Physics-Informed Convolutional Transformer for Predicting Volatility Surface

Predicting volatility is important for asset predicting, option pricing and hedging strategies because it cannot be directly observed in the financial market. The Black-Scholes option pricing model is one of the most widely used models by market participants. Notwithstanding, the Black-Scholes model is based on heavily criticized theoretical premises, one of which is the constant volatility assumption. The dynamics of the volatility surface is difficult to estimate. In this paper, we establish a novel architecture based on physics-informed neural networks and convolutional transformers. The performance of the new architecture is directly compared to other well-known deep-learning architectures, such as standard physics-informed neural networks, convolutional long-short term memory (ConvLSTM), and self-attention ConvLSTM. Numerical evidence indicates that the proposed physics-informed convolutional transformer network achieves a superior performance than other methods.Comment: Submitted to Quantitative Financ

Effective-zero-thickness terahertz slot antennas using stepped structures

Metallic nanostructures play an essential role in electromagnetic manipulations due to the localization and enhancement of electromagnetic waves in nanogaps. Scaling down the dimensions of the gap, such as the gap width and the thickness, is an effective way to enhance light-matter interaction with colossal field enhancement. However, reducing the thickness below 10 nanometers still suffers from fabrication difficulty and unintended direct transmission through metals. Here, we fabricate effective-zero-thickness slot antennas by stepping metals in the vicinity of the gaps to confine electromagnetic waves in tiny volumes. We analyze and simulate terahertz transmission, and demonstrate the absorption enhancement of molecules in the slot antennas. Our fabrication technique provides a simple but versatile tool for maximum field enhancement and molecular sensing. (C) 2021 Optical Society of America under the terms of the OSA Open Access Publishing Agreemen

Determinants of sensitization to allergen in infants and young children

Atopic sensitization is a complex phenomenon that changes dynamically with age throughout childhood; its prevalence increases with age in young children. Additionally, with increasing age, the prevalence of sensitization to inhalant allergens and the prevalence of polysensitization to allergens increase. It is also well established that the development of atopic sensitization is the result of a complex interplay of genetic and environmental factors. However, there is considerable heterogeneity in the literature in terms of the effect of different environmental exposures in young children on the subsequent risk of atopic sensitization and allergic diseases. Previous studies on the relationship, in early life, between pet ownership, sex, exposure to secondhand smoke, exposure to traffic-related air pollution components, and atopic sensitization have yielded different results. Recent studies have highlighted the importance of gene-environment interactions, especially during early childhood, on the risk of subsequent atopic sensitization and allergic diseases. Therefore, pediatricians should consider the genetic and environmental determinants of atopic sensitization in infants and young children when diagnosing and treating patients with allergic diseases. Determining ways in which early exposure to these risk factors in young children may be reduced could be beneficial in preventing the likelihood of developing atopic sensitization

Prognosis of single tooth implants following alveolar ridge preservation with two recombinant human bone morphogenetic protein-2 delivery systems

Background We previously reported similar efficacies of alveolar ridge preservation (ARP) on single extraction socket with two different E. coli derived recombinant human bone morphogenetic protein-2 (rhBMP-2) delivery systems (Cowell BMP, Cowell medi Co, Busan, Korea; β-tricalcium phosphate and hydroxyapatite particle & O-BMP, Osstem Implant Co, Busan, Korea; absorbable collagen sponge). After the trial, we completed implant therapy and observed over an average of 3 years. This follow-up study was performed retrospectively to compare result of implant treatment at the preserved alveolar ridge site. Methods Patients who underwent extraction of single tooth and received ARP with one of two rhBMP-2 delivery systems from October 2015 to October 2016 were enrolled. Twenty-eight patients (Group 1: Cowell BMP 14; Group 2: O-BMP 14) who underwent implant therapy and prosthetic treatment were included in study. Stability and marginal bone loss (MBL) of each implant were collected from medical charts and radiographs, and analyzed. The survival and success rates of implants were calculated. Results The primary implant stability represented by implant stability quotient (ISQ) for Groups 1 and 2 was 69.71 and 72.86, respectively. The secondary implant stability for Groups 1 and 2 was 78.86 and 81.64, respectively. Primary and secondary stabilities were not statistically different (P = 0.316 and 0.185, respectively). MBL at the latest follow-up was 0.014 mm in Group 1 over 33.76 ± 14.31 months and 0.021 mm in Group 2 over 40.20 ± 9.64 months, with no significant difference (P = 0.670). In addition, the success rate of implants was 100% (14/14) in Group 1 and 92.9% (13/14) in Group 2, with survival rate of 100% (14/14) in Group 1 and 92.9% (13/14) in Group 2. Conclusions We confirmed good prognosis in both groups as a result of implant therapy after ARP with each of two rhBMP-2 carriers

Urinary Phthalate Metabolites and Slow Walking Speed in the Korean Elderly Environmental Panel II Study

