A New GARCH-Type Model

Qingfeng Liu 충남대학교 경영경제연구소 2010 경영경제연구 Vol.33 No.2

Liu와 Morimune(2005)는 일련의 양(+)의 충격 혹은 음(-)의 충격이 변동성에 미치는 영향을 포착하기 위하여 GARCH 모델을 확장하였다. 그리고 이 새로운 모델을 OGARCH 모델이라고 명명하였다. 그러나 OGARCH 모델에 대해 몇몇 연구자들이 충격의 함수형태에 문제가 있을 수 있음을 제기했다. 현재의 함수형태에서는 OGARCH 모델이 불안정할 수 있다는 것이다. 본 연구에서는 이러한 문제를 극복하기 위하여 충격에 대한 새로운 함수형태를 채택하여 모형을 수정하였다. 새로운 형태의 GARCH 모델은 일련의 양(+)의 충격 혹은 음(-)의 충격의 날짜 수가 변동성에 미치는 영향을 포착하도록 수정되었다. 본 연구는 새로운 모델을 SSEC, KS11, N225 지수들에 적용해 보았으며, 그 결과 상하이주식시장의 SSEC 지수를 분석하는데 특히 유용했음을 알 수 있었다. 또한 새로운 모형은 실증적 연구에서 OGARCH 모형과 GARCH 모형보다 더욱 좋은 결과를 보여주었다. Liu and Morimune (2005) expanded GARCH model to capture the effect of a consecutive number of positive or negative shocks on volatilities. They named that model OGARCH model. However, a shortcoming of OGARCH model on the function form was pointed out by some researchers. Due to this shortcoming, OGARCH model could be unstable. In this paper, in order to overcome this problem of OGARCH model, we modified it by adopting a different function of the spells of shocks. A new GARCH type model is established by means of capturing the effect on volatilities of the consecutive number of days of positive or negative shocks. The new model is applied to the SSEC, KS11 and N225 indices and is found particularly useful in analyzing the SSEC index of Shanghai market. Moreover, the new model performs better than OGARCH and GARCH model in the empirical study.

Conformational Transitions of Polymer Brushes for Reversibly Switching Graphene Transistors

Liu, Song,Jamali, Safa,Liu, Qingfeng,Maia, Joao,Baek, Jong-Beom,Jiang, Naisheng,Xu, Ming,Dai, Liming American Chemical Society 2016 Macromolecules Vol.49 No.19

<P>We developed a facile, but efficient, approach to graphene field-effect transistors (FET) functionalized with polymer brushes, in which the conductance can be reversibly switched by solvent-induced polymer conformational changes. Our experimental and stimulation results demonstrated that the solvent-induced conformational transition of the polymer brush could affect the carrier concentration by changing the number of,scattering sites associated with the graphene-polymer contact areas, leading to reversible electrical switching for the graphene FET device. Both end-adsorbed diblock and triblock copolymers showed similar switching effect through the solvent-induced chain stretching-collapse and tail-to-loop conformational changes, respectively. This work provides new platform technologies for developing novel electronic devices with tunable electrical properties and for studying macromolecular conformations and conformational transitions.</P>

ALMA Reveals Sequential High-mass Star Formation in the G9.62+0.19 Complex

Liu, Tie,Lacy, John,Li, Pak Shing,Wang, Ke,Qin, Sheng-Li,Zhang, Qizhou,Kim, Kee-Tae,Garay, Guido,Wu, Yuefang,Mardones, Diego,Zhu, Qingfeng,Tatematsu, Ken’ichi,Hirota, Tomoya,Ren, Zhiyuan,Liu, Sheng-Yu American Astronomical Society 2017 The Astrophysical journal Vol.849 No.1

