Demarcating stable and turbulent regimes in Taiwan's stock market

Various trading rules involving derivatives have been widely applied by practitioners under a wide range of market conditions to date, however, few econometric models can provide a way to accurately decide when to apply those strategies. In this paper, we employ the Innovation Regime-Switching (IRS) model (Kuan, et al, 2005, JBES) to separate stock price sample periods into stable and turbulent regimes on the basis of their dynamic behaviors. Our results show that, based on regime identification, we can obtain satisfactory profits by implementing appropriate and timely derivative strategies.Bear market

Data-Driven and Deep Learning Methodology for Deceptive Advertising and Phone Scams Detection

The advance of smartphones and cellular networks boosts the need of mobile advertising and targeted marketing. However, it also triggers the unseen security threats. We found that the phone scams with fake calling numbers of very short lifetime are increasingly popular and have been used to trick the users. The harm is worldwide. On the other hand, deceptive advertising (deceptive ads), the fake ads that tricks users to install unnecessary apps via either alluring or daunting texts and pictures, is an emerging threat that seriously harms the reputation of the advertiser. To counter against these two new threats, the conventional blacklist (or whitelist) approach and the machine learning approach with predefined features have been proven useless. Nevertheless, due to the success of deep learning in developing the highly intelligent program, our system can efficiently and effectively detect phone scams and deceptive ads by taking advantage of our unified framework on deep neural network (DNN) and convolutional neural network (CNN). The proposed system has been deployed for operational use and the experimental results proved the effectiveness of our proposed system. Furthermore, we keep our research results and release experiment material on http://DeceptiveAds.TWMAN.ORG and http://PhoneScams.TWMAN.ORG if there is any update.Comment: 6 pages, TAAI 2017 versio

Investigation of Structural Dynamics of Enzymes and Protonation States of Substrates Using Computational Tools.

This review discusses the use of molecular modeling tools, together with existing experimental findings, to provide a complete atomic-level description of enzyme dynamics and function. We focus on functionally relevant conformational dynamics of enzymes and the protonation states of substrates. The conformational fluctuations of enzymes usually play a crucial role in substrate recognition and catalysis. Protein dynamics can be altered by a tiny change in a molecular system such as different protonation states of various intermediates or by a significant perturbation such as a ligand association. Here we review recent advances in applying atomistic molecular dynamics (MD) simulations to investigate allosteric and network regulation of tryptophan synthase (TRPS) and protonation states of its intermediates and catalysis. In addition, we review studies using quantum mechanics/molecular mechanics (QM/MM) methods to investigate the protonation states of catalytic residues of β-Ketoacyl ACP synthase I (KasA). We also discuss modeling of large-scale protein motions for HIV-1 protease with coarse-grained Brownian dynamics (BD) simulations

High-Mobility Pentacene-Based Thin-Film Transistors With a Solution-Processed Barium Titanate Insulator

Abstract—Pentacene-based organic thin-film transistors (OTFTs) with solution-processed barium titanate (Ba1.2Ti0.8O3) as a gate insulator are demonstrated. The electrical properties of pentacene-based TFTs show a high field-effect mobility of 8.85 cm2 · V−1 · s−1, a low threshold voltage of −1.89 V, and a low subthreshold slope swing of 310 mV/decade. The chemical composition and binding energy of solution-processed barium titanate thin films are analyzed through X-ray photoelectron spectroscopy. The matching surface energy on the surface of the barium titanate thin film is 43.12 mJ · m−2, which leads to Stranski–Krastanov mode growth, and thus, high mobility is exhibited in pentacene-based TFTs. Index Terms—Barium titanate, high field-effect mobility, high permittivity, organic thin-filmtransistor (OTFT), solution process

Pentacene-Based Thin-Film Transistors With a Solution-Process Hafnium Oxide Insulator

Abstract—Pentacene-based organic thin-film transistors with solution-process hafnium oxide (HfOx) as gate insulating layer have been demonstrated. The solution-process HfOx could not only exhibit a high-permittivity (κ = 11) dielectric constant but also has good dielectric strength. Moreover, the root-mean-square surface roughness and surface energy (γs) on the surface of the HfOx layer were 1.304 nm and 34.24 mJ/cm2, respectively. The smooth, as well as hydrophobic, surface of HfOx could facilitate the direct deposition of the pentacene film without an additional polymer treatment layer, leading to a high field-effect mobility of 3.8 cm2/(V · s). Index Terms—Hafnium oxide, high permittivity, organic thinfilm transistor (OTFT), solution process, surface energy

