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A Study on Market Efficiency with the Indexes of SSEC and SZSEC of China
Guo Xi DUAN(Guo Xi DUAN ),Hisashi TANIZAKI(Hisashi TANIZAKI ) 한국유통과학회 2022 The Journal of Asian Finance, Economics and Busine Vol.9 No.9
This paper studies market efficiency from a weak form aspect using opening and closing prices of the Shanghai stock exchange composite index (SSEC) and Shenzhen stock exchange composite index (SZSEC) under the expected return theory. Classical methods (autocorrelation and runs test) are used to examine the features of stock returns, and little evidence against mutual independence of returns is found. We predict daily returns of SSEC and SZSEC with AR(p) and VAR(p) models (in this paper, p = 5 is taken as a one-week lag) and perform a virtual experiment on two indexes based on the predicted value of daily returns from AR(p) or VAR(p) model. From the results of AR(p) and VAR(p) for two indexes, we attempt to find out how the market efficiency level changes when the information from the other market is under consideration as we check the market efficiency level in one market. We find that SSEC in 2014–2016 and SZSEC in 2015–2016 are inefficient from the result of autocorrelation, that SSEC in 2016 and SZSEC in 2013 are not efficient from the result of runs test, that the stock market is efficient except 2005, 2009, 2010 and 2017 in SSEC and 2005, 2016 and 2017 in SZSEC and that SSEC is more influenced by SZSEC but SSEC influences SZSEC less from the result of the virtual experiment.
A simple model for the f?d transition of actinide and heavy lanthanide ions in crystals
Chang-Kui Duan,Michael F. Reid,Gang Ruan 한국물리학회 2006 Current Applied Physics Vol.6 No.3
The original simple model for 4f5d transitions [C.K. Duan, M.F. Reid, G.W. Burdick, Phys. Rev. B 6 (2002) 155108; C.K. Duan,M.F. Reid, J. Solid State Chem. 171 (2003) 299], which assumes a stronger exchange Coulomb interaction between 4forbitals and 5dorbitals than the 4fspinorbit interaction, is extended to the case where the eect of thef(4ffor heavy lanthanide and 5ffor actinidef5dspectra of heavy lanthanide and actinide ions in crystals.
A transcriptional atlas of the silk gland in Antheraea pernyi revealed by IsoSeq
Duan Jianping,Li Shanshan,Zhang Zhengtian,Yao Lunguang,Yang Xinfeng,Ma Sanyuan,Duan Nini,Wang Jiazhen,Zhu Xuwei,Zhao Ping 한국응용곤충학회 2023 Journal of Asia-Pacific Entomology Vol.26 No.2
Silk fibers spun by the silk gland of Antheraea pernyi have many unique properties and are of great value in genetic improvement and non-traditional applications. However, the complete transcriptional landscape and accurate genic annotation of the silk gland are yet to be conducted, which limits related studies on this organ. In this study, isoform sequencing revealed the full-length transcriptome of the A. pernyi silk gland, producing 12,572 high-confidence isoforms from 7,658 genes, among which more than 40 % of genes have not yet been annotated in the reference genome. Moreover, approximately 9 % of isoforms are computationally identified as long non-coding RNAs (lncRNAs). Up to 1,492 alternative splicing (AS) and 3,068 alternative polyadenylation (APA) events were revealed within this transcriptome. In addition, 2,569 putative transcription factors (TFs) belonging to 68 different families were first identified in A. pernyi genome, including 871 TFs in silk gland, and some TF families have undergone expansion or contraction. This study significantly improve our knowledge of the genes expressed in the silk gland of A. pernyi and provide a valuable resource for the in-depth study of silk protein synthesis and spinning, genetic improvement, and non-traditional applications in A. pernyi.
Duan, Jia-xi,Zhang, Lin,Da, Liang-long,Sun, Xue-hai,Chen, Wen-jing The Society of Naval Architects of Korea 2020 International Journal of Naval Architecture and Oc Vol.12 No.1
In ocean environment, the sound speed gradient of seawater has an important influence on far field sound propagation. The FEM/BEM is used to decouple the vibroacoustic radiation of the spherical shell, and the Green function of the virtual source chain is adopted for decoupling. For far field radiated Sound Pressure Level (SPL), the Beam Displacement Ray normal Mode (BDRM) is employed. The vibration and near-/far-field radiated SPL of spherical shell is analyzed in shallow sea uniform layer, negative/positive gradient, negative thermocline environment, and deep-sea sound channel. Results show that the vibroacoustic radiation of spherical shell acted at 300Hz can be analogous to dipole. When the radiated field of the spherical shell is dominated by large-grazing-angle waves, it can be analogous to vertically distributed dipole, and the far field radiated SPL is lower; while similar to horizontally distributed dipole if dominated by small-grazing-angle waves, and the far field SPL is high.
Duan, Yishan,Kim, Gyeong-Hwuii,Seong, Jong-Hwan,Chung, Hun-Sik,Kim, Han-Soo The Korean Society of Applied Science and Technolo 2015 한국응용과학기술학회지 Vol.32 No.4
This study aimed at evaluating the antioxidant activity of raw yam (Dioscorea batatas $D_{ECNE.}$) extracted by n-butanol and ethyl acetate. The antioxidant activities, including ABTS [2,2'-azino-bis(3-ethylbenzothiazoline-6-sulfonic acid) diammonium salt] radical scavenging activity, DPPH (2,2-diphenyl-1-picrylhydrazyl) radical scavenging activity, reducing power, and ferric reducing antioxidant power as well as total phenol contents were studied in vitro. Results showed ethyl acetate extract ($111.88{\pm}0.66mg\;CAE/g$) possessed higher total phenol content than n-butanol extract ($78.68{\pm}0.58mg\;CAE/g$). Ethyl acetate extract exhibited stronger antioxidant activity compared with n-butanol extract apart from reducing power assay.
