Stability of Markovian structure observed in high frequency foreign exchange data

Contrary to the common sense in economics and financial engineering, price fluctuations at very fine level of motion exhibit various evidences against the efficient market hypothesis. We attempt to investigate this issue by studying extensive amount of foreign currency exchange data for over five years at the finest level of resolution. We specifically focus on the proposed stability in binomial conditional probabilities originally found in much smaller examples of financial time series. In order to handle very large data, we have written an efficient program in C that automatically generates those conditional probabilities. It is found that the stability is maintained for extremely large time duration that covers almost the entire period. Based on the length of conditions for which the conditional probabilities are distinguishable each other, we identify the length of memory being less than 3 movements.     

Heterocycles. XXVI. A total synthesis of optically pure (+)-catechin pentaacetate

A total synthesis of optically pure (+)-catechin pentaacetate has been established using the (-)-chalcon epoxide (100% ee) derived from 3,4,2′,4′,6′-pentakis(methoxymethoxy)chalcon as the starting material. The optical purity of the product is confirmed by ¹H nmr analysis in the presence of a shift reagent.     

GaCl(3)-catalyzed ortho-ethynylation of phenols

Phenols are ethynylated at the ortho position with silylated chloroethyne in the presence of a catalytic amount of GaCl3 and lithium phenoxide. The lithium salt is essential for the catalysis, and addition of 2,6-di(tert-butyl)-4-methylpyridine inhibits desilylation and hydration of the products. The reaction can be applied to various substituted phenols giving the ortho-ethynylated products in high yields, and the turnover numbers based on GaCl3 are between 8 and 10. The reaction mechanism involves addition of in situ formed phenoxygallium to the haloethyne followed by the elimination of GaCl3.     

A superoxide dismutase-modified electrode that detects superoxide ion

A superoxide dismutase (SOD)-modified electrode, in which SOD is oriented on the gold electrode via a self-assembled monolayer of cysteine so as to allow its direct electrode reaction, possesses a bi-directional electrocatalysis for both the oxidation of superoxide ion (O2-) to O2 and the reduction of O2- to H2O2 and functions as a third generation O2- biosensor.     

Synthetic macrocyclic ligands. III. Synthesis of a quinone-hydroquinone redox system incorporated with complexing ability toward cations

Two quinones bridged with a polyether chain and the corresponding hydroquinones were synthesized, and their redox reaction and complexations with sodium and potassium ions were observed.     

Synthesis and fluorescent properties of model compounds for conjugated polymer containing maleimide units at the main chain

2,3‐Diaryl substituted maleimides as model compounds of conjugated maleimide polymers [poly(RMI‐alt‐Ar) and poly(RMI‐co‐Ar)] were synthesized from 2,3‐dibromo‐N‐substituted maleimide (DBrRMI) [R= cyclohexyl (DBrCHMI) and n‐hexyl (DBrHMI)] and aryl boronic acid using palladium catalysts. To clarify structures of conjugated polymer containing maleimide units at the main chain, ¹³C NMR spectra of 2‐aryl or 2,3‐diaryl substituted maleimides were compared with those of N‐substituted maleimide polymers. Copolymers obtained with DBrRMI via Suzuki‐Miyaura cross‐coupling polymerizations or Yamamoto coupling polymerizations were dehalogenated structures at the terminal end. This dehalogenation may contribute to the low polymerizability of DBrRMIs. On the other hand, the π‐conjugated compounds showed high solubility in common organic solvents. The N‐substituents of maleimide cannot significantly affect the photoluminescence spectra of 2,3‐diaryl substituted maleimides derivatives. The fluorescence spectra of poly(RMI‐alt‐Ar) and poly(RMI‐co‐Ar) varied with N‐substituents of the maleimide ring. When exposed to ultraviolet light of wavelength 352 nm, a series of 1,4‐phenylene‐ and/or 2,5‐thienylene‐based copolymers containing N‐substituted maleimide derivatives fluoresced in a yellow to blue color. It was found that photoluminescence emissions and electronic state of π‐conjugated maleimide derivatives were controlled by aryl‐ and N‐substituents, and maleimide sequences of copolymers. © 2011 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem, 2011     

Multiple existence results of solutions for quasilinear elliptic equations with a nonlinearity depending on a parameter

We provide existence results of multiple solutions for quasilinear elliptic equations depending on a parameter under the Neumann and Dirichlet boundary condition. Our main result shows the existence of two opposite constant sign solutions and a sign changing solution in the case where we do not impose the subcritical growth condition to the nonlinear term not including derivatives of the solution. The studied equations contain the \(p\) -Laplacian problems as a special case. Our approach is based on variational methods combining super- and sub-solution and the existence of critical points via descending flow.     

Phosphoproteome Profiling Using a Fluorescent Phosphosensor Dye in Two-Dimensional Polyacrylamide Gel Electrophoresis

We validated the novel PhosphoQUANTI SolidBlue Complex (PQSC) dye for the sensitive fluorescent detection of phosphorylated proteins in polyacrylamide- and two-dimensional gel electrophoresis (PAGE and 2DE, respectively). PQSC can detect as little as 15.6 ng of ß-casein, a pentaphosphorylated protein, and 61.3 ng of ovalbumin, a diphosphorylated protein. Fluorescence intensity correlates with the number of phosphorylated residues on the protein. To demonstrate the specificity of PQSC for phosphoproteins, enzymatically dephosphorylated lysates of Swiss 3T3 cells were separated in 2DE gels and stained by PQSC. The fluorescence signals in these gels were markedly reduced following dephosphorylation. When the phosphorylated proteins in Swiss 3T3 cell lysates were concentrated using a phosphoprotein enrichment column, the majority of phosphoproteins showed fluorescence signals in the pI 4–5 range. Finally, we performed phosphoproteome analysis to study differences in the protein phosphorylation profiles of proliferating and quiescent Swiss 3T3 cells. Over 135 discernible protein spots were detected, from which a selection of 15 spots were identified by matrix-assisted laser desorption/ionization time-of-flight mass spectrometry (MALDI TOF-MS). The PQSC staining procedure for phosphoprotein detection is simple, reversible, and fully compatible with MALDI TOF-MS.