A nonparametric ACD model

2019 ◽  
pp. 122-144
Author(s):  
Antonio Cosma ◽  
Fausto Galli
Keyword(s):  
Acd Model

Anti-allergy Effect of Sulfated Polysaccharide from Sargassum polycystum on Dinitrofluorobenzene Induced Allergic Contact Dermatitis in Mice

2020 ◽  
Vol 10 ◽  
Author(s):  
Sharmaine Y. Dela Cruz ◽  
Ross D. Vasquez ◽  
Reginald B. Salonga ◽  
Mary Jho-Anne T. Corpuz
Keyword(s):  
Contact Dermatitis ◽  
Allergic Contact Dermatitis ◽  
Sulfated Polysaccharide ◽  
Hot Water ◽  
Thickness Gauge ◽  
Sargassum Polycystum ◽  
Acd Model ◽  
Allergic Contact ◽  
Ventral Skin ◽  
Allergic Effect

Background: Sargassum polycystum C. Agardh has potent antioxidant and anti-inflammatory properties. However, its anti-allergic effect has not yet been reported. In this study, we investigated the anti-allergic effects of sulfated polysaccharide of S. polycystum (SPSP) in Dinitrofluorobenzene (DNFB)- induced allergic contact dermatitis animal model. Methods: SPSP was extracted through hot water extraction method and was subjected to compositional analyses. For the allergic contact dermatitis (ACD) model, symptoms were induced by the topical application of 0.5% DNFB on the shaved ventral skin of mice. SPSP (500, 1000, and 2000 mg/kg) and Prednisolone were orally administered for seven days after sensitization. Elicitation was performed seven days later with 0.2% DNFB. After this, ear thickness was measured at baseline and 24 hours post elicitation using a dial thickness gauge. Serum of mice was obtained 24 hours post elicitation, and the level of IFNγ and TNF Results: SPSP afforded 33.6% carbohydrates, 23.7% sulfate, 7.5% protein, and 1.5% uronic acid contents. SPSP inhibited the ear swelling and cytokines (IFNγ and TNF Conclusion: These findings showed that the sulfated polysaccharide from S. polycytum is a potential natural source to treat Allergic Contact Dermatitis. The effect is attributed to polysaccharide-protein complex present in the extract, but further studies are needed to establish the exact mechanism of action of SPSP in the treatment of the disease.

scholarly journals The Markov Switching ACD Model

2002 ◽  
Author(s):  
Reinhard Hujer ◽  
Sandra Vuletic ◽  
Stefan Kokot
Keyword(s):  
Markov Switching ◽  
Acd Model

QMLE OF A STANDARD EXPONENTIAL ACD MODEL: ASYMPTOTIC DISTRIBUTION AND RESIDUAL CORRELATION

2014 ◽  
Vol 09 (02) ◽  
pp. 1440009 ◽  
Author(s):  
CHOR-YIU SIN
Keyword(s):  
Exponential Distribution ◽  
Asymptotic Distribution ◽  
Asymptotic Theory ◽  
Duration Model ◽  
Acd Model ◽  
Q Model ◽  
Standard Linear ◽  
Quasi Maximum Likelihood ◽  
Standard Exponential Distribution ◽  
Autoregressive Conditional Duration

Since the seminal work by Engle and Russell, (1998), numerous studies have applied their standard/linear ACD(m,q) model (autoregressive conditional duration model of orders m and q) to fit the irregular spaced transaction data. Recently, Araichi et al. (2013) also applied the ACD model to claims in insurance. Many of these papers assume that the standardized error follows a standard exponential distribution. In this paper, we derive the asymptotic distribution of the quasi-maximum likelihood estimator (QMLE) when a standard exponential distribution is used. In other words, we provide robust standard errors for an ACD model. Applying this asymptotic theory, we then derive the asymptotic distribution of the corresponding residual autocorrelation.

A Nonparametric ACD Model

2006 ◽  
Author(s):  
Antonio Cosma ◽  
Fausto Galli
Keyword(s):  
Acd Model

scholarly journals Development and Evaluation of Liposomes for Topical Delivery of Tacrolimus (Fk-506)

2010 ◽  
Vol 2 (3) ◽  
pp. 585 ◽  
Author(s):  
S. S. Patel ◽  
M. S. Patel ◽  
S. Salampure ◽  
B. Vishwanath ◽  
N. M. Patel
Keyword(s):  
Contact Dermatitis ◽  
Allergic Contact Dermatitis ◽  
Entrapment Efficiency ◽  
Topical Delivery ◽  
Stability Study ◽  
Multilamellar Vesicle ◽  
Cholesterol Ratio ◽  
Acd Model ◽  
Allergic Contact

