1,720,963 research outputs found
Convergence in the Binomial Model for European Barrier Options
No full text障礙選擇權的類型主要可分為向上生效型、向上終止型、向下生效型和向下終止型四種，又還可依其為買權還是賣權、美式還是歐式來區分，因此如何對這些各式各樣類型的障礙選擇權作評價並且探討其收斂性是本文的重點。雖在文獻上對於障礙選擇權的評價方法有很多，但本文主要是建構在風險中立下，將反射原理的概念運用到二元樹模型後再對歐式障礙選擇權作評價。先，本文利用反射原理分別去探討向上和向下生效型的路徑數，接著藉由選擇權的價格會等於未來期望值的折現得到歐式障礙選擇權的價格，再利用 Uspensky 的方法推導出其收斂至Black-Scholes 的價格公式。 分析結果顯示，歐式障礙選擇權的收斂速度會依履約價格位置的不同而有所不同，可能是或者是。但對於一些特定的情況下，履約價格的位置並不會影響到其收斂速度，所得到的結果皆為。而在本文的最後也會帶入一些數值做運算來驗證我們的結論。Barrier options have four types: up-and-in, up-and-out, down-and-in and down-and-out. Barrier options also distinguish between call and put, American and European. In this paper, how to price and discuss the convergence of European barrier options is our goal. First, we use the reflection principle to discuss the number of paths for the down-and-in and up-and-in options. The price is its discounted expected payoff under the risk-neutral probability measures. Thus, we get the formula for the binomial price of European barrier options. Then we use Uspensky''s method to discuss the convergence of the binomial price to the Black-Scholes price. The convergence order depends on the strike price. We get the errors are of order or . But, for some n, the errors are all of order . Finally, we show the numerical results to verify our conclusions.1 Introduction 1 Binomial formula for European barrier option 3.1 The reflection principle for European barrier options 4.2 Pricing European barrier options in the binomial lattice 11 .3 Smooth convergence of European call option price 15 Convergence for European barrier option prices 20.1 Convergence for European down-and-out barrier option 20.2 Convergence for other European barrier options 50 The errors of European barrier options 55.1 The barrier effects on the errors for European barrier call options 55.2 Numerical Results 60.3 Further research 62 Appendix 64 Reference 7
Genetic variants associated with age-related episodic memory decline implicate distinct memory pathologies
Get PDFBACKGROUND: Approximately 40% of people aged ≥ 65 experience memory loss, particularly in episodic memory. Identifying the genetic basis of episodic memory decline is crucial for uncovering its underlying causes. METHODS: We investigated common and rare genetic variants associated with episodic memory decline in 742 (632 for rare variants) Ashkenazi Jewish individuals (mean age 75) from the LonGenity study. All-atom molecular dynamics simulations were performed to uncover mechanistic insights underlying rare variants associated with episodic memory decline. RESULTS: In addition to the common polygenic risk of Alzheimer's disease, we identified and replicated rare variant associations in ITSN1 and CRHR2. Structural analyses revealed distinct memory pathologies mediated by interfacial rare coding variants such as impaired receptor activation of corticotropin releasing hormone and dysregulated L-serine synthesis. DISCUSSION: Our study uncovers novel risk loci for episodic memory decline. The identified underlying mechanisms point toward heterogenous memory pathologies mediated by rare coding variants. Highlights: We demonstrated the contribution of the common polygenic risk of Alzheimer's disease to episodic memory decline. We discovered and replicated two risk genes associated with episodic memory decline implicated by rare variants, were discovered and replicated. We demonstrated molecular mechanisms and potential novel memory pathologies underlying interfacial rare coding variants. Molecular dynamics simulations were performed to understand the downstream effects of risk rare coding variants
Going Beyond Counting First Authors in Author Co-citation Analysis
Get PDFThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
Variations on the Author
Get PDF“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
Appropriate Similarity Measures for Author Cocitation Analysis
Get PDFWe provide a number of new insights into the methodological discussion about author cocitation analysis. We first argue that the use of the Pearson correlation for measuring the similarity between authors’ cocitation profiles is not very satisfactory. We then discuss what kind of similarity measures may be used as an alternative to the Pearson correlation. We consider three similarity measures in particular. One is the well-known cosine. The other two similarity measures have not been used before in the bibliometric literature. Finally, we show by means of an example that our findings have a high practical relevance.information science;Pearson correlation;cosine;similarity measure;author cocitation analysis
Computational Analysis and Prediction of Genome-Wide Protein Targeting Signals and Localization
Get PDFComputational prediction of protein subcellular localization can greatly help to elucidate its functions. Despite the existence of dozens of protein localization prediction algorithms, the prediction accuracy and coverage are still low. Several ensemble algorithms have been proposed to improve the prediction performance, which usually include as many as 10 or more individual localization algorithms. However, their performance is still limited by the running complexity and redundancy among individual prediction algorithms. In the first part of the dissertation, we propose a novel method for rational design of minimalist ensemble algorithms for practical genome-wide protein subcellular localization prediction. The algorithm is based on combining a feature selection based filter and a logistic regression classifier. Using a novel concept of contribution scores, we analyzed issues of algorithm redundancy, consensus mistakes, and algorithm complementarity in designing ensemble algorithms. We applied the proposed minimalist logistic regression (LR) ensemble algorithm to two genome-wide datasets of Yeast and Human and compared its performance with current ensemble algorithms. Experimental results showed that the minimalist ensemble algorithm can achieve high prediction accuracy with only 1/3 to 1/2 of individual predictors of current ensemble algorithms, which greatly reduces computational complexity and running time. Compared to the best individual predictor, our ensemble algorithm improved the prediction accuracy from AUC score of 0.558 to 0.707 for the Yeast dataset and from 0.628 to 0.646 for the Human dataset.
