3,682 research outputs found

    Recurrence Relations for Strongly q-Log-Convex Polynomials

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    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

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    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 τ\tau 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 τ\tau 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

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    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

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    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

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    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

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    <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

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    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

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    We investigate scaling and memory effects in return intervals between price volatilities above a certain threshold qq 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 τ\tau 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

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    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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