Circadian Regulation of L-Type Voltage-Gated Calcium Channels in Avian Retina

The circadian clock is an endogenous time-keeping mechanism that allows an organism to synchronize itself with external time cues and prepares the organism to anticipate upcoming environmental changes on a daily basis. The retina is a light-sensitive neuronal tissue located in the back of the eye. The circadian clocks in the retina enable the retina to anticipate daily ambient illumination over at least twelve orders of magnitude and initiate the adaptive processes with visual system throughout the course of a day. The retinal photoreceptors are responsible for phototransduction and transmitting the visual information into the brain. Unlike most neurons, photoreceptors do not fire action potentials, and they release neurotransmitter in a sustained manner, which is governed by the L-type voltage-gated calcium channels (L-VGCCs). The mRNA and protein expression of the α1 pore forming subunit of L-VGCCs are under circadian control, in which the protein expression of L-VGCCα1 with a corresponding increase in the L-VGCC current density is higher at night than during the day. Using the chicken embryo as a model system, an integrative strategy was used through combining biochemical, molecular, morphological, and electrophysiological analyses to investigate cellular mechanisms of the circadian regulation of L-VGCCs in the photoreceptors. Three important cell signaling molecules and their pathways were investigated in this dissertation: calcineurin, mechanistic/mammalian target of rapamycin complex 1 (mTORC1), and AMP-activated protein kinase (AMPK). The activities of the protein phosphatase calcineurin, as well as the protein kinase mTORC1 exhibited circadian oscillation with their activities higher at night than during the day, while the activities of AMPK are greater during the day compared to the activities at night. Inhibition of calcineurin and mTORC1 dampened the current densities and protein expression of L-VGCCs at night, while activation of AMPK decreased L-VGCC currents at night. These signaling molecules interacted with cAMP-Ras-MAPK and cAMP-Ras-PI3K-AKT signaling pathways to modulate the L-VGCC trafficking from the cytosol onto the plasma membrane in a circadian phase-dependent manner. The results demonstrated that the complex of cellular signaling pathways participated in the circadian regulation of L-VGCCs in the photoreceptors. Understanding the molecular mechanism underlying the circadian regulation of L-VGCCs in cone photoreceptors will provide important knowledge on how circadian clocks regulate retinal physiology and function in healthy states. Changes in L-VGCCs and these cell-signaling molecules might be indicators or biomarkers for age-related macular degeneration or other retinal degenerative diseases

Mechanism of PhosphoThreonine/Serine Recognition and Specificity for Modular Domains from All-atom Molecular Dynamics

<p>Abstract</p> <p>Background</p> <p>Phosphopeptide-binding domains mediate many vital cellular processes such as signal transduction and protein recognition. We studied three well-known domains important for signal transduction: BRCT repeats, WW domain and forkhead-associated (FHA) domain. The first two recognize both phosphothreonine (pThr) and phosphoserine (pSer) residues, but FHA has high specificity for pThr residues. Here we used molecular dynamics (MD) simulations to reveal how FHA exclusively chooses pThr and how BRCT and WW recognize both pThr/pSer. The work also investigated the energies and thermodynamic information of intermolecular interactions.</p> <p>Results</p> <p>Simulations carried out included wide-type and mutated systems. Through analysis of MD simulations, we found that the conserved His residue defines dual loops feature of the FHA domain, which creates a small cavity reserved for only the methyl group of pThr. These well-organized loop interactions directly response to the pThr binding selectivity, while single loop (the 2nd phosphobinding site of FHA) or in combination with α-helix (BRCT repeats) or β-sheet (WW domain) fail to differentiate pThr/pSer.</p> <p>Conclusions</p> <p>Understanding the domain pre-organizations constructed by conserved residues and the driving force of domain-phosphopeptide recognition provides structural insight into pThr specific binding, which also helps in engineering proteins and designing peptide inhibitors.</p