A PSO Approach to Search for Adaptive Trading Rules in the EUA Futures Market

AbstractThe carbon emission futures markets become more and more important in worldwide. More and more counties begin to emphasize environmental protection in the economicdevelopment. Carbon emission trading has become an important part of the energy finance. How to make more profits in the carbon emission futures market is concern by more and more traders and scholars. This paper proposed an approach to search for optimal trading rules in the CO2 allowance futures markets. A group of different moving average trading rules with different weights are used to constitute an integrated trading rule. This is better than a single fixed moving average trading rule.Similarity of trading rules, a parameter we designed, is used to help select basic rules. The authors use static particle swarm optimization process to find the best weights distributions of the selected basic trading rules. After the initial weight distribution is determined, the weights of the basic trading rules will adjusted dynamically every day in the trading process using particle swarm optimization algorithms. Experiments using the EUA Futures Market price data were conducted to find out best adaptive trading rules in the carbon emission futures market. According to our results, it is not necessary to use two moving average trading rules that making same investment advice at a probability higher than 70%. The results show this approach have good performance in adjusting the weights according to the price changes. We found that the adaptive trading rules can help traders make profit in the EUA Futures Marketexcept extreme specialcircumstancesafter price change significantly. This approach might be helpful for traders to make scientificdecision in actual investments

The Seismic Acquisition Method Researching for the Complex Mountainous Terrain in YXL Area Qaidam Basin

YXL area is the concentration area of exploration activity with classic complicate surface feature in Qaidam Basin. So, its interference wave is development and the seismic data is in low signal-to-noise ratio (SNR) in the area. Through multiple seismic exploration collecting means, Acquisition techniques has obtained great breakthrough, and array technique has showed great affection. The geological tasks and seismic exploration difficulties of target area is aimed in the paper. The remained problems in the past seismic exploration is dissected, studying the noise interference feature and the effects for the array noise attenuation. And the positive roles of the stack response for the noise attenuation is discussed and to supply the high quality and the high precision data for the seismic in this area.Key words: Shot-receiving array; Stack array response; Geometry; Direction effect; Array weighted average effect; Signal-to-noise rati

Generating Moving Average Trading Rules on the Oil Futures Market with Genetic Algorithms

The crude oil futures market plays a critical role in energy finance. To gain greater investment return, scholars and traders use technical indicators when selecting trading strategies in oil futures market. In this paper, the authors used moving average prices of oil futures with genetic algorithms to generate profitable trading rules. We defined individuals with different combinations of period lengths and calculation methods as moving average trading rules and used genetic algorithms to search for the suitable lengths of moving average periods and the appropriate calculation methods. The authors used daily crude oil prices of NYMEX futures from 1983 to 2013 to evaluate and select moving average rules. We compared the generated trading rules with the buy-and-hold (BH) strategy to determine whether generated moving average trading rules can obtain excess returns in the crude oil futures market. Through 420 experiments, we determine that the generated trading rules help traders make profits when there are obvious price fluctuations. Generated trading rules can realize excess returns when price falls and experiences significant fluctuations, while BH strategy is better when price increases or is smooth with few fluctuations. The results can help traders choose better strategies in different circumstances

Physiological responses and antibiotic-degradation capacity of duckweed (Lemna aequinoctialis) exposed to streptomycin

Aquatic plants are constantly exposed to various water environmental pollutants. Few data on how antibiotics affect duckweed health and its removal ability. The aim of this study was to investigate the impact of streptomycin on the physiological change and uptake capability in duckweed (Lemna aequinoctialis) after exposure at different time points (0, 5, 10, 15 and 20 days). Duckweeds were exposed to streptomycin at a range of concentrations (0.1-10 mM). Results indicated that the high streptomycin concentrations (≥1 mM) resulted in a lower duckweed biomass (21.5-41.5%), RGR (0.258-0.336 g d−1), decrease in total Chl and increase in carotenoids. Antioxidative enzymes, including CAT (18-42.88 U mg protein-1), APX (0.41-0.76 U mg protein-1), and SOD (0.52-0.71 U mg protein-1) were found to accumulate in the streptomycin groups in comparison to the control group. The significant reduction (72-82%) in streptomycin content at 20 d compared to the control (40-55%) suggested that duckweed has a high ability in removing streptomycin. Transcriptome analysis showed that the secondary metabolic pathways including phenylpropanoid biosynthesis and flavonoid biosynthesis were significantly upregulated in the streptomycin setup compared to the control. Therefore, our findings suggested that duckweed can contribute to the streptomycin degradation, which should be highly recommended to the treatment of aquaculture wastewater and domestic sewage

