Coordination between cell proliferation and differentiation is essential to create organized and functional tissues. Arabidopsis thaliana stomata are created through a stereotyped series of symmetric and asymmetric cell divisions whose frequency and orientation are informed by cell-cell interactions. Receptor-like proteins and a mitogen-activated protein kinase kinase kinase were previously ide...

This technical note presents explicit formulas for calculating the response moments of stochastic systems by polynomial dimensional decomposition entailing independent random input with arbitrary probability measures. The numerical results indicate that the formulas provide accurate, convergent, and computationally efficient estimates of the second-moment properties. DOI: 10.1061/ ASCE EM.1943-...

This paper develops a new framework and tools, and reexamines Fama-French regressions. For Fama-French portfolios, we consider a continuous-time factor model with a specific error component structure implied by the underlying asset pricing theory. The model is then analyzed as a continuous-time multivariate regression with a general martingale differential error, allowing for time-varying and s...

Stomata play significant roles in plant evolution. A trio of closely related basic Helix-Loop-Helix (bHLH) subgroup Ia genes, SPCH, MUTE and FAMA, mediate sequential steps of stomatal development, and their functions may be conserved in land plants. However, the evolutionary history of the putative SPCH/MUTE/FAMA genes is still greatly controversial, especially the phylogenetic positions of the...

This paper establishes an econometric framework to construct a systematic risk factor from textual data, by linking a beta pricing model with a language model based on machine learning techniques. In this framework, the distributions of stock returns and words in associated documents are determined by a common underlying systematic risk factor (text-implied risk). The exposure to the text-impli...

This paper adopts the methodology used by Fama and French (1993) to construct two measures of liquidity risk. These liquidity proxies solve the empirical issue of comparability between risk factors by utilizing the standardized unit of risk first proposed for size and value effects. As far as I know, this has not been done before. Modeling these additional liquidity premiums indicate an improve...

We study a class of chance-constrained two-stage stochastic optimization problems where second-stage feasible recourse decisions incur additional cost. In addition, we propose a new model, where “recovery” decisions are made for the infeasible scenarios to obtain feasible solutions to a relaxed second-stage problem. We develop decomposition algorithms with specialized optimality and feasibility...

In recent years, many private corporations and government organizations have digitized corpuses of legacy paper documents. Often, these organizations hope to take advantage of digital representations to transform costly manual tasks associated with paper archives into less-costly computer-assisted tasks. The most common approach toward automated information extraction is through inverted indexi...