Application of deep quantum neural networks to finance

Use of the deep quantum neural network proposed by Beer et al. (2020) could grant new perspectives on solving numerical problems arising in the field of finance. We discuss this potential in the context of simple experiments such as learning implied volatilites and differential machine proposed by Huge and Savine (2020). The deep quantum neural network is considered to be a promising candidate for developing highly powerful methods in finance

Population dynamics of epiphytic chironomid communities in the aquatic macrophyte zones of eutrophic Lakes Suwa and Kitaura

We studied the population dynamics of epriphytic chironomid larvae in the vegetated areas of Lakes Suwa and Kitaura. We quantitatively collected chironomid larvae from samples of the 4 species of angiosperms present in the lakes: the emergent plants phragmites australis (a reed) and Zizani latifolia; the floating plant Nymphoides peltata; and the submerged plant Potamogeton malaianus. Collections were made from all 4 plant zones in Lake Suwa from April 2000 to November 2000 and from the reed zone in Lake Kitaura from April 2000 to March 2001. In both lakes the most abundant chironomid Larvae on the reed stems from late May to September were Chironominae (especially, Dicrotendipes pelochloris and Glyptotendipes tokunagai). On the leaves of submerged and floating plants in Lake Suwa, Orthocladinae larvae (especially, Cricotopus trifasciatus) dominated during the sampling period. On the reed stems in Lake Suwa, mean larval density was 0.4 ind cm⁻² and biomass of epiphytic chironomids was 12.9μgcm⁻²; these values were 23% and 22%, respectively, of those in Lake Kitaura. The differences in chironomid abundance observed in the lakes seemed to be caused by differenes in food availability (i.e., abundance of algae attached to reed stem). The average of diversity index (1/λ,λ:Simpson's index) of chironomid larvae on each plant was 2.7-3.3 on reed and Z.latifolia. 1.8 on N. Peltata and 1.8 on P. malaianus from June to August. The differnces in diversity index may be correlated with the conditions of DO concentration during this period.Article信州大学山地水環境教育研究センター研究報告 2: 111-115(2004)departmental bulletin pape

アルミニウムおよびアルミニウム合金圧延板の各種材料特性の異方性に関する基礎的研究

関西大

Application of Homotopy Analysis Method to Option Pricing Under Lévy Processes

Option pricing under the Lévy process has been considered an important research direction in the field of financial engineering, where a closed-form expression for the standard European option is available due to the existence of analytically tractable characteristic function according to the Lévy–Khinchin representation. However, this approach cannot be applied to exotic derivatives (such as barrier options) directly, although a large volume of exotic derivatives are actively traded in the current options market. An alternative approach is to solve the corresponding partial integro-differential equation (PIDE) numerically, which is, in fact, time-consuming and is not computationally tractable in general. In this paper, we apply the so-called homotopy analysis method (HAM) to solve the corresponding PIDE in a semi analytic form, being obtained from the following three steps: (1) Apply the Fourier transform to convert the PIDE to an ordinal differential equitation (ODE), and construct a differential system of ODEs. (2) Solve the system of ODEs, where each differential equation is shown to have an analytical solution. (3) Express the option price using the sum of infinite series, where each term may be expressed analytically and derived by applying Steps (1) and (2) recursively. To illustrate our technique more precisely, we take the variance gamma model as an example and provide the semi-analytic form. Numerical examples demonstrate a fast convergence of our proposed method to the prices of European and down-and-out call options with a few number of terms. Note that this method is easy to implement and can be applied to other types of options under general Lévy processes

Application of the improved fast Gauss transform to option pricing under jump-diffusion processes

Efficient kernel summation is an active research topic in machine learning and computational physics. Fast multipole methods (FMMs) in particular are known as efficient computational methods in these fields, but they have not gained much attention in computational finance. In this paper,we apply the improved fast Gauss transform (IFGT), a version of an FMM, to the computation of European-type option prices under Merton\u27s jump-diffusion model. IFGT is applied to computing the nonlocal integral terms in partial integrodifferential equations, and our results indicate that IFGT is useful for the fast computation of option pricing under this model

Suzaku observations of the Hydra A cluster out to the virial radius

We report Suzaku observations of the northern half of the Hydra A cluster out to ~1.4 Mpc, reaching the virial radius. This is the first Suzaku observations of a medium-size (kT ~3 keV) cluster out to the virial radius. Two observations were conducted, north-west and north-east offsets, which continue in a filament direction and a void direction of the large-scale structure of the Universe, respectively. The X-ray emission and distribution of galaxies elongate in the filament direction. The temperature profiles in the two directions are mostly consistent with each other within the error bars and drop to 1.5 keV at 1.5 r_500. As observed by Suzaku in hot clusters, the entropy profile becomes flatter beyond r_500, in disagreement with the r^1.1 relationship that is expected from accretion shock heating models. When scaled with the average intracluster medium (ICM) temperature, the entropy profiles of clusters observed with Suzaku are universal and do not depend on system mass. The hydrostatic mass values in the void and filament directions are in good agreement, and the Navarro, Frenk, and White universal mass profile represents the hydrostatic mass distribution up to ~ 2 r_500. Beyond r_500, the ratio of gas mass to hydrostatic mass exceeds the result of the Wilkinson microwave anisotropy probe, and at r_100, these ratios in the filament and void directions reach 0.4 and 0.3, respectively. We discuss possible deviations from hydrostatic equilibrium at cluster outskirts. We derived radial profiles of the gasmass- to-light ratio and iron-mass-to-light ratio out to the virial radius. Within r_500, the iron-mass-to-light ratio of the Hydra A cluster was compared with those in other clusters observed with Suzaku.Comment: 16 pages, 15 figures; Accepted for publication in PAS

