198,100 research outputs found
Fitting Weibull ACD Models to High Frequency Transactions Data: A Semi-parametric Approach based on Estimating Functions
No full textAutoregressive conditional duration (ACD) models play an important role in financial modeling. This paper considers the estimation of the Weibull ACD model using a semi-parametric approach based on the theory of estimating functions (EF). We apply the EF and the maximum likelihood (ML) methods to a data set given in Tsay (2003, p203) to compare these two methods. It is shown that the EF approach is easier to apply in practice and gives better estimates than the MLE. Results show that the EF approach is compatible with the ML method in parameter estimation. Furthermore, the computation speed for the EF approach is much faster than for the MLE and therefore offers a significant reduction of the completion time.Volatility, Option pricing, Volatility of volatility, Forecasting
T Cell responses to whole SARS Coronavirus in humans
No full textEffective vaccines should confer long-term protection against future outbreaks of severe acute respiratory syndrome (SARS) caused by a novel zoonotic coronavirus (SARS-CoV) with unknown animal reservoirs. We conducted a cohort study examining multiple parameters of immune responses to SARS-CoV infection, aiming to identify the immune correlates of protection. We used a matrix of overlapping peptides spanning whole SARS-CoV proteome to determine T cell responses from 128 SARS convalescent samples by ex vivo IFN-γ ELISPOT assays. Approximately 50% of convalescent SARS patients were positive for T cell responses, and 90% possessed strongly neutralizing Abs. Fifty-five novel T cell epitopes were identified, with spike protein dominating total T cell responses. CD8+ T cell responses were more frequent and of a greater magnitude than CD4+ T cell responses (p < 0.001).
Polychromatic cytometry analysis indicated that the virus-specific T cells from the severe group tended to be a central memory phenotype (CD27+/CD45RO+) with a significantly higher frequency of polyfunctional CD4+ T cells producing IFN-γ, TNF-α, and IL-2, and CD8+ T cells producing IFN-γ, TNF-α, and CD107a (degranulation), as compared with the mild-moderate group. Strong T cell responses correlated significantly (p < 0.05) with higher neutralizing Ab. The serum cytokine profile during acute infection indicated a significant elevation of innate immune responses. Increased Th2 cytokines were observed in patients with fatal infection. Our study provides a roadmap for the immunogenicity of SARS-CoV and types of immune responses that may be responsible for the virus clearance, and should serve as a benchmark for SARS-CoV vaccine design and evaluation
State space modeling of Gegenbauer processes with long memory
No full textAn approximation of a Gegenbauer autoregressive moving average (GARMA) process with long memory using a finite order moving average (MA) representation is considered. The state space form of the MA approximation is developed and the corresponding estimates are obtained by pseudo maximum likelihood using the Kalman filter. For comparative purposes the same exercise is executed with an autoregressive (AR) approximation. Using an extensive Monte Carlo experiment, optimal order of the chosen MA approximation is established, and found it was not very large (around 35) and rather insensitive to the sample size. Further evidence suggests the approximation is reliable for forecasting and signal extraction with periodic long memory components. A rolling forecasting experiment was performed to validate the choice of optimal order of both AR and MA approximations in terms of predictive accuracy. Finally, the proposed methodology was applied to two yearly sunspots time series, and compared with corresponding results proposed in the literature
The M, E, and N structural proteins of the severe acute respiratory syndrome coronavirus are required for efficient assembly, trafficking, and release of virus-like particles
No full textCopyright @ 2008 American Society for Microbiology.The production of virus-like particles (VLPs) constitutes a relevant and safe model to study molecular determinants of virion egress. The minimal requirement for the assembly of VLPs for the coronavirus responsible for severe acute respiratory syndrome in humans (SARS-CoV) is still controversial. Recent studies have shown that SARS-CoV VLP formation depends on either M and E proteins or M and N proteins. Here we show that both E and N proteins must be coexpressed with M protein for the efficient production and release of VLPs by transfected Vero E6 cells. This suggests that the mechanism of SARS-CoV assembly differs from that of other studied coronaviruses, which only require M and E proteins for VLP formation. When coexpressed, the native envelope trimeric S glycoprotein is incorporated onto VLPs. Interestingly, when a fluorescent protein tag is added to the C-terminal end of N or S protein, but not M protein, the chimeric viral proteins can be assembled within VLPs and allow visualization of VLP production and trafficking in living cells by state-of-the-art imaging technologies. Fluorescent VLPs will be used further to investigate the role of cellular machineries during SARS-CoV egress.The University of Hong Kong and the French Ministry of Health
Dr. Duane M. Jackson, Morehouse College, July 2011
No full textThis video is a conversation with Dr. Duane M. Jackson. Dr. Jackson talks about his paper, "Recall and the Serial Position Effect: The Role of Primacy and Recency on Accounting Students' Performance." Jackie Daniel, AUC Woodruff Library, is the interviewer
"Reflections on the subject of Emigration from Europe with a view to Settlement in the United States" By M. Carey.
