Free, Libre, and Open Source Software and Standards

posted by Roy Schestowitz on Sep 21, 2026

• The 22nd International Conference on Digital Preservation ☛ iPRES 2026 – The 22nd International Conference on Digital Preservation in Copenhagen, Denmark

• Protesilaos Stavrou ☛ Emacs: spacious-padding version 0.9.0

  This package provides a global minor mode to increase the spacing/padding of Emacs windows and frames. The idea is to make editing and reading feel more comfortable. Enable the mode with M-x spacious-padding-mode. Adjust the exact spacing values by modifying the user option spacious-padding-widths.

• Content Management Systems (CMS) / Static Site Generators (SSG)

  • Alex Russell ☛ From PrismJS to Better PrismJS to MicroLighter in Three Painless* Steps

    An excellent feature of Eleventy is the official PrismJS-based syntax highlighting plugin, which adds painless build-time syntax highlighting. It keeps 11ty sites from worrying about client-side bloat from JS-based highlighters and the common failure mode of over-including language definitions.

  • Kiwi TCMS: Kiwi TCMS Enterprise 16.5.1

    Dear testers, we're happy to announce Kiwi TCMS Enterprise version 16.5.1-mt!

    This is a minor version release which introduces improved checks for requests to /uploads/.

• Openness/Sharing/Collaboration

  • Open Data

    • Rlang ☛ Semi-parametric option pricing based on underlying’s historical data (accepted at the osQF 2026 (ex R/Finance) conference)

      In this study (R code provided), we build an empirical pricing measure for options directly from their underlying’s historical dynamics, requiring no market of option prices to calibrate against. Starting from a single observed discounted price series, we filter out linear predictability via an AR(1) fit and preserve the remaining dependence structure through a stationary block bootstrap of the residuals. The resulting empirical distribution is then given a minimal adjustment consistent with no-arbitrage: a single scalar correction, following Duan and Simonato [1998], that enforces the martingale condition required by the Fundamental Theorem of Asset Pricing (FTAP). We are explicit that this construction is not a recovery of “the” risk-neutral measure itself in the usual economic sense, but rather a pricing measure obtained by disturbing the historical dynamics as little as possible, to verify the FTAP. We validate the methodology empirically against the implied volatility surface of DAX index European options quoted July 5, 2002, comparing prices directly rather than implied volatilities. Because the construction requires no option-market input at any stage, it extends naturally to path-dependent payoffs; we illustrate this on arithmetic Asian options. 1 Motivation Standard option pricing practice requires the assumption of a parametric family for the option underlying’s dynamics (geometric Brownian motion [Black and Scholes, 1973], stochastic volatility [Heston, 1993], jump-diffusion [Merton, 1976]), and calibrating the parameters of that parametric family to observed option prices. This works well when a liquid market of option prices exists to calibrate against. It does not help when no such market exists, for examples for path-dependent or structured payoffs written on an underlying with no quoted option market (an Asian option on a private index, an embedded option inside an insurance product, a participation certificate). This note develops an alternative construction for option pricing that requires no market prices at all. It builds an empirical pricing measure directly from the historical dynamics of the underlying asset, and imposes no parametric distributional assumption beyond what the data itself exhibits. The construction is then made consistent with the Fundamental Theorem of Asset Pricing (FTAP). We first state the FTAP theorem, then show how it motivates the step of our pricing estimator, before turning to empirical validation.

• Standards/Consortia

  • [Old] Photography Life ☛ HEIF and HEIC Format Definition | What is HEIF / HEIC Image Format?

    With the rise of digital content on the Internet, it is becoming more and more important to have an efficient image format. One such format is HEIF, which is designed to be as small as possible while retaining high image quality. In this article, we will take a closer look at HEIF format, including its variants like HEIC, and see how it differs from other image formats such as JPEG, GIF, and PNG.