Modeling dynamic volatility under uncertain environment with fuzziness and randomness

The problem related to predicting dynamic volatility in financial market plays a crucial role in many contexts. We build a new generalized Barndorff-Nielsen and Shephard (BN-S) model suitable for uncertain environment with fuzziness and randomness. This new model considers the delay phenomenon between price fluctuation and volatility changes, solves the problem of the lack of long-range dependence of classic models. Through the experiment of Dow Jones futures price, we find that compared with the classical model, this method effectively combines the uncertain environmental characteristics, which makes the prediction of dynamic volatility has more ideal performance

Stochastic volatility modeling of high-frequency CSI 300 index and dynamic jump prediction driven by machine learning

This paper models stochastic process of price time series of CSI 300 index in Chinese financial market, analyzes volatility characteristics of intraday high-frequency price data. In the new generalized Barndorff-Nielsen and Shephard model, the lag caused by asynchrony of market information is considered, and the problem of lack of long-term dependence is solved. To speed up the valuation process, several machine learning and deep learning algorithms are used to estimate parameter and evaluate forecast results. Tracking historical jumps of different magnitudes offers promising avenues for simulating dynamic price processes and predicting future jumps. Numerical results show that the deterministic component of stochastic volatility processes would always be captured over short and longer-term windows. Research finding could be suitable for influence investors and regulators interested in predicting market dynamics based on realized volatility

Bacteria-derived extracellular vesicles: endogenous roles, therapeutic potentials and their biomimetics for the treatment and prevention of sepsis

Sepsis is one of the medical conditions with a high mortality rate and lacks specific treatment despite several years of extensive research. Bacterial extracellular vesicles (bEVs) are emerging as a focal target in the pathophysiology and treatment of sepsis. Extracellular vesicles (EVs) derived from pathogenic microorganisms carry pathogenic factors such as carbohydrates, proteins, lipids, nucleic acids, and virulence factors and are regarded as “long-range weapons” to trigger an inflammatory response. In particular, the small size of bEVs can cross the blood-brain and placental barriers that are difficult for pathogens to cross, deliver pathogenic agents to host cells, activate the host immune system, and possibly accelerate the bacterial infection process and subsequent sepsis. Over the years, research into host-derived EVs has increased, leading to breakthroughs in cancer and sepsis treatments. However, related approaches to the role and use of bacterial-derived EVs are still rare in the treatment of sepsis. Herein, this review looked at the dual nature of bEVs in sepsis by highlighting their inherent functions and emphasizing their therapeutic characteristics and potential. Various biomimetics of bEVs for the treatment and prevention of sepsis have also been reviewed. Finally, the latest progress and various obstacles in the clinical application of bEVs have been highlighted

Imprints of Sagittarius accretion event: Young O-rich stars and discontinuous chemical evolution in Milky Way disc

The Milky Way has undergone significant transformations in its early history, characterised by violent mergers and the accretion of satellite galaxies. Among these events, the infall of the satellite galaxy Gaia-Enceladus/Sausage is recognised as the last major merger event, fundamentally altering the evolution of the Milky Way and shaping its chemo-dynamical structure. However, recent observational evidence suggests that the Milky Way remains undergone notable events of star formation in the past 4 Gyr, which is thought to be triggered by the perturbations from Sagittarius dwarf galaxy (Sgr). Here we report chemical signatures of the Sgr accretion event in the past 4 Gyr, using the [Fe/H] and [O/Fe] ratios in the thin disc, which is reported for the first time. It reveals that the previously discovered V-shape structure of age-[Fe/H] relation varies across different Galactic locations and has rich substructures. Interestingly, we discover a discontinuous structure at z$_{\rm max}$ $<$ 0.3 kpc, interrupted by a recent burst of star formation from 4 Gyr to 2 Gyr ago. In this episode, we find a significant rise in oxygen abundance leading to a distinct [O/Fe] gradient, contributing to the formation of young O-rich stars. Combined with the simulated star formation history and chemical abundance of Sgr, we suggest that the Sgr is an important actor in the discontinuous chemical evolution of the Milky Way disc.Comment: 17 pages, 15 figures. Under review at Nature Communication

