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31.
Stochastic covariance models have been explored in recent research to model the interdependence of assets in financial time series. The approach uses a single stochastic model to capture such interdependence. However, it may be inappropriate to assume a single coherence structure at all time t. In this paper, we propose the use of a mixture of stochastic covariance models to generalize the approach and offer greater flexibility in real data applications. Parameter estimation is performed by Bayesian analysis with Markov chain Monte Carlo sampling schemes. We conduct a simulation study on three different model setups and evaluate the performance of estimation and model selection. We also apply our modeling methods to high‐frequency stock data from Hong Kong. Model selection favors a mixture rather than non‐mixture model. In a real data study, we demonstrate that the mixture model is able to identify structural changes in market risk, as evidenced by a drastic change in mixture proportions over time. Copyright © 2016 John Wiley & Sons, Ltd. 相似文献
32.
Meta-analysis identifies nine new loci associated with rheumatoid arthritis in the Japanese population 总被引:1,自引:0,他引:1
Okada Y Terao C Ikari K Kochi Y Ohmura K Suzuki A Kawaguchi T Stahl EA Kurreeman FA Nishida N Ohmiya H Myouzen K Takahashi M Sawada T Nishioka Y Yukioka M Matsubara T Wakitani S Teshima R Tohma S Takasugi K Shimada K Murasawa A Honjo S Matsuo K Tanaka H Tajima K Suzuki T Iwamoto T Kawamura Y Tanii H Okazaki Y Sasaki T Gregersen PK Padyukov L Worthington J Siminovitch KA Lathrop M Taniguchi A Takahashi A Tokunaga K Kubo M Nakamura Y Kamatani N Mimori T Plenge RM Yamanaka H Momohara S Yamada R 《Nature genetics》2012,44(5):511-516
Rheumatoid arthritis is a common autoimmune disease characterized by chronic inflammation. We report a meta-analysis of genome-wide association studies (GWAS) in a Japanese population including 4,074 individuals with rheumatoid arthritis (cases) and 16,891 controls, followed by a replication in 5,277 rheumatoid arthritis cases and 21,684 controls. Our study identified nine loci newly associated with rheumatoid arthritis at a threshold of P < 5.0 × 10(-8), including B3GNT2, ANXA3, CSF2, CD83, NFKBIE, ARID5B, PDE2A-ARAP1, PLD4 and PTPN2. ANXA3 was also associated with susceptibility to systemic lupus erythematosus (P = 0.0040), and B3GNT2 and ARID5B were associated with Graves' disease (P = 3.5 × 10(-4) and 2.9 × 10(-4), respectively). We conducted a multi-ancestry comparative analysis with a previous meta-analysis in individuals of European descent (5,539 rheumatoid arthritis cases and 20,169 controls). This provided evidence of shared genetic risks of rheumatoid arthritis between the populations. 相似文献
33.
通过剖析傣族孔雀舞的事例来研究中国政府的文艺政策是以何种形式与少数民族的文化传统相结合,并在社会主义体制下如何参与展示民族形象的。认为中国共产党为了使统一的多民族的国家形象化,所以想通过民族舞蹈改变人们对少数民族既存的形象和想象,并期待民族舞蹈对展示的"想象的共同体"发挥积极的作用。 相似文献
34.
S Tachibana SA Sullivan S Kawai S Nakamura HR Kim N Goto N Arisue NM Palacpac H Honma M Yagi T Tougan Y Katakai O Kaneko T Mita K Kita Y Yasutomi PL Sutton R Shakhbatyan T Horii T Yasunaga JW Barnwell AA Escalante JM Carlton K Tanabe 《Nature genetics》2012,44(9):1051-1055
P. cynomolgi, a malaria-causing parasite of Asian Old World monkeys, is the sister taxon of P. vivax, the most prevalent malaria-causing species in humans outside of Africa. Because P. cynomolgi shares many phenotypic, biological and genetic characteristics with P. vivax, we generated draft genome sequences for three P. cynomolgi strains and performed genomic analysis comparing them with the P. vivax genome, as well as with the genome of a third previously sequenced simian parasite, Plasmodium knowlesi. Here, we show that genomes of the monkey malaria clade can be characterized by copy-number variants (CNVs) in multigene families involved in evasion of the human immune system and invasion of host erythrocytes. We identify genome-wide SNPs, microsatellites and CNVs in the P. cynomolgi genome, providing a map of genetic variation that can be used to map parasite traits and study parasite populations. The sequencing of the P. cynomolgi genome is a critical step in developing a model system for P. vivax research and in counteracting the neglect of P. vivax. 相似文献
35.
Summary
Tetrahymena pyriformis grown to logarithmic phase and then inoculated into either fresh or conditioned medium exhibited a shorter lag phase than ciliates taken from stationary phase cultures. The growth inhibiting substance(s), which is probably produced by the growing ciliates, is thermostable and can be adsorbed to activated charcoal. 相似文献
36.
