590 research outputs found

    Lexical evolution rates by automated stability measure

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    Phylogenetic trees can be reconstructed from the matrix which contains the distances between all pairs of languages in a family. Recently, we proposed a new method which uses normalized Levenshtein distances among words with same meaning and averages on all the items of a given list. Decisions about the number of items in the input lists for language comparison have been debated since the beginning of glottochronology. The point is that words associated to some of the meanings have a rapid lexical evolution. Therefore, a large vocabulary comparison is only apparently more accurate then a smaller one since many of the words do not carry any useful information. In principle, one should find the optimal length of the input lists studying the stability of the different items. In this paper we tackle the problem with an automated methodology only based on our normalized Levenshtein distance. With this approach, the program of an automated reconstruction of languages relationships is completed

    Multidimensional Quasi-Monte Carlo Malliavin Greeks

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    We investigate the use of Malliavin calculus in order to calculate the Greeks of multidimensional complex path-dependent options by simulation. For this purpose, we extend the formulas employed by Montero and Kohatsu-Higa to the multidimensional case. The multidimensional setting shows the convenience of the Malliavin Calculus approach over different techniques that have been previously proposed. Indeed, these techniques may be computationally expensive and do not provide flexibility for variance reduction. In contrast, the Malliavin approach exhibits a higher flexibility by providing a class of functions that return the same expected value (the Greek) with different accuracies. This versatility for variance reduction is not possible without the use of the generalized integral by part formula of Malliavin Calculus. In the multidimensional context, we find convenient formulas that permit to improve the localization technique, introduced in Fourni\'e et al and reduce both the computational cost and the variance. Moreover, we show that the parameters employed for variance reduction can be obtained \textit{on the flight} in the simulation. We illustrate the efficiency of the proposed procedures, coupled with the enhanced version of Quasi-Monte Carlo simulations as discussed in Sabino, for the numerical estimation of the Deltas of call, digital Asian-style and Exotic basket options with a fixed and a floating strike price in a multidimensional Black-Scholes market.Comment: 22 pages, 6 figure

    Pricing and Hedging Asian Basket Options with Quasi-Monte Carlo Simulations

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    In this article we consider the problem of pricing and hedging high-dimensional Asian basket options by Quasi-Monte Carlo simulation. We assume a Black-Scholes market with time-dependent volatilities and show how to compute the deltas by the aid of the Malliavin Calculus, extending the procedure employed by Montero and Kohatsu-Higa (2003). Efficient path-generation algorithms, such as Linear Transformation and Principal Component Analysis, exhibit a high computational cost in a market with time-dependent volatilities. We present a new and fast Cholesky algorithm for block matrices that makes the Linear Transformation even more convenient. Moreover, we propose a new-path generation technique based on a Kronecker Product Approximation. This construction returns the same accuracy of the Linear Transformation used for the computation of the deltas and the prices in the case of correlated asset returns while requiring a lower computational time. All these techniques can be easily employed for stochastic volatility models based on the mixture of multi-dimensional dynamics introduced by Brigo et al. (2004).Comment: 16 page

    Levy flights and Levy -Schroedinger semigroups

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    We analyze two different confining mechanisms for L\'{e}vy flights in the presence of external potentials. One of them is due to a conservative force in the corresponding Langevin equation. Another is implemented by Levy-Schroedinger semigroups which induce so-called topological Levy processes (Levy flights with locally modified jump rates in the master equation). Given a stationary probability function (pdf) associated with the Langevin-based fractional Fokker-Planck equation, we demonstrate that generically there exists a topological L\'{e}vy process with the very same invariant pdf and in the reverse.Comment: To appear in Cent. Eur. J. Phys. (2010

    Language Models as Knowledge Bases?

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    Recent progress in pretraining language models on large textual corpora led to a surge of improvements for downstream NLP tasks. Whilst learning linguistic knowledge, these models may also be storing relational knowledge present in the training data, and may be able to answer queries structured as "fill-in-the-blank" cloze statements. Language models have many advantages over structured knowledge bases: they require no schema engineering, allow practitioners to query about an open class of relations, are easy to extend to more data, and require no human supervision to train. We present an in-depth analysis of the relational knowledge already present (without fine-tuning) in a wide range of state-of-the-art pretrained language models. We find that (i) without fine-tuning, BERT contains relational knowledge competitive with traditional NLP methods that have some access to oracle knowledge, (ii) BERT also does remarkably well on open-domain question answering against a supervised baseline, and (iii) certain types of factual knowledge are learned much more readily than others by standard language model pretraining approaches. The surprisingly strong ability of these models to recall factual knowledge without any fine-tuning demonstrates their potential as unsupervised open-domain QA systems. The code to reproduce our analysis is available at https://github.com/facebookresearch/LAMA

    The rna-binding ubiquitin ligase mex3a affects glioblastoma tumorigenesis by inducing ubiquitylation and degradation of rig-i

