Neural network pricing of american put options

In this paper we use neural networks (NN), a machine learning method, to price American put options. We propose two distinct NN models – a simple one and a more complex one. The performance of two NN models is compared to the popular Least-Square Monte Carlo Method (LSM). This study relies on market American put option prices, with four large US companies as underlying – Bank of America Corp (BAC), General Motors (GM), Coca-Cola Company (KO) and Procter and Gamble Company (PG). Our dataset includes all options traded from December 2018 to March 2019. All methods show a good accuracy, however, once calibrated, NNs do better in terms of execution time and Root Mean Square Error (RMSE). Although on average both NN models perform better than LSM, the simpler model (NN model 1) performs quite close to LSM. On the other hand our NN model 2 substantially outperforms the other models, having a RMSE ca. 40% lower than that of the LSM. The lower RMSE is consistent across all companies, strike levels and maturities.info:eu-repo/semantics/publishedVersio

Developmental Regulation of Transcription in Touriga Nacional Berries under Deficit Irrigation

Grapevine (Vitis vinifera L.) is one of the most economically important crops worldwide, especially due to the economic relevance of wine production. Abiotic stress, such as drought, may contribute to low yield, shifts in quality, and important economic loss. The predicted climate change phenomena point to warmer and dryer Mediterranean environmental conditions; as such, it is paramount to study the effects of abiotic stress on grapevine performance. Deficit irrigation systems are applied to optimize water use efficiency without compromising berry quality. In this research, the effect of two deficit irrigation strategies, sustained deficit irrigation (SDI) and regulated deficit irrigation (RDI), in the grape berry were assessed. The effects of different levels of drought were monitored in Touriga Nacional at key stages of berry development (pea size, véraison, and full maturation) through RNA-Seq transcriptome analysis and by specific differentially expressed genes (DEGs) monitoring through RT-qPCR. Handy datasets were obtained by bioinformatics analysis of raw RNA-Seq results. The dominant proportion of transcripts was mostly regulated by development, with véraison showing more upregulated transcripts. Results showed that primary metabolism is the functional category more severely affected under water stress. Almost all DEGs selected for RT-qPCR were significantly upregulated in full maturation and showed the highest variability at véraison and the lowest gene expression values in the pea size stageinfo:eu-repo/semantics/publishedVersio

Gamma Irradiation Processing on 3D PCL Devices—A Preliminary Biocompatibility Assessment

Funding Information: Mariana Vieira Branquinho (SFRH/BD/146172/2019), Ana Catarina Sousa (SFRH/BD/146689/2019), and Bruna Lopes (2021.05265.BD) acknowledge the Fundação para a Ciência e Tecnologia (FCT)’s financial support. Rui Damásio Alvites acknowledges the Animal Science Studies Centre (CECA), Agroenvironment, Technologies and Sciences Institute (ICETA), Porto University (UP), and FCT for the funding and availability of all technical, structural, and human resources necessary for the development of this work. The work was supported through the project UIDB/00211/2020 funded by FCT/MCTES, national funds. This research was funded by Projects PEst-OE/AGR/UI0211/2011 from FCT, and COMPETE 2020, from ANI–Projetos ID&T Empresas em Copromoção, by the project “Print-on-Organs–Engineering bioinks and processes for direct printing on organs” with the reference POCI-01-0247-FEDER-033877, by the project “Bone2Move-Development of “in vivo” experimental tech-niquesand modelling methodologies for the evaluation of 4D scaffolds for bone defect in sheepmodel: an integrative research approach” with the reference POCI-01-0145-FEDER-031146. Publisher Copyright: © 2022 by the authors.Additive manufacturing or 3D printing applying polycaprolactone (PCL)-based medical devices represents an important branch of tissue engineering, where the sterilization method is a key process for further safe application in vitro and in vivo. In this study, the authors intend to access the most suitable gamma radiation conditions to sterilize PCL-based scaffolds in a preliminary biocompatibility assessment, envisioning future studies for airway obstruction conditions. Three radiation levels were considered, 25 kGy, 35 kGy and 45 kGy, and evaluated as regards their cyto- and biocompatibility. All three groups presented biocompatible properties, indicating an adequate sterility condition. As for the cytocompatibility analysis, devices sterilized with 35 kGy and 45 kGy showed better results, with the 45 kGy showing overall improved outcomes. This study allowed the selection of the most suitable sterilization condition for PCL-based scaffolds, aiming at immediate future assays, by applying 3D-customized printing techniques to specific airway obstruction lesions of the trachea.publishersversionpublishe

