Nonstandard Finite Difference Schemes with Application to Finance: Option Pricing

2000 Mathematics Subject Classification: 65M06, 65M12.

Low Volatility Options and Numerical Diffusion of Finite Difference Schemes

2000 Mathematics Subject Classification: 65M06, 65M12.

Tracing the evolution of physics on the backbone of citation networks

Many innovations are inspired by past ideas in a nontrivial way. Tracing these origins and identifying scientific branches is crucial for research inspirations. In this paper, we use citation relations to identify the descendant chart, i.e., the family tree of research papers. Unlike other spanning trees that focus on cost or distance minimization, we make use of the nature of citations and identify the most important parent for each publication, leading to a treelike backbone of the citation network. Measures are introduced to validate the backbone as the descendant chart. We show that citation backbones can well characterize the hierarchical and fractal structure of scientific development, and lead to an accurate classification of fields and subfields. © 2011 American Physical Society.

Classification of Southern Ocean krill and icefish echoes using random forests

Acknowledgements The authors thank the crews, fishers, and scientists who conducted the various surveys from which data were obtained. This work was supported by the Government of South Georgia and South Sandwich Islands. Additional logistical support provided by The South Atlantic Environmental Research Institute, with thanks to Paul Brickle. PF receives funding from the MASTS pooling initiative (TheMarine Alliance for Science and Technology for Scotland), and their support is gratefully acknowledged. MASTS is funded by the Scottish Funding Council (grant reference HR09011) and contributing institutions. SF is funded by the Natural Environment Research Council, and data were provided from the British Antarctic Survey Ecosystems Long-term Monitoring and Surveys programme as part of the BAS Polar Science for Planet Earth Programme. The authors also thank the anonymous referees for their helpful suggestions on an earlier version of this manuscript.

Statistical methods for polyhedral shape classification with incomplete data - application to cryo-electron tomographic images

A certain type of bacterial inclusion, known as a bacterial microcompartment, was recently identified and imaged through cryo-electron tomography. A reconstructed 3D object from single-axis limited angle tilt-series cryo-electron tomography contains missing regions and this problem is known as the missing wedge problem. Due to missing regions on the reconstructed images, analyzing their 3D structures is a challenging problem. The existing methods overcome this problem by aligning and averaging several similar shaped objects. These schemes work well if the objects are symmetric and several objects with almost similar shapes and sizes are available. Since the bacterial inclusions studied here are not symmetric, are deformed, and show a wide range of shapes and sizes, the existing approaches are not appropriate. This research develops new statistical methods for analyzing geometric properties, such as volume, symmetry, aspect ratio, polyhedral structures etc., of these bacterial inclusions in presence of missing data. These methods work with deformed and non-symmetric varied shaped objects and do not necessitate multiple objects for handling the missing wedge problem. The developed methods and contributions include: (a) an improved method for manual image segmentation, (b) a new approach to 'complete' the segmented and reconstructed incomplete 3D images, (c) a polyhedral structural distance model to predict the polyhedral shapes of these microstructures, (d) a new shape descriptor for polyhedral shapes, named as polyhedron profile statistic, and (e) the Bayes classifier, linear discriminant analysis and support vector machine based classifiers for supervised incomplete polyhedral shape classification. Finally, the predicted 3D shapes for these bacterial microstructures belong to the Johnson solids family, and these shapes along with their other geometric properties are important for better understanding of their chemical and biological characteristics.

Irreducibility of Random Hilbert Schemes

We prove that a random Hilbert scheme that parametrizes the closed subschemes with a fixed Hilbert polynomial in some projective space is irreducible and nonsingular with probability greater than $0.5$. To consider the set of nonempty Hilbert schemes as a probability space, we transform this set into a disjoint union of infinite binary trees, reinterpreting Macaulay's classification of admissible Hilbert polynomials. Choosing discrete probability distributions with infinite support on the trees establishes our notion of random Hilbert schemes. To bound the probability that random Hilbert schemes are irreducible and nonsingular, we show that at least half of the vertices in the binary trees correspond to Hilbert schemes with unique Borel-fixed points.

A regulation-based classification system for marine protected areas (MPAs)

Dados suplementares associados com este artigo disponíveis na versão online em: http://dx.doi.org/10.1016/j.marpol.2016.06.021

A regulation-based classification system for marine protected areas (MPAs)

Marine protected areas (MPAs) are a global conservation and management tool to enhance the resilience of linked social-ecological systems with the aim of conserving biodiversity and providing ecosystem services for sustainable use. However, MPAs implemented worldwide include a large variety of zoning and management schemes from single to multiple-zoning and from no-take to multiple-use areas. The current IUCN categorisation of MPAs is based on management objectives which many times have a significant mismatch to regulations causing a strong uncertainty when evaluating global MPAs effectiveness. A novel global classification system for MPAs based on regulations of uses as an alternative or complementing, the current IUCN system of categories is presented. Scores for uses weighted by their potential impact on biodiversity were built. Each zone within a MPA was scored and an MPA index integrates the zone scores. This system classifies MPAs as well as each MPA zone individually, is globally applicable and unambiguously discriminates the impacts of uses. (C) 2016 The Authors. Published by Elsevier Ltd.