In the present work Tacrolimus loaded liposomal systems were developed and evaluated for their topical delivery. Neutral multilamellar liposomes (MLVs) were prepared by thin film hydration method. The amount of drug loaded into vesicles ranged from 4.4 mg per 115mg to 8.2mg per 140mg of total lipid. Entrapment efficiency of tacrolimus in liposomes was studied by altering the amount of cholesterol ratio to lipid ratio. After performing stability study at different temperatures (4, 25, and 37°C) was affirms that drug leakage increased at higher temperature. The in-vitro permeation study shows significant reduced permeation with tacrolimus liposomes compared with free tacrolimus in propylene glycol. The animal study carried out on allergic contact dermatitis (ACD) model in rats showed that 0.03% tacrolimus liposomal gel exhibited similar activity when compared with 0.03% marketed tacrolimus ointment. It is also likely that tacrolimus liposomal gel which leads no visible or palpable residue when applied on skin would be more appealing to patients than conventional ointment. Overall study suggests that tacrolimus can be effectively incorporated in liposomes and can be used for the treatment of atopic dermatitis.  Keywords: Tacrolimus; Multilamellar vesicle; Allergic contact dermatitis.   © 2010 JSR Publications. ISSN: 2070-0237 (Print); 2070-0245 (Online). All rights reserved. DOI: 10.3329/jsr.v2i3.3258               J. Sci. Res. 2 (3), 587-598  (2010) 

scholarly journals Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks

2008 ◽  
Vol 147 (1) ◽  
pp. 163-185 ◽  
Author(s):  
David Allen ◽  
Felix Chan ◽  
Michael McAleer ◽  
Shelton Peiris
Keyword(s):  
Finite Sample ◽  
Model Application ◽  
Finite Sample Properties ◽  
Acd Model

scholarly journals Improved ACD-Based Financial Trade Durations Prediction Leveraging LSTM Networks and Attention Mechanism

2021 ◽  
Vol 2021 ◽  
pp. 1-11
Author(s):  
Yong Shi ◽  
Wei Dai ◽  
Wen Long ◽  
Bo Li
Keyword(s):  
Large Scale ◽  
Short Term Memory ◽  
Input Sequence ◽  
Parameter Tuning ◽  
Attention Mechanism ◽  
Market Liquidity ◽  
Security Market ◽  
Modelling Framework ◽  
Acd Model ◽  
The Impact

The liquidity risk factor of security market plays an important role in the formulation of trading strategies. A more liquid stock market means that the securities can be bought or sold more easily. As a sound indicator of market liquidity, the transaction duration is the focus of this study. We concentrate on estimating the probability density function p Δ t i + 1 | G i , where Δ t i + 1 represents the duration of the (i + 1)-th transaction and G i represents the historical information at the time when the (i + 1)-th transaction occurs. In this paper, we propose a new ultrahigh-frequency (UHF) duration modelling framework by utilizing long short-term memory (LSTM) networks to extend the conditional mean equation of classic autoregressive conditional duration (ACD) model while retaining the probabilistic inference ability. And then, the attention mechanism is leveraged to unveil the internal mechanism of the constructed model. In order to minimize the impact of manual parameter tuning, we adopt fixed hyperparameters during the training process. The experiments applied to a large-scale dataset prove the superiority of the proposed hybrid models. In the input sequence, the temporal positions which are more important for predicting the next duration can be efficiently highlighted via the added attention mechanism layer.

A Market Microstructure Analysis of the KOSPI200 Stock Index Options Market: Investor‘s Strategic Behavior

2003 ◽  
Vol 11 (1) ◽  
pp. 25-55
Author(s):  
Gyeong Sig Eom ◽  
Sang Beom Han
Keyword(s):  
Strategic Behavior ◽  
Option Price ◽  
Price Volatility ◽  
Stock Index ◽  
Options Market ◽  
Diurnal Pattern ◽  
Index Options ◽  
Informed Traders ◽  
Acd Model ◽  
Intraday Data

This paper analyzes trader‘s strategic behavior in the KOSPI200 index options market. Using intraday data for various at-the-money options, we obtain the following results : (1) The frequency of trades is a better market statistic than trade size for option price volatility. This may result from the hedging behavior of large traders. This also suggests that the informed traders utilize their informational advantage gradually. (2) The effect of the duration of previous intervals on the expected duration of current intervals is persistent. (3) In the modified ACD model, the standardized distribution of duration is not exponential; rather, it is Weibull with r < 1. (4) There is no specific diurnal pattern of the duration of the duration of the options market. (5) we find a clear maturity effect.

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