<P>Stellar feedback from high-mass stars (e.g., H II regions) can strongly influence the surrounding interstellar medium and regulate star formation. Our new ALMA observations reveal sequential high-mass star formation taking place within one subvirial filamentary clump (the G9.62 clump) in the G9.62+0.19 complex. The 12 dense cores (MM1-MM12) detected by ALMA are at very different evolutionary stages, from the starless core phase to the UC H II region phase. Three dense cores (MM6, MM7/G, MM8/F) are associated with outflows. The mass-velocity diagrams of the outflows associated with MM7/G and MM8/F can be well-fit by broken power laws. The mass-velocity diagram of the SiO outflow associated with MM8/F breaks much earlier than other outflow tracers (e.g., CO, SO, CS, HCN), suggesting that SiO traces newly shocked gas, while the other molecular lines (e.g., CO, SO, CS, HCN) mainly trace the ambient gas continuously entrained by outflow jets. Five cores (MM1, MM3, MM5, MM9, MM10) are massive starless core candidates whose masses are estimated to be larger than 25 M-circle dot, assuming a dust temperature of <= 20 K. The shocks from the expanding H II regions ('B' and 'C') to the west may have a great impact on the G9.62 clump by compressing it into a filament and inducing core collapse successively, leading to sequential star formation. Our findings suggest that stellar feedback from H II regions may enhance the star formation efficiency and suppress low-mass star formation in adjacent pre-existing massive clumps.</P>

Identification of DNA methylation and genetic alteration simultaneously from a single blood biopsy

Chen Xiaomin,Liu Jiahui,Li Jun,Xie Yinpeng,Yu Zichen,Shen Lu,Liu Qingfeng,Wu Wei,Zhao Qiang,Lin Haoxiang,Liu Gaotong,Luo Qiuping,Yang Ling,Huang Yi,Zhao Meiru,Yi Xin,Xia Xuefeng 한국유전학회 2023 Genes & Genomics Vol.45 No.5

Background High-throughput sequencing of blood cell-free DNA (cfDNA) techniques offer an opportunity to characterize and monitor cancer rapidly in a non-invasive and real-time manner. Nonetheless, there lacks a tool within therapeutic arsenal to identify multi-omics alterations simultaneously from a single biopsy. In current times, bisulfite-based sequencing detects 5mC and 5hmC at single-base resolution is the golden standard of DNA methylation, while the degradation of DNA and biased sequencing data are the problems of this method. Objective To identify the consistency analysis of methylation and genetic variation with single library, we presented a platform detecting multi-omics data simultaneously from a single blood biopsy using bisulfite-free method of genomic methylation sequencing (GM-seq) mediated by TET enzyme. Methods We detected methylomic and genetic changes simultaneously from a single blood biopsy in NA12878 and randomly chose ten blood biopsies from colorectal cancer or lung cancer patients to validate the ability of GM-seq. Results Similar cytosine methylation level between whole genome bisulfite sequencing (WGBS) and GM-seq were identified in NA12878. Moreover, longer insert size, CpGs coverage and GC distribution were outperformed than WGBS. In addition, the comparison of the single nucleotide polymorphism (SNP), insertion-deletion (Indel) and copy number variation (CNV) in NA12878 or ctDNA from liver cancer between GM-seq and whole genome sequencing (WGS) show a good consistency, indicating that this method is feasible for detecting genetic variation in blood. Conclusion In conclusion, our work demonstrated a method for identification of the methylated modification and genetic variations simultaneously from a single blood biopsy.

Corrigendum to “Adaptive scheduling for real-time and temporal information services in vehicular networks” [Transport. Res. Part C 71 (2016) 313–332]

Dai, Penglin,Liu, Kai,Feng, Liang,Zhuge, Qingfeng,Lee, Victor C.S.,Son, Sang H. Elsevier 2017 Transportation research. Part C, Emerging technolo Vol.75 No.-

Dewatering of a 32.55 m Deep Foundation Pit in MAMA Under Leakage Risk Conditions

Jianxiu Wang,Xiaotian Liu,Jiaxing Liu,Linbo Wu,Qingfeng Guo,Qian Yang 대한토목학회 2018 KSCE JOURNAL OF CIVIL ENGINEERING Vol.22 No.8

