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faqs.org > Rulings and Tariffs Home > Rulings By Number > 1998 NY Rulings > NY C81838 - NY C81888 > NY C81842
NY C81842
CLA-2-64:RR:NC:TA:346 C81842
TARIFF NO.: 9802.00.8040 ; 6406.10.6500
Mr. David Loeser Jr.
Chase, Leavitt & Co. Inc.
RE: The Classification, User Fees and Country of Origin Marking of Footwear Uppers from the Dominican Republic; CBI-2; CR 10.24
Dear Mr. Loeser:
In your letter dated November 11, 1997, on behalf of Sebago Inc., you requested a tariff classification ruling.
The items in question are three styles of moccasin type shoe uppers, identified as Style 701-67, 703-67, and 7000-67. These uppers, you state, consist of leather of non-U.S. origin, which is first cut, stitched and manufactured, in the U.S.A., into semi-complete partial uppers with counter pockets, facings and individually fit, ready to attach vamp plugs. Subsequently, the leather upper component parts, along with pre-shaped, paperboard heel counter stiffeners, are sent to the Dominican Republic, where the assembly of these various upper components will be accomplished by the stitching in of the leather vamp plugs and the gluing in of the heel stiffeners. You indicate in your letter that the sewing thread, the glue and the "counters" will be entirely of U.S. origin. Furthermore, you state that all of the component parts used in making these uppers will be shipped directly from the USA to the Dominican Republic without entering the commerce of any other country.
The three sample moccasin style uppers you have provided all have leather external surfaces, glued in paperboard heel stiffeners and completely open underfoot areas that extend about 4 inches forward from under the heel, leaving only the front half of their bottoms covered. The only apparent differences these three uppers seem to exhibit are accountable to their varying sizes and topline heights at the ankle openings.
Therefore, these three uppers will all be classified in subheading 9802.00.8040, Harmonized Tariff Schedule of the United States (HTS), free of duty, as articles not assembled in Mexico, that were assembled abroad of fabricated components, the products of the United States, which were exported in condition ready for assembly without further fabrication, which have not lost their physical identity, and which have not been advanced in value or improved in condition abroad except by being assembled and except by operations incidental to the assembly process, and which meet the conditions of U.S. note 2-b to Subchapter II of Chapter 98. We assume that you will be able to supply the port of entry with whatever documents or other evidence it deems necessary to confirm that those conditions have, in fact, been met. CR 10.24 provides detailed instructions for documenting items classified in HTS 9802.00.80, but several elements, such as the very detailed costing information required, make little sense for items in HTS 9802.00.8040 since they are completely free of duty. We suggest you discuss the documentation required with the Customs personnel in each port in which you may make entry and/or the U.S. Customs Andean-CBI Help Desk, Miami International Airport, POB 52-3215, Miami, FL 33125-3215. The Help Desk`s telephone number is 305-869-2804 or 2815.
Per Statistical Note 2 to Subchapter II, you must split out on the Customs entry, "the dutiable value, i.e., the total value of the articles less the value of the U.S. fabricated components" and assign to it the classification that would ordinarily apply in the absence of US note 2-b to that Subchapter. Note that in this context, there is never any duty actually payable on this "dutiable value".
The classification that would ordinarily apply to these three uppers is 6406.10.6500, Harmonized Tariff Schedule of the United States (HTS), which provides for shoe uppers, which are less than formed uppers with insoles which would cover all or most of the bottom of the wearer's foot, and in which the upper's external surface is predominately leather (note that an accessory or reinforcement stitched on top of another material is not part of the upper's external surface, but the material hidden underneath is).
Items classified in 9802.00.8040 do not need to have any country of origin marking when imported into the U.S.
Merchandise Processing Fees described in 19 CFR 24.23 will not apply to this merchandise.
Tariff No.: 9802.00.80 - U.S. articles assembled abroad, which have not lost their physical identity or have not advanced in value or improved in condition abroad


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Clay Barnes
Bob Bierwagen
Jason Brewer
Vice President, Strategy, Marketing & Revenue Development
Tony Firmani
Chief Financial Officer & Treasurer
Clay Jackson
C.O.O. & Metals Group President
Jeff Pratt
Vice President, Mergers & Acquisitions
Kent Snyder
Vice President, Human Development
Kathy Dunderman
Putting leadership in perspective, I have always been captured by the parable of the talents in the Bible. The talents entrusted to me—capital, time, the skills of our people… They are not mine to possess. Rather, I am to invest them according to our mission. Not bury them out of complacency, comfort or fear.
Clay T. Barnes has been with MPI Corporation full time since 1995 and as a board member since 1988. In his role as President & CEO, Clay is responsible for leading the organization, establishing and communicating vision, direction and broad based business strategy and serving those he has empowered to execute strategy by providing counsel, resources, encouragement and accountability. Clay has served in several capacities within MPI Corp ranging from leading mergers & acquisitions to running operating companies.
Prior to joining MPI Corp, Clay was President & CEO of Blocksom & Co., based in Michigan City, Indiana, after spending the early part of his career working for Fortune 500 companies, Baxter Healthcare Corporation and FMC Corporation, both in the Chicago area.
Clay T. Barnes
B.S. Mechanical Engineering | Northwestern University
M. Engineering Management | Northwestern University
M.B.A. | Northwestern University
Over my career I have learned that values, and the way in which they are shared in the enterprise, is what provides insight into the character of a company. This is where I belong. Among so many others that share the same commitment to the values of integrity, excellence, and service in all we do each and every day.
Robert M. Bierwagen joined MPI Corporation in 2010 after an extensive search for a CIO to revamp the corporation's technology and information systems infrastructure, and to help prepare the organization for the strategic growth it was preparing to undertake. With the IT infrastructure work successfully completed, and an ERP conversion well underway – he continues to move IT staff and resources into a professional service oriented team focused on adding value to both the operating companies and enterprise – culminating in the scalable communications hub and operating platform needed for the entire organization to achieve its strategic objectives.
Robert has over 25 years of executive experience in the software and technology industry, in both manufacturing and software companies. His career includes executive leadership roles in product development, product management, marketing, operations, sales management, and technology. Additionally he has operated his own small business as a direct marketer and software reseller. This unique combination of background and experience provided the ideal qualifications for his role as VP & Chief Information Officer of MPI Corporation.
For nearly two decades Robert led the charge that developed Hagen Systems into the premier supplier of informations systems technology to Printing and Graphic Arts manufacturing operations. In his last role with Hagen as VP of Technology, he led the team that developed Hagen OA, the next generation software suite that still remains the gold standard for the industry today. Through a series of acquisitions beginning in 2000 and culminating with Kodak in 2005, Robert held senior management positions in each of the acquiring companies. His ongoing efforts were nationally recognized when he was named the 2004 Technical Leadership Award recipient by the National Association of Print Leadership. He left Kodak in 2006 and started his own successful small business.
Robert M. Bierwagen
Certified Financial Management Executive (CFME)
Day to day, do we have disagreements and debates? Sure. But when they occur among individuals who share the belief that our business is a means to serve people—and not the inverse of that—we work through those debates towards a common good without resentment.
Jason C. Brewer joined MPI Corporation in 2011 to serve each of the operating companies by refining their company strategies with a stronger attention to market segments and their respective positions, and linking that to sales & marketing to drive profitable growth. In addition to serving the operating companies as an advisor and added resource, he is charged with evaluating external investment opportunities for MPI Corporation.
Jason has over twenty-five years of experience in the automotive, manufacturing, and management consulting industries. He gained manufacturing engineering, product development, product planning, and program management experience while employed for General Motors and Ford Motor Company during and after engineering school. For nearly a decade as a management consultant with Plante Moran, Jason assisted manufacturers pursue profitable growth by assessing front office and plant floor operations, assessing the attractiveness of existing and potential markets, developing marketing strategies and plans, and facilitating the strategic planning process. Jason also assisted clients in various aspects of acquisition and divestiture through operations and strategic due diligence, target or buyer identification, and writing the offering memorandums. Jason published articles on the automotive industry and enterprise and marketing strategies in Automotive Industries and The Stamping Journal. He left consulting to apply these skills and experience as a business development director and a global product manager with Magna Powertrain, a global auto supplier, where he assisted the organization develop and transition to a product-oriented strategy.
Jason C. Brewer
B.S. Mechanical Engineering | Michigan Technological University
M.S.E. Industrial & Systems Engineering | University of Michigan
M.B.A. | University of Michigan–Dearborn
Licensed Professional Engineer (P.E.) | State of Michigan
Certified Strategic Management Professional (SMP) | Association for Strategic Planning
Doing the right thing, even when it's not in our best interest… Would anyone expect a financial executive to offer that as his guiding principle? I don't know. But, even by the cold standard of profitability, it proves itself to be a guide for success. By a human standard—our standard—there is no other way to succeed.
Tony Firmani started with MPI Corporation as the controller of Small Parts, Inc. in 2002. He advanced to V.P. General Manager of Small Parts in 2004 to gain first-hand experience of manufacturing operations before assuming his current role as CFO of MPI Corp in 2005. He and his team are responsible for all financial, treasury, risk management, capital, tax, compensation and benefits matters for MPI Corp and its operating companies. Tony is also Treasurer and lead trustee for the companies' retirement plan.
Tony joined MPI Corp upon a solid 14-year foundation of experience with two of the biggest names in accounting, Arthur Andersen and Ernst & Young. As a CPA, he developed a sharp taxation and tax planning acumen from serving middle market companies in various industries across the U.S.
J. Anthony "Tony" Firmani
Vice President, CFO & Treasurer
B.S. Accounting | Purdue University
Certified Public Accountant (CPA)
I participate within a company, MPI Corp, that continually exhibits Enduring Care for its people, communities and stakeholders. It's a true blessing to be part of such a unique organization that has a passion for enriching lives and purposeful mission of Doing the right things, in the right way and with the right attitude
Clay Jackson joined MPI Corp in 2005 as Small Parts, Incorporated Vice President of Operations. The following year Clay was named President and Chief Operating Officer of Small Parts, assuming responsibility for all company aspects. Clay has in excess of 30 years of operational leadership experience involving Supply Chain Organization, Sales, Engineering Systems Development and overall Operational Disciplines.
Prior to joining MPI Corp, Clay held management positions in sales and operational leadership with Thermax Energy, Federal Mogul, ELCO Industries, and Textron Automotive.
Clay E. Jackson C.O.O. & Metals Group President
B.S. Business: Ball State University
Being part of the MPI team allows me to combine my passion for working with family business owners, utilize my entrepreneurial experience and be part of a team that will continue to develop my skills…Ultimately, the greatest asset of any business is its employees and the MPI team understands enriching lives is one of the keys to growing any business.
Jeff Pratt joined MPI Corporation in 2016 to focus on expanding the company via acquisitions. Jeff is responsible for sourcing and evaluating existing businesses to expand MPI's capabilities, employee skill set and to diversify its revenue sources. Much of his energies will be focused on manufacturing firms in the Midwest in markets where Jeff has previously served for over 25 years in banking, finance and investment banking.
Prior to joining MPI Corp, Jeff was a regional manager and team leader for JPMorganChase and his banking career allowed him to work in Detroit, Chicago, Dayton/Cincinnati before returning home to Indy. After his time at Chase, Jeff established the Indiana advisory office for Brady Ware Capital and was a Senior Commercial Banker for STAR Financial Bank. Jeff is also a shareholder of Midwest Parts Team, a family owned chain of NAPA Auto Parts stores and the founder of Creekview Capital, a merchant banking firm focused on secured investments to grow small businesses.
Jeffrey S. Pratt
B.S. Finance | Indiana University
M.B.A. | Xavier University
At MPI Corp we believe that people are our most valued asset. –It's not just an expression. We believe that maximizing the value of our corporation is based upon realizing and releasing the value of our people.
Kent Snyder joined MPI Corporation in 2013 as the Vice President of Process Improvement and Enterprise Integration leading the development of a culture that leverages our greatest asset, our employees. Kent believes that the best way drive sustained improvement is to Engage, Equip, and Empower those doing the work.
As a corporate resource for process improvement, Kent serves the operating companies by providing tools, methods, and direction allowing them to discover how to do their job better, and deliver increased value to their internal and external customers. Kent is also responsible for managing integration across the enterprise to streamline cross-company and corporate processes.
Kent has 25+ years of experience helping companies realize productivity enhancement and process improvement. His journey includes serving as an industrial Engineer for General Motors, automating processes with General Electric, improving customer service and operational efficiency as a consultant with Pritsker Corporation, and automating back office workflows as a Principal consultant with Xerox Corporation. While at Xerox Kent became a certified Lean Six Sigma Black Belt and led the "At the Customer for the Customer" Initiative. Prior to coming to MPI Kent served as the Director of Client Operations overseeing service operations at Eli Lilly and WellPoint, two of Xerox's largest clients.
B.S. Industrial Engineering | Purdue University
M.S. Industrial Engineering | Purdue University
Certified Lean Six Sigma Black Belt
Treating employees with respect and compassion is one of the top priorities of MPI Corp. Hiring the right people and then helping them develop is important to both our employees, and to the company's success, both now and for the future. It's an honor to work for a company who believes in doing the right things to enrich the lives of employees, as well as the communities in which they live.
Kathy Dunderman joined MPI Corp in 2017 as the Director of Human Resources for the Metals Group. In 2018, Kathy was named V.P. Of Human Resources for MPI. She and her team are responsible for human resource activities, including payroll and benefit administration for MPI Corp and it's operating companies.
Kathy Dunderman, PHR
B.S. Human Resources Management | Western Governors University