Validation of the Telephone-Administered Version of the Mediterranean Diet Adherence Screener (MEDAS) Questionnaire

A 14-Item Mediterranean Diet Adherence Screener (MEDAS) questionnaire was developed and validated in face-to-face interviews, but not via telephone. The aims of this study were to evaluate the validity and reliability of a telephone-administered version of the MEDAS as well as to validate the Portuguese version of the MEDAS questionnaire. A convenience community-based sample of adults (n = 224) participated in a three-stage survey. First, trained researchers administered MEDAS via a telephone. Second, the Portuguese version of Food Frequency Questionnaire (FFQ), and MEDAS were administered in a semi-structured face-to-face interview. Finally, MEDAS was again administered via telephone. The telephone-administered MEDAS questionnaire was compared with the face-to-face-version using several metrics. The telephone-administered MEDAS was significantly correlated with the face-to-face-administered MEDAS [r = 0.805, p < 0.001; interclass correlation coefficient (ICC) = 0.803, p < 0.001] and showed strong agreement (k = 0.60). The MEDAS scores that were obtained in the first and second telephone interviews were significantly correlated (r = 0.661, p < 0.001; ICC = 0.639, p < 0.001). The overall agreement between the Portuguese version of MEDAS and the FFQ-derived Mediterranean diet adherence score had a Cohen's k = 0.39. The telephone-administered version of MEDAS is a valid tool for assessing the adherence to the Mediterranean diet and acquiring data for large population-based studies.info:eu-repo/semantics/publishedVersio

Transcriptional signatures associated with persisting CD19 CAR-T cells in children with leukemia

In the context of relapsed and refractory childhood pre-B cell acute lymphoblastic leukemia (R/R B-ALL), CD19-targeting chimeric antigen receptor (CAR)-T cells often induce durable remissions, which requires the persistence of CAR-T cells. In this study, we systematically analyzed CD19 CAR-T cells of 10 children with R/R B-ALL enrolled in the CARPALL trial via high-throughput single-cell gene expression and T cell receptor sequencing of infusion products and serial blood and bone marrow samples up to 5 years after infusion. We show that long-lived CAR-T cells developed a CD4/CD8 double-negative phenotype with an exhausted-like memory state and distinct transcriptional signature. This persistence signature was dominant among circulating CAR-T cells in all children with a long-lived treatment response for which sequencing data were sufficient (4/4, 100%). The signature was also present across T cell subsets and clonotypes, indicating that persisting CAR-T cells converge transcriptionally. This persistence signature was also detected in two adult patients with chronic lymphocytic leukemia with decade-long remissions who received a different CD19 CAR-T cell product. Examination of single T cell transcriptomes from a wide range of healthy and diseased tissues across children and adults indicated that the persistence signature may be specific to long-lived CAR-T cells. These findings raise the possibility that a universal transcriptional signature of clinically effective, persistent CD19 CAR-T cells exists

Standalone vertex finding in the ATLAS muon spectrometer

A dedicated reconstruction algorithm to find decay vertices in the ATLAS muon spectrometer is presented. The algorithm searches the region just upstream of or inside the muon spectrometer volume for multi-particle vertices that originate from the decay of particles with long decay paths. The performance of the algorithm is evaluated using both a sample of simulated Higgs boson events, in which the Higgs boson decays to long-lived neutral particles that in turn decay to bbar b final states, and pp collision data at √s = 7 TeV collected with the ATLAS detector at the LHC during 2011