Iseki M Matsunaga S Murakami A Ohno K Shiga K Yoshida K Sugai M Takahashi T Hori T Watanabe M 《Nature》2002,415(6875):1047-1051
Blue light regulates processes such as the development of plants and fungi and the behaviour of microbes. Two types of blue-light receptor flavoprotein have been identified: cryptochromes, which have partial similarity to photolyases, and phototropins, which are photoregulated protein kinases. The former have also been found in animals with evidence of essential roles in circadian rhythms. Euglena gracilis, a unicellular flagellate, abruptly changes its swimming direction after a sudden increase or decrease in incident blue light intensity, that is, step-up or step-down photophobic responses, resulting in photoavoidance or photoaccumulation, respectively. Although these photobehaviours of Euglena have been studied for a century, the photoreceptor molecules mediating them have remained unknown. Here we report the discovery and biochemical characterization of a new type of blue-light receptor flavoprotein, photoactivated adenylyl cyclase, in the photoreceptor organelle of Euglena gracilis, with molecular genetic evidence that it mediates the step-up photophobic response. 相似文献
37.
Gramicidin S and polymyxins are small cationic cyclic peptides and act as potent antibiotics against Gram-negative and Gram-positive bacteria by perturbing integrity of the bacterial membranes. Screening of a natural antibiotics library with bacterial membrane vesicles identified gramicidin S as an inhibitor of cytochrome bd quinol oxidase and an alternative NADH dehydrogenase (NDH-2) and polymyxin B as an inhibitor of NDH-2 and malate: quinone oxidoreductase. Our studies showed that cationic cyclic peptide antibiotics have novel molecular targets in the membrane and interfere ligand binding on the hydrophobic surface of enzymes. Improvement of the toxicity and optimization of the structures and clinical uses are urgently needed for their effective application in combating drug-resistant bacteria. 相似文献
38.
ATP drives lamina propria T(H)17 cell differentiation 总被引:2,自引:0,他引:2
Atarashi K Nishimura J Shima T Umesaki Y Yamamoto M Onoue M Yagita H Ishii N Evans R Honda K Takeda K 《Nature》2008,455(7214):808-812
Interleukin (IL)-17-producing CD4(+) T lymphocytes (T(H)17 cells) constitute a subset of T-helper cells involved in host defence and several immune disorders. An intriguing feature of T(H)17 cells is their selective and constitutive presence in the intestinal lamina propria. Here we show that adenosine 5'-triphosphate (ATP) that can be derived from commensal bacteria activates a unique subset of lamina propria cells, CD70(high)CD11c(low) cells, leading to the differentiation of T(H)17 cells. Germ-free mice exhibit much lower concentrations of luminal ATP, accompanied by fewer lamina propria T(H)17 cells, compared to specific-pathogen-free mice. Systemic or rectal administration of ATP into these germ-free mice results in a marked increase in the number of lamina propria T(H)17 cells. A CD70(high)CD11c(low) subset of the lamina propria cells expresses T(H)17-prone molecules, such as IL-6, IL-23p19 and transforming-growth-factor-beta-activating integrin-alphaV and -beta8, in response to ATP stimulation, and preferentially induces T(H)17 differentiation of co-cultured naive CD4(+) T cells. The critical role of ATP is further underscored by the observation that administration of ATP exacerbates a T-cell-mediated colitis model with enhanced T(H)17 differentiation. These observations highlight the importance of commensal bacteria and ATP for T(H)17 differentiation in health and disease, and offer an explanation of why T(H)17 cells specifically present in the intestinal lamina propria. 相似文献
39.
Kawamura Y Saito K Kin T Ono Y Asai K Sunohara T Okada TN Siomi MC Siomi H 《Nature》2008,453(7196):793-797
40.
Kleinman ME Yamada K Takeda A Chandrasekaran V Nozaki M Baffi JZ Albuquerque RJ Yamasaki S Itaya M Pan Y Appukuttan B Gibbs D Yang Z Karikó K Ambati BK Wilgus TA DiPietro LA Sakurai E Zhang K Smith JR Taylor EW Ambati J 《Nature》2008,452(7187):591-597
Clinical trials of small interfering RNA (siRNA) targeting vascular endothelial growth factor-A (VEGFA) or its receptor VEGFR1 (also called FLT1), in patients with blinding choroidal neovascularization (CNV) from age-related macular degeneration, are premised on gene silencing by means of intracellular RNA interference (RNAi). We show instead that CNV inhibition is a siRNA-class effect: 21-nucleotide or longer siRNAs targeting non-mammalian genes, non-expressed genes, non-genomic sequences, pro- and anti-angiogenic genes, and RNAi-incompetent siRNAs all suppressed CNV in mice comparably to siRNAs targeting Vegfa or Vegfr1 without off-target RNAi or interferon-alpha/beta activation. Non-targeted (against non-mammalian genes) and targeted (against Vegfa or Vegfr1) siRNA suppressed CNV via cell-surface toll-like receptor 3 (TLR3), its adaptor TRIF, and induction of interferon-gamma and interleukin-12. Non-targeted siRNA suppressed dermal neovascularization in mice as effectively as Vegfa siRNA. siRNA-induced inhibition of neovascularization required a minimum length of 21 nucleotides, a bridging necessity in a modelled 2:1 TLR3-RNA complex. Choroidal endothelial cells from people expressing the TLR3 coding variant 412FF were refractory to extracellular siRNA-induced cytotoxicity, facilitating individualized pharmacogenetic therapy. Multiple human endothelial cell types expressed surface TLR3, indicating that generic siRNAs might treat angiogenic disorders that affect 8% of the world's population, and that siRNAs might induce unanticipated vascular or immune effects. 相似文献