redpajama_set_name: RedPajamaCommonCrawl


text:
Chrysolina nigrorugosa é uma espécie de artrópode pertencente à família Chrysomelidae.

Coleópteros descritos em 2005
nigrorugosa

redpajama_set_name: RedPajamaWikipedia


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T-Mobile Announces iPhone 5s and iPhone 5c Pricing Plans
T-Mobile has officially announced its pricing plans for Apple's next-generation devices. The carrier will begin accepting pre-orders for the iPhone 5c on September 13, 2013 through T-Mobile.com for zero dollars down, plus 24 monthly installments of $22. That makes the T-Mobile model $21 less than Apple's off-contract iPhone 5c price of $549
The iPhone 5s will be available on September 20, 2013 for $99 down, plus 24 monthly payments of $22.91 for a total of $648.84. That's around the same price as Apple's contract free model. AT&T, Verizon Wireless and Sprint will be offering the same 16GB model for $199 with a two year contract, and the 16GB iPhone 5c will cost you $99 through those same carriers.
Read more about T-Mobile Announces iPhone 5s and iPhone 5c Pricing Plans
What is the iPhone 5c screen resolution / size?
The iPhone 5c features the same 4-inch (diagonal) Retina display with 1136 x 640 resolution and 326 ppi (pixels per inch) as the iPhone 5 and iPhone 5s. The iPhone 5c display has an aspect ratio of 16:9.
Read more about What is the iPhone 5c screen resolution / size?
Walmart Lists iPhone 5c at $79 and iPhone 5s at $189 [Deals]
Walmart has announced that it will offer the 16GB iPhone 5c for $79 and the 16GB iPhone 5s for $189. $20 is a pretty substantial discount for a new Apple product, and the $79 price point makes the iPhone 5c actually sound affordable. Both deals require that you sign a new two year contract with either AT&T, Verizon Wireless or Sprint, and are in-store only. You may want to call ahead to verify prices and availability before heading down to your local Walmart, in case they sell out.
Apple will begin accepting pre-orders for the iPhone 5c on September 13, 2013. The plastic iPhone will be available in lime green, white, yellow, red and blue starting at $99 for the 16GB model, and $199 for the 32GB model. Apple is not accepting pre-orders for the iPhone 5s. It will be available in space gray, silver and gold at your local Apple store starting at 8:00 a.m. on September 20.
Read more about Walmart Lists iPhone 5c at $79 and iPhone 5s at $189 [Deals]
What is the no contract price of the iPhone 5c?
Although the iPhone 5c will be available for as little as $99 with a 2 year contract, many consumers will be looking to upgrade without renewing their contract.
For more information on contract vs. non-contract (or off contract) pricing, visit our FAQ entitled How Much Does the iPhone 5c Cost?.
Read more about What is the no contract price of the iPhone 5c?
How much does the iPhone 5c cost?
The iPhone 5c comes in two different models. Pricing depends on storage capacity, and whether or not the device is subsidized when purchased with a two-year carrier agreement.
Storage Two-year Contract No Contract
iPhone 5c 16GB $99 $549
iPhone 5c 32GB $199 $649
Read more about How much does the iPhone 5c cost?


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Located on Kouri Beach, this is a beach house style café that enjoys a stunning view of the ocean and bridge from the open-air second floor. In addition it offers a wide variety of activities including bicycle rental and cruises. For seafood lovers, Yonshoku don (four-color rice bowl topped with urchin eggs, salmon roe, tuna and sea grapes) is a must-try (¥1,750).


On 26 November the trial of Genrikh Altunyan was held in Kharkov. A radio technician, Altunyan held the rank of major until he was demoted. He is a member of the Action Group for Civil Rights in the USSR [CCE 8.10] and the father of two children. When arrested, Altunyan was charged under Article 62 of the Ukraine SSR Criminal Code (equivalent to Article 70 of RSFSR Code), Anti-Soviet Agitation and Propaganda. After the pre-trial investigation the charge under article 62 was replaced by one under Article 187-1 of the Ukrainian Criminal Code (equivalent to Article 190-1 of the Russian Code), covering the manufacture and circulation of documents which contain deliberate fabrications and discredit the Soviet political and social system.
Fifteen witnesses were questioned at the trial, including eight witnesses for the defence. The court was shown manuscripts, letters and rough notebooks confiscated from Altunyan during a search. The trial was open, but the courtroom, as is always the case at such trials, was filled before the start of the hearing with a specially chosen audience.
Trukhin was the Procurator, Klyuchko the Judge and Ariya the defence lawyer.
6. signing a letter to the conference of communist and workers' parties in Moscow in June 1969.
The Procurator's prosecuting speech enumerated all the charges as falling under Article 70, even going as far as to state that Altunyan had committed particularly dangerous crimes against the State (regardless of the fact that Altunyan had actually been charged under Article 190-1 and not under Article 70). Procurator Trukhin demanded that the accused be imprisoned for three years.
In his speech, the defence lawyer, Ariya, did not contest points 4, 5 and 6 of the indictment, but maintained that the documents were not deliberately false, since the defendant, Altunyan, genuinely believed the statements in them to be true. He rejected the first three charges as unfounded. Concluding his speech, he appealed to the court to punish the defendant, Altunyan, in some way not entailing imprisonment.
Altunyan pleaded not guilty. In his final plea he declared that he always had fought and always would fight against manifestations of Stalinism in our country.
In sentencing Altunyan to three years in an ordinary-regime camp, the court based its judgment on the fact that Altunyan, a man with a higher education, could not fail to appreciate the libellous nature of the incriminating documents, especially as he had been warned repeatedly by state and Party organs about his illegal activities, as expressed in the composing and signing of the documents cited by the prosecution. The sentence repeated in full the indictment.
The court made a separate resolution concerning all the defence witnesses who, like Altunyan, had signed the letter in defence of Grigorenko and the appeal to the UN: [Vladislav] Nedobora [CCE 13.4], Karasik, [Vladimir] Ponomaryov, [Arkady] Levin [see 13.5], Lifshits, Kalinovsky, Podolsky and Kornilov. Their cases were assigned for separate legal treatment. At the same time Irkha, a prosecution witness and Party worker at the military academy where Altunyan taught, actually stated in court that it was not yet certain whether the rehabilitation of Army Commander I. Yakir had been justified.
On 23 December, in Kiev, the appeal hearing took place in the case of Genrikh Altunyan. His friends were not allowed into the courtroom, and were told that the hearing would be held in camera. The third charge was struck from the sentence, together with the words 'Altunyan committed particularly dangerous crimes'. The term of imprisonment was left unchanged.