No full text"Reflections on the subject of Emigration from Europe with a view to Settlement in the United States: containing bried sketches of the moral and political character of those states.
By M. Carey, member of the American philosophical, and of the American Antiquarian Society, and author of The Olive Branch, Cindiciae Hibernicae, essays on banking, on political economy, and on internal improvement.
To which are now added the English editor's comments on the subject; together with Important Advice to Emigrants, and Cautions Against Impositions Practiced in the Outports
Supplemental Material, sj-pdf-1-vet-10.1177_03009858211043084 - Cellular tropism of SARS-CoV-2 in the respiratory tract of Syrian hamsters and B6.Cg-Tg(K18-ACE2)2Prlmn/J transgenic mice
No full textSupplemental Material, sj-pdf-1-vet-10.1177_03009858211043084 for Cellular tropism of SARS-CoV-2 in the respiratory tract of Syrian hamsters and B6.Cg-Tg(K18-ACE2)2Prlmn/J transgenic mice by Hui-Ling Yen, Sophie Valkenburg, Sin Fun Sia, Ka Tim Choy, J. S. Malik Peiris, Karen H. M. Wong, Nicholas Crossland, Florian Douam and John M. Nicholls in Veterinary Pathology</p
Dispelling the Myths Behind First-author Citation Counts
No full textWe conducted a full-scale evaluative citation analysis study of scholars in the XML research field to explore just how different from each other author rankings resulting from different citation counting methods actually are, and to demonstrate the capability of emerging data and tools on the Web in supporting more realistic citation counting methods. Our results contest some common arguments for the continued
use of first-author citation counts in the evaluation of scholars, such as high correlations between author rankings by first-author citation counts and other citation
counting methods, and high costs of using more realistic citation counting methods that are not well-supported by the ISI databases. It is argued that increasingly available digital full text research papers make it possible for citation analysis studies to go beyond what the ISI databases have directly supported and to employ more
sophisticated methods
Dr. Glendon Swarthout
No full textHosted by Roger M. Busfield, MSU Assistant Professor of Speech and Theater, Meet the Author is designed to introduce a general audience to a contemporary author and their work through in-depth interviews. This episode features a conversation between Dr. Glendon Swarthout, prolific author and English professor at MSU, and assistant professors Sam S. Baskett and Theodore B. Strandness
The presence of 5-HT in myenteric varicosities is not due to uptake of 5-HT released from the mucosa during dissection: use of a novel method for quantifying 5-HT immunoreactivity in myenteric ganglia
No full textAuthor version made available according to Publisher copyright policy. This is the accepted version of the following article:
Keating, D. J., Peiris, H., Kyloh, M., Brookes, S. J. H. and Spencer, N. J. (2013), The presence of 5-HT in myenteric varicosities is not due to uptake of 5-HT released from the mucosa during dissection: use of a novel method for quantifying 5-HT immunoreactivity in myenteric ganglia. Neurogastroenterology & Motility, 25: 849–853,
which has been published in final form at
http://dx.doi.org/10.1111/nmo.12189.
In addition, authors may also transmit, print and share copies with colleagues, provided that there is no systematic distribution of the submitted version, e.g. posting on a listserve, network or automated delivery
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