A 2,250 mm whirlpool foundation pit is located in Donghai Island, Zhanjiang City, Guangdong Province, China. The layers of theisland are composed of multi-aquifers and multi-aquitards (MAMA). The aquifers are intersected by partial aquitard lenses. A largeconfined aquifer is frequently interbedded and separated into several sub-confined aquifers by partial aquitards. In the 2,250 mmfoundation pit, the water level of two confined aquifers was reduced to satisfy excavation requirements and prevent water inrush. Construction of the 32.55 m deep foundation pit encountered MAMA and potential defects of the diaphragm wall. The pumpingwells in the second confined aquifer were used to reduce the water level to ensure the safety of bottom excavation. The pumpingwells in the first confined aquifer were used to reduce the water level under emergency conditions to prevent potential water inrushand piping from the defects of the diaphragm wall. Field pumping tests and numerical simulations were performed to determine therisk of leakage and verify the capability of the pumping wells to reduce the water level. Quicksand occurred during shallowexcavation because of leakage although the confined aquifer had been cut off and pumped for a long time. Three pumping wells wereinstalled to reduce the water level. When the foundation pit was excavated to a depth of 24 m, water inrush occurred at the middle ofthe pit bottom although the water level of the dewatered aquifer had been reduced to below the excavation face. A 90 m deepborehole was found where the underlying confined aquifer below the first aquifer induced the water inrush. Although the upper waterlevel was reduced, the high water level in the deep part still induced water inrush. The pumping wells in the second aquifer were allopened, and the water level of the underlying confined aquifer was reduced. After the water level was reduced to below the pitbottom, the borehole was filled, and the water inrush stopped. However, water inrush occurred on the cracks of the diaphragm wall aspredicted. The pre-installed pumping wells were opened to control the water inrush. The deepest foundation pit on the island wasconstructed successfully after dealing with the water inrush and leakages.

Design of the flexible switching controller for small PWR core power control with the multi-model

Zeng, Wenjie,Jiang, Qingfeng,Du, Shangmian,Hui, Tianyu,Liu, Yinuo,Li, Sha Korean Nuclear Society 2021 Nuclear Engineering and Technology Vol.53 No.3

Small PWR can be used for power generation and heating. Considering that small PWR has the characteristics of flexible operating conditions and complex operating environment, the controller designed based on single power level is difficult to achieve the ideal control of small PWR in the whole range of core power range. To solve this problem, a flexible switching controller based on fuzzy controller and LQG/LTR controller is designed. Firstly, a core fuzzy multi-model suitable for full power range is established. Then, T-S fuzzy rules are designed to realize the flexible switching between fuzzy controller and LQG/LTR controller. Finally, based on the core power feedback principle, the core flexible switching control system of small PWR is established and simulated. The results show that the flexible switching controller can effectively control the core power of small PWR and the control effect has the advantages of both fuzzy controller and LQG/LTR controller.

Ginsenoside Rg1 ameliorates Alzheimer's disease pathology via restoring mitophagy

Ni Wang,Junyan Yang,Ruijun Chen,Yunyun Liu,Shunjie Liu,Yining Pan,Qingfeng Lei,Yuzhou Wang,Lu He,Youqiang Song,Zhong Li The Korean Society of Ginseng 2023 Journal of Ginseng Research Vol.47 No.3

Background: Alzheimer's disease (AD) is a common form of dementia, and impaired mitophagy is a hallmark of AD. Mitophagy is mitochondrial-specific autophagy. Ginsenosides from Ginseng involve in autophagy in cancer. Ginsenoside Rg1 (Rg1 hereafter), a single compound of Ginseng, has neuroprotective effects on AD. However, few studies have reported whether Rg1 can ameliorate AD pathology by regulating mitophagy. Methods: Human SH-SY5Y cell and a 5XFAD mouse model were used to investigate the effects of Rg1. Rg1 (1µM) was added to β-amyloid oligomer (AβO)-induced or APPswe-overexpressed cell models for 24 hours. 5XFAD mouse models were intraperitoneally injected with Rg1 (10 mg/kg/d) for 30 days. Expression levels of mitophagy-related markers were analyzed by western blot and immunofluorescent staining. Cognitive function was assessed by Morris water maze. Mitophagic events were observed using transmission electron microscopy, western blot, and immunofluorescent staining from mouse hippocampus. The activation of the PINK1/Parkin pathway was examined using an immunoprecipitation assay. Results: Rg1 could restore mitophagy and ameliorate memory deficits in the AD cellular and/or mouse model through the PINK1-Parkin pathway. Moreover, Rg1 might induce microglial phagocytosis to reduce β-amyloid (Aβ) deposits in the hippocampus of AD mice. Conclusion: Our studies demonstrate the neuroprotective mechanism of ginsenoside Rg1 in AD models. Rg1 induces PINK-Parkin mediated mitophagy and ameliorates memory deficits in 5XFAD mouse models.

