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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.
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.
야생산사(Crataegus pinnatifida BUNGE)씨 생리활성물질의 산화억제 효과
Duan Yishan,김민아(Min-A Kim),김한수(Han-Soo Kim),성종환(Jong-Hwan Seong),이영근(Young-Guen Lee),김동섭(Dong-Seob Kim),정헌식(Hun-Sik Chung) 한국생명과학회 2014 생명과학회지 Vol.24 No.4
본 연구에서는 야생산사씨의 항산화 활성을 알아보고자 70% methanol, 70% ethanol, chloroform:methanol (CM, 2:1, v / v), n-butanol, ethyl acetate (EA) 용매로 추출하여, 시료 농도 0.2 mg/ml, 0.5 mg/ml, 0.8 mg/ml에서 측정 비교 하였다. DPPH, reducing power, FRAP 및 ABTS radical 소거활성은 70% methanol, 70% ethanol, EA, CM, n-butanol 추출물 순으로 높게 측정되어 모두 같은 경향을 나타내었다. 특히, DPPH에서 70% methanol 추출물은 18.22%~65.42%, 70% ethanol 추출물은 15.97%~60.25%의 우수한 radical 소거 활성을 보였다. NO radical 소거 활성은 n-butanol, EA, CM, 70% methanol, 70% ethanol 추출물 순으로 나타났으며, OH- radical 소거활성은 n-butanol, 70% methanol, 70% ethanol, CM, EA 추출물 순으로 측정되었다. 모든 용매 추출물은 대조군으로 사용한 표준물질에 비해서는 유의적으로 항산화 활성이 낮은 것으로 나타났다. 산사씨 용매 추출물 중 70% methanol 및 70% ethanol 추출물의 항산화 활성이 대부분 높은 경향이었다. 따라서 산사씨는 우수한 천연 항산화제로 활용이 가능할 것으로 사료된다. Haw (Crataegus pinnatifida BUNGE) is a medicinal plant commonly used in Korea due to its beneficial health effects. This study was performed to investigate the antioxidative activity of bioactive components from haw seed. Freeze-dried seed was processed with various solvents such as 70% methanol, 70% ethanol, a mixture of chloroform and methanol (2:1, v / v), n-butanol and ethyl acetate (EA). DPPH, reducing power, ferric reducing antioxidant power (FRAP), and ABTS radical scavenging activity decreased in this order: 70% methanol, 70% ethanol, EA, CM, n-butanol extracts. NO radical scavenging activity was high in the n-butanol extract (36.73% in 0.8 mg/ml concentration) and low in the 70% ethanol extract (24.96% in 0.8 mg/ml concentration). OH- radical scavenging activity of n-butanol extract (40.42% in 0.8 mg/ml concentration) was higher than the other extracts, but EA extract was the lowest (13.39%) at the same concentration. The results show that each extract contained various antioxidative substances and it seemed that different influence at each antioxidative activity.
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.
FIXED POINTS OF WEAKLY INWARD 1-SET-CONTRACTION MAPPINGS
Duan, Huagui,Xu, Shaoyuan,Li, Guozhen Korean Mathematical Society 2008 대한수학회지 Vol.45 No.6
In this paper, we introduce a fixed point index of weakly inward 1-set-contraction mappings. With the aid of the new index, we obtain some new fixed point theorems, nonzero fixed point theorems and multiple positive fixed points for this class of mappings. As an application of nonzero fixed point theorems, we discuss an eigenvalue problem.