Phylogenetics, Ancestral State Reconstruction, And A New Infrafamilial Classification Of The Pantropical Ochnaceae (medusagynaceae, Ochnaceae S.str., Quiinaceae) Based On Five Dna Regions.

Ochnaceae s.str. (Malpighiales) are a pantropical family of about 500 species and 27 genera of almost exclusively woody plants. Infrafamilial classification and relationships have been controversial partially due to the lack of a robust phylogenetic framework. Including all genera except Indosinia and Perissocarpa and DNA sequence data for five DNA regions (ITS, matK, ndhF, rbcL, trnL-F), we provide for the first time a nearly complete molecular phylogenetic analysis of Ochnaceae s.l. resolving most of the phylogenetic backbone of the family. Based on this, we present a new classification of Ochnaceae s.l., with Medusagynoideae and Quiinoideae included as subfamilies and the former subfamilies Ochnoideae and Sauvagesioideae recognized at the rank of tribe. Our data support a monophyletic Ochneae, but Sauvagesieae in the traditional circumscription is paraphyletic because Testulea emerges as sister to the rest of Ochnoideae, and the next clade shows Luxemburgia+Philacra as sister group to the remaining Ochnoideae. To avoid paraphyly, we classify Luxemburgieae and Testuleeae as new tribes. The African genus Lophira, which has switched between subfamilies (here tribes) in past classifications, emerges as sister to all other Ochneae. Thus, endosperm-free seeds and ovules with partly to completely united integuments (resulting in an apparently single integument) are characters that unite all members of that tribe. The relationships within its largest clade, Ochnineae (former Ochneae), are poorly resolved, but former Ochninae (Brackenridgea, Ochna) are polyphyletic. Within Sauvagesieae, the genus Sauvagesia in its broad circumscription is polyphyletic as Sauvagesia serrata is sister to a clade of Adenarake, Sauvagesia spp., and three other genera. Within Quiinoideae, in contrast to former phylogenetic hypotheses, Lacunaria and Touroulia form a clade that is sister to Quiina. Bayesian ancestral state reconstructions showed that zygomorphic flowers with adaptations to buzz-pollination (poricidal anthers), a syncarpous gynoecium (a near-apocarpous gynoecium evolved independently in Quiinoideae and Ochninae), numerous ovules, septicidal capsules, and winged seeds with endosperm are the ancestral condition in Ochnoideae. Although in some lineages poricidal anthers were lost secondarily, the evolution of poricidal superstructures secured the maintenance of buzz-pollination in some of these genera, indicating a strong selective pressure on keeping that specialized pollination system.

Advancing Bag-of-visual-words Representations For Lesion Classification In Retinal Images.

Diabetic Retinopathy (DR) is a complication of diabetes that can lead to blindness if not readily discovered. Automated screening algorithms have the potential to improve identification of patients who need further medical attention. However, the identification of lesions must be accurate to be useful for clinical application. The bag-of-visual-words (BoVW) algorithm employs a maximum-margin classifier in a flexible framework that is able to detect the most common DR-related lesions such as microaneurysms, cotton-wool spots and hard exudates. BoVW allows to bypass the need for pre- and post-processing of the retinographic images, as well as the need of specific ad hoc techniques for identification of each type of lesion. An extensive evaluation of the BoVW model, using three large retinograph datasets (DR1, DR2 and Messidor) with different resolution and collected by different healthcare personnel, was performed. The results demonstrate that the BoVW classification approach can identify different lesions within an image without having to utilize different algorithms for each lesion reducing processing time and providing a more flexible diagnostic system. Our BoVW scheme is based on sparse low-level feature detection with a Speeded-Up Robust Features (SURF) local descriptor, and mid-level features based on semi-soft coding with max pooling. The best BoVW representation for retinal image classification was an area under the receiver operating characteristic curve (AUC-ROC) of 97.8% (exudates) and 93.5% (red lesions), applying a cross-dataset validation protocol. To assess the accuracy for detecting cases that require referral within one year, the sparse extraction technique associated with semi-soft coding and max pooling obtained an AUC of 94.2 ± 2.0%, outperforming current methods. Those results indicate that, for retinal image classification tasks in clinical practice, BoVW is equal and, in some instances, surpasses results obtained using dense detection (widely believed to be the best choice in many vision problems) for the low-level descriptors.

