3,682 research outputs found
Recurrence Relations for Strongly q-Log-Convex Polynomials
We consider a class of strongly q-log-convex polynomials based on a
triangular recurrence relation with linear coefficients, and we show that the
Bell polynomials, the Bessel polynomials, the Ramanujan polynomials and the
Dowling polynomials are strongly q-log-convex. We also prove that the Bessel
transformation preserves log-convexity.Comment: 15 page
Financial factor influence on scaling and memory of trading volume in stock market
We study the daily trading volume volatility of 17,197 stocks in the U.S.
stock markets during the period 1989--2008 and analyze the time return
intervals between volume volatilities above a given threshold q. For
different thresholds q, the probability density function P_q(\tau) scales with
mean interval as P_q(\tau)=^{-1}f(\tau/) and the tails of
the scaling function can be well approximated by a power-law f(x)~x^{-\gamma}.
We also study the relation between the form of the distribution function
P_q(\tau) and several financial factors: stock lifetime, market capitalization,
volume, and trading value. We find a systematic tendency of P_q(\tau)
associated with these factors, suggesting a multi-scaling feature in the volume
return intervals. We analyze the conditional probability P_q(\tau|\tau_0) for
following a certain interval \tau_0, and find that P_q(\tau|\tau_0)
depends on \tau_0 such that immediately following a short/long return interval
a second short/long return interval tends to occur. We also find indications
that there is a long-term correlation in the daily volume volatility. We
compare our results to those found earlier for price volatility.Comment: 17 pages, 6 figure
Determining Curie temperatures in dilute ferromagnetic semiconductors: high Curie temperature (Ga,Mn)As
In this paper, we use simultaneous magnetometry and electrical transport measurements to critically examine ways in which the Curie temperature (TC) values have been determined in studies of dilute magnetic semiconductors. We show that, in sufficiently homogeneous samples, TC can be accurately determined from remanent magnetization and magnetic susceptibility and from the positions of the peak in the temperature derivative of the resistivity. We also show that the peak of the resistivity does not occur at TC, as illustrated by a (Ga,Mn)As sample for which the peak of the resistivity is at 21361K when TC is only 17861
Network Topology of an Experimental Futures Exchange
Many systems of different nature exhibit scale free behaviors. Economic
systems with power law distribution in the wealth is one of the examples. To
better understand the working behind the complexity, we undertook an empirical
study measuring the interactions between market participants. A Web server was
setup to administer the exchange of futures contracts whose liquidation prices
were coupled to event outcomes. After free registration, participants started
trading to compete for the money prizes upon maturity of the futures contracts
at the end of the experiment. The evolving `cash' flow network was
reconstructed from the transactions between players. We show that the network
topology is hierarchical, disassortative and scale-free with a power law
exponent of 1.02+-0.09 in the degree distribution. The small-world property
emerged early in the experiment while the number of participants was still
small. We also show power law distributions of the net incomes and
inter-transaction time intervals. Big winners and losers are associated with
high degree, high betweenness centrality, low clustering coefficient and low
degree-correlation. We identify communities in the network as groups of the
like-minded. The distribution of the community sizes is shown to be power-law
distributed with an exponent of 1.19+-0.16.Comment: 6 pages, 12 figure
Gravity model in the Korean highway
We investigate the traffic flows of the Korean highway system, which contains
both public and private transportation information. We find that the traffic
flow T(ij) between city i and j forms a gravity model, the metaphor of physical
gravity as described in Newton's law of gravity, P(i)P(j)/r(ij)^2, where P(i)
represents the population of city i and r(ij) the distance between cities i and
j. It is also shown that the highway network has a heavy tail even though the
road network is a rather uniform and homogeneous one. Compared to the highway
network, air and public ground transportation establish inhomogeneous systems
and have power-law behaviors.Comment: 13 page
Expression of immune-response genes in lepidopteran host is suppressed by venom from an endoparasitoid, Pteromalus puparum
<p>Abstract</p> <p>Background</p> <p>The relationships between parasitoids and their insect hosts have attracted attention at two levels. First, the basic biology of host-parasitoid interactions is of fundamental interest. Second, parasitoids are widely used as biological control agents in sustainable agricultural programs. Females of the gregarious endoparasitoid <it>Pteromalus puparum </it>(Hymenoptera: Pteromalidae) inject venom along with eggs into their hosts. <it>P. puparum </it>does not inject polydnaviruses during oviposition. For this reason, <it>P. puparum </it>and its pupal host, the small white butterfly <it>Pieris rapae </it>(Lepidoptera: Pieridae), comprise an excellent model system for studying the influence of an endoparasitoid venom on the biology of the pupal host. <it>P. puparum </it>venom suppresses the immunity of its host, although the suppressive mechanisms are not fully understood. In this study, we tested our hypothesis that <it>P. puparum </it>venom influences host gene expression in the two main immunity-conferring tissues, hemocytes and fat body.