Phase Distribution and Phase Correlation of Financial Time Series

Scaling, phase distribution and phase correlation of financial time series are investigated based on the Dow Jones Industry Average (DJIA) and NASDAQ 10-minute intraday data for a period from Aug. 1 1997 to Dec. 31 2003. The returns of the two indices are shown to have nice scaling behaviors and belong to stable distributions according to the criterion of Levy's alpha stable distribution condition. A novel approach catching characteristic features of financial time series based on the concept of instantaneous phase is further proposed to study phase distribution and correlation. The analysis of phase distribution concludes return time series fall into a class which is different from other non-stationary time series. The correlation between returns of the two indices probed by the distribution of phase difference indicates there was a remarkable change of trading activities after the event of 911 attack, and this change persisted in later trading activities.Phase Distribution, High Frequency Data, Scaling Analysis, Levy Distribution, Stock Market, Frequency Variant

On Holographic Dual of the Dyonic Reissner-Nordstr\"om Black Hole

It is shown that the hidden conformal symmetry, namely $SO(2,2) \sim SL(2,R)_L \times SL(2,R)_R$ symmetry, of the non-extremal dyonic Reissner-Nordstr\"om black hole can be probed by a charged massless scalar field at low frequencies. The existence of such hidden conformal symmetry suggests that the field theory holographically dual to the 4D Reissner-Nordstr\"om black hole indeed should be a 2D CFT. Although the associated AdS$_3$ structure does not explicitly appear in the near horizon geometry, the primary parameters of the dual CFT$_2$ can be exactly obtained without the necessity of embedding the 4D Reissner-Nordstr\"om black hole into 5D spacetime. The duality is further supported by comparing the absorption cross sections and real-time correlators obtained from both the CFT and the gravity sides.Comment: 18 pages, no figure, typos correcte

Twofold Hidden Conformal Symmetries of the Kerr-Newman Black Hole

In this paper, we suggest that there are two different individual 2D CFTs holographically dual to the Kerr-Newman black hole, coming from the corresponding two possible limits --- the Kerr/CFT and Reissner-Nordstr\"om/CFT correspondences, namely there exist the Kerr-Newman/CFTs dualities. A probe scalar field at low frequencies turns out can exhibit two different 2D conformal symmetries (named by $J$- and $Q$-pictures, respectively) in its equation of motion when the associated parameters are suitably specified. These twofold dualities are supported by the matchings of entropies, absorption cross sections and real time correlators computed from both the gravity and the CFT sides. Our results lead to a fascinating "microscopic no hair conjecture" --- for each macroscopic hair parameter, in additional to the mass of a black hole in the Einstein-Maxwell theory, there should exist an associated holographic CFT$_2$ description.Comment: 21 pages, 1 figure, typos correcte

Optoelectronic tweezers for microparticle and cell manipulation

An optical image-driven light induced dielectrophoresis (DEP) apparatus and method are described which provide for the manipulation of particles or cells with a diameter on the order of 100 .mu.m or less. The apparatus is referred to as optoelectric tweezers (OET) and provides a number of advantages over conventional optical tweezers, in particular the ability to perform operations in parallel and over a large area without damage to living cells. The OET device generally comprises a planar liquid-filled structure having one or more portions which are photoconductive to convert incoming light to a change in the electric field pattern. The light patterns are dynamically generated to provide a number of manipulation structures that can manipulate single particles and cells or groups of particles/cells. The OET preferably includes a microscopic imaging means to provide feedback for the optical manipulation, such as detecting position and characteristics wherein the light patterns are modulated accordingly