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Although born in Bogotá, Colombia, Jahnava (pronounced Jah-nu-vuh) has lived in the Gainesville area for over 10 years, initially moving here for college where she met her husband Nila and then decided to make the Gator Nation her new home after graduating with honors from UF.
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MATLAB Computational Finance Conference 2019
Speak in 2020
Challenge-Response: Data Science and AI in Production
9:10–9:50 a.m.
Time to market, regulatory compliance, talent shortages, and new opportunities are fueling innovation in financial services. From text analytics to automated development workflows for compliance, customers are using MATLAB® to respond with production applications. Deep learning and NLP in investment, risk model governance, and ESG examples will be discussed.
David Rich, MathWorks
Applied Uses of AI for Investment Insights and Operational Efficiency
9:50-10:30 a.m.
With the dawn and rapid evolution of artificial intelligence and machine learning, financial institutions waste no time innovating with the technologies and techniques. This is particularly true in buyside investing with significant elements of quantitative discipline, including JPMorgan Asset Management (JPMAM).
The breadth of the innovations touches a wide spectrum of investment processes, including but not limited to robust technology operation with pre-emptive issue identification, innovative and efficient product construction for passive strategies, and forward-looking detection of market rotations, as well as systematic prediction of alpha opportunities for active businesses.
In this talk, David will discuss thematically the applied uses of AI and ML technology that help generating operation efficiencies and investible insights for JPMAM clients. This discussion will feature a brief demo live in visualizing the techniques deployed.
David Lin, JP Morgan Asset Management
The R-Factor: Converting ESG and Corporate Governance Data into Investable Insights
10:30-11:10 a.m.
Availability of financially material, consistently reported, and comparable ESG data is one of the biggest challenges facing investors across the capital markets. That's why State Street Global Advisors built the R-Factor, a scoring model that leverages multiple data sources and aligns them to widely accepted, transparent materiality frameworks to generate a unique ESG score for 5,500 global companies. They draw on the materiality framework of the Sustainability Accounting Standards Board (SASB) and national/investor-created corporate governance frameworks. R-Factor was built to solve for the data quality challenges in the market, and to remove opaqueness around ESG materiality in the scoring process. It is the only score that is backed by a strong stewardship commitment from an asset manager and is designed to put companies in the driver seat to help create sustainable markets.
Todd Bridges, State Street Global Advisors
Dynamic Replication and Hedging: A Reinforcement Learning Approach
11:20-12:00 p.m.
In this talk, we address the problem of how to optimally hedge an options book in a practical setting, where trading decisions are discrete and trading costs can be nonlinear and difficult to model.
Based on reinforcement learning (RL), a well-established machine learning technique, we propose a model that is flexible, accurate, and very promising for real-world applications. A key strength of the RL approach is that it does not make any assumptions about the form of trading cost. RL learns the minimum variance hedge subject to whatever transaction cost function one provides. All it needs is a good simulator in which transaction costs and options prices are simulated accurately.
This is joint work with Gordon Ritter.
Published paper: https://jfds.pm-research.com/content/1/1/159
Petter Kolm, New York University
CCAR Neural Networks Model
1:10-1:50 p.m.
Neural network (NN) models represent an opportunity to improve the credit loss forecasting and stress testing in Comprehensive Capital Analysis and Review (CCAR), which can be estimated as a function of macroeconomic variables using ARIMA-type models. For reference, please refer to: Capital Planning at Large Bank Holding Companies: Supervisory Expectations and Ranges of Current Best Practices, 2013. However, there remain challenges for the application of NN models such as model interpretability per regulatory requirements and a tendency to overfitting. This session will discuss this research and highlight the following:
By leveraging a credit card firm's monthly write-off data for over 15 years, a parsimonious NN model can be developed, which outperforms the traditional regression model with ARIMA errors in Mean Squares Error (MSE).
Two macroeconomic variables with lags are selected from a pool of 500 by the combination of LASSO and Stepwise regression algorithms, which enables the NN model to be interpretable for the CCAR scenario narratives. The sign or direction of estimated input weights should be consistent with or constrained by business intuition.
This study also found that the NN model could be vulnerable to overfitting. The stress testing is sensitive to the design of network architect.
Heng Chen, HSBC and Northwestern University
How MATLAB Reshapes the Landscape to Serve Wealth Management Clients
Wealth management is an integral function of financial institutions that provides financial and investment advisory services to high-net worth clients. Thousands of clients with a unique financial need require a powerful analytic platform to perform tasks such as asset allocation, manager selection, and custom report generation. MATLAB has been used to accommodate multi-tread calculations throughout the entire process, from data preprocessing to financial modeling to report generating. As a result, a stable recommendation to clients with sophisticated nonlinear constraints can be generated in timely manner.
Stephanie Wang, Morgan Stanley Wealth Management
Applications of Academic Theory and Quant Techniques in Securities Lending
Like many other markets, Securities Lending has seen a significant increase in digitization and electronification. This has increased market complexity and the need for more systematic decision making. As a result, Securities Finance and State Street Associates have leveraged quantitative techniques to build intelligent pricing algorithms and quantitative models to capture market price pressures. In this presentation we will discuss our approach to quantitative modeling, examples of solutions we built and their applications.
Yasser El Hamoumi, State Street Global Markets
Travis Whitmore, State Street Global Markets
Penn Wharton Budget Model: Macroeconomics in MATLAB
The Penn Wharton Budget Model (PWBM) is an integrated model of the U.S. economy. It consists of multiple components: a demographics microsimulation, tax modules, Social Security and other government programs, and a dynamic macro-economy model. The dynamic model computes optimal decisions by heterogeneous, rational, forward-looking agents and finds the aggregate effect on prices such that agents' actions and prices are in equilibrium. These types of models are computationally intensive and are the workhorse models used by modern computational macro-economists. PWBM uses the dynamic model, built in MATLAB, to project the effect of policy changes on U.S. household behavior and the consequences for macro-economic variables such as GDP, interest rates, debt, and capital formation.
Efraim Berkovich, University of Pennsylvania
Model Risk Management for Alpha Strategies Created with Deep Learning
In this session, you'll learn about:
Understanding the challenges of using deep learning to build alpha generation strategies
Model risk management to detect when machine learning strategies are not performing as intended
Can you model a constantly moving market? When DL should (and should not) be used
Ben Steiner, BNP Paribas Asset Management
Master Classes 1
A Master Class in Building Production-Grade NLP Pipelines
Building and deploying NLP applications involves multiple steps, including data ingesting, pre-processing, labeling, model building, model selection, and deployment.
While data scientists are typically involved in prototyping end-to-end applications, deploying robust NLP applications in production requires building enterprise-grade pipelines and designing each stage in the pipeline to accomplish a particular task. This workshop presents QUSandbox, an enterprise platform for prototyping, designing, and scaling production-worthy machine learning pipelines. The platform and language agnostic platform enables integrating multiple tools to design coherent and production-grade pipelines that are auditable, replicable, and scalable. This master class will demonstrate the use of natural language processing techniques to analyze EDGAR call earnings transcripts that could be used to generate sentiment analysis scores using the Amazon Comprehend, IBM Watson, Google, and Azure APIs (application programming interfaces) to train your own model built in MATLAB. We will then illustrate how the various steps can be streamlined through a QuSandbox pipeline to enable building scalable machine learning applications in production.
Sri Krishnamurthy, QuantUniversity
A Platform for Risk Models
1:10–2:30 p.m.
See how MATLAB® is used to drive the development, review, deployment, and monitoring stages of credit and market risk models, using the latest advances in artificial intelligence and Live Editor technology to meet regulatory standards of traceability and reproducibility.
Technology advances to guarantee model results can be reproduced by validation teams and in production
Explain and interpret the output of artificial intelligence models to stakeholders and regulators
Improve consistency of model development, validation, and documentation activities through automation
Paul Peeling, MathWorks
AI, Machine, Deep Learning, and NLP in Enterprise Investment and Risk Management
With the dreams of artificial intelligence, we have come a long way since the 1950s. Predictive modeling and machine and deep learning have started to permeate every aspect of finance. Two hot areas for adoption of these techniques is model validation and stress testing. With the onslaught of Twitter increasing the volatility in our markets, newer companies are exploding on the scene with novel risk management systems that utilize Twitter in predicting volatility. Through demos, we will be exploring the state-of-the-art in artificial intelligence to generate more insights into how to best to manage portfolios in this time of fake news and volatility.
Key areas of focus:
Introduction to the state of Predictive Modeling, AI, Machine Learning, and Deep Learning in Risk and Finance
Demos to illustrate natural language processing
Discussions around scaling to production
Discussions around model governance
Marshall Alphonso, MathWorks
Natural Language Processing and Deep Learning in Finance
In 2010, the worldwide IP traffic exceeded 20 exabytes (20 billion gigabytes) per month. With the explosion of unstructured information came a massive demand for computational power, efficiency, and explainable AI. Even with the explosion of quants (approx. 10,000 worldwide) we are still massively short in our ability to translate the data into meaningful decision-making information that moves businesses. So, rather than just allowing for humans to interact with the data through the lens of a quant, natural language processing allows us to interact with some of humans' most practiced skills: spoken and written word.
Natural language processing (NLP) refers to the broad class of computational techniques for incorporating speech and text data, along with other types of financial data, into the development of smart systems. MathWorks NLP systems are currently being implemented at various financial institutions worldwide. The work is being done using algorithms and visualizing capabilities built into our Text Analytics Toolbox™. Many of these algorithms are complemented by using the Deep Learning Toolbox™ and Statistics and Machine Learning Toolbox™.
Financial applications that are using NLP:
Text analytics for preparing data for an NLP system (entity modeling, cleaning data)
Volatility modeling (GARCH, VARMA) and risk analytics (market and credit) using text
Sentiment modeling to inform discover new alpha opportunities and beat the market
Sentiment indicators for attribution of portfolio movements
Economics research indicator development using state-space models such as a Kalman filter
Litigation modeling: Work with complex legal languages to audit firms
Fund research: Modeling audits of firms to prioritize investment opportunities and flag risks
Gary Kazantsev, Bloomberg Head of Quant Technology
Text Analytics and Sentiment Analysis
11:20–12:00 p.m.
Natural language processing (NLP) is a rapidly growing area of interest in the financial services industry as quants, risk managers, and financial analysts are all interested in deriving new alpha and insights from speech and text data. In this session, you will learn how MATLAB® as a platform assists in common techniques used in text analytics, ranging from preprocessing your text data to using machine learning to model that data. Specific techniques covered in this session include:
Natural language processing: LSA, LDA, and word embeddings
Sentiment modeling to discover new alpha opportunities and beat the market
Alex Link, MathWorks
Software Development with MATLAB
MATLAB® is often used in financial services as a modeling tool. And with any tool, as the size and complexity of your application increases, it becomes more challenging to manage your development process.
If you want to develop reusable and reliable MATLAB code, collaborate with a large team, and/or build user interfaces around your models to present them to business users, you should be at this session.
Structuring large projects with Source Control and MATLAB Projects
Error handling and readying code for production
Unit testing and behavior-driven development
Dashboard development to share models
Siddharth Sundar, MathWorks
Integrating Python and MATLAB
Financial engineers who rely only on Python® may find themselves encountering challenging tasks when it comes to C/CUDA code generation, building interactive dashboards, parallelizing applications, signal and image processing, computer vision, portfolio/risk management, and deep learning. Contrarily, MATLAB® is a full-stack advanced analytics platform that empowers domain experts to rapidly prototype ideas, validate models, and push the applications into production with ease.
However, sometimes it is advantageous to integrate MATLAB and Python to build on top of open-source libraries and pipe data between different IT systems or the web.
In this session, we demonstrate the many ways in which MATLAB and Python can integrate to give business users and decision makers immediate access to many of MATLAB's built-in analytics capabilities.
Calling Python libraries directly from MATLAB
Using MATLAB to rapidly build machine learning models for trading strategies
Calling a live MATLAB session from Python
Packaging MATLAB analytics as royalty free .py libraries
Scaling hybrid MATLAB/Python applications via the MATLAB Production Server™
Ian McKenna, MathWorks
David Rich
David Rich is the marketing director for the MATLAB family of products at MathWorks, spanning MATLAB and related toolboxes as well as cloud, server, and web capabilities. He also directs the company's support of the startup community. Prior to this, he focused on strategic business development at Microsoft®, joining the company as part of its acquisition of Interactive Supercomputing, where he served as the vice president of marketing. David has experience working at large enterprises and startups ranging from Advanced Micro Devices (AMD) and Fujitsu® to API Networks and Dolphin Interconnect. He has a computer science degree from Brown University.
Paul Peeling