</p> <p>Results</p> <p>At 1 h post-venom injection, we recorded significant decreases in transcript levels of 217 EST clones (revealing 113 genes identified <it>in silico</it>, including 62 unknown contigs) derived from forward subtractive libraries of host hemocytes and in transcript levels of 288 EST clones (221 genes identified <it>in silico</it>, including 123 unknown contigs) from libraries of host fat body. These genes are related to insect immune response, cytoskeleton, cell cycle and apoptosis, metabolism, transport, stress response and transcriptional and translational regulation. We verified the reliability of the suppression subtractive hybridization (SSH) data with semi-quantitative RT-PCR analysis of a set of randomly selected genes. This analysis showed that most of the selected genes were down-regulated after venom injection.</p> <p>Conclusions</p> <p>Our findings support our hypothesis that <it>P. puparum </it>venom influences gene expression in host hemocytes and fat body. Specifically, the venom treatments led to reductions in expression of a large number of genes. Many of the down-regulated genes act in immunity, although others act in non-immune areas of host biology. We conclude that the actions of venom on host gene expression influence immunity as well as other aspects of host biology in ways that benefit the development and emergence of the next generation of parasitoids.</p
Intestinal Microbiota-Generated Metabolite Trimethylamine-N-Oxide and 5-Year Mortality Risk in Stable Coronary Artery Disease: The Contributory Role of Intestinal Microbiota in A COURAGE-Like Patient Cohort
Background: Trimethylamine-N-oxide (TMAO), a metabolite derived from gut microbes and dietary phosphatidylcholine, is linked to both coronary artery disease pathogenesis and increased cardiovascular risks. The ability of plasma TMAO to predict 5-year mortality risk in patients with stable coronary artery disease has not been reported. This study examined the clinical prognostic value of TMAO in patients with stable coronary artery disease who met eligibility criteria for a patient cohort similar to that of the Clinical Outcomes Utilizing Revascularization and Aggressive Drug Evaluation (COURAGE) trial. Methods and Results: We examined the relationship between fasting plasma TMAO and all-cause mortality over 5-year follow-up in sequential patients with stable coronary artery disease (n=2235) who underwent elective coronary angiography. We identified the COURAGE-like patient cohort as patients who had evidence of significant coronary artery stenosis and who were managed with optimal medical treatment. Higher plasma TMAO levels were associated with a 4-fold increased mortality risk. Following adjustments for traditional risk factors, high-sensitivity C-reactive protein, and estimated glomerular filtration rate, elevated TMAO levels remained predictive of 5-year all-cause mortality risk (quartile 4 versus 1, adjusted hazard ratio 1.95, 95% CI 1.33–2.86; P=0.003). TMAO remained predictive of incident mortality risk following cardiorenal and inflammatory biomarker adjustments to the model (adjusted hazard ratio 1.71, 95% CI 1.11–2.61; P=0.0138) and provided significant incremental prognostic value for all-cause mortality (net reclassification index 42.37%, P\u3c0.001; improvement in area under receiver operator characteristic curve 70.6–73.76%, P\u3c0.001). Conclusions: Elevated plasma TMAO levels portended higher long-term mortality risk among patients with stable coronary artery disease managed with optimal medical treatment
Volatility return intervals analysis of the Japanese market
We investigate scaling and memory effects in return intervals between price
volatilities above a certain threshold for the Japanese stock market using
daily and intraday data sets. We find that the distribution of return intervals
can be approximated by a scaling function that depends only on the ratio
between the return interval and its mean . We also find memory
effects such that a large (or small) return interval follows a large (or small)
interval by investigating the conditional distribution and mean return
interval. The results are similar to previous studies of other markets and
indicate that similar statistical features appear in different financial
markets. We also compare our results between the period before and after the
big crash at the end of 1989. We find that scaling and memory effects of the
return intervals show similar features although the statistical properties of
the returns are different.Comment: 11 page
Differences between regular and random order of updates in damage spreading simulations
We investigate the spreading of damage in the three-dimensional Ising model
by means of large-scale Monte-Carlo simulations. Within the Glauber dynamics we
use different rules for the order in which the sites are updated. We find that
the stationary damage values and the spreading temperature are different for
different update order. In particular, random update order leads to larger
damage and a lower spreading temperature than regular order. Consequently,
damage spreading in the Ising model is non-universal not only with respect to
different update algorithms (e.g. Glauber vs. heat-bath dynamics) as already
known, but even with respect to the order of sites.Comment: final version as published, 4 pages REVTeX, 2 eps figures include
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