Optoelectronic Tweezers for Microparticle and Cell Manipulation

An optical image-driven light induced dielectrophoresis (DEP) apparatus and method are described which provide for the manipulation of particles or cells with a diameter on the order of 100 micromillimeters or less. The apparatus is referred to as optoelectric tweezers (OET) and provides a number of advantages over conventional optical tweezers, in particular the ability to perform operations in parallel and over a large area without damage to living cells. The OET device generally comprises a planar liquid-filled structure having one or more portions which are photoconductive to convert incoming light to a change in the electric field pattern. The light patterns are dynamically generated to provide a number of manipulation structures that can manipulate single particles and cells or group of particles/cells. The OET preferably includes a microscopic imaging means to provide feedback for the optical manipulation, such as detecting position and characteristics wherein the light patterns are modulated accordingly

Ischemic conditioning by short periods of reperfusion attenuates renal ischemia/reperfusion induced apoptosis and autophagy in the rat

Prolonged ischemia amplified iscehemia/reperfusion (IR) induced renal apoptosis and autophagy. We hypothesize that ischemic conditioning (IC) by a briefly intermittent reperfusion during a prolonged ischemic phase may ameliorate IR induced renal dysfunction. We evaluated the antioxidant/oxidant mechanism, autophagy and apoptosis in the uninephrectomized Wistar rats subjected to sham control, 4 stages of 15-min IC (I15 × 4), 2 stages of 30-min IC (I30 × 2), and total 60-min ischema (I60) in the kidney followed by 4 or 24 hours of reperfusion. By use of ATP assay, monitoring O2-. amounts, autophagy and apoptosis analysis of rat kidneys, I60 followed by 4 hours of reperfusion decreased renal ATP and enhanced reactive oxygen species (ROS) level and proapoptotic and autophagic mechanisms, including enhanced Bax/Bcl-2 ratio, cytochrome C release, active caspase 3, poly-(ADP-ribose)-polymerase (PARP) degradation fragments, microtubule-associated protein light chain 3 (LC3) and Beclin-1 expression and subsequently tubular apoptosis and autophagy associated with elevated blood urea nitrogen and creatinine level. I30 × 2, not I15 × 4 decreased ROS production and cytochrome C release, increased Manganese superoxide dismutase (MnSOD), Copper-Zn superoxide dismutase (CuZnSOD) and catalase expression and provided a more efficient protection than I60 against IR induced tubular apoptosis and autophagy and blood urea nitrogen and creatinine level. We conclude that 60-min renal ischemia enhanced renal tubular oxidative stress, proapoptosis and autophagy in the rat kidneys. Two stages of 30-min ischemia with 3-min reperfusion significantly preserved renal ATP content, increased antioxidant defense mechanisms and decreased ischemia/reperfusion enhanced renal tubular oxidative stress, cytosolic cytochrome C release, proapoptosis and autophagy in rat kidneys

A simplified explanation for the frameshift mutation that created a novel C-terminal motif in the APETALA3 gene lineage

BACKGROUND: The evolution of type II MADS box genes has been extensively studied in angiosperms. One of the best-understood subfamilies is that of the Arabidopsis gene APETALA3 (AP3). Previous work has demonstrated that the ancestral paleoAP3 lineage was duplicated at some point within the basal eudicots to give rise to the paralogous TM6 and euAP3 lineages. This event was followed in euAP3 orthologs by the replacement of the C-terminal paleoAP3 motif with the derived euAP3 motif. It has been suggested that the new motif was created by an eight-nucleotide insertion that produced a translational frameshift. RESULTS: The addition of 25 eudicot AP3 homologs to the existing dataset has allowed us to clarify the process by which the euAP3 motif evolved. Phylogenetic analysis indicates that the euAP3/TM6 duplication maps very close to the base of the core eudicots, associated with the families Trochodendraceae and Buxaceae. We demonstrate that although the transformation of paleoAP3 into euAP3 was due to a frameshift mutation, this was the result of a single nucleotide deletion. The use of ancestral character state reconstructions has allowed us to demonstrate that the frameshift was accompanied by few other nucleotide changes. We further confirm that the sequence is evolving as coding region. CONCLUSION: This study demonstrates that the simplest of genetic changes can result in the remodeling of protein sequence to produce a kind of molecular 'hopeful monster.' Moreover, such a novel protein motif can become conserved almost immediately on the basis of what appears to be a rapidly generated new function. Given that the existing data on the function of such C-terminal motifs are somewhat disparate and contradictory, we have sought to synthesize previous findings within the context of the current analysis and thereby highlight specific hypotheses that require further investigation before the significance of the euAP3 frameshift event can be fully understood