Paul Peeling is a consultant engineer who focuses on the financial services industry in modeling credit and market risk, and managing the risk associated with those models, especially when machine learning is applied. He also has expertise in signal processing, software design and application development in MATLAB and big data for enterprise-scale data analytics. Prior to joining MathWorks, Paul worked applying pattern recognition techniques to detect and combat online fraud. Paul has a Ph.D. in statistical signal processing from the University of Cambridge.
Marshall Alphonso
Marshall Alphonso, senior engineer at MathWorks, specializes in quantitative finance and is currently the global lead engineer for five top banks. He has more than 10 years' experience training clients at more than 250 companies, including top hedge funds, banks, and other financial institutions around the world.
As advisor to the CRO of McKinsey & Co. Investment Office, Marshall was responsible for the design and implementation of the fund liquidity framework, stress testing framework, and a multitude of quantitative risk and investment tools, enabling evaluation of exposures for risk and attribution. His prior experience includes design of artificial intelligent systems and advanced statistical signal processing algorithms in real-time communication and geostationary satellite systems.
He holds a B.S. in electrical engineering and mathematics from Purdue University and an M.S. in electrical engineering from George Mason University. Additional significant graduate work includes NIH-sponsored research in proteomics at Harvard University and KISR-sponsored data science research at MIT.
Alex Link
Alex Link is an application engineer at MathWorks supporting the financial services industry. She works with various financial customers to help advance their modeling capabilities and overall performance using technology ranging from machine learning to cloud computing. She holds a B.S. in computer science from Georgia Institute of Technology.
Siddharth Sundar
Siddharth Sundar joined MathWorks in 2013 and moved into an application engineering role supporting the financial services industry in 2014. His focus is on computational finance with applications including risk management, portfolio optimization and asset allocation, algorithmic trading, time-series forecasting, and machine learning. He has extensive experience supporting customers with software development best practices in this space. Prior to joining MathWorks, he earned his master's in electrical engineering from the University of Michigan and bachelor's in electronics and communication engineering from the Visvesvaraya Technological University.
Ian McKenna
Ian McKenna joined MathWorks in 2011 as an application engineer supporting the financial services industry. During this time, his focus has been in computational finance with applications ranging from risk management, portfolio optimization and asset allocation, time series forecasting, and instrument pricing. Prior to joining MathWorks, he worked at the University of British Columbia, developing simulation code used in industry for heat treatment of steel alloys. Ian holds a Ph.D. from Northwestern University and a B.S. from the University of Florida in materials science and engineering with a minor in business administration.
David Lin
JP Morgan Asset Management
David Lin is a managing director and the chief technology officer of Beta Strategies and Solution Business at JPMorgan Asset Management (AM). He has been with the firm since 2001. He is currently responsible for end-to-end technology solutions for the two Lines of business. In addition, he is responsible for AM-wide performance attribution, portfolio analytics, and optimization. Before this, David was the head of Global Research Technology, Global Quantitative Technology, and prior to that, the head of Quantitative Equity Technology. Before joining JPMorgan, David was the chief architect and head of development at CNBC.com.
David holds a bachelor's degree in computer science with a minor in commerce from University of Toronto, and a master's degree in business administration from Columbia University. He is a member of Global Quant Council (GQC) of JPMorgan Asset and Wealth Management, and Society of Quantitative Analysts (SQA).
Todd Bridges
Todd Arthur Bridges, Ph.D., heads ESG Research and Strategy Development at State Street Global Advisors and is on the Global Equity Beta Solutions Team. The Global Equity Beta Solutions research team is responsible for research across index equities, smart beta, ESG, and climate. The team leads the thought-leadership efforts in these areas through white papers, academic articles, and new strategy development. Prior to joining State Street Global Advisors in 2017, Todd was head of research at Ethic Investing. In that role, he helped build the financial technology startup, and was responsible for developing the sustainable investing framework, integrating ESG data into portfolio management, and developing shareholder engagement strategies for the platform. Prior to joining this entrepreneurial venture, he was managing director of a cross-disciplinary research institute at Cornell University, focused on the role of finance, technology, and governance in sustainable economic development.
Todd holds MA and Ph.D. degrees from Brown University and has completed research fellowships at the National Science Foundation, Max Planck Society for the Advancement of Science, Oxford University, and Harvard University. He has published research and presented findings to central banks, sovereign wealth funds, state pension funds, corporate pension funds, and endowments throughout the North Americas, United Kingdom, EMEA, Russia, and APAC regions.
Ben Steiner
Ben handles chief-of-staff and business management responsibilities for the CIO of Global Fixed Income at BNP Paribas Asset Management.
He has over 18 years of industry experience with hedge funds and investment managers in London and New York.
His previous roles include head of model development, portfolio manager, research manager, and senior quantitative researcher. His experience covers multiple asset classes: from default and loss models in the less liquid markets (private debt and real estate) to alpha models in the more liquid (managed futures, global macro, equity long/short and absolute return fixed income) to portfolio construction and the evaluation of systematic strategies.
He holds a BA (Hons) in economics from the University of Manchester and an MSc in mathematical finance from Imperial College London. Since 2013, Ben has served on the board of directors of the Society of Quantitative Analysts.
Despite now being a reformed quant, he still presents on deep learning and model risk management topics at Columbia and NYU, as well as industry events. He also still tries to find time to play with MATLAB for fun.
Heng Chen
HSBC and Northwestern University
At HSBC, Heng Z. Chen is responsible for supporting CCAR/DFAST loss forecast modeling and the group economic capital modeling in operational risks management. He is also an adjunct professor at Northwestern University.
As a team lead and senior manager in Discover Financial Services and GE Capital for eight years, Heng led the team members to address business challenges with innovative solutions such as Reject Inference methodology for retail new accounts modeling and LGD modeling methodology for commercial lending risk management.
Heng's risk management experience includes new accounts underwriting, credit line assignment, fraud risks, customer risk management, economic capital, and loss forecast for retail credit cards and loans, and wholesale commercial loans business.
Heng received his two M.S. degrees from University of California at Davis in 1988 and a Ph.D. degree from Ohio State University.
Stephanie Wang
Morgan Stanley Wealth Management
Stephanie Wang is an assistant vice president at Morgan Stanley Wealth Management. She provides quantitative research on goal-based financial planning.
Stephanie began her professional career at Standard and Poor's Rating Services Quantitative Analytics and Research Group in 2013 and joined Morgan Stanley Wealth Management in 2016.
Stephanie received a B.S. in environmental sciences from Peking University, an M.S. in Earth system science from University of California, Irvine, and an M.S. in operations research from Columbia University.
Stephanie Lo
State Street Securities Finance and State Street Associates
Stephanie Lo is the head of Quantitative Driven Research (QDRSF) for State Street Securities Finance. She is part of State Street Associates, State Street's academic arm. In this capacity, Stephanie oversees multiple research projects related to securities finance. These projects include the use of alternative data, integration of academic insights and methods, and quantitative techniques such as machine learning and artificial intelligence.
Prior to joining State Street, Stephanie worked as a natural gas trader at a quantitative trading firm, a graduate researcher at the Federal Reserve Bank of Boston, and a management consultant at the Boston Consulting Group. Her research includes work on equities, mortgages and monetary policy, financial intermediation, secular stagnation, and Bitcoin.
She holds a PhD in economics, a master's in economics, and a bachelor of arts in economics from Harvard University.
Yasser El Hamoumi
State Street Global Markets
Yasser El Hamoumi is an algorithmic trader with State Street Global Market's Agency Lending program. He is responsible for the analytical framework, quantitative development, and implementation of algorithmic pricing. Additionally, Yasser oversees the technical development of the lending program's market microstructures, which includes but is not limited to the lending program's electronic trading platform, analysis and research on broker trading behavior, intraday price discovery, and implementation of new trading technologies.
Prior to his current role, Yasser worked as a quantitative developer with State Street's Liquidity and Liability Management team. In this role, he was primarily focused with the development of data intensive models used for the management of State Street's liabilities. These projects include the design of the firm's operational deposit model, the quantitative estimation of credit lines with central banks and financial market utilities, and the execution of Federal Reserve Bank mandated stress testing.
Yasser attended Union College on the Posse Foundation Full Tuition Leadership Merit Scholarship, and holds a bachelor of science in mechanical engineering.
Efraim Berkovich
Efraim Berkovich leads development of the Penn Wharton Budget Model (PWBM) dynamic equilibrium model and technical infrastructure. Prior to PWBM, he was a college professor of economics and finance. Efraim has also worked in information technology as a technical architect at AXA Financial, CTO at an internet startup, and software engineer at Sanford C. Bernstein & Co.'s global equities group, as well as NASD (now FINRA), and the U.S. Treasury.
Efraim's published work in economics includes papers in the Journal of Derivatives and the Review of Network Economics. He also has a number of publications and patents in computer engineering. Efraim earned his Ph.D. in economics from the University of Pennsylvania, his M.S. in electrical engineering from the University of Maryland, College Park, and his B.S. in mathematics from Georgetown University.
Petter Kolm
Petter Kolm is the director of the Mathematics in Finance master's program and a clinical professor at the Courant Institute of Mathematical Sciences, New York University, and the principal of the Heimdall Group, LLC. Previously, Petter worked in the Quantitative Strategies Group at Goldman Sachs Asset Management, where his responsibilities included researching and developing new quantitative investment strategies for the group's hedge fund. Petter has coauthored four books: Financial Modeling of the Equity Market: From CAPM to Cointegration (Wiley, 2006), Trends in Quantitative Finance (CFA Research Institute, 2006), Robust Portfolio Management and Optimization (Wiley, 2007), and Quantitative Equity Investing: Techniques and Strategies (Wiley, 2010). He holds a Ph.D. in mathematics from Yale, an M.Phil. in applied mathematics from the Royal Institute of Technology, and an M.S. in mathematics from ETH Zurich.
Petter is a member of the editorial boards of the International Journal of Portfolio Analysis and Management, Journal of Financial Data Science, Journal of Investment Strategies, Journal of Machine Learning in Finance, and Journal of Portfolio Management. He is an advisory board member of Betterment, one of the largest robo-advisors, and Alternative Data Group. Petter is also on the board of directors of the International Association for Quantitative Finance and is a scientific advisory board member of Artificial Intelligence Finance Institute.
As a consultant and expert witness, Petter has provided his services in areas including alternative data, data science, econometrics, forecasting models, high-frequency trading, machine learning, portfolio optimization with transaction costs and taxes, quantitative and systematic trading, risk management, robo-advisory and investing, smart beta strategies, transaction costs, and tax-aware investing.
Sri Krishnamurthy
QuantUniversity
Sri Krishnamurthy, CFA, CAP, is the founder of QuantUniversity.com, a data and quantitative analysis company, and the creator of the Analytics Certificate program and Fintech Certificate program. Sri has more than 15 years of experience in analytics, quantitative analysis, statistical modeling, and designing large-scale applications. Prior to starting QuantUniversity, Sri worked at Citigroup, Endeca, MathWorks, and with more than 25 customers in the financial services and energy industries. He has trained more than 1,000 students in quantitative methods, analytics, and big data in the industry and at Babson College, Northeastern University, and Hult International Business School. Sri is leading development efforts in creating a platform called QuSandbox for adopting open source and analytics solutions within regulated industries.
Gary Kazantsev
Bloomberg Head of Quant Technology
Gary is the head of Quant Technology Strategy in the Office of the CTO at Bloomberg. Prior to taking on this role, he created and headed the company's Machine Learning Engineering group, leading projects at the intersection of computational linguistics, machine learning, and finance, such as sentiment analysis of financial news, market impact indicators, statistical text classification, social media analytics, question answering, and predictive modeling of financial markets. Prior to joining Bloomberg in 2007, Gary had earned degrees in physics, mathematics, and computer science from Boston University. He is engaged in advisory roles with fintech and machine learning startups and has worked at a variety of technology and academic organizations over the last 20 years. In addition to speaking regularly at industry and academic events around the globe, he is a member of the KDD Data Science + Journalism workshop program committee and the advisory board for the AI & Data Science in Trading conference. He is also a co-organizer of the annual Machine Learning in Finance conference at Columbia University.
Travis Whitmore
Travis Whitmore is a quantitative researcher in the Securities Finance Research team at State Street Associates (SSA). Since joining SSA in early 2018, Travis has helped develop and apply numerous quantitative models and contributed to several thought leadership pieces within the securities lending market.
Prior to joining SSA, he worked in State Street Global Markets as part of their rotational leadership program, where he developed collateral optimization models for the trading desks and built out an award-winning application to help mitigate fraudulent behavior.
Travis interned with Morgan Stanley and several technology startups before he graduated from the University of Vermont with a Bachelor's of Science in Computer Science and Finance.
Other MathWorks events


