Volatility return intervals analysis of the Japanese market

We investigate scaling and memory effects in return intervals between price volatilities above a certain threshold q for the Japanese stock market using daily and intraday data sets. We find that the distribution of return intervals can be approximated by a scaling function that depends only on the ratio between the return interval τ and its mean 〈τ〉. We also find memory effects such that a large (or small) return interval follows a large (or small) interval by investigating the conditional distribution and mean return interval. The results are similar to previous studies of other markets and indicate that similar statistical features appear in different financial markets. We also compare our results between the period before and after the big crash at the end of 1989. We find that scaling and memory effects of the return intervals show similar features although the statistical properties of the returns are different.     

Upregulation of extracellular matrix metalloproteinase inducer (EMMPRIN) and gelatinases in human atherosclerosis infected with Chlamydia pneumoniae: the potential role of Chlamydia pneumoniae infection in the progression of atherosclerosis

Chlamydia pneumoniae infection implicated as an important etiologic factor of atherosclerosis, especially in coronary artery disease (CAD), was found in vitro to be associated with the induction of matrix metalloproteinases (MMPs). An extracellular matrix metalloproteinase inducer (EMMPRIN)/ membrane-type 1 matrix metalloproteinase (MT1-MMP) system which induces and activates MMPs, is suggested to be functional and were upregulated in the failing myocardium. However, the upstream regulation of MMPs by C. pneumoniae within atheroma itself remains unclear. We evaluated the seroepidemiologic study of C. pneumoniae infection in CAD patients (n= 391) and controls (n=97) and performed histopathological and in vitro analysis in atherosclerotic vascular tissues obtained from patients with seropositive to C. pneumoniae (n=20), by using immunochemistry for C. pneumoniae, EMMPRIN/MT1-MMP, MMP-2, and MMP-9. The seropositive rates of both anti-C. pneumoniae IgG and IgA were 56.7% in CAD group and 43.3% in control group (P=0.033). Seropositive rate was increased in subgroups of CAD patients without conventional coronary risk factors compared to those with conventional risk factors. Immunoreactivities of EMMPRIN, MT1-MMP, MMP-2, and MMP-9 were increased in the atheromatous plaque itself, predominantly in immunoreactive macrophages/mononuclear cells to C. pneumoniae. Furthermore, Western blot analysis showed that EMMPRIN and MMP-2 were detected more prominently in atherosclerotic tissues infected with C. pneumoniae compared to control tissues. Zymographic analysis revealed that activities of MMP-2 and MMP-9 were more increased in atherosclerotic tissues infected with C. pneumoniae compared to control tissues. The present study demonstrated upstream regulation of MMPs can be induced by C. pneumoniae within atheromatous plaque itself. These findings help to understand the potential role of C. pneumoniae in the progression of atherosclerosis.     

Indium trichloride mediated intramolecular Prins-type cyclization

[reaction: see text] Intramolecular Prins-type reactions of compounds having both functionalities of homoallyl alcohol and acetal moiety are described. The intramolecular Prins cyclizations were performed using indium trichloride in chloroform or 25% aqueous THF. Both 9-oxabicyclo[3.3.1]nonane and 3,9-dioxabicyclo[3.3.1]nonane compounds were successfully obtained in moderate yields.     

Synthesis of novel D-2'-deoxy-2'-C-difluoromethylene-4'-thiocytidine as a potential antitumor agent

[reaction: see text] 2'-Deoxy-2'-C-difluoromethylene-4'-thiocytidine (4) as a potential antitumor agent was synthesized starting from L-xylose via 2-deoxy-2-C-difluoromethylene-4-thiosugar as a key intermediate. An elimination product, 8, was always formed as the major product during removal of the protecting groups under acidic or basic conditions. However, utilizing neutral reaction conditions to remove the protecting groups afforded the desired product 4 exclusively.     

Photonic crystal fiber coupler

Fiber couplers made with photonic crystal fibers (PCF) are reported. Two types of PCF were fabricated by means of stacking a group of silica tubes around a silica rod and drawing them. The fiber couplers were made by use of the fused biconical tapered method. With a fiber that had five hexagonally stacked layers of air holes, a 33/67 coupling ratio was obtained, and with a one-layer four-hole fiber, a 48/52 coupling ratio was obtained. The fabrication processes and the characteristics of the PCFs and the PCF couplers are presented.     

Neutron diffraction study on the hyperfine-enhanced nuclear spin order of HoVO4

A neutron diffraction experiment on the hyperfine enhanced nuclear spin system of HoVO₄ has been carried out following adiabatic demagnetization cooling. Below 4.5 mK we observed magnetic diffraction peaks due to antiferromagnetic order of the hyperfine enhanced nuclear spin system. A spin-flop transition in an applied magnetic field of about 80 Oe was also observed. The neutron diffraction results are consistent with the magnetic structural model proposed by Bleaney on the basis of dipolar energy considerations.     

Lattice paths in regions with the catalan property

If α = {α₀, α₁,…, α_n} and β = {β₀, β₁,…, β_n} are two non-decreasing sets of integers such that α₀ = 0 < β₀, α_n < β_n = n, and α_i < i < β_i for 1 ? i ? n ? 1, let L denote the set of lattice points (p, q) such that 0 ? p ? n and α_p ? q ? β_p. We determine all such regions L with the property that the number of lattice paths from (0, 0) to (p, p) in L is the Catalan number$\text{(p + 2)}{}^{\mathrm{?1}}\text{(}\text{2p+2}\text{p+1}\text{)}$ for 0 ? p ? n.     

A note on matrics with given diagonal entries

Mirsky and Erdos and Mine have given criteria for the existence of a non-negative square matrix with prescribed diagonal entries and row and column sums; it is shown that this result follows from the supply-demand theorem for flows in networks.     

Observation of a multiply ionized plasma with index of refraction greater than one

We present clear experimental evidence showing that the contribution of bound electrons can dominate the index of refraction of laser-created plasmas at soft x-ray wavelengths. We report anomalous fringe shifts in soft x-ray laser interferograms of Al laser-created plasmas. The comparison of measured and simulated interferograms shows that this results from the dominant contribution of low charge ions to the index of refraction. This usually neglected bound electron contribution can affect the propagation of soft x-ray radiation in plasmas and the interferometric diagnostics of plasmas for many elements.