Comparative genomic analysis of Mycoplasma anatis strains

Zhou Qi,Mai Kaijie,Yang Dehong,Liu Junfa,Yan Zhuanqiang,Luo Cuifen,Tan Yangtong,Cao Sheng,Zhou Qingfeng,Chen Li,Chen Feng 한국유전학회 2021 Genes & Genomics Vol.43 No.11

Background The Gram-negative intracellular bacterium Mycoplasma anatis is a pathogen of respiratory infectious diseases in ducks and has caused signifcant economic losses in the poultry industry. Objective This study, as the frst report of the structure and function of the pan-genome of Mycoplasma anatis, may provide a valuable genetic basis for many aspects of future research on the pathogens of waterfowl. Methods We sequenced the whole genomes of 15 Mycoplasma anatis isolated from ducks in China. Draft genome sequencing was carried out and whole-genome sequencing was performed by the sequencers of the PacBio Sequel and an IonTorrent Personal Genome Machine (PGM). Then the common genic elements of protein-coding genes, tRNAs, and rRNAs of Mycoplasma anatis genomes were predicted by using the pipeline Prokka v1.13.7. To investigate homologous protein clusters across Mycoplasma anatis genomes, we adopted Roary v3.13.0 to cluster orthologous genes (OGs) based on the following criteria. Results We obtained one complete genome and 14 genome sketches. Microbial mobile genetic element analysis revealed the distribution of insertion sequences (IS30, IS3, and IS1634), prophage regions, and CRISPR arrays in the genome of Mycoplasma anatis. Comparative genomic analysis decoded the genetic components and functional classifcation of the pan-genome of Mycoplasma anatis that comprised 646 core genes, 231 dispensable genes and among them 110 was strainspecifc. Virulence-related gene profles of Mycoplasma anatis were systematically identifed, and the products of these genes included bacterial ABC transporter systems, iron transport proteins, toxins, and secretion systems. Conclusion A complete virulence-related gene profle of Mycoplasma anatis has been identifed, most of the genes are highly conserved in all strains. Sequencing results are relevant to the molecular mechanisms of drug resistance, adaptive evolution of pathogens, population structure, and vaccine development.

Purification efficiency of eight aquatic plant species in an artificial floating island system in relation to extracellular enzyme activity and microbial community

Lei Li,You Feng,Jinye Li,Qing Li,Ting Liu,Qingfeng Chen 대한환경공학회 2022 Environmental Engineering Research Vol.27 No.6

The floating island system exploits the combination of aquatic plants, microorganisms, and extracellular enzymes to purify wastewater. We investigated the purification efficiency of eight aquatic plant species cultured in wastewater. The relationships of plant purification capacity with extracellular enzyme activity and microbial community were analyzed to explore the crucial factors that affect the plant purification capacity and the mechanism of pollutants removal in different plant systems. Three plant species, namely Oenanthe javanica, Thalia dealbata, and lris pseudacorus, were most effective for purification of ammonium-nitrogen (NH₄<SUP>+</SUP>-N), total phosphate (TP), and chemical oxygen demand (COD) with maximum efficiencies of 76.09, 85.87, and 89.10%, respectively. Urease, alkaline phosphatase (AP), and β-glucosidase activities were significantly and positively correlated with root system development (P < 0.05). Activities of urease and AP were positively correlated with NH₄<SUP>+</SUP>-N and TP removal, respectively. The magnitude of urease and AP activity was generally consistent with the plant’s capacity to remove NH₄<SUP>+</SUP>-N and TP. β-Glucosidase activity and COD removal were not significantly correlated. The dominant microbial phylum in each species treatment was Proteobacteria. Alphaproteobacteria and Bacteroidia showed > 1% relative abundance and greater involvement in degradation of pollutants in the experimental system.