Click the button below to add the Birdseye neck guitar (N2AbirdseyeHW1x4x30natural) to your wish list.
2A BIRDSEYE Neck blank heartwood 30"
Planed to 7/8"to 1" x 4" x 30"
This is a stock item. You will NOT get the ones pictured.
The quality you get will be consistent with these pictures.
The piece you get will be jointed/planed on one face or more.
Two pictures are to show quality of the product. Price listed is per piece.


As container transshipment volumes rise, types of operations conducted via the Port diversify. Following the record harvest this year, Danube Logistics started to transport sea containers with grain from Moldova, via Giurgiulesti port, to Asia and Turkey. The first 143 containers filled with Moldovan left from Giurgiulesti port to the Philippines, Malaysia and Taiwan in August.
"We believe our international container forwarding services will be in high demand until the end of the year due to the record harvest and the availability of highly competitive transportation rates to Asia" stated Thomas Moser, chairman of Danube Logistics.
Danube Logistics offers Moldovan importers and exporters international door-to-door container transportation services in collaboration with major container shipping lines. Danube Logistics is the general investor and operator of Giurgiulesti International Free Port as well as the operator of a weekly multi-modal container transportation service between Moldova and the port of Constanta.


When the tide goes out in rocky, coastal areas, some water gets left behind in pools and crevices. These spots are called tide pools and many different creatures like to hang out in them. See if you can name the tide pool animals in this gallery. For a hint, click the arrow in the upper right corner, then check your answers below!
This creature is always on the lookout for a new home. Snail shells are usually its preference, but with five pairs of legs, you can't call it a slow poke!
Nemo and his clownfish father lived inside one of these. When their tentacles are open they are ready for food; when they're folded in, they're likely munching.
These drifters don't have much say where they end up, but often they show up in tide pools. They may be soft and squishy, but their tentacles are stunning.
The webbing between this animal's short, triangular arms is a clue to its name. Sensors on the end of each of its arms can sense light and detect prey.
After grazing on algae, this tide pool creature finds the perfect parking spot on a rock and hunkers down, sealing water underneath itself to keep its body moist during low tide.
Call it a tide pool salad. This leafy green creature can get dry and stiff at low tide, but it bounces right back once the water comes in.
Click the full-screen arrows in the upper right to get a hint!