Measurements of Higgs boson production and couplings in diboson final states with the ATLAS detector at the LHC

Measurements are presented of production properties and couplings of the recently discovered Higgs boson using the decays into boson pairs, H →γ γ, H → Z Z∗ →4l and H →W W∗ →lνlν. The results are based on the complete pp collision data sample recorded by the ATLAS experiment at the CERN Large Hadron Collider at centre-of-mass energies of √s = 7 TeV and √s = 8 TeV, corresponding to an integrated luminosity of about 25 fb−1. Evidence for Higgs boson production through vector-boson fusion is reported. Results of combined fits probing Higgs boson couplings to fermions and bosons, as well as anomalous contributions to loop-induced production and decay modes, are presented. All measurements are consistent with expectations for the Standard Model Higgs boson

Measurement of the top quark-pair production cross section with ATLAS in pp collisions at \sqrt{s}=7\TeV

A measurement of the production cross-section for top quark pairs(\ttbar) in $pp$ collisions at \sqrt{s}=7 \TeV is presented using data recorded with the ATLAS detector at the Large Hadron Collider. Events are selected in two different topologies: single lepton (electron $e$ or muon $\mu$) with large missing transverse energy and at least four jets, and dilepton ($ee$, $\mu\mu$ or $e\mu$) with large missing transverse energy and at least two jets. In a data sample of 2.9 pb-1, 37 candidate events are observed in the single-lepton topology and 9 events in the dilepton topology. The corresponding expected backgrounds from non-\ttbar Standard Model processes are estimated using data-driven methods and determined to be $12.2 \pm 3.9$ events and $2.5 \pm 0.6$ events, respectively. The kinematic properties of the selected events are consistent with SM \ttbar production. The inclusive top quark pair production cross-section is measured to be \sigmattbar=145 \pm 31 ^{+42}_{-27} pb where the first uncertainty is statistical and the second systematic. The measurement agrees with perturbative QCD calculations.Comment: 30 pages plus author list (50 pages total), 9 figures, 11 tables, CERN-PH number and final journal adde

Measurement of the top quark pair cross section with ATLAS in pp collisions at √s=7 TeV using final states with an electron or a muon and a hadronically decaying τ lepton

A measurement of the cross section of top quark pair production in proton-proton collisions recorded with the ATLAS detector at the Large Hadron Collider at a centre-of-mass energy of 7 TeV is reported. The data sample used corresponds to an integrated luminosity of 2.05 fb -1. Events with an isolated electron or muon and a τ lepton decaying hadronically are used. In addition, a large missing transverse momentum and two or more energetic jets are required. At least one of the jets must be identified as originating from a b quark. The measured cross section, σtt-=186±13(stat.)±20(syst.)±7(lumi.) pb, is in good agreement with the Standard Model prediction

Hunt for new phenomena using large jet multiplicities and missing transverse momentum with ATLAS in 4.7 fb−1 of √s=7 TeV proton-proton collisions

Results are presented of a search for new particles decaying to large numbers of jets in association with missing transverse momentum, using 4.7 fb−1 of pp collision data at s√=7TeV collected by the ATLAS experiment at the Large Hadron Collider in 2011. The event selection requires missing transverse momentum, no isolated electrons or muons, and from ≥6 to ≥9 jets. No evidence is found for physics beyond the Standard Model. The results are interpreted in the context of a MSUGRA/CMSSM supersymmetric model, where, for large universal scalar mass m 0, gluino masses smaller than 840 GeV are excluded at the 95% confidence level, extending previously published limits. Within a simplified model containing only a gluino octet and a neutralino, gluino masses smaller than 870 GeV are similarly excluded for neutralino masses below 100 GeV