Classification of subtypes and identification of dysregulated genes in sepsis

BackgroundSepsis is a clinical syndrome with high mortality. Subtype identification in sepsis is meaningful for improving the diagnosis and treatment of patients. The purpose of this research was to identify subtypes of sepsis using RNA-seq datasets and further explore key genes that were deregulated during the development of sepsis.MethodsThe datasets GSE95233 and GSE13904 were obtained from the Gene Expression Omnibus database. Differential analysis of the gene expression matrix was performed between sepsis patients and healthy controls. Intersection analysis of differentially expressed genes was applied to identify common differentially expressed genes for enrichment analysis and gene set variation analysis. Obvious differential pathways between sepsis patients and healthy controls were identified, as were developmental stages during sepsis. Then, key dysregulated genes were revealed by short time-series analysis and the least absolute shrinkage and selection operator model. In addition, the MCPcounter package was used to assess infiltrating immunocytes. Finally, the dysregulated genes identified were verified using 69 clinical samples.ResultsA total of 898 common differentially expressed genes were obtained, which were chiefly related to increased metabolic responses and decreased immune responses. The two differential pathways (angiogenesis and myc targets v2) were screened on the basis of gene set variation analysis scores. Four subgroups were identified according to median expression of angiogenesis and myc target v2 genes: normal, myc target v2, mixed-quiescent, and angiogenesis. The genes CHPT1, CPEB4, DNAJC3, MAFG, NARF, SNX3, S100A9, S100A12, and METTL9 were recognized as being progressively dysregulated in sepsis. Furthermore, most types of immune cells showed low infiltration in sepsis patients and had a significant correlation with the key genes. Importantly, all nine key genes were highly expressed in sepsis patients.ConclusionThis study revealed novel insight into sepsis subtypes and identified nine dysregulated genes associated with immune status in the development of sepsis. This study provides potential molecular targets for the diagnosis and treatment of sepsis

A mutation in the endonuclease domain of mouse MLH3 reveals novel roles for MutLγ during crossover formation in meiotic prophase I

During meiotic prophase I, double-strand breaks (DSBs) initiate homologous recombination leading to non-crossovers (NCOs) and crossovers (COs). In mouse, 10% of DSBs are designated to become COs, primarily through a pathway dependent on the MLH1-MLH3 heterodimer (MutLγ). Mlh3 contains an endonuclease domain that is critical for resolving COs in yeast. We generated a mouse (Mlh3DN/DN) harboring a mutation within this conserved domain that is predicted to generate a protein that is catalytically inert. Mlh3DN/DN males, like fully null Mlh3-/- males, have no spermatozoa and are infertile, yet spermatocytes have grossly normal DSBs and synapsis events in early prophase I. Unlike Mlh3-/- males, mutation of the endonuclease domain within MLH3 permits normal loading and frequency of MutLγ in pachynema. However, key DSB repair factors (RAD51) and mediators of CO pathway choice (BLM helicase) persist into pachynema in Mlh3DN/DN males, indicating a temporal delay in repair events and revealing a mechanism by which alternative DSB repair pathways may be selected. While Mlh3DN/DN spermatocytes retain only 22% of wildtype chiasmata counts, this frequency is greater than observed in Mlh3-/- males (10%), suggesting that the allele may permit partial endonuclease activity, or that other pathways can generate COs from these MutLγ-defined repair intermediates in Mlh3DN/DN males. Double mutant mice homozygous for the Mlh3DN/DN and Mus81-/- mutations show losses in chiasmata close to those observed in Mlh3-/- males, indicating that the MUS81-EME1-regulated crossover pathway can only partially account for the increased residual chiasmata in Mlh3DN/DN spermatocytes. Our data demonstrate that mouse spermatocytes bearing the MLH1-MLH3DN/DN complex display the proper loading of factors essential for CO resolution (MutSγ, CDK2, HEI10, MutLγ). Despite these functions, mice bearing the Mlh3DN/DN allele show defects in the repair of meiotic recombination intermediates and a loss of most chiasmata

Mammalian BTBD12 (SLX4) Protects against Genomic Instability during Mammalian Spermatogenesis