Written by an acknowledged expert, this invaluable book is aimed at archers of all levels, from those starting out in the sport to those taking part in competitions at the highest level. The author analyses shooting techniques and tuning, and also emphasizes the development of mental toughness; he argues that this goes hand in hand with the mastery of the physical aspects of the sport. This comprehensive guide to shooting covers: how to get started in archery, the costs involved, choosing and using equipment and the basics of shooting; setting up your equipment and initial tuning; the biomechanics of shooting; the tactics and preparation work involved in archery competitions; physical fitness, nutrition and psychology; arrow selection and preparation; making bowstrings; shooting techniques, improving performance and the fine-tuning of equipment.


text:
Are Blueberries Keto-Friendly?
By SaVanna Shoemaker, MS, RDN, LD on October 7, 2020 — Medically reviewed by Natalie Butler, R.D., L.D.
Carb content
Are they keto?
Low carb berries
Blueberries are low in sugar and calories, packed with nutrients, and flavorful, making them a great fruit choice to enjoy on their own, as a garnish, or in smoothies or desserts.
However, you may be curious about whether they're a fit for the low carb, high fat keto diet.
On keto, most people aim to eat 50 or fewer grams of total carbs per day, or 25 grams of net carbs, which refers to the total carb content minus the fiber and sugar alcohol contents.
This puts your body in a state of ketosis, in which it burns fat as a primary fuel source instead of carbs. Ketosis provides some advantages for weight loss, blood sugar control, and epilepsy management (1, 2).
This article reviews the carb content of blueberries, whether they can be part of a keto diet, and some other low carb fruit options.
Marketa Pavleye/Offset Images
Carbs in blueberries
The carb content of blueberries varies drastically depending on whether they're raw (fresh or frozen) or dried.
One-half cup (74 grams) of raw blueberries contains (3):
Total carbs: 11 grams
Net carbs: 9 grams
On the other hand, 1/2 cup (60 grams) of dried blueberries contains (4):
Net carbs: 43 grams
Dried blueberries are likely to be found in trail mixes or as a salad garnish. While this nutrition information is for unsweetened dried blueberries, some dried blueberries are sweetened with sugar, which increases their carb count even more (4, 5).
Raw blueberries contain 11 grams of total carbs and 9 grams of net carbs per 1/2-cup (74-gram) serving, while unsweetened and sweetened dried blueberries are significantly higher in carbs.
Blueberries can definitely be part of a keto diet, particularly if they're raw.
However, you need to be mindful of your portion size. While 1/2 cup (74 grams) of raw blueberries can easily be worked into your day if you're counting total carbs, it may be more of a challenge if you're focusing on net carbs.
One the other hand, sweetened and unsweetened dried blueberries are packed with sugar and carbs. As such, they're not a great fit for keto, even in small portions.
You should also be aware that products like canned blueberry pie filling, blueberry juice, or blueberry jams and jellies are typically loaded with sugar unless the label explicitly states they're sugar-free. Even then, the product may be too high in carbs to work on the keto diet.
When including blueberries in a healthy keto diet, be mindful of your portion size, and — in the case of products that contain blueberries, including dried blueberries — the total and net carb counts.
Raw blueberries can be part of a keto diet if you stick to a reasonable portion size of 1/2 cup (74 grams). Other blueberry products like jellies or pie fillings are too high in sugar and carbs for keto.
Other low carb berries
While raw blueberries can be part of a keto diet, some other berries are even lower in total and net carbs and may be a better fit.
For example, 1/2 cup (72 grams) of raw strawberries contains only 6 grams of total carbs and 4 grams of net carbs (6).
Similarly, 1/2 cup (62 grams) of raw raspberries contains 7 grams of total carbs and 3 grams of net carbs (7).
Raw blackberries may also be a good option, containing just 7 grams of total carbs and 4 grams of net carbs per 1/2-cup (72-gram) serving (8).
Most other fruits are too high in carbs to be eaten regularly on a keto diet, but berries make a great fruit option for keto dieters.
Raw strawberries, raspberries, and blackberries are lower in total and net carbs than raw blueberries, making them better choices for the keto diet.
Blueberries are healthy and nutritious, and raw blueberries can easily be part of your keto diet — especially if you're counting total carbs rather than net carbs.
However, dried blueberries and most food products made with blueberries will be too high in carbs for keto.
What's more, other berries like strawberries, raspberries, and blackberries are even lower in total and net carbs than blueberries.
Regardless, any of these berries are a great way to include nutritious fresh fruit in your keto diet — as long as you keep your portion sizes in mind.
Last medically reviewed on October 7, 2020
SaVanna Shoemaker
Susanne Arthur
Natalie Butler, RD, LD
Christina Guzik, BA, MBA
Are Sweet Potatoes Keto-Friendly?
By Ansley Hill, RD, LD
Because the ketogenic diet is very carb restrictive, many people wonder whether high carb foods like sweet potatoes can still be included. This…
Are Lentils Keto-Friendly?
By Kelli McGrane, MS, RD
Lentils are not only high in carbs but also fiber, so you may wonder whether they're suitable for a keto diet. This article reviews whether lentils…
Is Cottage Cheese Keto-Friendly?
By Anne Danahy, MS, RDN
Knowing which dairy foods fit into a very low carb keto diet can be tricky. This article reviews whether cottage cheese is a keto-friendly dairy…
Is Sour Cream Keto-Friendly?
Many dairy products are off-limits on the very low carb, high fat keto diet. This article reviews whether sour cream is keto-friendly.
9 Nutritious Keto-Friendly Fruits
Though many fruits are high in carbs and thus unsuitable for a very low carb keto diet, there are exceptions. Here are 9 nutritious keto-friendly…
The 10 Best Keto Smoothie Recipes
By Lizzie Streit, MS, RDN, LD
High-fat, low-carb smoothies can be convenient options for those following the keto diet. Here are the 10 best keto smoothie recipes.
By Joe Leech, MS
Blueberries are highly nutritious and among the world's most powerful sources of antioxidants. Here are 10 evidence-based health benefits of…
Blueberries 101: Nutrition Facts and Health Benefits
By Hrefna Palsdottir, MS
Blueberries are an antioxidant-rich fruit that may provide several health benefits. Here is detailed health and nutrition information about…
The Ketogenic Diet: A Detailed Beginner's Guide to Keto
By Rudy Mawer, MSc, CISSN
The ketogenic diet (keto) is a low-carb, high-fat diet that causes weight loss and provides numerous health benefits. This is a detailed beginner's…
Red Raspberries: Nutrition Facts, Benefits and More
By Melissa Groves
Raspberries are sweet, tart berries, best eaten during the summer and fall months. This article explores the nutritional value and health benefits of…


Wholesale purchasing of Learner's Prep Kits are available to government departments, non-profit agencies, educational institutions and other bulk distributors. Contact us to place an order.
Phone Michele at 780 918 9437 for questions regarding wholesale purchasing outside Alberta.
Alberta Registry owners must purchase Learner's Prep Kits with non-controlled government inventory!


