The Impact of the QFIIs Deregulation on Normal and Abnormal Information Transmission Between the Stock and Exchange rates in Taiwan

This investigation adopts the Correlated Bivariate Poisson GARCH with Jump and Diffusion Volatility Spillover (CBP-GARCH-JDSV) model to determine whether the Qualified Foreign Institutional Investors (QFIIs) deregulation in Taiwanese stock markets influences normal and abnormal information transmission between stock and exchange rates. Empirical results demonstrated that the diffusion and jump process have significantly correlations and interacted with stock and exchange rates markets following the QFIIs deregulation. Finally, normal information transmission changed bi-directionally across markets and abnormal information supports the asset approach to determining exchange rates. Additionally, estimation results suggest that information transmissions are affected by removal of investment restrictions.The Qualified Foreign Institutional Investors Deregulation Jump Intensity Spillovers CBP-GARCH-JDSV Model

Abnormal Domestic Information Disseminate on Cross-listed Nikkei 225 Index Futures from Abroad?

This study extends the GARCH with autoregressive conditional jump intensity in Generalized Error Distribution (GARJI-GED) model to identify the fundamental characteristics of Nikkei 225 index and futures. Furthermore, this study applied the Granger causality test to investigate whether an abnormal information lead and lag relationship existed for the Nikkei 225, SIMEX-Nikkei 225 and OSE-Nikkei 225. Empirical results demonstrate that Nikkei 225 index and futures show jump phenomena, implying a jump process is necessary to match statistical features in spot and futures markets. Finally, the empirical results indicated that the abnormal information of the OSE-Nikkei 225 futures contract significantly leads the one of the SIMEX- Nikkei 225 and Nikkei 225 index.

A neuronal death model: overexpression of neuronal intermediate filament protein peripherin in PC12 cells

<p>Abstract</p> <p>Background</p> <p>Abnormal accumulation of neuronal intermediate filament (IF) is a pathological indicator of some neurodegenerative disorders. However, the underlying neuropathological mechanisms of neuronal IF accumulation remain unclear. A stable clone established from PC12 cells overexpressing a GFP-Peripherin fusion protein (pEGFP-Peripherin) was constructed for determining the pathway involved in neurodegeneration by biochemical, cell biology, and electronic microscopy approaches. In addition, pharmacological approaches to preventing neuronal death were also examined.</p> <p>Results</p> <p>Results of this study showed that TUNEL positive reaction could be detected in pEGFP-Peripherin cells. Swollen mitochondria and endoplasmic reticulum (ER) were seen by electron microscopy in pEGFP-Peripherin cells on day 8 of nerve growth factor (NGF) treatment. Peripherin overexpression not only led to the formation of neuronal IF aggregate but also causes aberrant neuronal IF phosphorylation and mislocation. Western blots showed that calpain, caspase-12, caspase-9, and caspase-3 activity was upregulated. Furthermore, treatment with calpain inhibitor significantly inhibited cell death.</p> <p>Conclusions</p> <p>These results suggested that the cytoplasmic neuronal IF aggregate caused by peripherin overexpression may induce aberrant neuronal IF phosphorylation and mislocation subsequently trapped and indirectly damaged mitochondria and ER. We suggested that the activation of calpain, caspase-12, caspase-9, and caspase-3 were correlated to the dysfunction of the ER and mitochondria in our pEGFP-Peripherin cell model. The present study suggested that pEGFP-Peripherin cell clones could be a neuronal death model for future studies in neuronal IFs aggregate associated neurodegeneration.</p

When Social Influence Meets Item Inference

Research issues and data mining techniques for product recommendation and viral marketing have been widely studied. Existing works on seed selection in social networks do not take into account the effect of product recommendations in e-commerce stores. In this paper, we investigate the seed selection problem for viral marketing that considers both effects of social influence and item inference (for product recommendation). We develop a new model, Social Item Graph (SIG), that captures both effects in form of hyperedges. Accordingly, we formulate a seed selection problem, called Social Item Maximization Problem (SIMP), and prove the hardness of SIMP. We design an efficient algorithm with performance guarantee, called Hyperedge-Aware Greedy (HAG), for SIMP and develop a new index structure, called SIG-index, to accelerate the computation of diffusion process in HAG. Moreover, to construct realistic SIG models for SIMP, we develop a statistical inference based framework to learn the weights of hyperedges from data. Finally, we perform a comprehensive evaluation on our proposals with various baselines. Experimental result validates our ideas and demonstrates the effectiveness and efficiency of the proposed model and algorithms over baselines.Comment: 12 page

Production of FMDV virus-like particles by a SUMO fusion protein approach in Escherichia coli

Virus-like particles (VLPs) are formed by the self-assembly of envelope and/or capsid proteins from many viruses. Some VLPs have been proven successful as vaccines, and others have recently found applications as carriers for foreign antigens or as scaffolds in nanoparticle biotechnology. However, production of VLP was usually impeded due to low water-solubility of recombinant virus capsid proteins. Previous studies revealed that virus capsid and envelope proteins were often posttranslationally modified by SUMO in vivo, leading into a hypothesis that SUMO modification might be a common mechanism for virus proteins to retain water-solubility or prevent improper self-aggregation before virus assembly. We then propose a simple approach to produce VLPs of viruses, e.g., foot-and-mouth disease virus (FMDV). An improved SUMO fusion protein system we developed recently was applied to the simultaneous expression of three capsid proteins of FMDV in E. coli. The three SUMO fusion proteins formed a stable heterotrimeric complex. Proteolytic removal of SUMO moieties from the ternary complexes resulted in VLPs with size and shape resembling the authentic FMDV. The method described here can also apply to produce capsid/envelope protein complexes or VLPs of other disease-causing viruses

Existence theorems for a crystal surface model involving the p-Laplace operator

The manufacturing of crystal films lies at the heart of modern nanotechnology. How to accurately predict the motion of a crystal surface is of fundamental importance. Many continuum models have been developed for this purpose, including a number of PDE models, which are often obtained as the continuum limit of a family of kinetic Monte Carlo models of crystal surface relaxation that includes both the solid-on-solid and discrete Gaussian models. In this paper we offer an analytical perspective into some of these models. To be specific, we study the existence of a weak solution to the boundary value problem for the equation - \Delta e^{-\mbox{div}\left(|\nabla u|^{p-2}\nabla u\right)}+au=f, where $p>1, a>0$ are given numbers and $f$ is a given function. This problem is derived from a crystal surface model proposed by J.L.~Marzuola and J.~Weare (2013 Physical Review, E 88, 032403). The mathematical challenge is due to the fact that the principal term in our equation is an exponential function of a p-Laplacian. Existence of a suitably-defined weak solution is established under the assumptions that $p\in(1,2], \ N\leq 4$, and $f\in W^{1,p}$. Our investigations reveal that the key to our existence assertion is how to control the set where -\mbox{div}\left(|\nabla u|^{p-2}\nabla u\right) is $\pm\infty$