Quantum Field Theory of Forward Rates with Stochastic Volatility

In a recent formulation of a quantum field theory of forward rates, the volatility of the forward rates was taken to be deterministic. The field theory of the forward rates is generalized to the case of stochastic volatility. Two cases are analyzed, firstly when volatility is taken to be a function of the forward rates, and secondly when volatility is taken to be an independent quantum field. Since volatiltiy is a positive valued quantum field, the full theory turns out to be an interacting nonlinear quantum field theory in two dimensions. The state space and Hamiltonian for the interacting theory are obtained, and shown to have a nontrivial structure due to the manifold moving with a constant velocity. The no arbitrage condition is reformulated in terms of the Hamiltonian of the system, and then exactly solved for the nonlinear interacting case.Comment: 7 Figure

Effect of cacao liquor extract on tumor marker enzymes during chemical hepatocarcinogenesis in rats.

This study investigated the effect of cacao liquor extract (CLE) on tumor marker enzymes-alkaline phosphatase (ALP), γ-glutamyl transpeptidase (GGT), glutathione-S-transferase (GST), and glutathione reductase (GR) activities-in plasma and/or liver of hepatocarcinogenic rats, which were induced with diethylnitrosamine and 2-acetylaminofluorene. Twenty-nine male Sprague-Dawley rats (weighing 150-330 g) were divided into four groups (n = 6-8): normal control group (N), normal group + CLE (NE), cancer group (C), and cancer group + CLE (CE). Analysis of variance showed significant differences (P < .05) in the specific activities of ALP, GGT, and GST between the C and N groups. However, GR activity for the C group was not significantly different compared with the N group. In the CE group, the specific activities of ALP, GGT, GST, and GR were significantly lower (P < .05) compared with the C group. The findings showed that CLE could lower the activity of tumor marker enzymes of rats during hepatocarcinogenesis. Based on the results obtained, polyphenol compounds present in the cacao liquor, extracted by using ethanol, have the potential in decreasing the severity of hepatocarcinogenesis

Characteristics of Fatal Cases of Pandemic Influenza A (H1N1) from September 2009 to January 2010 in Saurashtra Region, India

Background: India reported first case of 2009 pandemic influenza A (H1N1) virus infection in May, 2009 and Saurashtra region in August, 2009. We describe the characteristics of fatal cases of 2009 influenza A (H1N1) infection reported in Saurashtra region. Methods: From September, 2009 to January, 2010, we observed 71 fatal cases that were infected with 2009 influenza A (H1N1) virus and admitted in different hospitals in Rajkot city. Real-time reverse-transcriptase-polymerase-chain-reaction (RT-PCR) testing was used to confirm infection; the clinico-epidemiological features were observed and documented. Results: Median age of the deceased (71) was 29 years, and 57.7% were females. Median time observed was 5 days from onset of illness to diagnosis of influenza A (H1N1), and 57.7% were referred from general practitioner (OR=0.42, CI=0.24-0.74). Median hospital stay reported was 3 days. All admitted patients received oseltamivir, but only 16.9% received it within 2 days of onset of illness. The most common symptoms were cough (97.2%), fever (93%), sore throat and shortness of breath. Co-morbid conditions were present in almost half of the patients who ultimately died, the most common of which was pregnancy (OR=0.15, CI=0.04-0.52). Radiological pneumonia was reported in 98% patients. Conclusion: Residing in urban area, delayed referral from general practitioner, presence of co-existing condition, especially pregnancy was responsible for mortality among influenza A (H1N1) infected positive

Perencana Pengembangan Industri di Propinsi Kalimantan Timur dengan Mengintegrasikan Metode Location Quotient dan Analisis Bertingkat (Analytical Hierartycal Process)

