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.

Precoding Method Interference Management for Quasi-EVD Channel

Duan, Wei,Song, Wei,Song, Sang Seob,Lee, Moon Ho Hindawi Publishing Corporation 2014 The Scientific World Journal Vol.2014 No.-

<P>The Cholesky decomposition-block diagonalization (CD-BD) interference alignment (IA) for a multiuser multiple input multiple output (MU-MIMO) relay system is proposed, which designs precoders for the multiple access channel (MAC) by employing the singular value decomposition (SVD) as well as the mean square error (MSE) detector for the broadcast Hermitian channel (BHC) taken advantage of in our design. Also, in our proposed CD-BD IA algorithm, the relaying function is made use to restructure the quasieigenvalue decomposition (quasi-EVD) equivalent channel. This approach used for the design of BD precoding matrix can significantly reduce the computational complexity and proposed algorithm can address several optimization criteria, which is achieved by designing the precoding matrices in two steps. In the first step, we use Cholesky decomposition to maximize the sum-of-rate (SR) with the minimum mean square error (MMSE) detection. In the next step, we optimize the system BER performance with the overlap of the row spaces spanned by the effective channel matrices of different users. By iterating the closed form of the solution, we are able not only to maximize the achievable sum-of-rate (ASR), but also to minimize the BER performance at a high signal-to-noise ratio (SNR) region.</P>

Analysis of Total Phenol, Flavonoid content and Antioxidant Activity of Various Extraction Solvents Extracts from Onion (Allium cepa L.) Peels

Duan, Yishan,Jin, Dong-Hyeok,Kim, Han-Soo,Seong, Jong-Hwan,Lee, Young-Guen,Kim, Dong-Seob,Chung, Hun-Sik,Jang, Seong-Ho The Korean Society of Applied Science and Technolo 2015 한국응용과학기술학회지 Vol.32 No.3

Total phenol contents, total flavonoid contents and antioxidant activity of 70% methanol, 70% ethanol and chloroform-methanol (CM, 2:1, v/v) extracts from onion (Allium cepa L.) peels were studied. The $IC_{50}$ values of DPPH (2,2-diphenyl-1-picrylhydrazyl) radical and ABTS [2,2'-azino-bis(3-ethylbenzothiazoline-6-sulfonic acid) diammonium salt] radical scavenging activity in 70% ethanol extract were remained to be lowest followed by 70% methanol extract and CM extract. And the total phenol content ($113.56{\pm}0.86mg\;CAE/g$), total flavonoid content (49.63 mg QE/g) and ferric reducing antioxidant power value were also found to be the highest. In contrast, 70% methanol extract possessed the strongest antioxidant activity by ${\beta}$-carotene bleaching assay. CM extract displayed the lowest antioxidant activity compared with other extracts. Onion peels exhibited strong antioxidant activity and abundant phytochemicals, which could be used in a various food products to add phytochemicals and promote good health.

Unsteady Wet Steam Flow Measurements in a Low-Pressure Test Steam Turbine

Duan, Chongfei,Ishibashi, Koji,Senoo, Shigeki,Bosdas, Ilias,Mansour, Michel,Kalfas, Anestis I.,Abhari, Reza S. Korean Society for Fluid machinery 2016 International journal of fluid machinery and syste Vol.9 No.1

An experimental study is conducted for unsteady wet steam flow in a four-stage low-pressure test steam turbine. The measurements are carried out at outlets of the last two stages by using a newly developed fast response aerodynamic probe. This FRAP-HTH probe (Fast Response Aerodynamic Probe - High Temperature Heated) has a miniature high-power cartridge heater with an active control system to heat the probe tip, allowing it to be applied to wet steam measurements. The phase-locked average results obtained with a sampling frequency of 200 kHz clarify the flow characteristics, such as the blade wakes and secondary vortexes, downstream from the individual rotational blades in the wet steam environment.

Nutritional Evaluation of Korean Yam (Dioscorea batatas DECNE.)

Duan, Yishan,Kim, Gyeong-Hwuii,Joung, Su-Jin,Kim, Han-Soo The Korean Society of Applied Science and Technolo 2016 한국응용과학기술학회지 Vol.33 No.2

The aim of this study was conducted to investigate the proximate and nutritional compositions including mineral, vitamin, amino acids and fatty acids in Korean yam (Dioscorea batatas $D_{ECNE}.$). Carbohydrate (68.1%) possessed the large single constituent of yam. Small amounts of crude protein (16.9%), crude ash (5.8%) and crude fat (2.0%) contents were found. Yam was found to be good sources of essential minerals such as K (1295.5 mg/100 g), Mg (115.3 mg/100 g), Na (99.0 mg/100 g) and Ca (56.5 mg/100 g) but Zn (0.3 mg/100 g) content was low. Relatively abundant vitamin $B_1$ (11.5 mg/100g) could be observed while vitamin A, $B_3$ and $B_6$ were not found. The amino acid analysis revealed that the yam was superior with respect to glutamic acid (1770.6 mg%), lysine (1210.6 mg%) and urea (550.9 mg%). Essential amino acids were calculated to be 2954.5 mg%. The amino acid profiles showed that yam to be limiting in valine and leusine. Palmitic acid and linoleic acid were the most predominant fatty acids with the value of 31.5% and 41.5%, respectively. And the polyunsaturated fatty acids including linoleic acid and linolenic acid were present in a large quantities in yam. And it also contained higher amounts of unsaturated fatty acids compared saturated fatty acids.

