling us to define a measure named the stability of a graph partition. It
will be shown that a number of previously ad-hoc defined heuristics for
community detection can be seen as particular cases of our method providing us
with a dynamic reinterpretation of those measures. Our dynamics-based approach
thus serves as a unifying framework to gain a deeper understanding of different
aspects and problems associated with community detection and allows us to
propose new dynamically-inspired criteria for community structure.Comment: 3 figures; published as book chapte
Polyhedral process networks

Reference implementations of signal processing applications
are often written in a sequential language that does
not reveal the available parallelism in the application.
However, if an application satisfies some constraints then
a parallel specification can be derived automatically.
In particular, if the application can be represented in
the polyhedral model, then a polyhedral process network
can be constructed from the application.
After introducing the required polyhedral tools,
this chapter details the construction of
the processes and the communication channels
in such a network.
Special attention is given to various properties of
the communication channels including their buffer sizes.status: publishe
Reversing conditional orderings

We analyze some specific aspects concerning conditional orderings and relations among them. To this purpose we define a suitable concept of reversed conditional ordering and prove some related results. In particular we aim to compare the univariate stochastic orderings ≤ st, ≤ hr, and ≤ lr in terms of differences among different notions of conditional orderings. Some applications of our result to the analysis of positive dependence will be detailed. We concentrate attention to the case of a pair of scalar random variables X, Y ​. Suitable extensions to multivariate cases are possible
Hierarchical modeling approach for relief logistics nework Design

Indonesia has been stricken by so many disasters in the last decade. To name a few of the major disasters that happened in Indonesia are the Tsunami in Aceh in 2004, earthquake in Yogyakarta in 2006 and the recent earthquakes in southern Java and Western Sumatra provinces in 2009. One of the critical success factors in successful disaster management is effective logistics management. The objective of relief (humanitarian) logistics is to rapidly provide the appropriate emergency supplies to people  affected by the disasters and to minimize human suffering and death. Logistics is also very important because it accounts for eighty percent of relief operations. This research is concerned with the development of hierarchical models to design relief logistics network for a country as geographically disperse as Indonesia archipelago. The modeling approach consists of two stages, namely pre-disaster and post-disaster stages, and developed according to Indonesia’s administration structure. This paper focuses  on modeling for the response stage, which consists of a multi-period maximal covering location problem (MCLP) model to determine distribution points at the affected areas (village level facility), and a facility location-allocation model to decide the facility locations at the district level. The model is applied to analyze relief logistics network during the flood in Jakarta in the year of 2007.
Agrobacterium rhizogenes-mediated transformation and its biotechnological applications in crops

The history of Agrobacterium-related plant biotechnology goes back for more than three decades with the discovery of molecular mechanisms of crown gall disease in plants. After 1980s, gene technologies began developing rapidly and today, related with the improved gene transfer methods, plant biotechnology has become one of the most important branches in science. Till now, the most important genes related with agricultural affairs have been utilized for cloning of plants with the deployment of different techniques used in genetic engineering. Especially, Agrobacterium tumefaciens was used extensively for transferring desired genetic materials to plants rapidly and effectively by the researchers to create transgenic plants. Recognition of the biology of Agrobacterium species and newly developed applications of their T-DNA systems has been a great step in plant biotechnology. This chapter provides the reader with extensive information on A. rhizogenes which is responsible for the development of hairy root disease in a wide range of dicotyledonous plants and its T-DNA system. This knowledge will be useful in improving utilization of crops and the formulation of new and up-graded transgenic based food products
Basic tasks of sentiment analysis

Subjectivity detection is the task of identifying objective and subjective
sentences. Objective sentences are those which do not exhibit any sentiment.
So, it is desired for a sentiment analysis engine to find and separate the
objective sentences for further analysis, e.g., polarity detection. In
subjective sentences, opinions can often be expressed on one or multiple
topics. Aspect extraction is a subtask of sentiment analysis that consists in
identifying opinion targets in opinionated text, i.e., in detecting the
specific aspects of a product or service the opinion holder is either praising
or complaining about
Multidimensional Sensitivity Analysis of Large-scale Mathematical Models

Sensitivity analysis (SA) is a procedure for studying how sensitive are the
output results of large-scale mathematical models to some uncertainties of the
input data. The models are described as a system of partial differential
equations. Often such systems contain a large number of input parameters.
Obviously, it is important to know how sensitive is the solution to some
uncontrolled variations or uncertainties in the input parameters of the model.
Algorithms based on analysis of variances technique (ANOVA) for calculating
numerical indicators of sensitivity and computationally efficient Monte Carlo
integration techniques have recently been developed by the authors. They have
been successfully applied to sensitivity studies of air pollution levels
calculated by the Unified Danish Eulerian Model (UNI-DEM) with respect to
several important input parameters. In this paper a comprehensive theoretical
and experimental study of the Monte Carlo algorithm based on
\textit{symmetrised shaking} of Sobol sequences has been done. It has been
proven that this algorithm has an optimal rate of convergence for functions
with continuous and bounded second derivatives in terms of probability and mean
square error. Extensive numerical experiments with Monte Carlo, quasi-Monte
Carlo (QMC) and scrambled quasi-Monte Carlo algorithms based on Sobol sequences
are performed to support the theoretical studies and to analyze applicability
of the algorithms to various classes of problems. The numerical tests show that
the Monte Carlo algorithm based on \textit{symmetrised shaking} of Sobol
sequences gives reliable results for multidimensional integration problems
under consideration.Comment: available in O.P. Iliev et al. (eds.), Numerical Solution of Partial
  Differential Equations: Theory, Algorithms, and Their Applications, Springer
  Proceedings in Mathematics&Statistics 45, Springer Science+Business Media,
  New York, 2013, 137-15
A survey of commodity markets and structural models for electricity prices