Defective angiogenesis and fatal embryonic hemorrhage in mice lacking core 1–derived O-glycans

The core 1 β1-3-galactosyltransferase (T-synthase) transfers Gal from UDP-Gal to GalNAcα1-Ser/Thr (Tn antigen) to form the core 1 O-glycan Galβ1-3GalNAcα1-Ser/Thr (T antigen). The T antigen is a precursor for extended and branched O-glycans of largely unknown function. We found that wild-type mice expressed the NeuAcα2-3Galβ1-3GalNAcα1-Ser/Thr primarily in endothelial, hematopoietic, and epithelial cells during development. Gene-targeted mice lacking T-synthase instead expressed the nonsialylated Tn antigen in these cells and developed brain hemorrhage that was uniformly fatal by embryonic day 14. T-synthase–deficient brains formed a chaotic microvascular network with distorted capillary lumens and defective association of endothelial cells with pericytes and extracellular matrix. These data reveal an unexpected requirement for core 1–derived O-glycans during angiogenesis

Intramyocardial Injection of Recombinant Adeno-Associated Viral Vector Coexpressing PR39/Adrenomedullin Enhances Angiogenesis and Reduces Apoptosis in a Rat Myocardial Infarction Model

Cotransfer of angiogenic and antiapoptotic genes could be the basis of new gene therapy strategies for myocardial infarction. In this study, rAAV-PR39-ADM, coexpressing antimicrobial peptide (PR39) and adrenomedullin (ADM), was designed with the mediation of recombinant adeno-associated virus. In vitro, CRL-1730 cells were divided into four groups, namely, the sham group, the AAV-null group, the NS (normal saline) group, and the PR39-ADM group. Immunocytochemistry analysis, CCK-8 assays, Matrigel assays, and apoptotic analysis were performed; in vivo, myocardial infarction model was established through ligation of the left coronary artery on rats, and treatment groups corresponded to those used in vitro. Myocardial injury, cardiac performance, and the extent of myocardial apoptosis were assessed. Results suggested that rAAV-PR39-ADM administration after myocardial infarction improved cell viability and cardiac function, attenuated apoptosis and myocardial injury, and promoted angiogenesis. Subsequently, levels of 6×His, HIF-1α, VEGF, p-Akt, Akt, ADM, Bcl-2, and Bax were measured by western blot. rAAV-PR39-ADM increased p-Akt, HIF-1α, and VEGF levels and induced higher Bcl-2 expression and lower Bax expression. In conclusion, our results demonstrate that rAAV-PR39-ADM mitigates myocardial injury by promoting angiogenesis and reducing apoptosis. This study suggests a potential novel gene therapy-based method that could be used clinically for myocardial infarction

Analysis of Milling Quality of Reasonably Well Milled Rice with Three Different Grain Shapes

