C-terminal truncations in human 3'-5' DNA exonuclease TREX1 cause autosomal dominant retinal vasculopathy with cerebral leukodystrophy

Autosomal dominant retinal vasculopathy with cerebral leukodystrophy is a microvascular endotheliopathy with middle-age onset. In nine families, we identified heterozygous C-terminal frameshift mutations in TREX1, which encodes a 3'-5' exonuclease. These truncated proteins retain exonuclease activity but lose normal perinuclear localization. These data have implications for the maintenance of vascular integrity in the degenerative cerebral microangiopathies leading to stroke and dementias.     

Multivariate GARCH Models with Correlation Clustering

A new clustered correlation multivariate generalized autoregressive conditional heteroskedasticity (CC‐MGARCH) model that allows conditional correlations to form clusters is proposed. This model generalizes the time‐varying correlation structure of Tse and Tsui (2002, Journal of Business and Economic Statistics 20 : 351–361) by classifying the correlations among the series into groups. To estimate the proposed model, Markov chain Monte Carlo methods are adopted. Two efficient sampling schemes for drawing discrete indicators are also developed. Simulations show that these efficient sampling schemes can lead to substantial savings in computation time in Monte Carlo procedures involving discrete indicators. Empirical examples using stock market and exchange rate data are presented in which two‐cluster and three‐cluster models are selected using posterior probabilities. This implies that the conditional correlation equation is likely to be governed by more than one set of decaying parameters. Copyright © 2011 John Wiley & Sons, Ltd.     

Forecasting and trading strategies based on a price trend model

In this paper, we consider the price trend model in which it is assumed that the time series of a security's prices contain a stochastic trend component which remains constant on each of a sequence of time intervals, with each interval having random duration. A quasi‐maximum likelihood method is used to estimate the model parameters. Optimal one‐step‐ahead forecasts of returns are derived. The trading rule based on these forecasts is constructed and is found to bear similarity to a popular trading rule based on moving averages. When applying the methods to forecast the returns of the Hang Seng Index Futures in Hong Kong, we find that the performance of the newly developed trading rule is satisfactory. Copyright © 2000 John Wiley & Sons, Ltd.     

Three mutant insulins in man

We have previously identified a structurally abnormal insulin in the serum and pancreas of a middle-aged man with diabetes mellitus which arose from a leucine for phenylalanine substitution at position 24 or 25 of the insulin B chain; further analysis of the patient's leukocyte DNA showed that one of the patient's insulin alleles had undergone mutation resulting in loss of an MboII restriction site normally present in the human insulin gene. Two additional and unrelated patients with the same clinical syndrome have now been identified (ref. 4 and unpublished results). All of these patients showed hyperglycaemia typical of diabetes and with marked hyperinsulinaemia typical of insulin resistance, but all three show normal tolerance to exogenously administered insulin. As the opportunity of examining pancreatic tissue from patients suspected of secreting insulin variants is rare, we have developed a method combining HPLC and radioimmunoassay to identify insulin variants isolated from human sera. By this method we have shown that all three patients noted above secrete structurally variant and chemically distinct insulins. In correction of our original assignment, one is identified as [LeuB25]insulin.     

Efficient bayesian learning in non-linear dynamic models

This paper demonstrates the practical application of recently developed techniques of efficient numerical analysis for dynamic models. The models presented share a common basic structural foundation but nevertheless cover a very large arena of possible applications, as will be shown.     

Saccharide Recognition by Oligo（ meta-ethynylpyridine）s in Protic Media

Previously, we have reported tris（ethynylpyridine） macrocycles as synthetic receptors for ribofuranosides, deoxyribofuranosides, and glucopyranosides. consisted of “meta”-tethered ethynylpyridine trimers. The hydrogen-bonding skeletons of the macrocycles If the ethynylpyridine unit is polymerized, the resulting oligo-and poly（rneta-ethynylpyridine） s would adopt unfolded, somewhat zigzag conformations because each pyridine nitrogen is mainly located on opposite sides of the ethynediyl bonds to cancel the dipoles. When the polymer meets with a saccharide, its pseudolinear conformation may be guided to a well-ordered helical structure in order that the nitrogen atoms of the pyridine rings inwardly interact with peripheral saccharide-OH groups in a manner similar to those of the macrocycles （Fig. 1）. Thus, the chirality of saccharides added can be transferred to the helical sense of the polymer, depending on the stereochemistry of the saccharides.