Background: Previous epidemiological studies have suggested that phthalate exposure may contribute to neurocognitive and neurobehavioral disorders and decreased muscle strength and bone mass, all of which may be associated with reduced physical performance. Walking speed is a reliable assessment tool for measuring physical performance in adults age 60 y and older. Objective: We investigated associations between urinary phthalate metabolites and slowness of walking speed in community-dwelling adults ages 60-98 y. Methods: We analyzed 1,190 older adults [range, 60-98 y of age; mean ± standard deviation (SD), 74.81 ± 5.99] from the Korean Elderly Environmental Panel II study and measured repeatedly up to three times between 2012 and 2014. Phthalate exposure was estimated using the following phthalate metabolites in urine samples: mono-(2-ethyl-5-hydroxyhexyl) phthalate (MEHHP), mono-(2-ethyl-5-oxohexyl) phthalate (MEOHP), mono-n-butyl phthalate (MnBP), mono-(2-ethyl-5-carboxypentyl) phthalate (MECPP), and mono-benzyl phthalate (MBzP). Slowness was defined as a walking speed of < 1.0 meter/second. We used logistic and linear regression models to evaluate the association between each urinary phthalate metabolite and slowness or walking-speed change. We also used Bayesian kernel machine regression (BKMR) to examine overall mixture effects on walking speed. Results: At enrollment, MBzP levels were associated with an increased odds of slowness [odds ratio (OR) per doubling increase: 1.15, 95% confidence interval (CI): 1.02, 1.30; OR for the highest vs. lowest quartile: 2.20 (95% CI: 1.12, 4.35) with p-trend across quartiles = 0.031]. In longitudinal analyses, MEHHP levels showed an increased risk of slowness [OR per doubling increase: 1.15 (95% CI: 1.02, 1.29), OR for the highest vs. lowest quartile: 1.47 (95% CI: 1.04, 2.06), p−trend=0.035]; whereas those with higher MnBP showed a reduced risk of slowness [OR per doubling increase: 0.84 (95% CI: 0.74, 0.96), OR in the highest (vs. lowest) quartile: 0.64 (95% CI: 0.47, 0.87), p−trend=0.006]. For linear regression models, MBzP quartiles were associated with slower walking speed (p−trend=0.048) at enrollment, whereas MEHHP quartiles were associated with slower walking speed, and MnBP quartiles were associated with faster walking speed in longitudinal analysis (p−trend=0.026 and <0.001, respectively). Further, the BKMR analysis revealed negative overall trends between the phthalate metabolite mixtures and walking speed and DEHP group (MEHHP, MEOHP, and MECPP) had the main effect of the overall mixture. Discussion: Urinary concentrations of prevalent phthalates exhibited significant associations with slow walking speed in adults ages 60-98 y. https://doi.org/10.1289/EHP10549.This work was supported by Basic Science Research Program through the National Research Foundation of Korea (NRF) funded by the Korea Ministry of Education and the Korea Ministry of Science and Information and Communication Technology (grant numbers 2013R1A6A3A04059556; 2020R1A2C110170311). Also, this study was supported by the Susceptible Population Research Program (2008–2010) from the Korea Ministry of Environment (grant numbers 0411-20080013, 0411-20090007, 0411-20100016). E.G.-E. was supported by the Spanish Consortium for Research on Epidemiology and Public Health (CIBERESP) (ESP21PI04/2021). The funders had no role in this study design, data collection, and analysis and prepared all results. All authors participated in literature search and data interpretation. Y.C. supervised the study; Y.C. and Y.H. participated in designing the study; H.K., S.K., and K.K. acquired the data; J.Y., J. Kim, and J. Kwak analyzed data; J.Y. wrote the manuscript; E.G.-E., J. Kim, J. Kwak, H.K., Y.H., and Y.C. critically revised the manuscript. Patient consent was obtained. This study was approved by the institutional review board (IRB) of Seoul National University Hospital/College of Medicine (IRB No. H-1209-004-424).S

Angstrom-Scale Active Width Control of Nano Slits for Variable Plasmonic Cavity

Nanogap slits can operate as a plasmonic Fabry-Perot cavity in the visible and infrared ranges due to the gap plasmon with an increased wavenumber. Although the properties of gap plasmon are highly dependent on the gap width, active width tuning of the plasmonic cavity over the wafer length scale was barely realized. Recently, the fabrication of nanogap slits on a flexible substrate was demonstrated to show that the width can be adjusted by bending the flexible substrate. In this work, by conducting finite element method (FEM) simulation, we investigated the structural deformation of nanogap slit arrays on an outer bent polydimethylsiloxane (PDMS) substrate and the change of the optical properties. We found that the tensile deformation is concentrated in the vicinity of the gap bottom to widen the gap width proportionally to the substrate curvature. The width widening leads to resonance blueshift and field enhancement decrease. Displacement ratio ((width change)/(supporting stage translation)), which was identified to be proportional to the substrate thickness and slit period, is on the order of 10(-5) enabling angstrom-scale width control. This low displacement ratio comparable to a mechanically controllable break junction highlights the great potential of nanogap slit structures on a flexible substrate, particularly in quantum plasmonics

Charge-spin correlation in van der Waals antiferromagenet NiPS3

Strong charge-spin coupling is found in a layered transition-metal trichalcogenide NiPS3, a van derWaals antiferromagnet, from our study of the electronic structure using several experimental and theoretical tools: spectroscopic ellipsometry, x-ray absorption and photoemission spectroscopy, and density-functional calculations. NiPS3 displays an anomalous shift in the optical spectral weight at the magnetic ordering temperature, reflecting a strong coupling between the electronic and magnetic structures. X-ray absorption, photoemission and optical spectra support a self-doped ground state in NiPS3. Our work demonstrates that layered transition-metal trichalcogenide magnets are a useful candidate for the study of correlated-electron physics in two-dimensional magnetic material.Comment: 6 pages, 3 figur