Blind Separation of Permuted Alias Image with Motion Blurred Using Image Enhancement in NSCT Domain

DUAN Xin-tao,WANG Jing-juan,PENG Tao,LI Fei-fei,LIU Shang-Wang,LIU Tuan-ning 보안공학연구지원센터 2016 International Journal of Signal Processing, Image Vol.9 No.3

Focused on the issue that motion blurred permuted alias image blind separation, an algorithm using image enhancement based on nonsubsampled contourlet transform (NSCT) domain was proposed. Firstly, permuted alias image was decomposed into low-frequency sub-band and high-frequency sub-bands, which were obtained by spare decomposition based on NSCT domain. Coefficients of high-frequency sub-bands were enhanced according to Bayesian shrinkage threshold and nonlinear gain function, and the enhanced version was got by this method. Then the permuted alias image and the enhanced version were blocked, the correlation coefficients were estimated by each corresponding sub-block, because the permuting image was changed larger, the permuting image could be separated by using threshold method. Experimental results show that the proposed algorithm can separate the permuting image effectively from the permuted alias image in spite of the motion blurred direction, blur degree, size, location and the number of permuting image.

Radioimmunoimaging with Mixed Monoclonal Antibodies of Nude Mice Bearing Human Lung Adenocarcinoma Xenografts

Duan, Dong,Li, Shao-Lin,Zhu, Yu-Quan,Zhang, Tao,Lei, Cheng-Ming,Cheng, Xiang-Hua Asian Pacific Journal of Cancer Prevention 2012 Asian Pacific journal of cancer prevention Vol.13 No.9

The present study was conducted to evaluate radioimmunoimaging (RII) and in vivo distribution of mixed antibodies $^{99m}Tc$-EGFR-mAb and $^{99m}Tc$-CD44-mAb in nude mice bearing human lung adenocarcinoma xenografts. Single and mixed applications of the two radiolabeled monoclonal antibodies (mAbs) were compared. Direct labeling of $^{99m}Tc$ was applied to radiolabel the EGFR and CD44 mAbs. The properties of the radiolabeled antibodies were then characterized. RII and assessment of the distribution of the antibodies in nude mice bearing lung adenocarcinoma xenografts were achieved by applying separate and combined doses of $^{99m}Tc$-EGFR-mAb and $^{99m}Tc$-CD44-mAb. The labeling rates of $^{99m}Tc$ for EGFR-mAb and CD44-mAb were $91.5%{\pm}3.8%$ and $92.3%{\pm}4.1%$ respectively, with specific activities of 2.8 and $2.9MBq/{\mu}g$, respectively, and radiochemical purities (RCP) of 96.5% and 96.2%. The radioactivity uptake of the combined application of both radiolabeled antibodies was clearly higher than with a single application of either alone. The relative values of target-to-nontarget (T/NT) measured through the regional interest (ROI) technique were $5.59{\pm}0.42$ (mixed antibodies), $2.78{\pm}0.20$ ($^{99m}Tc$-EGFR-mAb), and $2.28{\pm}0.16$ ($^{99m}Tc$-CD44-mAb) in the RII. The body distribution of the radiolabeled antibodies and their imaging results were basically identical. Application of the mixed antibodies with $^{99m}Tc$-EGFR-mAb and $^{99m}Tc$-CD44-mAb can increase the radioactivity uptake of tumor tissue, leading to more ideal target-to-nontarget ratios, and therefore superior results.

In Vivo Imaging of Endogenously Produced HClO in Zebrafish and Mice Using a Bright, Photostable Ratiometric Fluorescent Probe

Duan, Chong,Won, Miae,Verwilst, Peter,Xu, Junchao,Kim, Hyeong Seok,Zeng, Lintao,Kim, Jong Seung American Chemical Society 2019 ANALYTICAL CHEMISTRY - Vol.91 No.6

<P>A high brightness red fluorescent probe (<B>S-BODIPY</B>) has been developed for the sensitive and specific imaging of HClO/ClO<SUP>-</SUP> in vitro and in vivo. This probe exhibits some distinctive features such as excellent resistance to photobleaching, a high fluorescence brightness, high selectivity, as well as a good biocompatibility. Upon oxidation of the thio-ether group into sulfoxide, the probe showed a noticeable ratiometric fluorescence response toward ClO<SUP>-</SUP> with fast response (within 30 s) and a low detection limit (59 nM). The probe demonstrated the successful imaging of exogenous and endogenous HClO/ClO<SUP>-</SUP> in living HeLa cells, zebrafish, and mice with high signal-to-noise ratios. <B>S-BODIPY</B> allows for the real-time monitoring the level of ClO<SUP>-</SUP> in living cells by ratiometric fluorescence imaging, opening up exciting prospects to develop red and even near-infrared BODIPYs with high brightness and good photostability for in vivo imaging.</P> [FIG OMISSION]</BR>