News and price returns from threshold behaviour and vice-versa: exact solution of a simple agent-based market model

Starting from an exact relationship between news, threshold and price return distributions in the stationary state, I discuss the ability of the Ghoulmie-Cont-Nadal model of traders to produce fat-tailed price returns. Under normal conditions, this model is not able to transform Gaussian news into fat-tailed price returns. When the variance of the news so small that only the players with zero threshold can possibly react to news, this model produces Levy-distributed price returns with a -1 exponent. In the special case of super-linear price impact functions, fat-tailed returns are obtained from well-behaved news.Comment: 4 pages, 3 figures. This is quite possibly the final version. To appear in J. Phys

Mechanisms of Self-Organization and Finite Size Effects in a Minimal Agent Based Model

We present a detailed analysis of the self-organization phenomenon in which the stylized facts originate from finite size effects with respect to the number of agents considered and disappear in the limit of an infinite population. By introducing the possibility that agents can enter or leave the market depending on the behavior of the price, it is possible to show that the system self-organizes in a regime with a finite number of agents which corresponds to the stylized facts. The mechanism to enter or leave the market is based on the idea that a too stable market is unappealing for traders while the presence of price movements attracts agents to enter and speculate on the market. We show that this mechanism is also compatible with the idea that agents are scared by a noisy and risky market at shorter time scales. We also show that the mechanism for self-organization is robust with respect to variations of the exit/entry rules and that the attempt to trigger the system to self-organize in a region without stylized facts leads to an unrealistic dynamics. We study the self-organization in a specific agent based model but we believe that the basic ideas should be of general validity.Comment: 14 pages, 7 figure

Serum antioxidant capacity and peroxide level of seven healthy subjects after consumption of different foods

This article reports experimental data related to the research article entitled \u201cDifferent effectiveness of two pastas supplemented with either lipophilic or hydrophilic/phenolic antioxidants in affecting serum as evaluated by the novel Antioxidant/Oxidant Balance approach\u201d (M.N. Laus, M. Soccio, M. Alfarano, A. Pasqualone, M.S. Lenucci, G. Di Miceli, D. Pastore, 2016) [1]. Antioxidant status of blood serum of seven healthy subjects was evaluated during four hours after consumption of two functional pastas, supplemented with either bran oleoresin or bran water extract obtained from durum wheat. For comparison, the effect of a non-supplemented reference pasta was also evaluated, as well as the effects of glucose, of the wheat grain dietary supplement Lisosan G, and of the reference pasta consumed together with Lisosan G. Serum antioxidant status was evaluated by measuring both the serum antioxidant capacity, using LOX-FL, ORAC and TEAC methods, and the serum oxidant status, assessed as peroxide level

The evolution of vertically acquired HCV infection

Materials and methods All children with vertically acquired HCV infection who came to our attention and were regularly followed from the first months of life were included in this analysis. One child with double HCV and HIV infection was excluded. HCV associated clinical manifestations, viral genotype, persistence of viremia and HCV antibodies, liver biochemistry (ALT levels, bilirubin, alpha fetoprotein, coagulation parameters), liver ultrasound and other investigations to identify extrahepatic manifestations (e.g. the appearance of auto-antibodies or cryoglobulins, C3 and C4 concentrations) were evaluated

Myocarditis and intramural coronary vasculitis in polyarteritis nodosa: an unusual treatable form of heart failure

We describe an uncommon cardiac presentation of polyarteritis nodosa. A 68-year-old woman, with a history of fatigue, weight loss, and myalgia of the lower extremities, was admitted for congestive heart failure. Coronary arteries were normal. Endomyocardial biopsy showed active lymphocytic myocarditis with associated intramural small vessels necrotizing vasculitis. The overexpression of TLR-4 and the negativity for myocardial viruses suggested an immune mediated mechanism of cardiac damage. These histologic findings associated to weight loss >4 kg not due to dieting or other factors, myalgias, and polyneuropathy, were consistent with the diagnosis of polyarteritis nodosa. Immunosuppressive treatment, consisting of cyclophosphamide and prednisolone, led to a significant improvement of cardiac function. Polyarteritis nodosa can be the cause of unexplained heart failure due to myocarditis and intramural vessels vasculitis. Its recognition is crucial to obtain a cardiac recovery with a tailored immunosuppressive treatment

Agent based reasoning for the non-linear stochastic models of long-range memory

We extend Kirman's model by introducing variable event time scale. The proposed flexible time scale is equivalent to the variable trading activity observed in financial markets. Stochastic version of the extended Kirman's agent based model is compared to the non-linear stochastic models of long-range memory in financial markets. Agent based model providing matching macroscopic description serves as a microscopic reasoning of the earlier proposed stochastic model exhibiting power law statistics.Comment: 10 pages, 3 figure

Comprehensive Analysis of Market Conditions in the Foreign Exchange Market: Fluctuation Scaling and Variance-Covariance Matrix

We investigate quotation and transaction activities in the foreign exchange market for every week during the period of June 2007 to December 2010. A scaling relationship between the mean values of number of quotations (or number of transactions) for various currency pairs and the corresponding standard deviations holds for a majority of the weeks. However, the scaling breaks in some time intervals, which is related to the emergence of market shocks. There is a monotonous relationship between values of scaling indices and global averages of currency pair cross-correlations when both quantities are observed for various window lengths $\Delta t$.Comment: 13 pages, 10 figure

The PAMELA Storage and Control Unit

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GWIDD: Genome-wide protein docking database

Structural information on interacting proteins is important for understanding life processes at the molecular level. Genome-wide docking database is an integrated resource for structural studies of protein–protein interactions on the genome scale, which combines the available experimental data with models obtained by docking techniques. Current database version (August 2009) contains 25 559 experimental and modeled 3D structures for 771 organisms spanned over the entire universe of life from viruses to humans. Data are organized in a relational database with user-friendly search interface allowing exploration of the database content by a number of parameters. Search results can be interactively previewed and downloaded as PDB-formatted files, along with the information relevant to the specified interactions. The resource is freely available at http://gwidd.bioinformatics.ku.edu