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11.
Herd behaviour in financial markets is a recurring phenomenon that exacerbates asset price volatility, and is considered a possible contributor to market fragility. While numerous studies investigate herd behaviour in financial markets, it is often considered without reference to the pricing of financial instruments or other market dynamics. Here, a trader interaction model based upon informational cascades in the presence of information thresholds is used to construct a new model of asset price returns that allows for both quiescent and herd-like regimes. Agent interaction is modelled using a stochastic pulse-coupled network, parametrised by information thresholds and a network coupling probability. Agents may possess either one or two information thresholds that, in each case, determine the number of distinct states an agent may occupy before trading takes place. In the case where agents possess two thresholds (labelled as the finite state-space model, corresponding to agents’ accumulating information over a bounded state-space), and where coupling strength is maximal, an asymptotic expression for the cascade-size probability is derived and shown to follow a power law when a critical value of network coupling probability is attained. For a range of model parameters, a mixture of negative binomial distributions is used to approximate the cascade-size distribution. This approximation is subsequently used to express the volatility of model price returns in terms of the model parameter which controls the network coupling probability. In the case where agents possess a single pulse-coupling threshold (labelled as the semi-infinite state-space model corresponding to agents’ accumulating information over an unbounded state-space), numerical evidence is presented that demonstrates volatility clustering and long-memory patterns in the volatility of asset returns. Finally, output from the model is compared to both the distribution of historical stock returns and the market price of an equity index option. 相似文献
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D H L Bishop 《BMJ (Clinical research ed.)》1988,296(6638):1685-1686
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The first seven amino acids encoded by the v-src oncogene act as a myristylation signal: lysine 7 is a critical determinant. 总被引:44,自引:14,他引:30
The transforming protein of Rous sarcoma virus, pp60v-src, is covalently coupled to myristic acid by an amide linkage to glycine 2. Myristylation promotes the association of pp60v-src with cellular membranes, and this subcellular location is essential for transforming activity. The findings presented here, in conjunction with the previous reports of others, imply that the seventh amino acid encoded by v-src might be important in the myristylation reaction. Replacement of lysine 7 by asparagine greatly reduced the myristylation, membrane association, and transforming activity of pp60v-src. In contrast, substitution of arginine at residue 7 had no effect on any of these properties of pp60v-src. Addition of amino acids 1 to 7 encoded by v-src was sufficient to cause myristylation of a src-pyruvate kinase fusion protein. We conclude that the recognition sequence for myristylation of pp60v-src comprises amino acids 1 to 7 and that lysine 7 is a critical component of this sequence. 相似文献
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Generalized binding phenomena in an allosteric macromolecule 总被引:2,自引:0,他引:2
A general macromolecular partition function is developed in terms of chemical ligand activity, temperature and pressure for systems described by an array of species which are characterized by their state of allosteric conformation and ligand stoichiometry. The effects of chemical ligand binding, enthalpy change, and volume change are treated in a parallel manner. From a broad viewpoint all of these effects can be regarded as specific cases of generalized binding phenomena. This approach provides a general method for analyzing calorimetric and ligand binding experiments. Several applications are given: (1) Thermal scanning data for tRNAphe (P.L. Privalov and V.V. Filimonov, J. Mol. Biol. 122 (1978) 447) are shown to fit a general model with six conformational states. By application of linkage theory it is shown that sodium chloride is expelled as the molecule denatures. (2) The results of calorimetric titrations on the arabinose binding protein (H. Fukada, J.M. Sturtevant and F.A. Quiocho, J. Mol. Biol. 258 (1983) 13193) are shown to fit a simple two-state allosteric model. (3) A thermal binding curve is simulated for an unusual respiratory protein, trout I hemoglobin (B.G. Barisas and S.J. Gill, Biophys. Chem. 9 (1979) 235), in order to illustrate both the similarities and differences between enthalpy and chemical ligand binding processes. 相似文献
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Alysia M. Birkholz Amy R. Howell Mitchell Kronenberg 《The Journal of biological chemistry》2015,290(25):15365-15370
Glycosphingolipids are a subgroup of glycolipids that contain an amino alcohol sphingoid base linked to sugars. They are found in the membranes of cells ranging from bacteria to vertebrates. This group of lipids is known to stimulate the immune system through activation of a type of white blood cell known as natural killer T cell (NKT cell). Here we summarize the extensive research that has been done to identify the structures of natural glycolipids that stimulate NKT cells and to determine how these antigens are recognized. We also review studies designed to understand how glycolipid variants, both natural and synthetic, can alter the responses of NKT cells, leading to dramatic changes in the global immune response. 相似文献
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Ontogeny of head and caudal fin shape of an apex marine predator: The tiger shark (Galeocerdo cuvier)
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Amy L. Fu Neil Hammerschlag George V. Lauder Cheryl D. Wilga Chi‐Yun Kuo Duncan J. Irschick 《Journal of morphology》2016,277(5):556-564
How morphology changes with size can have profound effects on the life history and ecology of an animal. For apex predators that can impact higher level ecosystem processes, such changes may have consequences for other species. Tiger sharks (Galeocerdo cuvier) are an apex predator in tropical seas, and, as adults, are highly migratory. However, little is known about ontogenetic changes in their body form, especially in relation to two aspects of shape that influence locomotion (caudal fin) and feeding (head shape). We captured digital images of the heads and caudal fins of live tiger sharks from Southern Florida and the Bahamas ranging in body size (hence age), and quantified shape of each using elliptical Fourier analysis. This revealed changes in the shape of the head and caudal fin of tiger sharks across ontogeny. Smaller juvenile tiger sharks show an asymmetrical tail with the dorsal (upper) lobe being substantially larger than the ventral (lower) lobe, and transition to more symmetrical tail in larger adults, although the upper lobe remains relatively larger in adults. The heads of juvenile tiger sharks are more conical, which transition to relatively broader heads over ontogeny. We interpret these changes as a result of two ecological transitions. First, adult tiger sharks can undertake extensive migrations and a more symmetrical tail could be more efficient for swimming longer distances, although we did not test this possibility. Second, adult tiger sharks expand their diet to consume larger and more diverse prey with age (turtles, mammals, and elasmobranchs), which requires substantially greater bite area and force to process. In contrast, juvenile tiger sharks consume smaller prey, such as fishes, crustaceans, and invertebrates. Our data reveal significant morphological shifts in an apex predator, which could have effects for other species that tiger sharks consume and interact with. J. Morphol. 277:556–564, 2016. © 2016 Wiley Periodicals, Inc. 相似文献
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