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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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Steven M. Melemis 《The Yale journal of biology and medicine》2015,88(3):325-332
There are four main ideas in relapse prevention. First, relapse is a gradual process with distinct stages. The goal of treatment is to help individuals recognize the early stages, in which the chances of success are greatest. Second, recovery is a process of personal growth with developmental milestones. Each stage of recovery has its own risks of relapse. Third, the main tools of relapse prevention are cognitive therapy and mind-body relaxation, which are used to develop healthy coping skills. Fourth, most relapses can be explained in terms of a few basic rules. Educating clients in these rules can help them focus on what is important: 1) change your life (recovery involves creating a new life where it is easier to not use); 2) be completely honest; 3) ask for help; 4) practice self-care; and 5) don’t bend the rules. 相似文献
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Steven S. Witkin Henry M. Schumaker 《Biochemical and biophysical research communications》1977,75(3):568-575
A particulate fraction of adult rat brain (sucrose buoyant density 1.24 gm/ml) catalyzed the incorporation of [3H]dTTP into an acid-insoluble product in an endogenously templated reaction sensitive to ribonuclease pretreatment. Upon fractionation, this activity was identified in the cerebellum, pons, frontal lobes and base. The DNA polymerase present in these brain fractions exhibited a strong preference for the synthetic template dT12–18·poly rA rather than dT12–18·poly dA; dT10 was completely inactive. Purification and equilibrium Cs2SO4 gradient centrifugation of the [3H]DNA product-endogenous template complex suggested that RNA was serving as primer for endogenous DNA synthesis. 相似文献
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The chromosomes of two patients with ring 13 (r13) were studied using high-resolution RBG banding of prometaphase cells. The rings of the two patients differ slightly in breakpoints. Cell with multiple single, double-sized rings, quadruple-sized rings, rod- and ring-shaped fragments, and fragments showing varied states of condensation were seen, as were cells monosomic for chromosome 13. The evolution of these cell lines as a result of sister chromatid exchange, nondisjunction, ring breakage, and premature chromosome condensation is discussed. Clinical features of these patients reflect the heterogeneity of phenotype for r13 patients. Each case includes a feature of trisomy 13. The significance of mosaicism of cell lines in patients bearing ring chromosomes is considered with respect to variation in clinical findings. 相似文献
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The conformation of Ca4-calmodulin in solution, as assessed by far-UV peptide circular dichroism, contains significantly less alpha-helix than the proposed X-ray crystal structure. We now show that Ca4-calmodulin adopts significant additional helical structure in solution in the presence of a helicogenic solvent (50%, v/v, aqueous 2,2,2-trifluoroethanol or 50%, v/v, methylpentane-5,5-diol). We suggest that the long continuous helix (residues 66-92 of the crystal structure) is not necessarily a normal feature of the calmodulin structure in solution, and may be due in part to the conditions of crystallisation. This result is supported by time-resolved tyrosine fluorescence anisotropy studies indicating that Ca4-calmodulin in solution is an essentially compact globular structure which undergoes isotropic rotational motion. We conclude that, under appropriate ionic and apolar environmental conditions, Ca4-calmodulin undergoes a substantial helical transition, which may involve residues in the central region of the molecule. Such a transition could have an important function in determining specificity and affinity in interactions of calmodulin with different target sequences of Ca2+-dependent regulatory enzymes. 相似文献