MEMD Interval Threshold Filter and Twin SVM for Electromagnetic Template Attack
Duan Li,Hong-xin Zhang,Qiang Li,Xinjie Zhao,Pengfei He 보안공학연구지원센터 2016 International Journal of Signal Processing, Image Vol.9 No.11
To overcome the dependence on prior knowledge of traditional filtering algorithm, this paper proposes a novel non-parameter and adaptive multivariate empirical mode decomposition interval threshold (MEMD-IT) denoising approach for signal preprocessing of electromagnetic template attack(ETA). MEMD-IT can reduce the discontinuity induced by traditional MEMD-DT and aims to remove the Gaussian noise coupled into side-channel electromagnetic radiations. The proposed method and some other filters such as butterworth low-pass filter(BLPF),wavelet threshold denoising and MEMD direct threshold (MEMD-DT) denoising are applied to analyze the electromagnetic radiation traces intercepted while cipher device was implementing RC4 encryption algorithm. Furthermore, twin SVM multi-class classifier based ETA was performed to evaluate the attack results. In the same attack scenario, the highest predictive success rate for 9 Hamming Weights of the key reached 92%,90%,84%,83% and 73% for MEMD-IT, WFTF, MEMD-DT,WULETF and BLPF preprocessing methods, respectively. The experiment results indicate that our proposed scheme has a significant performance compared with the traditional ETA.
Growth Data of Broiler Chickens Fitted to Gompertz Function
Duan-yai, S.,Young, B.A.,Lisle, A.,Coutts, J.A.,Gaughan, J.B. Asian Australasian Association of Animal Productio 1999 Animal Bioscience Vol.12 No.8
This study describes the growth of broiler chickens to the two forms of Gompertz function for application in broiler production models. The first form is based on the estimated mature weight ($W_A$), while the second is based on the estimated hatch weight ($W_O$). Both equations gave identical estimation because they are mathematically identical. To fit the growth curve of commercial broilers that marketed at 35-42 days, it is unnecessary to keep broilers to near maturity (> day 140) to obtain growth data for deriving the Gompertz function. This date does not improve the curve fitting of the early growing period. Additionally, a high mortality and health problem occurred to this type of chicken after day 105.
RhoA-mediated MLC2 regulates actin dynamics for cytokinesis in meiosis
Duan, Xing,Liu, Jun,Zhu, Cheng-Cheng,Wang, Qiao-Chu,Cui, Xiang-Shun,Kim, Nam-Hyung,Xiong, Bo,Sun, Shao-Chen Informa UK (TaylorFrancis) 2016 Cell Cycle Vol.15 No.3
<P>During oocyte meiosis, the bipolar spindle forms in the central cytoplasm and then migrates to the cortex. Subsequently, the oocyte extrudes the polar body through two successive asymmetric divisions, which are regulated primarily by actin filaments. Myosin light chain2 (MLC2) phosphorylation plays pivotal roles in smooth muscle contraction, stress fiber formation, cell motility and cytokinesis. However, whether MLC2 phosphorylation participates in the oocyte polarization and asymmetric division has not been clarified. The present study investigated the expression and functions of MLC2 during mouse oocyte meiosis. Our result showed that p-MLC2 was localized in the oocyte cortex, with a thickened cap above the chromosomes. Meanwhile, p-MLC2 was also localized in the poles of spindle. Disruption of MLC2 activity by MLC2 knock down (K-D) caused the failure of polar body extrusion. Immunofluorescent staining showed that a large proportion of oocytes arrested in telophase stage and failed to undergo cytokinesis after culturing for 12hours. In the meantime, actin filament staining at oocyte membrane and cytoplasm were reduced in MLC2K(D) oocytes. Finally, we found that the phosphorylation of MLC2 protein levels was decreased after disruption of RhoA activity. Above all, our data indicated that the RhoA-mediated MLC2 regulates the actin organization for cytokinesis during mouse oocyte maturation.</P>
Duan, Chuanjie,Zhang, Shuhua The Society of Naval Architects of Korea 2020 International Journal of Naval Architecture and Oc Vol.12 No.-
This work mainly focuses on determination of the fully plastic J-integral solutions for welded center cracked plates subjected to remote tension loading. Detailed three-dimensional elasticeplastic Finite Element Analyses (FEA) were implemented to compute the fully plastic J-integral along the crack front for a wide range of crack geometries, material properties and weld strength mismatch ratios for 900 cases. According to the database generated from FEA, Back-propagation Neural Network (BPNN) model was proposed to predict the values and distributions of fully plastic J-integral along crack front based on the variables used in FEA. The determination coefficient R2 is greater than 0.99, indicating the robustness and goodness of fit of the developed BPNN model. The network model can accurately and efficiently predict the elastic-plastic J-integral for weld centerline crack, which can be used to perform fracture analyses and safety assessment for welded center cracked plates with varying strength mismatch conditions under uniaxial loading.