Long Memory and FIGARCH Models for Daily and High Frequency Commodity Prices

Daily futures returns on six important commodities are found to be well described as FIGARCH fractionally integrated volatility processes, with small departures from the martingale in mean property. The paper also analyzes several years of high frequency intra day commodity futures returns and finds very similar long memory in volatility features at this higher frequency level. Semi parametric Local Whittle estimation of the long memory parameter supports the conclusions. Estimating the long memory parameter across many different data sampling frequencies provides consistent estimates of the long memory parameter, suggesting that the series are self-similar. The results have important implications for future empirical work using commodity price and returns data.Commodity returns, Futures markets, Long memory, FIGARCH

Polarization Effects on the e+e−→W+W−e+e- \to W^+W^- process with Large Extra Dimensions

We study large extra dimension effects on the polarizations of the $W$ pair and electron beam at the $e^+ e^-\to W^+ W^-$ process. It is shown that the measurements of the cross section for transversely polarized $W$ pair with the right-handed electron beam remarkably enhance the possibilities to see the low scale quantum gravity effects. Higher Linear Collider bounds on the string scale in this model can be obtained by using the left-handed electron beam.Comment: Final version to appear in Phys.Lett.B. More references are adde

Translation and validation of the Korean confusion assessment method for the intensive care unit

<p>Abstract</p> <p>Background</p> <p>Delirium is a common problem and associated with poor outcomes in intensive care unit (ICU) patients. Diagnosis of delirium in ICU patients is limited and usually underdiagnosed by physicians. The Confusion Assessment Method for the Intensive Care Unit (CAM-ICU) is one of the most widely used screening methods for detection of ICU delirium. Our goal was to translate and validate the CAM-ICU for use in the Korean ICU setting.</p> <p>Methods</p> <p>Translation of the CAM-ICU was done according to the guidelines suggested by the Translation and Cultural Adaptation Group. For validation and interrater reliability assessment of the Korean CAM-ICU, two nurses independently assessed delirium in ICU patients and the results were compared with the reference evaluation, which was done by a psychiatrist using the Diagnostic and Statistical Manual of Mental Disorders IV (DSM-IV).</p> <p>Results</p> <p>Twenty-two patients were evaluated by two nurses and one psychiatrist expert independently. During the study period, we have continuously educated study nurses. Based on DSM-IV criteria, 16 out of 22 (72.7%) patients developed delirium. The sensitivities of the two nurses' evaluations using the Korean CAM-ICU were 89.80% for nurse 1 and 77.40% for nurse 2. Their specificities were 72.40% and 75.80% and their overall accuracy was 83.33% and 88.37% respectively. The Korean CAM-ICU was done with reasonable interrater reliability between nurse 1 and nurse 2 (κ = 0.81, <it>p </it>< 0.001).</p> <p>Conclusions</p> <p>The Korean CAM-ICU showed good validity and could be incorporated into clinical practice in Korean ICUs.</p> <p>Trial registration</p> <p>ISRCTN: <a href="http://www.controlled-trials.com/ISRCTN50265663">ISRCTN50265663</a></p

Bone marrow-derived, alternatively activated macrophages enhance solid tumor growth and lung metastasis of mammary carcinoma cells in a Balb/C mouse orthotopic model

INTRODUCTION: Tumor-associated macrophages, which are derived from the infiltration of circulating bone marrow-derived monocytes, consist primarily of a polarized M2 macrophage (M2-Mϕ) population and are associated with poor prognosis in various cancers. In the present study, we attempted to assess whether M2-Mϕs derived from bone marrow stimulate the promotion and progression of mammary tumors. METHODS: 4T1 murine mammary carcinoma cells were injected either alone or coupled with M2-Mϕs into the mammary fat pads of syngeneic female Balb/C mice. M2-Mϕs were prepared by treating monocytes isolated from female Balb/C mouse bone marrow with IL-4. Tumor cell growth was determined using an in vivo imaging system and the expression of cell proliferation-related, angiogenesis-related, and lymphangiogenesis-related proteins in tumor tissues was immunohistochemically analyzed. To evaluate the effects of the crosstalk between 4T1 cells and M2-Mϕs on the secretion and mRNA expression of cytokines and the migration of monocytes, 4T1 cells and M2-Mϕs were co-cultured and cytokine antibody array, real-time RT-PCR, and trans-well migration assays were conducted. RESULTS: The co-injection of M2-Mϕs into the mammary fat pads of mice increased solid tumor growth and lung metastasis of 4T1 cells as well as the infiltration of CD45(+ )leukocytes into tumor tissues. The proportions of Ki-67(+ )proliferating cells and the expression of hypoxia inducible factor-1α, vascular endothelial cell growth factor A, CD31, vascular endothelial cell growth factor C, and lymphatic vessel endothelial receptor-1 were increased significantly in the tumor tissues of mice co-injected with 4T1 cells and M2-Mϕs. The in vitro results revealed that the proliferation of 4T1 cells, the migration of monocytes, and the secretion of granulocyte colony-stimulating factor, IFNγ, IL-1α, IL-2, IL-16, IFNγ-induced protein-10, keratinocyte-derived chemokine, macrophage colony-stimulating factor, monocyte chemotactic protein-1, macrophage inflammatory protein-1α, and RANTES were increased when 4T1 cells were co-cultured with M2-Mϕs, as compared with when the 4T1 cells were cultured alone. CONCLUSION: The crosstalk between 4T1 cells and M2-Mϕs increased the production of cytokines, which may have induced immune cell infiltration into tumor tissues, tumor cell proliferation, angiogenesis, and lymph angiogenesis, thereby increasing solid tumor growth and lung metastasis