text:
Liszt rediscovered
Martin Haselböck
What was the source of your interest in Liszt?
Haselböck: My interest in Liszt as a conductor and organist goes back as far as my student days. Back in 1983 I was able to edit the composer's complete organ works for the first time for UE and I also made two recordings of them. We recently embarked upon an ambitious project together with the Liszt Festival Raiding called "The Sound of Weimar". This is a series in which all of Liszt's orchestral works will be recorded in their original sound for the first time. We are pleased that this project has been received so well and that it will be realised with my orchestra, the Wiener Akademie.
It is thanks to your initiative that UE is now publishing two orchestral works by Liszt. How did you come across the works?
Haselböck: The two works are definitely different in both their design and structure. Vexilla regis prodeunt is an orchestral work with dazzling orchestral colours. It is one of the works that Liszt composed using sacred themes after he left Weimar for Rome. I first examined the score in the Goethe-Schiller Archive in Weimar just one year ago and realised that this was an entirely unknown work that had never been played before.
Ad nos, on the other hand, is an arrangement for organ and orchestra of one of Liszt's most well-known works for solo organ. The arranger is the French organist and composer Marcel Dupré, who used techniques identical to those employed by Liszt himself in his arrangement of Schubert's Wanderer Fantasy. My colleagues Olivier Latry and Denny Wilke discovered the autograph score of the arrangement in the cellar of Dupré's villa in Meudon. The work has now been performed successfully on several occasions and I have recorded it myself with the soloist Christian Schmitt and the German Radio Philharmonic Orchestra in the Philharmonie Luxembourg for CD (cpo) and TV (arte).
Is "Ad nos" a sacred work?
Haselböck: No, it is a secular piece of music. Although Liszt was commissioned to write a fantasia on the B-A-C-H motif (= B flat, A, C, B natural) for the inauguration of the new organ in Merseburg Cathedral, he was unable to complete the work on time and instead contributed his Fantasia and Fugue on the chorale "Ad nos, ad salutarem undam" from the opera The Prophet by Giacomo Meyerbeer. The organ composition lasts 30 minutes and is sometimes also called the Prophet Fugue.
What is the significance of "Ad nos" in this version for the repertoire of the organist?
Haselböck: The solo version of Ad nos is one of the most important works in the Romantic solo repertoire. The work is the first "organ symphony", i.e. the predecessor of all works of the same name by Charles-Marie Widor, Louis Vierne, and many more. In the orchestral version, which Dupré expertly set in dazzling, French colours, Ad nos has become one of the few post-Romantic concertos for organ and orchestra. We organists don't have any concertos by Tchaikovsky or Chopin. The Organ Symphony by Saint-Saëns has the same name as the genre, but fails to offer the organist any opportunity to display their virtuosity as a soloist.
Dupré didn't have access to any instrumental scoring that he could have used as the basis for his orchestration. So what are the orchestral parts based on?
Haselböck: Actually, Dupré leaves the score of the solo version largely unchanged. In other words, the organ remains a solo part throughout the entire piece. The orchestra adds another dimension to the work. On the one hand, it doubles the sound of the organ and on the other, it offers interesting counterparts often with contrapuntal elements that were written by the arranger.
The second new work for which UE has you to thank is "Vexilla regis prodeunt". In which creative period was this work composed?
Haselböck: After he abandoned his work in Weimar, Liszt moved to Rome, where he lived in almost monastic seclusion but maintained contact with the high clergy, the cardinals and even the Pope.
He therefore composed a number of works with a sacred theme, including Evocation à la Chapelle Sixtine and the St. Francis Legends, which were immediately arranged, as if on a production line, into different versions for piano, organ and even for orchestra. These works are far removed from the established concert repertoire as Liszt was unable to make use of an orchestra in Rome, so the pieces were composed and then put to one side. They were premiered posthumously – in the case of Vexilla regis prodeunt 127 years after the composer's death, on 20 October 2013 at the Liszt Festival in Raiding, which was Liszt's birthplace.
Liszt was unable to make use of an orchestra in Rome, so the pieces were composed and then put to one side.
What is the subject of the work?
Haselböck: Vexilla regis prodeunt is a Latin hymn to the cross of Jesus Christ which was used in liturgy from the 9th century onwards, although it is likely that it also played a major role at the time of the crusades. Liszt therefore gives the chant an almost martial interpretation that is faintly reminiscent of his march of the crusades in the Legend of St. Elizabeth. On the whole, however, the work is one of Liszt's short but important compositions whose colours reflect his Weimar period, but whose techniques prepare us for his later works.
How could such a major composition by Liszt remain ignored and unperformed for such a long time?
Haselböck: The autograph of the work is in the Goethe-Schiller Archive in Weimar, the main archive for Liszt's manuscripts, but it was labelled a "Fragment". The composition is also included in the usual lists of works, but nobody seems to have taken a closer look at the score until now. When looking at the manuscript, you can see that the composition is complete and that the details of the instrumentation are precise; only the three last bars are missing, but these can be easily reconstructed on the basis of the version for piano. It is therefore a large-scale composition with rich instrumentation by a mature Liszt, and it is now being presented to the public for the first time.
Franz Liszt (1811–1886)
Vexilla regis prodeunt
for orchestra | 7'
3 2 2 2 - 4 2 3 1 - timp, org, cym, str
prem. 20.10.2013 Raiding, Wiener Akademie/cond. Martin Haselböck
Ad nos, ad salutarem undam (1850)
Fantasia and Fugue on the Anabaptist Chorale from
Giacomo Meyerbeer's opera Le Prophète | 30'
for organ and orchestra, arranged by Marcel Dupré
3 3 3 3 - 4 3 3 1 - timp, perc(2), hp, str
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text:
Home / Faculty and Staff Directory / Smith, Geoffrey
Geoffrey S. Smith
smithg@cis.fiu.edu
No Office Hours
http://www.cis.fiu.edu/~smithg
Geoffrey Smith's current research interests are centered on the foundations of computer security. For the past 20 years he has been particularly interested in techniques for controlling the leakage of sensitive information by computer systems. Notable accomplishments include the first type systems for guaranteeing noninterference, quantitative leakage bounds for timing attacks against cryptography, and the g-leakage model of quantitative information flow. He is an author of the forthcoming book The Science of Quantitative Information Flow, which will be published by Springer (https://www.springer.com/us/book/9783319961293).
He completed his Ph.D. in Computer Science at Cornell University in 1991. Since 1994, he has been at Florida International University, where he is a Professor in the School of Computing and Information Sciences. He has held recent visiting appointments at the École Polytechnique (France), IMDEA Software (Spain), and Macquarie University (Australia), and he is a member of IFIP Working Group 1.7. He was named an ACM Distinguished Scientist in 2013, and he is an author of the 2014 paper "Additive and multiplicative notions of leakage, and their capacities", which was named the winner of the NSA's third annual Best Scientific Cybersecurity Paper Competition.
SCIS Excellence in Fundamental Research Award, December 2016
Winner of NSA's 3rd annual Best Scientific Cybersecurity Paper competition, August 2015
Invited Tutorial at LICS 2015/ICALP 2015, Kyoto, Japan, July 2015
Unifying Invited Speaker at ETAPS 2014, Grenoble, France, April 2014
ACM Distinguished Scientist, November 2013
SCIS Excellence in Service Award, December 2010
SCIS Excellence in Teaching Award, December 2008
Research and Educational Interests
Computer security foundations, Quantitative information flow, Language-based security, Cryptography, Programming languages and semantics.
Background Education
1991 Ph.D., Computer Science, Cornell University
Program Committee Member: HotSpot 2017, POST 2017, CSF 2016, HotSpot 2016, HotSpot 2015, CONCUR 2013, FORTE/FMOODS 2013, ESOP 2013
Guest editor, Mathematical Structures in Computer Science, Special issue on Quantitative Information Flow, 2015
Member of the Steering Committee of POST, 2014-present
Member of IFIP Working Group 1.7, 2014-present
Opponent at Filippo Del Tedesco's dissertation defense at Chalmers University (Gothenburg, Sweden), 2014
Special Topics Lecturer, Summer School on Formal Methods for the Science of Security, University of Illinois at Urbana-Champaign, 2013
Professor, School of Computing and Information Sciences, FIU, 2015-present;
Associate Professor, 2002-2015; Assistant Professor, 1999-2002
Visiting Scientist, Laboratoire d'Informatique (LIX) of the École Polytechnique (Palaiseau, France), December 2015, December 2014, December 2013, September-December 2011, and June-July 2009
Visiting Professor, Macquarie University (Sydney, Australia), July 2014 and August 2013
Distinguished Visiting Researcher, IMDEA Software (Madrid, Spain), June 2012
David M. Smith and Geoffrey Smith, "Tight Bounds on Information Leakage from Repeated Independent Runs", in Proc. CSF 2017: 30th IEEE Computer Security Foundations Symposium, pp. 318-327, Santa Barbara, California, August 2017.
Nicolás E. Bordenabe and Geoffrey Smith, "Correlated Secrets in Quantitative Information Flow", in Proc. CSF 2016: 29th IEEE Computer Security Foundations Symposium, pp. 93–104, Lisbon, Portugal, June 2016.
Mário S. Alvim, Kostas Chatzikokolakis, Annabelle McIver, Carroll Morgan, Catuscia Palamidessi, and Geoffrey Smith, "Axioms for Information Leakage", in Proc. CSF 2016: 29th IEEE Computer Security Foundations Symposium, pp. 77–92, Lisbon, Portugal, June 2016.
Mário S. Alvim, Kostas Chatzikokolakis, Annabelle McIver, Carroll Morgan, Catuscia Palamidessi, and Geoffrey Smith, "Additive and Multiplicative Notions of Leakage, and their Capacities", in Proc. CSF 2014: 27th IEEE Computer Security Foundations Symposium, pp. 308–322, Vienna, Austria, July 2014.
Annabelle McIver, Carroll Morgan, Geoffrey Smith, Barbara Espinoza, and Larissa Meinicke, "Abstract Channels and their Robust Information-Leakage Ordering", in Proc. POST 2014: 3rd Conference on Principles of Security and Trust, pp. 83–102, Grenoble, France, April 2014.
Mário S. Alvim, Kostas Chatzikokolakis, Catuscia Palamidessi, and Geoffrey Smith, "Measuring Information Leakage using Generalized Gain Functions", in Proc. CSF 2012: 25th IEEE Computer Security Foundations Symposium, pp. 265–279, Harvard University, Cambridge, MA, June 2012.
Boris Köpf and Geoffrey Smith, "Vulnerability Bounds and Leakage Resilience of Blinded Cryptography under Timing Attacks", in Proc. CSF 2010: 23rd IEEE Computer Security Foundations Symposium, pp. 44–56, Edinburgh, UK, July 2010.
Geoffrey Smith, "On the Foundations of Quantitative Information Flow", in Proc. FoSSaCS 2009: Twelfth International Conference on Foundations of Software Science and Computation Structures, Luca de Alfaro (Ed.), LNCS 5504, pp. 288–302, York, UK, March 2009.
University Instructor
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text:
Q: Prevent macOS generic keyboard driver from capturing usb-device I'm trying to write a macOS user-level driver in C for a usb-device (a pentablet with buttons).
Currently this tablet gets recognized as generic mouse and generic keyboard from the system. Since the shortcuts applied to the buttons of the pentablet are not customizeable, I'd like to write my own driver for that.
What's working:
I am able to read the raw-data with hidapi (http://www.signal11.us/oss/hidapi/) from the device, which looks something like this:
A   B    C    D    E    F    G    H
10  192  228  50   157  43   0    0

I figured out, that when I use the pen the values of the columns B-H change according to the pens position, pressure and click.
My problem:
However, I cannot figure out how to access the buttons of the device. Each time I press one of them, their hardcoded key-combination gets triggered. Since the values of column A never change, I assume that the device is still captured as a generic keyboard by the system, and so this column never shows me the currently pressed button and triggers it's key-combination.
Each time I press one of these buttons they all trigger a holding ALT/Option + Shift, additionally some of them trigger a character, and one of them triggers the volume up.
So, my approach was to use a codeless kext for preventing the system from capturing the device. But this doesn't work either - the device still gets captured by the system as a generic keyboard.
I disabled csrutil and with kextload, having my kext located in /Library/Extensions, I get a successfull message, that the kext is loaded:
Warnings:
    Personality CFBundleIdentifier differs from containing kext's (not necessarily a mistake, but rarely done):
        Tablet

Code Signing Failure: code signature is invalid
Warnings:
    Personality CFBundleIdentifier differs from containing kext's (not necessarily a mistake, but rarely done):
        Tablet

/Library/Extensions/foobartablet.kext appears to be loadable (not including linkage for on-disk libraries).
kext-dev-mode allowing invalid signature -67050 0xFFFFFFFFFFFEFA16 for kext "/Library/Extensions/foobartablet.kext"
kext signature failure override allowing invalid signature -67050 0xFFFFFFFFFFFEFA16 for kext "/Library/Extensions/foobartablet.kext"
Loading /Library/Extensions/foobartablet.kext.