Hippocampal Dysplasia With Balloon Cells: Case Report And Discussion On Classification.

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Cervical Injuries Scored According To The Subaxial Injury Classification System: An Analysis Of The Literature.

The Subaxial Injury Classification (SLIC) system and severity score has been developed to help surgeons in the decision-making process of treatment of subaxial cervical spine injuries. A detailed description of all potential scored injures of the SLIC is lacking. We performed a systematic review in the PubMed database from 2007 to 2014 to describe the relationship between the scored injuries in the SLIC and their eventual treatment according to the system score. Patients with an SLIC of 1-3 points (conservative treatment) are neurologically intact with the spinous process, laminar or small facet fractures. Patients with compression and burst fractures who are neurologically intact are also treated nonsurgically. Patients with an SLIC of 4 points may have an incomplete spinal cord injury such as a central cord syndrome, compression injuries with incomplete neurologic deficits and burst fractures with complete neurologic deficits. SLIC of 5-10 points includes distraction and rotational injuries, traumatic disc herniation in the setting of a neurological deficit and burst fractures with an incomplete neurologic deficit. The SLIC injury severity score can help surgeons guide fracture treatment. Knowledge of the potential scored injures and their relationships with the SLIC are of paramount importance for spine surgeons who treated subaxial cervical spine injuries.

Validity And Reliability Of A Pediatric Patient Classification Instrument.

to assess the construct validity and reliability of the Pediatric Patient Classification Instrument. correlation study developed at a teaching hospital. The classification involved 227 patients, using the pediatric patient classification instrument. The construct validity was assessed through the factor analysis approach and reliability through internal consistency. the Exploratory Factor Analysis identified three constructs with 67.5% of variance explanation and, in the reliability assessment, the following Cronbach's alpha coefficients were found: 0.92 for the instrument as a whole; 0.88 for the Patient domain; 0.81 for the Family domain; 0.44 for the Therapeutic procedures domain. the instrument evidenced its construct validity and reliability, and these analyses indicate the feasibility of the instrument. The validation of the Pediatric Patient Classification Instrument still represents a challenge, due to its relevance for a closer look at pediatric nursing care and management. Further research should be considered to explore its dimensionality and content validity.

Classification Of Frankfurters By Ft-raman Spectroscopy And Chemometric Methods.

Frankfurters are widely consumed all over the world, and the production requires a wide range of meat and non-meat ingredients. Due to these characteristics, frankfurters are products that can be easily adulterated with lower value meats, and the presence of undeclared species. Adulterations are often still difficult to detect, due the fact that the adulterant components are usually very similar to the authentic product. In this work, FT-Raman spectroscopy was employed as a rapid technique for assessing the quality of frankfurters. Based on information provided by the Raman spectra, a multivariate classification model was developed to identify the frankfurter type. The aim was to study three types of frankfurters (chicken, turkey and mixed meat) according to their Raman spectra, based on the fatty vibrational bands. Classification model was built using partial least square discriminant analysis (PLS-DA) and the performance model was evaluated in terms of sensitivity, specificity, accuracy, efficiency and Matthews's correlation coefficient. The PLS-DA models give sensitivity and specificity values on the test set in the ranges of 88%-100%, showing good performance of the classification models. The work shows the Raman spectroscopy with chemometric tools can be used as an analytical tool in quality control of frankfurters.

[the New Classification Of Breast Cancers: Finding The Luminal A].

To compare the distributions of patients with clinical-pathological subtypes of luminal B-like breast cancer according to the 2011 and 2013 St. Gallen International Breast Cancer Conference Expert Panel. We studied 142 women with breast cancer who were positive to estrogen receptor and had been treated in São Paulo state, southeast Brazil. The expression of the following receptors was assessed by immunohistochemistry: estrogen, progesterone (PR) and Ki-67. The expression of HER-2 was measured by fluorescent in situ hybridization analysis in tissue microarray. There were 29 cases of luminal A breast cancers according to the 2011 St. Gallen International Breast Cancer Conference Expert Panel that were classified as luminal B-like in the 2013 version. Among the 65 luminal B-like breast cancer cases, 29 (45%) were previous luminal A tumors, 15 cases (20%) had a Ki-67 >14% and were at least 20% PR positive and 21 cases (35%) had Ki-67 >14% and more than 20% were PR positive. The 2013 St. Gallen consensus updated the definition of intrinsic molecular subtypes and increased the number of patients classified as having luminal B-like breast cancer in our series, for whom the use of cytotoxic drugs will probably be proposed with additional treatment cost.