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排序方式: 共有397条查询结果,搜索用时 250 毫秒
311.
This paper proposes a parsimonious threshold stochastic volatility (SV) model for financial asset returns. Instead of imposing a threshold value on the dynamics of the latent volatility process of the SV model, we assume that the innovation of the mean equation follows a threshold distribution in which the mean innovation switches between two regimes. In our model, the threshold is treated as an unknown parameter. We show that the proposed threshold SV model can not only capture the time‐varying volatility of returns, but can also accommodate the asymmetric shape of conditional distribution of the returns. Parameter estimation is carried out by using Markov chain Monte Carlo methods. For model selection and volatility forecast, an auxiliary particle filter technique is employed to approximate the filter and prediction distributions of the returns. Several experiments are conducted to assess the robustness of the proposed model and estimation methods. In the empirical study, we apply our threshold SV model to three return time series. The empirical analysis results show that the threshold parameter has a non‐zero value and the mean innovations belong to two separately distinct regimes. We also find that the model with an unknown threshold parameter value consistently outperforms the model with a known threshold parameter value. Copyright © 2016 John Wiley & Sons, Ltd. 相似文献
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314.
Glioblastoma stem-like cells give rise to tumour endothelium 总被引:2,自引:0,他引:2
Wang R Chadalavada K Wilshire J Kowalik U Hovinga KE Geber A Fligelman B Leversha M Brennan C Tabar V 《Nature》2010,468(7325):829-833
Glioblastoma (GBM) is among the most aggressive of human cancers. A key feature of GBMs is the extensive network of abnormal vasculature characterized by glomeruloid structures and endothelial hyperplasia. Yet the mechanisms of angiogenesis and the origin of tumour endothelial cells remain poorly defined. Here we demonstrate that a subpopulation of endothelial cells within glioblastomas harbour the same somatic mutations identified within tumour cells, such as amplification of EGFR and chromosome 7. We additionally demonstrate that the stem-cell-like CD133(+) fraction includes a subset of vascular endothelial-cadherin (CD144)-expressing cells that show characteristics of endothelial progenitors capable of maturation into endothelial cells. Extensive in vitro and in vivo lineage analyses, including single cell clonal studies, further show that a subpopulation of the CD133(+) stem-like cell fraction is multipotent and capable of differentiation along tumour and endothelial lineages, possibly via an intermediate CD133(+)/CD144(+) progenitor cell. The findings are supported by genetic studies of specific exons selected from The Cancer Genome Atlas, quantitative FISH and comparative genomic hybridization data that demonstrate identical genomic profiles in the CD133(+) tumour cells, their endothelial progenitor derivatives and mature endothelium. Exposure to the clinical anti-angiogenesis agent bevacizumab or to a γ-secretase inhibitor as well as knockdown shRNA studies demonstrate that blocking VEGF or silencing VEGFR2 inhibits the maturation of tumour endothelial progenitors into endothelium but not the differentiation of CD133(+) cells into endothelial progenitors, whereas γ-secretase inhibition or NOTCH1 silencing blocks the transition into endothelial progenitors. These data may provide new perspectives on the mechanisms of failure of anti-angiogenesis inhibitors currently in use. The lineage plasticity and capacity to generate tumour vasculature of the putative cancer stem cells within glioblastoma are novel findings that provide new insight into the biology of gliomas and the definition of cancer stemness, as well as the mechanisms of tumour neo-angiogenesis. 相似文献
315.
This article details the development of a new area classification for Britain based on internal migration variables taken from the 2001 Census. An explanation of why general-purpose area classifications already in existence are not ideal for internal migration analysis is provided, before an account of the construction of the new classification is given. The latter involves justification of the choice of variables, explanation of the methodology adopted and presentation of the final typology. 相似文献
316.