In order to explore changes in the milling quality of reasonably well milled rice with different grain shapes, the bran degree, milling degree and broken rice rate of short-grained (‘Jihong 6’), medium-grained (‘Daohuaxiang’) and long-grained (‘Yexiangyoulisi’, ‘Yexiang’ for short) brown rice were measured after milling at different temperatures and for different periods. The results showed that the bran degree decreased exponentially with an increase in milling pressure for ‘Jihong 6’ and ‘Daohuaxiang’ and an increase in milling time for ‘Yexiang’. For reasonably well milled rice with bran degree from 7.0% to 2.0%, as specified by China’s national standard GB/T 1354–2018, the percentage change in milling degree of ‘Jihong 6’, ‘Daohuaxiang’ and ‘Yexiang’ were approximately 5.03%, 2.98% and 0.18%, respectively, indicating that the milling degree of reasonably well milled rice did not change more significantly with increasing grain length. The broken rice rates of ‘Daohuaxiang’, ‘Jihong 6’ and ‘Yexiang’ increased by 5.32, 0.25 and 0.21 percentage points, respectively, and the white rice yields decreased by 1.38, 2.74 and 0.21 percentage points, respectively. The change in broken rice rate of ‘Yexiang’ for reasonably well milled rice was the smallest. The broken rice rates of ‘Daohuaxiang’, ‘Jihong 6’ and ‘Yexiang’ at bran degree of 0.10% increased by 10.36–4.77, 1.85–1.60, and 10.05–9.84 percentage points, respectively compared with those at bran degree from 7.0% to 2.0%, and the white rice yields decreased by 4.19–2.81, 7.02–4.28 and 10.65–10.44 percentage points, respectively. So, the effect of changes in broken rice rate at bran degree of 0.10% on white rice yield was more pronounced. ‘Daohuaxiang’ with bran degree of 2.10%–2.45% met germ retention rate of less than 20% for high-quality japonica rice specified in the national standard, while ‘Jihong 6’ and ‘Yexiang’ with bran degree from 7.0% to 2.0% did not meet this requirement. At bran degree from 7.0% to 2.0%, the whiteness of ‘Daohuaxiang’, ‘Jihong 6’ and ‘Yexiang’ increased by 6.65, 2.80 and 2.69 percentage points, respectively. There was no significant regular change in the breaking strength of the three rice varieties. The bran degree had a significant correlation with the degree of milling, whiteness and germ retention rate in reasonably well milled rice. As observed by scanning electron microscopy (SEM), the difference in thickness between the dorsal and ventral regions of ‘Yexiang’ was the smallest. When the bran degree was about 2.00%, the ventral aleurone layer of the three types of rice was almost entirely removed, while much of the aleurone layer was remained in the dorsal part. When the bran degree was about 0.10%, a small amount of the dorsal aleurone layer was retained for ‘Daohuaxiang’ and ‘Jihong 6’, while the dorsal aleurone layer of ‘Yexiang’ was completely removed. Therefore, the milling degree required for uniform whitening of brown rice and the processing quality vary with cultivar and grain shape

A New Allele of the SPIKE1 Locus Reveals Distinct Regulation of Trichome and Pavement Cell Development and Plant Growth

The single-celled trichomes of Arabidopsis thaliana have long served as an elegant model for elucidating the mechanisms of cell differentiation and morphogenesis due to their unique growth patterns. To identify new components in the genetic network that governs trichome development, we carried out exhaustive screens for additional Arabidopsis mutants with altered trichome morphology. Here, we report one mutant, aberrantly branched trichome1-1 (abt1-1), with a reduced trichome branching phenotype. After positional cloning, a point mutation in the SPIKE1 (SPK1) gene was identified in abt1-1. Further genetic complementation experiments confirmed that abt1-1 is a new allele of SPK1, so abt1-1 was renamed as spk1-7 according to the literatures. spk1-7 and two other spk1 mutant alleles, covering a spectrum of phenotypic severity, highlighted the distinct responses of developmental programs to different SPK1 mutations. Although null spk1 mutants are lethal and show defects in plant stature, trichome and epidermal pavement cell development, only trichome branching is affected in spk1-7. Surprisingly, we found that SPK1 is involved in the positioning of nuclei in the trichome cells. Lastly, through double mutant analysis, we found the coordinated regulation of trichome branching between SPK1 and two other trichome branching regulators, ANGUSTIFOLIA (AN) and ZWICHEL (ZWI). SPK1 might serve for the precise positioning of trichome nuclei, while AN and ZWI contribute to the formation of branch points through governing the cMTs dynamics. In summary, this study presented a fully viable new mutant allele of SPK1 and shed new light on the regulation of trichome branching and other developmental processes by SPK1