Here's my info.plist
<?xml version="1.0" encoding="UTF-8"?>
<!DOCTYPE plist PUBLIC "-//Apple//DTD PLIST 1.0//EN" "http://www.apple.com/DTDs/PropertyList-1.0.dtd">
<plist version="1.0">
<dict>
    <key>BuildMachineOSBuild</key>
    <string>13C64</string>
    <key>CFBundleDevelopmentRegion</key>
    <string>English</string>
    <key>CFBundleGetInfoString</key>
    <string>1.0 Copyright © Adis Durakovic</string>
    <key>CFBundleIdentifier</key>
    <string>com.adisdurakovic.huitablet</string>
    <key>CFBundleInfoDictionaryVersion</key>
    <string>6.0</string>
    <key>CFBundlePackageType</key>
    <string>KEXT</string>
    <key>CFBundleShortVersionString</key>
    <string>Huion Tablet 1.0</string>
    <key>CFBundleSignature</key>
    <string>????</string>
    <key>CFBundleVersion</key>
    <string>1.0</string>
    <key>DTCompiler</key>
    <string>com.apple.compilers.llvm.clang.1_0</string>
    <key>DTPlatformBuild</key>
    <string>5A2053</string>
    <key>DTPlatformVersion</key>
    <string>GM</string>
    <key>DTSDKBuild</key>
    <string>13A595</string>
    <key>DTSDKName</key>
    <string>macosx10.9</string>
    <key>DTXcode</key>
    <string>0501</string>
    <key>DTXcodeBuild</key>
    <string>5A2053</string>
    <key>IOKitPersonalities</key>
    <dict>
        <key>Tablet</key>
        <dict>
            <key>CFBundleIdentifier</key>
            <string>com.apple.kpi.iokit</string>
            <key>IOClass</key>
            <string>IOService</string>
            <key>IOProviderClass</key>
            <string>IOUSBDevice</string>
            <key>idVendor</key>
            <string>9580</string>
            <key>idProduct</key>
            <string>110</string>
            <key>bcdDevice</key>
            <string>12288</string>
            <key>IOProbeScore</key>
            <integer>200000</integer>
        </dict>
        <key>TabletNew</key>
        <dict>
            <key>CFBundleIdentifier</key>
            <string>com.apple.kpi.iokit</string>
            <key>IOClass</key>
            <string>IOService</string>
            <key>IOProviderClass</key>
            <string>IOUSBHostDevice</string>
            <key>idVendor</key>
            <string>9580</string>
            <key>idProduct</key>
            <string>110</string>
            <key>bcdDevice</key>
            <string>12288</string>
            <key>IOProbeScore</key>
            <integer>300000</integer>
        </dict>
    </dict>
    <key>OSBundleLibraries</key>
    <dict/>
</dict>
</plist>

And here's also my ioreg -i -w 0 -l -n "PenTablet" output which I used for device matching:
https://adisdurakovic.com/pentablet.txt
What am I doing wrong here?

A: Since you mention SIP, I assume you're testing this on 10.11 or newer. Your IOProviderClass is set to IOUSBDevice - this will only work for 10.10 and older. 10.11 introduced a completely new USB stack, the new class name is IOUSBHostDevice. I know that's not what IORegistryExplorer/ioreg say: there's a translation going on somewhere to keep old userspace apps ticking over. In the kernel, drivers matching IOUSBHostDevice will take precedence over those matching IOUSBDevice. If you want to support both, you can just add an extra personality to your codeless kext. For kexts with code, you'll need to create two versions of your kext if the legacy support doesn't work in your case.
Another thing that could affect it is probe score, although in theory your idVendor + idProduct + bcdDevice rule should already have a very high score.

redpajama_set_name: RedPajamaStackExchange


text:
Interview 'With all good intentions' at Cambridge
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Deep State Whistleblowers Form Group to Support President Trump
Mar 21, 2018 | Video
This video originally appeared on Youtube: One America News Network. Former members of the deep state form a new group dedicated to exposing illegal surveillance by government agencies. One America's Neil McCabe has more from Washington.
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Mar 8, 2018 | Radio
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Feb 28, 2018 | Radio
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Jan 25, 2018 | Article
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text:
La graellada, rostit o barbacoa és un mètode per a cuinar aliments, normalment carns de diferents animals, mitjançant la calor radiant o gasos calents d'un foc. Difós en gairebé tot el planeta Terra des del descobriment del foc, abans que sorgís l'espècie humana, a tal punt que Claude Lévi-Strauss va dedicar un llibre sobre això anomenat "El cru i el cuit» en el qual considera la cocció de les carns com un pas important per definir la cultura humana. La cocció serveix per eliminar gran part dels gèrmens patògens (especialment paràsits) que arribin als carns, d'altra banda la cocció, ja sigui en rostit o bullit, i facilita la masticables dels aliments. A més, els termes (graellada, rostit, carn rostida, barbacoa) citats són el nom mateix del menjar, i també se li anomena així a la reunió on es consumeix. En alguns llocs se l'anomena "graellada" a l'acte de cuinar vísceres de vaca en una graella sense l'agregat de carns.

Tècniques
La graellada és normalment cuinada en un ambient calent, cobert i escalfat per la flama de la incineració de fusta, carbó, gas natural o propà. La graellada en els restaurants pot ser cuinada en una graella de metall dissenyada especialment per a aquest propòsit.

Fusta
L'opció i la combinació de trossos de fusta cremats pot resultar en diversos sabors impartits a la carn mitjançant diversos tipus de llenya a diverses temperatures. La calor també varia per la quantitat de fusta i de controlar l'índex de la incineració amb una atenció acurada.

Carbó

Feta amb carbó, generalment comença en comprar una bossa comercial de carbó de llenya processat en maons. Un arrencador de carbó tipus xemeneia és un mètode tradicional (però generalment de baix ús) per aconseguir una calor constant dels seus braces. Alternativament, poden ser encesos directament en una piràmide dins del carbó després d'impregnar amb un líquid més lleuger (o fent servir maons de carbó pre-tractats). Una vegada que tots els carbons estiguin incinerats (generalment 15-25 minuts), se separen al voltant del perímetre de la graella, i la carn es col·loca en el centre de la mateixa per a la cocció indirecte. Per a un gust addicional i un aspecte atractiu, els talls de carn més gruixuts poden ser de forma opcional rostits directament sobre la calor directe. Per obtenir un sabor fumat són afegides encenalls de fusta amarades amb aigua (per exemple de fusta de mesquite, nou dura, o arbres fruiters). La temperatura del la graella és controlada per la quantitat i la distribució del carbó dins del contenidor i amb un acurat maneig d'aquest.

Gas natural i propà
Una graella de gas és fàcil d'encendre. La calor és fàcil de controlar (via la vàlvula de gas tipus perilla que controla el fogó), així que el resultat és molt fiable. En resulta un molt constant i saborós rostit, encara que alguns puristes del carbó de llenya argumenten que no té els sabors disponibles en cuinar només amb carbó de llenya. Els defensors de les graelles de gas demanen que cuinar amb gas els deixa "tastar la carn, no la calor" perquè es diu que les graelles de carbó poden dipositar rastres de quitrà del carbó en els aliments. Moltes graelles s'equipen amb termòmetres, simplificant l'experiència de cocció.

Les graelles de gas són considerablement més costoses per la seva complexitat, i més alt nivell de calor produït. També es consideren molt més netes, ja que no donen lloc a les cendres, les quals han de ser rebutjades, i també en termes de contaminació atmosfèrica. Un manteniment apropiat pot ajudar a reduir encara més la contaminació.

Enllaços externs

 Rostits a Puerto Rico
 Rostits Criolls, Imatges, tipus de talls i informació general (en català)

Tècniques de cocció


Tourism in Bandung – Bandung is the most European city of Java. Bandung is situated on a plateau 768 meters above sea level with a cool climate throughout the year. The average temperature in Bandung is 22 degrees Celsius; the weather is pleasant all year round.
Bandung is a popular weekend destination of residents of Jakarta. The cooler climate of the highland plantation area, the varieties of food, the cheaper fashion shops located in factory outlets and distros, golf courses, and the zoo, are some of the attractions of the city. Bandung is also a popular shopping destination for the good value of its textile and fashion products among Malaysians and Singaporeans.
In the 1990s, local designers opened denim clothing stores along Cihampelas Street which transformed into a "jeans street". The city attracts people from other big cities to buy local fashion wares, as they are cheaper than branded items. Beside at Cihampelas Street, many factory outlets also opened at Riau Street, Setiabudi Street, and Djuanda Street (known as Dago). Textile factories on the outskirts of Bandung have opened factory outlets on site selling what is marketed as sisa export (rejected or over-produced export quality items). Bandung Supermal, Bandung Indah Plaza, Ciwalk[clarification needed] (abbreviation of Cihampelas Walk) and Paris van Java are popular shopping centres in Bandung.
Significant tourist sites near Bandung include the Tangkuban Prahu volcano crater to the north, the striking Kawah Putih volcano lake, and Patenggang Lake, a lake surrounded by tea plantations about 50 kilometres (31 miles) to the south of the city.
Surrounded by green fertile mountains, Bandung today is Indonesia's center for learning and creativity. Here is the wellknown, Institut Tekonologi Bandung (ITB) established since 1920, the university that has produced many of Indonesia's top scientists from engineers, geologists to leaders in business management. Today Bandung is one of Indonesia's most prestigeous university towns. Bandung is also the center of Indonesia's burgeoning ICT technology, at the same time it is a center of arts and artists. Every weekend and long holidays the city is filled with young people from Jakarta who flock to Bandung to enjoy its youthful creative atmosphere in music, painting, fashion, and the culinary arts.
Today, Bandung is remembered in history internationally as the venue of the First Asian-African Conference held in 1955 which brought together for the first time, leaders of 29 Asian and African countries, who declared to jointly fight colonialism for national independence. Attending the Conference were noted national leaders, among whom, Jawaharlal Nehru and daughter Indira Gandhi of India, Chao En Lai of China, Gamal Abdel Nasser of Egypt, Prince Norodom Sihanouk of Cambodia and Indonesia's own President Soekarno. The Asian-African Conference became the precursor of the Non-Alighned Movement.
Do you interest with Tourism in Bandung? Of course yes. I suggest you come and enjoy. If you need Tour Package Bandung, please contact us by email at: tourwisatabandung@gmail.com.