The mammalian ortholog of yeast Slx4, BTBD12, is an ATM substrate that functions as a scaffold for various DNA repair activities. Mutations of human BTBD12 have been reported in a new sub-type of Fanconi anemia patients. Recent studies have implicated the fly and worm orthologs, MUS312 and HIM-18, in the regulation of meiotic crossovers arising from double-strand break (DSB) initiating events and also in genome stability prior to meiosis. Using a Btbd12 mutant mouse, we analyzed the role of BTBD12 in mammalian gametogenesis. BTBD12 localizes to pre-meiotic spermatogonia and to meiotic spermatocytes in wildtype males. Btbd12 mutant mice have less than 15% normal spermatozoa and are subfertile. Loss of BTBD12 during embryogenesis results in impaired primordial germ cell proliferation and increased apoptosis, which reduces the spermatogonial pool in the early postnatal testis. During prophase I, DSBs initiate normally in Btbd12 mutant animals. However, DSB repair is delayed or impeded, resulting in persistent γH2AX and RAD51, and the choice of repair pathway may be altered, resulting in elevated MLH1/MLH3 focus numbers at pachynema. The result is an increase in apoptosis through prophase I and beyond. Unlike yeast Slx4, therefore, BTBD12 appears to function in meiotic prophase I, possibly during the recombination events that lead to the production of crossovers. In line with its expected regulation by ATM kinase, BTBD12 protein is reduced in the testis of Atm−/− males, and Btbd12 mutant mice exhibit increased genomic instability in the form of elevated blood cell micronucleus formation similar to that seen in Atm−/− males. Taken together, these data indicate that BTBD12 functions throughout gametogenesis to maintain genome stability, possibly by co-ordinating repair processes and/or by linking DNA repair events to the cell cycle via ATM

Investigating Mammalian Meiosis: The Role Of Mismatch Repair Proteins And Their Interactors

Prophase I is the defining stage of meiosis when chromosomes must first pair with their homologous partner, then synapse, and undergo precisely controlled reciprocal recombination. Due to the complexity of the process, meiotic recombination requires highly ordered cooperation from various proteins, including the mismatch repair (MMR) protein family. Mouse MLH3 belongs to the MutL homolog family that functions as effector molecules for MMR. Research has suggested that MLH3 has critical roles in both DNA mismatch repair and meiosis. In the research for this thesis, I investigated two unique structural features of mouse MLH3: the potential endonuclease domain DQHA(X)2E(X)4E, and the large mammalian-specific region within exon 2. To investigate the function of the conserved endonuclease domain of MLH3, a transgenic mouse line containing a point mutation in this potential endonuclease domain was made. I hypothesized that, due to the conservation of this domain, disruption of this domain would lead to the abolishment of normal meiotic progression in vivo.     To explore the function of the exon 2 region of mouse MLH3, I performed yeast two-hybrid assay and identified nine possible interacting partners of this region. To further screen for key sub-motifs within this region, a microsatellite instability reporter assay was tested. It is hypothesized that the unique region in exon 2 is important for the function of mouse MLH3 in maintaining genome integrity, and confers mammalian-specific functions to MLH3 in higher eukaryotes. Mouse CNTD1 is a newly identified cyclin-related protein. Its worm ortholog, COSA-1, functions in conjunction with the MMR pathway to process crossovers during meiosis. To explore the role of mouse CNTD1 in mammalian gametogenesis, I generated Cntd1 gene targeted mice. Consistent with the findings in C. elegans, deletion of Cntd1 in mice caused severe defects in meiotic CO formation, which leads to sterility in both males and females. No epididymal sperm were found in Cntd1 mutant males, and mutant females underwent severe oocyte-depletion after puberty. These data indicate a pivotal role for CNTD1 in regulating meiotic COs, possibly by helping select the sites of late recombination nodules through promoting or stabilizing other Class I CO-promoting proteins on meiotic chromosomes

Inverse Identification of the Frequency-Dependent Mechanical Parameters of a Viscoelastic Core Layer Based on the Vibration Response

The identification of the mechanical parameters of the viscoelastic core layer is of great significance for the modeling and damping design of the constrained layer damping (CLD) composite structure. In this study, based on the measured frequency vibration response of a CLD plate, an inverse approach was developed to identify the aforementioned parameters. Then, on the basis of considering both the viscoelastic material damping and the remaining equivalent viscous damping, the equation of motion of the CLD plate under base excitation was established and a method to obtain the vibration response was also presented. Further, a matching calculation based on sensitivity was proposed, to achieve the identification of the mechanical parameters. Finally, a CLD aluminum plate with a ZN_1 viscoelastic core layer was chosen to demonstrate the proposed method. In addition, the identification results were also introduced into the vibration response analysis and the rationality of the identified parameters were verified by comparing the vibration responses obtained by theoretical calculations and the experiment