Kopetisi di dunia yang semakin ketat diera globalisasi dan perdagangan bebas APEC, mengharuskan pengembangan industri provinsi Kalimantan Timur, Industri di propinsi Kaltim terdapat kesenjangan wilayah yang cukup besar antara Pulau Jawa dan Luar Pulau Jawa, diantaranya dalam hal jumlah unit USAha industri besar dan sedang, kontribusi sektor industri non migas, investasi sektor industri PMA dan PMDN, serta luas lahan kawasan industriHasil perhitungan Location Quotient (LQ) Tahun 2016, maka secara rata-rata dapat diidentifikasikan sektor-sektor yang merupakan sektor basis (nilai LQ>1) adalah sektor Pertambangan dan Penggalian (dengan sub sektor basis : Minyak dan Gas Bumi dan Pertambangan Tanpa Migas dengan nilai LQ masing-masing sebesar 3,81 dan 10,12) dengan nilai LQ keseluruhan 5,95. Sektor Pertambangan dan Penggalian merupakan sektor yang memiliki keunggulan sehingga mampu memenuhi kebutuhan di dalam Provinsi Kalimantan Timur serta mempunyai potensi untuk diekspor ke daerah di luar Kalimantan Timur. Sektor pertanian dan sektor pertambangan dan penggalian adalah sektor yang mampu menjadi sektor basis dominan di beberapa Kabupaten/Kota di Provinsi Kalimantan Timur. Hasil analisis Klassen Tipology terhadap PDRB Provinsi Kalimantan Timur tahun 2015-2016 sektor yang dikategorikan sebagai sektor potensial, yaitu sektor yang mempunyai kontribusi rata-rata tinggi namun tertekan yaitu sektor “Pertam-bangan dan Penggalian” dan Industri Pengolahan. Pembangunan ekonomi dengan mengacu pada kedua sektor tersebut selain berdampak pada percepatan pertumbuhan ekonomi juga akan berpengaruh pada Perubahan mendasar dalam struktur ekonomi. Sektor “Pertanian”, “Listrik, Gas dan Air Bersih”, “Bangunan”, Perdag. Hotel dan Restoran”, Pengangkutan dan Komunikasi”, Keuangan Persewaan, dan Jasa Perusahaan”, dan “Jasa-Jasa” termasuk ke dalam sektor berkembang, Sementara sektor-sektor yang tergolong ke dalam sektor prima dan terbelakang tidak memiliki kontribusi dan nilai pertumbuha

Analysis of lead levels in deciduous teeth from children in Clark County, Nevada.

Background: Elevated blood lead levels (EBLL) are declining in the United States, although some population subgroups continue to exhibit significant health disparities. A childhood lead poisoning prevention program was recently started in Nevada, and many efforts have been made to support this program and increase the screening rates. Methods: To expand the potential pool of children screened for EBLLs, a pilot study was performed to evaluate lead concentrations in extracted deciduous teeth using Graphic Furnace Atomic Absorption Spectrometry (GFAAS), Inductively Coupled Plasma Mass Spectrometry (ICP-MS), and X-Ray Fluorescence (XRF) analysis. Results: Lead concentrations as determined by GFAAS and ICP-MS were found to be within normal ranges (0.585 ppm ± 0.022) and were similar to previous studies. Hispanic patients exhibited higher lead levels (0.580 ppm ± 0.032) than Black (0.478 ppm ± 0.051) patients, and were significantly higher than White (0.275 ppm ± 0.035) patients (p \u3c 0.05). Analysis of a small number of matched saliva samples, however, found no evidence for acute lead poisoning. Although limited by a small initial sample size (n=22), this pilot study provides evidence that teeth can be effectively used to reveal lead exposure in pediatric dentistry patients

