A New Computational Scheme for Computing Greeks by the Asymptotic Expansion Approach (Special Issue on Mathematical Finance, Published in "Asia-Pacific Financial Markets", Vol.11, 393-430, 2006. )

We developed a new scheme for computing ?Greeks?of derivatives by an asymptotic expansion approach. In particular, we derived analytical approximation formulae for deltas and Vegas of plain vanilla and average European call options under general Markovian processes of underlying asset prices. Moreover, we introduced a new variance reduction method of Monte Carlo simulations based on the asymptotic expansion scheme. Finally, several numerical examples under CEV processes confirmed the validity of our method.

Filmy Cloud Removal on Satellite Imagery with Multispectral Conditional Generative Adversarial Nets

In this paper, we propose a method for cloud removal from visible light RGB satellite images by extending the conditional Generative Adversarial Networks (cGANs) from RGB images to multispectral images. Satellite images have been widely utilized for various purposes, such as natural environment monitoring (pollution, forest or rivers), transportation improvement and prompt emergency response to disasters. However, the obscurity caused by clouds makes it unstable to monitor the situation on the ground with the visible light camera. Images captured by a longer wavelength are introduced to reduce the effects of clouds. Synthetic Aperture Radar (SAR) is such an example that improves visibility even the clouds exist. On the other hand, the spatial resolution decreases as the wavelength increases. Furthermore, the images captured by long wavelengths differs considerably from those captured by visible light in terms of their appearance. Therefore, we propose a network that can remove clouds and generate visible light images from the multispectral images taken as inputs. This is achieved by extending the input channels of cGANs to be compatible with multispectral images. The networks are trained to output images that are close to the ground truth using the images synthesized with clouds over the ground truth as inputs. In the available dataset, the proportion of images of the forest or the sea is very high, which will introduce bias in the training dataset if uniformly sampled from the original dataset. Thus, we utilize the t-Distributed Stochastic Neighbor Embedding (t-SNE) to improve the problem of bias in the training dataset. Finally, we confirm the feasibility of the proposed network on the dataset of four bands images, which include three visible light bands and one near-infrared (NIR) band

Positron emission tomography assessments of phosphodiesterase 10A in patients with schizophrenia

[Background and hypothesis] Phosphodiesterase 10A (PDE10A) is a highly expressed enzyme in the basal ganglia, where cortical glutamatergic and midbrain dopaminergic inputs are integrated. Therapeutic PDE10A inhibition effects on schizophrenia have been reported previously, but the status of this molecule in the living patients with schizophrenia remains elusive. Therefore, this study aimed to investigate the central PDE10A status in patients with schizophrenia and examine its relationship with psychopathology, cognition, and corticostriatal glutamate levels. [Study design] This study included 27 patients with schizophrenia, with 5 antipsychotic-free cases, and 27 healthy controls. Positron emission tomography with [18F]MNI-659, a specific PDE10A radioligand, was employed to quantify PDE10A availability by measuring non-displaceable binding potential (BPND) of the ligand in the limbic, executive, and sensorimotor striatal functional subregions, and in the pallidum. BPND estimates were compared between patients and controls while controlling for age and gender. BPND correlations were examined with behavioral and clinical measures, along with regional glutamate levels quantified by the magnetic resonance spectroscopy. [Study results] Multivariate analysis of covariance demonstrated a significant main effect of diagnosis on BPND (p = .03). A posthoc test showed a trend-level higher sensorimotor striatal BPND in patients, although it did not survive multiple comparison corrections. BPND in controls in this subregion was significantly and negatively correlated with the Tower of London scores, a cognitive subtest. Striatal or dorsolateral prefrontal glutamate levels did not correlate significantly with BPND in either group. [Conclusions] The results suggest altered striatal PDE10A availability and associated local neural dysfunctions in patients with schizophrenia

Development of an experimental platform for combinative use of an XFEL and a high-power nanosecond laser

We developed an experimental platform for combinative use of an X-ray free electron laser (XFEL) and a high-power nanosecond laser. The main target of the platform is an investigation of matter under high-pressure states produced by a laser-shock compression. In this paper, we show details of the experimental platform, including XFEL parameters and the focusing optics, the laser irradiation system and X-ray diagnostics. As a demonstration of the high-power laser-pump XFEL-probe experiment, we performed an X-ray diffraction measurement. An in-situ single-shot X-ray diffraction pattern expands to a large angle side, which shows a corundum was compressed by laser irradiation.Inubushi, Y.; Yabuuchi, T.; Togashi, T.; Sueda, K.; Miyanishi, K.; Tange, Y.; Ozaki, N.; Matsuoka, T.; Kodama, R.; Osaka, T.; Matsuyama, S.; Yamauchi, K.; Yumoto, H.; Koyama, T.; Ohashi, H.; Tono, K.; Yabashi, M. Development of an Experimental Platform for Combinative Use of an XFEL and a High-Power Nanosecond Laser. Appl. Sci. 2020, 10, 2224. https://doi.org/10.3390/app10072224

Beam and SKS spectrometers at the K1.8 beam line

High-resolution spectrometers for both incident beams and scattered particles have been constructed at the K1.8 beam line of the Hadron Experimental Facility at J-PARC. A point-to-point optics is realized between the entrance and exit of QQDQQ magnets for the beam spectrometer. Fine-pitch wire chamber trackers and hodoscope counters are installed in the beam spectrometer to accept a high rate beam up to 107 Hz. The superconducting kaon spectrometer for scattered particles was transferred from KEK with modifications to the cryogenic system and detectors. A missing-mass resolution of 1.9 ± 0.1 MeV/c2 (FWHM) was achieved for the ∑ peaks of (π±, K+) reactions on a proton target in the first physics run of E19 in 2010