Evaluation of Risk Factors for Asthma in Taipei City

BackgroundAsthma has rarely been studied by evaluating all of its trigger factors in 1 study population. Thus, correlations between the concentration of allergen immunoglobulin (Ig) E antibodies and airway limitation or asthma severity remain unclear.MethodsFive hundred and seventy-nine asthmatic patients were enrolled, and serum specific IgE antibodies to allergens were analyzed. All suspected trigger factors were assessed by questionnaire, case histories over a 4-year period, and diary card recordings; possible trigger factors were then re-evaluated.ResultsAntibodies to the following allergens were found: Dermatophagoides pteronyssinus (59.8% of patients), D. microceras (58.8%), D. farinae (56.8%), cockroach (38.3%), dog dander (26.3%), Candida albicans (13.3%), cat dander (10%), and Cladosporium herbarum (6.6%). A greater prevalence of allergy to dog and cat dander was found than previously. Younger patients were more often positive for mite allergens, and had higher titers of antibodies against such allergens, than older patients. Further, females had a lower concentration of mite allergen antibodies than males. No correlation between the concentration of allergen antibodies and forced expiratory volume in 1 second (FEV1), or the ratio of FEV1:forced vital capacity (FEV1:FVC), was found. In addition, there was no significant change in antibody titers with varying asthma severity. Non-allergenic trigger factors were irritant air inhalants (94.6% of patients), respiratory infection (92.2%), exercise (75.2%), emotional factors (58.8%), drugs and chemical substances (16%).ConclusionThere are multiple trigger factors in asthma. Allergenic trigger factors are more common in younger than older patients, whereas non-allergenic trigger factors are more common in older patients. There was no linear correlation between the concentration of specific IgE antibodies and asthma severity or airway limitation; therefore, to prevent asthma attacks in individual asthmatic patients, greater attention should be paid to avoiding all potential trigger factors, and not just house dust mite allergens

An Analytic Analysis of Phase Transitions in Holographic Superconductors

Using a simple analytic approach, we study the universal properties of second-order phase transition in holographic superconductor models. We explore a general model in arbitrary dimensions in which the condensation occurs via the St\"uckelberg spontaneous symmetry breaking mechanism. All the possible second-order phase transitions and their universal characteristics can be identified analytically. The relationship between the critical temperature and charge density is generic, and the critical exponents can be greater than the typical mean field value 1/2. In addition, the related numerical factors can also be computed qualitatively.Comment: 9 pages; revised version to appear in PT

Poincaré Plot of Fingertip Photoplethysmogram Pulse Amplitude Suitable to Assess Diabetes Status

Multiscale entropy (MSE), an estimate of the complexity of physiological signals has been used for assessing diabetes status. This method requires much computation effort. Our study aimed to examine the Poincaré plot, an easier method for computation to differentiate the diabetes status. We selected subjects and divided them into three groups including the non- diabetes (HbA1c ≤ 6.5%, n=22), diabetes with good control (6.5% < HbA1c < 8%, n=23), and diabetes with poor control (HbA1c ≥ 8%, n=17). Poincaré method used consecutive 250 data points of PPG pulse amplitudes from each subject’s right index fingertip. This method resulted in SSR, the standard deviation of the original photoplethysmogram (PPG) pulse amplitude (SD1) and the standard deviation of the interval 1 PPG pulse amplitude (SD2) ratio. The SSR in the three groups of non-diabetes, diabetes with good control and diabetes with poor control were 0.50, 0.28, and 0.23, respectively and differed between groups (P < 0.05).  Our findings suggested that the Poincaré plot of right-hand PPG pulse amplitude may be convenient to evaluate diabetes status