A copula model for marked point processes

The final publication (Diao, Liqun, Richard J. Cook, and Ker-Ai Lee. (2013) A copula model for marked point processes. Lifetime Data Analysis, 19(4): 463-489) is available at Springer via http://dx.doi.org/10.1007/s10985-013-9259-3Many chronic diseases feature recurring clinically important events. In addition, however, there often exists a random variable which is realized upon the occurrence of each event reflecting the severity of the event, a cost associated with it, or possibly a short term response indicating the effect of a therapeutic intervention. We describe a novel model for a marked point process which incorporates a dependence between continuous marks and the event process through the use of a copula function. The copula formulation ensures that event times can be modeled by any intensity function for point processes, and any multivariate model can be specified for the continuous marks. The relative efficiency of joint versus separate analyses of the event times and the marks is examined through simulation under random censoring. An application to data from a recent trial in transfusion medicine is given for illustration.Natural Sciences and Engineering Research Council of Canada (RGPIN 155849); Canadian Institutes for Health Research (FRN 13887); Canada Research Chair (Tier 1) – CIHR funded (950-226626

Technical trading and cryptocurrencies

This paper carries out a comprehensive examination of technical trading rules in cryptocurrency markets, using data from two Bitcoin markets and three other popular cryptocurrencies. We employ almost 15,000 technical trading rules from the main five classes of technical trading rules and find significant predictability and profitability for each class of technical trading rule in each cryptocurrency. We find that the breakeven transaction costs are substantially higher than those typically found in cryptocurrency markets. To safeguard against data-snooping, we implement a number of multiple hypothesis procedures which confirms our findings that technical trading rules do offer significant predictive power and profitability to investors. We also show that the technical trading rules offer substantially higher risk-adjusted returns than the simple buy-and-hold strategy, showing protection against lengthy and severe drawdowns associated with cryptocurrency markets. However there is no predictability for Bitcoin in the out-of-sample period, although predictability remains in other cryptocurrency markets

A novel RING finger protein, Znf179, modulates cell cycle exit and neuronal differentiation of P19 embryonal carcinoma cells

Znf179 is a member of the RING finger protein family. During embryogenesis, Znf179 is expressed in a restricted manner in the brain, suggesting a potential role in nervous system development. In this report, we show that the expression of Znf179 is upregulated during P19 cell neuronal differentiation. Inhibition of Znf179 expression by RNA interference significantly attenuated neuronal differentiation of P19 cells and a primary culture of cerebellar granule cells. Using a microarray approach and subsequent functional annotation analysis, we identified differentially expressed genes in Znf179-knockdown cells and found that several genes are involved in development, cellular growth, and cell cycle control. Flow cytometric analyses revealed that the population of G0/G1 cells decreased in Znf179-knockdown cells. In agreement with the flow cytometric data, the number of BrdU-incorporated cells significantly increased in Znf179-knockdown cells. Moreover, in Znf179-knockdown cells, p35, a neuronal-specific Cdk5 activator that is known to activate Cdk5 and may affect the cell cycle, and p27, a cell cycle inhibitor, also decreased. Collectively, these results show that induction of the Znf179 gene may be associated with p35 expression and p27 protein accumulation, which lead to cell cycle arrest in the G0/G1 phase, and is critical for neuronal differentiation of P19 cells

In vivo chromatin remodeling by yeast ISWI homologs Isw1p and Isw2p.

Isw1p and Isw2p are budding yeast homologs of the Drosophila ISWI chromatin-remodeling ATPase. Using indirect-end-label and chromatin immunoprecipitation analysis, we show both independent and cooperative Isw1p- and Isw2p-mediated positioning of short nucleosome arrays in gene-regulatory elements at a variety of transcription units in vivo. We present evidence that both yeast ISWI complexes regulate developmental responses to starvation and that for Isw2p, recruitment by different DNA-binding proteins controls meiosis and haploid invasive growth