Sohn RA Willis C Humphris S Shank TM Singh H Edmonds HN Kunz C Hedman U Helmke E Jakuba M Liljebladh B Linder J Murphy C Nakamura K Sato T Schlindwein V Stranne C Tausenfreund M Upchurch L Winsor P Jakobsson M Soule A 《Nature》2008,453(7199):1236-1238
Roughly 60% of the Earth's outer surface is composed of oceanic crust formed by volcanic processes at mid-ocean ridges. Although only a small fraction of this vast volcanic terrain has been visually surveyed or sampled, the available evidence suggests that explosive eruptions are rare on mid-ocean ridges, particularly at depths below the critical point for seawater (3,000 m). A pyroclastic deposit has never been observed on the sea floor below 3,000 m, presumably because the volatile content of mid-ocean-ridge basalts is generally too low to produce the gas fractions required for fragmenting a magma at such high hydrostatic pressure. We employed new deep submergence technologies during an International Polar Year expedition to the Gakkel ridge in the Arctic Basin at 85 degrees E, to acquire photographic and video images of 'zero-age' volcanic terrain on this remote, ice-covered ridge. Here we present images revealing that the axial valley at 4,000 m water depth is blanketed with unconsolidated pyroclastic deposits, including bubble wall fragments (limu o Pele), covering a large (>10 km(2)) area. At least 13.5 wt% CO(2) is necessary to fragment magma at these depths, which is about tenfold the highest values previously measured in a mid-ocean-ridge basalt. These observations raise important questions about the accumulation and discharge of magmatic volatiles at ultraslow spreading rates on the Gakkel ridge and demonstrate that large-scale pyroclastic activity is possible along even the deepest portions of the global mid-ocean ridge volcanic system. 相似文献
317.
The ratio of genetic diversity on chromosome X to that on the autosomes is sensitive to both natural selection and demography. On the basis of whole-genome sequences of 69 females, we report that whereas this ratio increases with genetic distance from genes across populations, it is lower in Europeans than in West Africans independent of proximity to genes. This relative reduction is most parsimoniously explained by differences in demographic history without the need to invoke natural selection. 相似文献
318.
Momeni B Chen CC Hillesland KL Waite A Shou W 《Cellular and molecular life sciences : CMLS》2011,68(8):1353-1368
The web of life is weaved from diverse symbiotic interactions between species. Symbioses vary from antagonistic interactions such as competition and predation to beneficial interactions such as mutualism. What are the bases for the origin and persistence of symbiosis? What affects the ecology and evolution of symbioses? How do symbiotic interactions generate ecological patterns? How do symbiotic partners evolve and coevolve? Many of these questions are difficult to address in natural systems. Artificial systems, from abstract to living, have been constructed to capture essential features of natural symbioses and to address these key questions. With reduced complexity and increased controllability, artificial systems can serve as useful models for natural systems. We review how artificial systems have contributed to our understanding of symbioses. 相似文献
319.
Adam?SanMiguel Elizabeth?A.?GriceEmail author 《Cellular and molecular life sciences : CMLS》2015,72(8):1499-1515
The skin is colonized by an assemblage of microorganisms which, for the most part, peacefully coexist with their hosts. In some cases, these communities also provide vital functions to cutaneous health through the modulation of host factors. Recent studies have illuminated the role of anatomical skin site, gender, age, and the immune system in shaping the cutaneous ecosystem. Alterations to microbial communities have also been associated with, and likely contribute to, a number of cutaneous disorders. This review focuses on the host factors that shape and maintain skin microbial communities, and the reciprocal role of microbes in modulating skin immunity. A greater understanding of these interactions is critical to elucidating the forces that shape cutaneous populations and their contributions to skin homeostasis. This knowledge can also inform the tendency of perturbations to predispose and/or bring about certain skin disorders. 相似文献
320.
Gudmundsson J Sulem P Manolescu A Amundadottir LT Gudbjartsson D Helgason A Rafnar T Bergthorsson JT Agnarsson BA Baker A Sigurdsson A Benediktsdottir KR Jakobsdottir M Xu J Blondal T Kostic J Sun J Ghosh S Stacey SN Mouy M Saemundsdottir J Backman VM Kristjansson K Tres A Partin AW Albers-Akkers MT Godino-Ivan Marcos J Walsh PC Swinkels DW Navarrete S Isaacs SD Aben KK Graif T Cashy J Ruiz-Echarri M Wiley KE Suarez BK Witjes JA Frigge M Ober C Jonsson E Einarsson GV Mayordomo JI Kiemeney LA 《Nature genetics》2007,39(5):631-637
Prostate cancer is the most prevalent noncutaneous cancer in males in developed regions, with African American men having among the highest worldwide incidence and mortality rates. Here we report a second genetic variant in the 8q24 region that, in conjunction with another variant we recently discovered, accounts for about 11%-13% of prostate cancer cases in individuals of European descent and 31% of cases in African Americans. We made the current discovery through a genome-wide association scan of 1,453 affected Icelandic individuals and 3,064 controls using the Illumina HumanHap300 BeadChip followed by four replication studies. A key step in the discovery was the construction of a 14-SNP haplotype that efficiently tags a relatively uncommon (2%-4%) susceptibility variant in individuals of European descent that happens to be very common (approximately 42%) in African Americans. The newly identified variant shows a stronger association with affected individuals who have an earlier age at diagnosis. 相似文献