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    Glioblastoma multiforme (GB) is the most malignant primary brain tumor in humans, with an overall survival of approximatively 15 months. The molecular heterogeneity of GB, as well as its rapid progression, invasiveness and the occurrence of drug-resistant cancer stem cells, limits the efficacy of the current treatments. In order to develop an innovative therapeutic strategy, it is mandatory to identify and characterize new molecular players responsible for the GB malignant phenotype. In this study, the RNA-binding ubiquitin ligase MEX3A was selected from a gene expression analysis performed on publicly available datasets, to assess its biological and still-unknown activity in GB tumorigenesis. We find that MEX3A is strongly up-regulated in GB specimens, and this correlates with very low protein levels of RIG-I, a tumor suppressor involved in differentiation, apoptosis and innate immune response. We demonstrate that MEX3A binds RIG-I and induces its ubiquitylation and proteasome-dependent degradation. Further, the genetic depletion of MEX3A leads to an increase of RIG-I protein levels and results in the suppression of GB cell growth. Our findings unveil a novel molecular mechanism involved in GB tumorigenesis and suggest MEX3A and RIG-I as promising therapeutic targets in GB

    Characterization and evolution of cell division and cell wall synthesis genes in the bacterial phyla Verrucomicrobia, Lentisphaerae, Chlamydiae and Planctomycetes and phylogenetic comparison with rRNA genes

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    In the past, studies on the relationships of the bacterial phyla Planctomycetes, Chlamydiae, Lentisphaerae, and Verrucomicrobia using different phylogenetic markers have been controversial. Investigations based on 16S rRNA sequence analyses suggested a relationship of the four phyla, showing the branching order Planctomycetes, Chlamydiae, Verrucomicrobia/Lentisphaerae. Phylogenetic analyses of 23S rRNA genes in this study also support a monophyletic grouping and their branching order—this grouping is significant for understanding cell division, since the major bacterial cell division protein FtsZ is absent from members of two of the phyla Chlamydiae and Planctomycetes. In Verrucomicrobia, knowledge about cell division is mainly restricted to the recent report of ftsZ in the closely related genera Prosthecobacter and Verrucomicrobium. In this study, genes of the conserved division and cell wall (dcw) cluster (ddl, ftsQ, ftsA, and ftsZ) were characterized in all verrucomicrobial subdivisions (1 to 4) with cultivable representatives (1 to 4). Sequence analyses and transcriptional analyses in Verrucomicrobia and genome data analyses in Lentisphaerae suggested that cell division is based on FtsZ in all verrucomicrobial subdivisions and possibly also in the sister phylum Lentisphaerae. Comprehensive sequence analyses of available genome data for representatives of Verrucomicrobia, Lentisphaerae, Chlamydiae, and Planctomycetes strongly indicate that their last common ancestor possessed a conserved, ancestral type of dcw gene cluster and an FtsZ-based cell division mechanism. This implies that Planctomycetes and Chlamydiae may have shifted independently to a non-FtsZ-based cell division mechanism after their separate branchings from their last common ancestor with Verrucomicrobia

    Quantum Mechanical Interaction-Free Measurements

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    A novel manifestation of nonlocality of quantum mechanics is presented. It is shown that it is possible to ascertain the existence of an object in a given region of space without interacting with it. The method might have practical applications for delicate quantum experiments.Comment: (revised file with no need for macro), 12, TAUP 1865-91

    Jamming non-local quantum correlations

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    We present a possible scheme to tamper with non-local quantum correlations in a way that is consistent with relativistic causality, but goes beyond quantum mechanics. A non-local ``jamming" mechanism, operating within a certain space-time window, would not violate relativistic causality and would not lead to contradictory causal loops. The results presented in this Letter do not depend on any model of how quantum correlations arise and apply to any jamming mechanism.Comment: 10 pp, LaTe

    Weight loss and clinical characteristics of young adults patients seeking treatment at medical centers: Data from the QUOVADIS Study

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    OBJECTIVE: To compare clinical characteristics, attrition, weight loss, and psychological changes of obese young adults and obese adults seeking treatment. MATERIALS AND METHODS: 1530 individuals seeking treatment in 18 Italian medical centers were evaluated. 382 cases (25%) were classified as young adults (age≤35 years), 1148 (75%) as adults (>35 years). Psychological distress, binge eating, body uneasiness, and attitude towards eating were evaluated, at baseline and after a 12-month weight-loss program, together with BMI changes. Weight-loss expectations and primary motivation for seeking treatment were also recorded. RESULTS: At baseline, young adults reported significantly higher BMI at age 20, weight loss expectations and body uneasiness scores than adults. A significantly higher percentage of young adults also reported improving appearance as primary reason for seeking treatment. The attrition rate was significantly larger in young adults. Among completers, the mean percent weight loss at 12 months and improvement of psychosocial variables were significantly higher in young adults than in adults. By intention to treat, BMI changes were no longer significant between groups. DISCUSSION: Obese young adults lose more weight and considerably improve psychological distress, but show a higher attrition rate after 12 months of continuous care in a real world medical setting
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