In the second part of the dissertation, we propose a computational method, SeqNLS, to predict nuclear localization signal (NLS). The major difficulty of NLS prediction is that NLSs are known to have diverse patterns, but the knowledge to NLS patterns is limited and only a portion of NLSs can be covered by the known NLS motifs. In SeqNLS, on the one hand we propose a sequential-pattern approach to effectively detect potential NLS segments without constrained by the limited knowledge of NLS patterns. On the other hand, we introduce a model for NLS prediction which utilizes the fact that NLS is one type of linear motifs. Our experiment results show that our sequential-pattern approach is effectively in extensively searching potential NLSs. Our method can consistently find over 50% of NLSs with prediction precision at least 0.7 in the two independent datasets. The performance of our method can outperform the-state-of-art NLS prediction methods in terms of F1-score.
The binding affinity between a nuclear localization signal (NLS) and its import receptor is closely related to corresponding nuclear import activity. PTM based modulation of the NLS binding affinity to the import receptor is one of the most understood mechanisms to regulate nuclear import of proteins. However, identification of such regulation mechanisms is challenging due to the difficulty of assessing the impact of the PTM on corresponding nuclear import activities. In the third part of the dissertation we proposed NIpredict, an effective algorithm to predict nuclear import activity given its NLS, in which molecular interaction energy components (MIECs) were used to characterize the NLS-import receptor interaction, and the support vector regression machine (SVR) was used to learn the relationship between the characterized NLS-import receptor interaction and the corresponding nuclear import activity. Our experiments showed that nuclear import activity change due to NLS change could be accurately predicted by the NIpredict algorithm. Based on NIpredict, we developed a systematic framework to identify potential PTM-based nuclear import regulations for human and yeast nuclear proteins. Application of this approach has uncovered the potential nuclear import regulation mechanisms by phosphorylation and/or acetylation of three nuclear proteins including SF1, histone H1, and ORC6
Dispelling the Myths Behind First-author Citation Counts
Get PDFWe conducted a full-scale evaluative citation analysis study of scholars in the XML research field to explore just how different from each other author rankings resulting from different citation counting methods actually are, and to demonstrate the capability of emerging data and tools on the Web in supporting more realistic citation counting methods. Our results contest some common arguments for the continued
use of first-author citation counts in the evaluation of scholars, such as high correlations between author rankings by first-author citation counts and other citation
counting methods, and high costs of using more realistic citation counting methods that are not well-supported by the ISI databases. It is argued that increasingly available digital full text research papers make it possible for citation analysis studies to go beyond what the ISI databases have directly supported and to employ more
sophisticated methods
koamabayili/VECTRON-author-checklist: VECTRON author checklist
No full textWe have done our best to complete the author checklist relating to the use of animals in the hut study. Note that the objective for the hut study was to evaluate the IRS treatment applications for residual efficacy against Anopheles mosquitoes, including the local An. coluzzii mosquito population. Cows were only used to attract mosquitoes into the huts and no tests were carried out directly on the cows. The author checklist is intended for use with studies where experiments are carried out on animals, which is why we have had such difficulty in completing this for the hut study, as many of the questions do not relate to how the cows were used
- …
