Forecasting stock volatility in the presence of extreme shocks: Short-term and long-term effects

This paper introduces a novel generalized autoregressive conditional heteroskedasticity–mixed data sampling–extreme shocks (GARCH-MIDAS-ES) model for stock volatility to examine whether the importance of extreme shocks changes in different time ranges. Based on different combinations of the short- and long-term effects caused by extreme events, we extend the standard GARCH-MIDAS model to characterize the different responses of the stock market for short- and long-term horizons, separately or in combination. The unique timespan of nearly 100 years of the Dow Jones Industrial Average (DJIA) daily returns allows us to understand the stock market volatility under extreme shocks from a historical perspective. The in-sample empirical results clearly show that the DJIA stock volatility is best fitted to the GARCH-MIDAS-SLES model by including the short- and long-term impacts of extreme shocks for all forecasting horizons. The out-of-sample results and robustness tests emphasize the significance of decomposing the effect of extreme shocks into short- and long-term effects to improve the accuracy of the DJIA volatility forecasts.     

NGDcrm:a numeric graph dependency-based conflict resolution method for knowledge graph

Knowledge graph(KG)conflict resolution is to solve knowledge conflicts problem in the con-struction of KG.Aiming at the problem of KG conflict resolution,a KG c...     

Engineering of multiferroic BiFeO3 grain boundaries with head-to-head polarization configurations

Confined low dimensional charges with high density such as two-dimensional electron gas (2DEG) at interfaces and charged domain walls in ferroelectrics show gre...     

云仿真系统可信度评估问题探讨

云仿真平台支持“云仿真”模式,能够自动查找仿真资源、动态构建云仿真系统。由于云仿真平台具有按需构建仿真服务、多粒度资源共享等特点,云仿真系统的可信度评估工作在仿真资源的可信度、仿真子系统的可信度、仿真运行环境的可靠性等方面面临新的问题。从云仿真系统全生命周期角度,建立了云仿真系统的可信度评估过程模型和云仿真系统可信度评估指标体系,并给出了一种仿真资源排序评估方法,为云仿真系统可信度评估工作提供参考。     

求解变分不等式与不动点问题的惯性次梯度外梯度算法

提出了一种求解变分不等式与不动点问题的惯性次梯度外梯度算法,证明了其弱收敛性定理,通过数值实验验证所得的理论结果.     

The emerging link between O-GlcNAcylation and neurological disorders

O-linked β-N-acetylglucosaminylation (O-GlcNAcylation) is involved in the regulation of many cellular cascades and neurological diseases such as Alzheimer’s disease (AD), Parkinson’s disease (PD), and stroke. In the brain, the expression of O-GlcNAcylation is notably heightened, as is that of O-linked N-acetylglucosaminyltransferase (OGT) and β-N-acetylglucosaminidase (OGA), the presence of which is prominent in many regions of neurological importance. Most importantly, O-GlcNAcylation is believed to contribute to the normal functioning of neurons; conversely, its dysregulation participates in the pathogenesis of neurological disorders. In neurodegenerative diseases, O-GlcNAcylation of the brain’s key proteins, such as tau and amyloid-β, interacts with their phosphorylation, thereby triggering the formation of neurofibrillary tangles and amyloid plaques. An increase of O-GlcNAcylation by pharmacological intervention prevents neuronal loss. Additionally, O-GlcNAcylation is stress sensitive, and its elevation is cytoprotective. Increased O-GlcNAcylation ameliorated brain damage in victims of both trauma-hemorrhage and stroke. In this review, we summarize the current understanding of O-GlcNAcylation’s physiological and pathological roles in the nervous system and provide a foundation for development of a therapeutic strategy for neurological disorders.     

Melatonin and mitochondrial function during ischemia/reperfusion injury

Ischemia/reperfusion (IR) injury occurs in many organs and tissues, and contributes to morbidity and mortality worldwide. Melatonin, an endogenously produced indolamine, provides a strong defense against IR injury. Mitochondrion, an organelle for ATP production and a decider for cell fate, has been validated to be a crucial target for melatonin to exert its protection against IR injury. In this review, we first clarify the mechanisms underlying mitochondrial dysfunction during IR and melatonin’s protection of mitochondria under this condition. Thereafter, special focus is placed on the protective actions of melatonin against IR injury in brain, heart, liver, and others. Finally, we explore several potential future directions of research in this area. Collectively, the information compiled here will serve as a comprehensive reference for the actions of melatonin in IR injury identified to date and will hopefully aid in the design of future research and increase the potential of melatonin as a therapeutic agent.     

Activation of the AXL kinase causes resistance to EGFR-targeted therapy in lung cancer

Human non-small cell lung cancers (NSCLCs) with activating mutations in EGFR frequently respond to treatment with EGFR-targeted tyrosine kinase inhibitors (TKIs), such as erlotinib, but responses are not durable, as tumors acquire resistance. Secondary mutations in EGFR (such as T790M) or upregulation of the MET kinase are found in over 50% of resistant tumors. Here, we report increased activation of AXL and evidence for epithelial-to-mesenchymal transition (EMT) in multiple in vitro and in vivo EGFR-mutant lung cancer models with acquired resistance to erlotinib in the absence of the EGFR p.Thr790Met alteration or MET activation. Genetic or pharmacological inhibition of AXL restored sensitivity to erlotinib in these tumor models. Increased expression of AXL and, in some cases, of its ligand GAS6 was found in EGFR-mutant lung cancers obtained from individuals with acquired resistance to TKIs. These data identify AXL as a promising therapeutic target whose inhibition could prevent or overcome acquired resistance to EGFR TKIs in individuals with EGFR-mutant lung cancer.     

广西壮族自治区青蒿生态气候适宜性区划

为有效指导广西青蒿（Artemisia annua L.）种植,本文结合文献,分析影响广西青蒿素（artemisinin）含量的主要气象要素,并建立了青蒿素含量-气象要素数学模型.利用地理信息系统的空间分析功能,选取与广西青蒿素含量相关性最高的17个气象要素,作为区划指标,对广西进行青蒿生态气候适宜性区划,划分出四级适宜区.可知广西西部和东北部的山区是最适宜青蒿生长的区域,青蒿苗期和花期时的气象要素对青蒿素含量的影响最大,花期时处于光照强度较高、温度相对较低、降水量较小区域内的青蒿中青蒿素含量较高.本文为广西青蒿种植适宜区域的选择提供了理论依据,对类似研究也具有参考意义.