Expression of anti-fungal peptide, β-defensin 118 in oral fibroblasts induced by C. albicans β-glucan-containing particles

Objective: Although oral fibroblasts are thought to have the potential to enhance host defenses against Candida albicans , it is unknown whether they are able to recognize Candida cell components to increase the expression of antifungal peptides, such as defensin factors, against Candida infection. Methodology: We performed expression profiles of defensin genes induced by heat-killed C. albicans in oral immortalized fibroblasts (GT1) using cDNA microarray analysis. From those results, quantitative RT-PCR was used to examine the effects of Candida β-glucan-containing particles (β-GPs) on β-Defensin 118 (DEFB 118) expression in oral mucosal cells. Furthermore, the antifungal activities of recombinant DEFB 118 against C. albicans and C. glabrata were investigated using fungicidal assays. Results: Microarray analysis showed that DEFB118, β-Defensin 129 (DEFB129), and α-Defensin 1 (DEFA1) genes were induced by heat-killed C. albicans and that their mRNA expressions were also significantly increased by live as well as heat-killed C. albicans . Next, we focused on DEFB118, and found that GT1, primary fibroblasts, and RT7 (oral immortalized keratinocytes) constitutively expressed DEFB118 mRNA expression in RT-PCR. Furthermore, C. albicans β-GPs significantly increased the expression of DEFB118 mRNA in GT1 and primary fibroblasts. Although DEFB118 mRNA expression in RT7 was significantly induced by both live and heat-killed C. albicans, C. albicans β-GPs failed to have an effect on that expression. Finally, recombinant DEFB118 significantly decreased the survival of both strains of C. albicans in a dose-dependent manner, whereas no effects were seen for both C. glabrata strains. Conclusion: DEFB118, induced by C. albicans β-GPs from oral fibroblasts, may play an important role in oral immune responses against C. albicans infection

Cloning and Characterization of the Antiviral Activity of Feline Tetherin/BST-2

Human Tetherin/BST-2 has recently been identified as a cellular antiviral factor that blocks the release of various enveloped viruses. In this study, we cloned a cDNA fragment encoding a feline homolog of Tetherin/BST-2 and characterized the protein product. The degree of amino acid sequence identity between human Tetherin/BST-2 and the feline homolog was 44.4%. Similar to human Tetherin/BST-2, the expression of feline Tetherin/BST-2 mRNA was inducible by type I interferon (IFN). Exogenous expression of feline Tetherin/BST-2 efficiently inhibited the release of feline endogenous retrovirus RD-114. The extracellular domain of feline Tetherin/BST-2 has two putative N-linked glycosylation sites, N79 and N119. Complete loss of N-linked glycosylation by introduction of mutations into both sites resulted in almost complete abolition of its antiviral activity. In addition, feline Tetherin/BST-2 was insensitive to antagonism by HIV-1 Vpu, although the antiviral activity of human Tetherin/BST-2 was antagonized by HIV-1 Vpu. Our data suggest that feline Tetherin/BST-2 functions as a part of IFN-induced innate immunity against virus infection and that the induction of feline Tetherin/BST-2 in vivo may be effective as a novel antiviral strategy for viral infection

A Clinical Trial Evaluating the Usefulness of Tailored Antimicrobial Prophylaxis Using Rectal-culture Screening Media Prior to Transrectal Prostate Biopsy: A Multicenter, Randomized Controlled Trial

The aim of this report is to introduce an on-going, multicenter, randomized controlled trial to evaluate whether tailored antimicrobial prophylaxis guided by rectal culture screening prevents acute bacterial prostatitis following transrectal prostate biopsy (TRPB). Patients will be randomized into an intervention or non-intervention group; tazobactam-piperacillin or levofloxacin will be prophylactically administered according to the results of rectal culture prior to TRPB in the intervention group whereas levofloxacin will be routinely given in the non-intervention group. The primary endpoint is the occurrence rate of acute bacterial prostatitis after TRPB. Recruitment begins in April, 2021 and the target total sample size is 5,100 participants

No association of xenotropic murine leukemia virus-related virus with prostate cancer or chronic fatigue syndrome in Japan

<p>Abstract</p> <p>Background</p> <p>The involvement of xenotropic murine leukemia virus-related virus (XMRV) in prostate cancer (PC) and chronic fatigue syndrome (CFS) is disputed as its reported prevalence ranges from 0% to 25% in PC cases and from 0% to more than 80% in CFS cases. To evaluate the risk of XMRV infection during blood transfusion in Japan, we screened three populations--healthy donors (<it>n </it>= 500), patients with PC (<it>n </it>= 67), and patients with CFS (<it>n </it>= 100)--for antibodies against XMRV proteins in freshly collected blood samples. We also examined blood samples of viral antibody-positive patients with PC and all (both antibody-positive and antibody-negative) patients with CFS for XMRV DNA.</p> <p>Results</p> <p>Antibody screening by immunoblot analysis showed that a fraction of the cases (1.6-3.0%) possessed anti-Gag antibodies regardless of their gender or disease condition. Most of these antibodies were highly specific to XMRV Gag capsid protein, but none of the individuals in the three tested populations retained strong antibody responses to multiple XMRV proteins. In the viral antibody-positive PC patients, we occasionally detected XMRV genes in plasma and peripheral blood mononuclear cells but failed to isolate an infectious or full-length XMRV. Further, all CFS patients tested negative for XMRV DNA in peripheral blood mononuclear cells.</p> <p>Conclusion</p> <p>Our data show no solid evidence of XMRV infection in any of the three populations tested, implying that there is no association between the onset of PC or CFS and XMRV infection in Japan. However, the lack of adequate human specimens as a positive control in Ab screening and the limited sample size do not allow us to draw a firm conclusion.</p