The goal of this survey is to review the major idiosyncrasies of the commodity markets and the methods which have been proposed to handle them in spot and forward price models. We devote special attention to the most idiosyncratic of all: electricity markets. Following a discussion of traded instruments, market features, historical perspectives, recent developments and various modeling approaches, we focus on the important role of other energy prices and fundamental factors in setting the power price. In doing so, we present a detailed analysis of the structural approach for electricity, arguing for its merits over traditional reduced form models. Building on several recent articles, we advocate a broad and flexible\ud
structural framework for spot prices, incorporating demand, capacity and fuel prices in several ways, while calculating closed-form forward prices throughout
A symmetric quantum calculus

We introduce the $\alpha,\beta$-symmetric difference derivative and the
$\alpha,\beta$-symmetric N\"orlund sum. The associated symmetric quantum
calculus is developed, which can be seen as a generalization of the forward and
backward $h$-calculus.Comment: Submitted 26/Sept/2011; accepted in revised form 28/Dec/2011; to
  Proceedings of International Conference on Differential & Difference
  Equations and Applications, in honour of Professor Ravi P. Agarwal, to be
  published by Springer in the series Proceedings in Mathematics (PROM
Singular Problems for Integro-Differential Equations in Dynamic
  Insurance Models

A second order linear integro-differential equation with Volterra integral
operator and strong singularities at the endpoints (zero and infinity) is
considered. Under limit conditions at the singular points, and some natural
assumptions, the problem is a singular initial problem with limit normalizing
conditions at infinity. An existence and uniqueness theorem is proved and
asymptotic representations of the solution are given. A numerical algorithm for
evaluating the solution is proposed, calculations and their interpretation are
discussed. The main singular problem under study describes the survival
(non-ruin) probability of an insurance company on infinite time interval (as a
function of initial surplus) in the Cramer-Lundberg dynamic insurance model
with an exponential claim size distribution and certain company's strategy at
the financial market assuming investment of a fixed part of the surplus
(capital) into risky assets (shares) and the rest of it into a risk free asset
(bank deposit). Accompanying "degenerate" problems are also considered that
have an independent meaning in risk theoryComment: 17 pages, 5 figure
The effect of inner speech on arterial CO2 and cerebral hemodynamics and oxygenation: a functional NIRS study

The aim of the present study was (i) to investigate the effect of inner speech on cerebral hemodynamics and oxygenation, and (ii) to analyze if these changes could be the result of alternations of the arterial carbon dioxide pressure (PaCO2). To this end, in seven adult volunteers, we measured changes of cerebral absolute [O2Hb], [HHb], [tHb] concentrations and tissue oxygen saturation (StO2) (over the left and right anterior prefrontal cortex (PFC)), as well as changes in end-tidal CO2 (PETCO2), a reliable and accurate estimate of PaCO2. Each subject performed three different tasks (inner recitation of hexameter (IRH) or prose (IRP) verses) and a control task (mental arithmetic (MA)) on different days according to a randomized crossover design. Statistical analysis was applied to the differences between pre-baseline, two tasks, and four post-baseline periods. The two brain hemispheres and three tasks were tested separately. During the tasks, we found (i) PETCO2 decreased significantly (p < 0.05) during the IRH ( ~ 3 mmHg) and MA ( ~ 0.5 mmHg) task. (ii) [O2Hb] and StO2 decreased significantly during IRH ( ~ 1.5 μM; ~ 2 %), IRP ( ~ 1 μM; ~ 1.5 %), and MA ( ~ 1 μM; ~ 1.5 %) tasks. During the post-baseline period, [O2Hb] and [tHb] of the left PFC decreased significantly after the IRP and MA task ( ~ 1 μM and ~ 2 μM, respectively). In conclusion, the study showed that inner speech affects PaCO2, probably due to changes in respiration. Although a decrease in PaCO2 is causing cerebral vasoconstriction and could potentially explain the decreases of [O2Hb] and StO2 during inner speech, the changes in PaCO2 were significantly different between the three tasks (no change in PaCO2 for MA) but led to very similar changes in [O2Hb] and StO2. Thus, the cerebral changes cannot solely be explained by PaCO2