Statistical Arbitrage Mining for Display Advertising

We study and formulate arbitrage in display advertising. Real-Time Bidding (RTB) mimics stock spot exchanges and utilises computers to algorithmically buy display ads per impression via a real-time auction. Despite the new automation, the ad markets are still informationally inefficient due to the heavily fragmented marketplaces. Two display impressions with similar or identical effectiveness (e.g., measured by conversion or click-through rates for a targeted audience) may sell for quite different prices at different market segments or pricing schemes. In this paper, we propose a novel data mining paradigm called Statistical Arbitrage Mining (SAM) focusing on mining and exploiting price discrepancies between two pricing schemes. In essence, our SAMer is a meta-bidder that hedges advertisers' risk between CPA (cost per action)-based campaigns and CPM (cost per mille impressions)-based ad inventories; it statistically assesses the potential profit and cost for an incoming CPM bid request against a portfolio of CPA campaigns based on the estimated conversion rate, bid landscape and other statistics learned from historical data. In SAM, (i) functional optimisation is utilised to seek for optimal bidding to maximise the expected arbitrage net profit, and (ii) a portfolio-based risk management solution is leveraged to reallocate bid volume and budget across the set of campaigns to make a risk and return trade-off. We propose to jointly optimise both components in an EM fashion with high efficiency to help the meta-bidder successfully catch the transient statistical arbitrage opportunities in RTB. Both the offline experiments on a real-world large-scale dataset and online A/B tests on a commercial platform demonstrate the effectiveness of our proposed solution in exploiting arbitrage in various model settings and market environments.Comment: In the proceedings of the 21st ACM SIGKDD international conference on Knowledge discovery and data mining (KDD 2015

Morphological Classification of Radio Galaxies using Semi-Supervised Group Equivariant CNNs

Out of the estimated few trillion galaxies, only around a million have been detected through radio frequencies, and only a tiny fraction, approximately a thousand, have been manually classified. We have addressed this disparity between labeled and unlabeled images of radio galaxies by employing a semi-supervised learning approach to classify them into the known Fanaroff-Riley Type I (FRI) and Type II (FRII) categories. A Group Equivariant Convolutional Neural Network (G-CNN) was used as an encoder of the state-of-the-art self-supervised methods SimCLR (A Simple Framework for Contrastive Learning of Visual Representations) and BYOL (Bootstrap Your Own Latent). The G-CNN preserves the equivariance for the Euclidean Group E(2), enabling it to effectively learn the representation of globally oriented feature maps. After representation learning, we trained a fully-connected classifier and fine-tuned the trained encoder with labeled data. Our findings demonstrate that our semi-supervised approach outperforms existing state-of-the-art methods across several metrics, including cluster quality, convergence rate, accuracy, precision, recall, and the F1-score. Moreover, statistical significance testing via a t-test revealed that our method surpasses the performance of a fully supervised G-CNN. This study emphasizes the importance of semi-supervised learning in radio galaxy classification, where labeled data are still scarce, but the prospects for discovery are immense.Comment: 9 pages, 6 figures, accepted in INNS Deep Learning Innovations and Applications (INNS DLIA 2023) workshop, IJCNN 2023, to be published in Procedia Computer Scienc

Studies on Haematology and Serum Biochemistry of Broiler Chickens Finished on an Unprocessed and Processed Velvet Bean (Mucuna Pruriens (L.)) as Dietary Protein Sources

The effects of different processed velvet seed on haematology and serum indices of Broiler chickens was studied using 150 four weeks old broiler chicks. The birds were randomly assigned to five treatment groups of 30 birds with three replications of 10 birds each. The chickens were finished on five dietary treatments formulated to contain 5% raw, soaked and boiled, cracked and boiled and roasted velvet bean seed meal as protein source in diets 1, 2, 3, 4 and 5 respectively. The haematological parameters indicated no significant difference (P&gt; 0.05) among treatment groups for PCV, Hb, RBC, WBC, MCHC and PLT while MCV and MCH differ significantly (P&lt; 0.05) where chickens on treatment T3 (boiled) had the highest values of 133.33 fl and 42.80 pg while lower values were chickens in T4 (cracked and boiled) 123.90 fl and 39.80 pg as the lowest. Urea concentration range of 7.88-10.08 mmol/l obtained with significant difference (P&lt; 0.05) among treatment groups with T5(roasted) having value of 10.08 mmol/l and T2 (soaked) having least value of sodium 7.88 mmol/l. Serum electrolytes such as Sodium (Na+), Chloride (Cl-) and bicarbonate showed significant (P&lt; 0.05) difference among treatment groups. The study concluded that, on account of adequate haematocrit and immune statuses, in addition to its hypoglycaemic ability, boiling mucuna seed meal with 5.00 % level of inclusion can be used without any deleterious effect on haematological and serum biochemical assay parameters of broiler chickens.Keywords: Velvet bean seeds, Haematology, Biochemistry Assay, Carcass Characteristic