Marked point processes and intensity ratios for limit order book modeling

This paper extends the analysis of Muni Toke and Yoshida (2020) to the case of marked point processes. We consider multiple marked point processes with intensities defined by three multiplicative components, namely a common baseline intensity, a state-dependent component specific to each process, and a state-dependent component specific to each mark within each process. We show that for specific mark distributions, this model is a combination of the ratio models defined in Muni Toke and Yoshida (2020). We prove convergence results for the quasi-maximum and quasi-Bayesian likelihood estimators of this model and provide numerical illustrations of the asymptotic variances. We use these ratio processes to model transactions occurring in a limit order book. Model flexibility allows us to investigate both state-dependency (emphasizing the role of imbalance and spread as significant signals) and clustering. Calibration, model selection and prediction results are reported for high-frequency trading data on multiple stocks traded on Euronext Paris. We show that the marked ratio model outperforms other intensity-based methods (such as “pure” Hawkes-based methods) in predicting the sign and aggressiveness of market orders on financial markets.

Simultaneous quantification of ankle, muscle, and tendon impedance in humans

Objective: Regulating the impedance of our joints is essential for the effective control of posture and movement. The impedance of a joint is governed mainly by the mechanical properties of the muscle-tendon units spanning it. Many studies have quantified the net impedance of joints but not the specific contributions from the muscles and tendons. The inability to quantify both muscle and tendon impedance limits the ability to determine the causes underlying altered movement control associated with aging, neuromuscular injury, and other conditions that have different effects on muscle and tendon properties. Therefore, we developed a technique to quantify joint, muscle, and tendon impedance simultaneously and evaluated this technique at the human ankle. Methods: We used a single degree of freedom actuator to deliver pseudorandom rotations to the ankle while measuring the corresponding torques. We simultaneously measured the displacement of the medial gastrocnemius muscle-tendon junction with B-mode ultrasound. From these experimental measurements, we were able to estimate ankle, muscle, and tendon impedance using non-parametric system identification. Results: We validated our estimates by comparing them to previously reported muscle and tendon stiffness, the position-dependent component of impedance, to demonstrate that our technique generates reliable estimates of these properties. Conclusion: Our approach can be used to clarify the respective contributions from the muscle and tendon to the net mechanics of a joint. Significance: This is a critical step forward in the ultimate goal of understanding how muscles and tendons govern ankle impedance during posture and movement.

Quantitative Proteome Profiling of a S-Nitrosoglutathione Reductase (GSNOR) Null Mutant Reveals a New Class of Enzymes Involved in Nitric Oxide Homeostasis in Plants

Nitric oxide (NO) is a short-lived radical gas that acts as a signaling molecule in all higher organisms, and that is involved in multiple plant processes, including germination, root growth, and fertility. Regulation of NO-levels is predominantly achieved by reaction of oxidation products of NO with glutathione to form S-nitrosoglutathione (GSNO), the principal bioactive form of NO. The enzyme S-nitrosoglutathione reductase (GSNOR) is a major route of NADH-dependent GSNO catabolism and is critical to NO homeostasis. Here, we performed a proteomic analysis examining changes in the total leaf proteome of an Arabidopsis thaliana GSNOR null mutant (hot5-2/gsnor1-3). Significant increases or decreases in proteins associated with chlorophyll metabolism and with redox and stress metabolism provide insight into phenotypes observed in hot5-2/gsnor1-3 plants. Importantly, we identified a significant increase in proteins that belong to the aldo-keto reductase (AKR) protein superfamily, AKR4C8 and 9. Because specific AKRs have been linked to NO metabolism in mammals, we expressed and purified A. thaliana AKR4C8 and 9 and close homologs AKR4C10 and 11 and determined that they have NADPH-dependent activity in GSNO and S-nitroso-coenzyme A (SNO-CoA) reduction. Further, we found an increase of NADPH-dependent GSNO reduction activity in hot5-2/gsnor1-3 mutant plants. These data uncover a new, NADPH-dependent component of NO metabolism that may be integrated with NADH-dependent GSNOR activity to control NO homeostasis in plants.

Crack-Considered Elastic Net Monitoring Model of Concrete Dam Displacement

Displacement monitoring data modeling is important for evaluating the performance and health conditions of concrete dams. Conventional displacement monitoring models of concrete dams decompose the total displacement into the water pressure component, temperature component, and time-dependent component. And the crack-induced displacement is generally incorporated into the time-dependent component, thus weakening the interpretability of the model. In the practical engineering modeling, some significant explaining variables are selected while the others are eliminated by applying commonly used regression methods which occasionally show instability. This paper proposes a crack-considered elastic net monitoring model of concrete dam displacement to improve the interpretability and stability. In this model, the mathematical expression of the crack-induced displacement component is derived through the analysis of large surface crack’s effect on the concrete dam displacement to improve the interpretability of the model. Moreover, the elastic net method with better stability is used to solve the crack-considered displacement monitoring model. Sequentially, the proposed model is applied to analyze the radial displacement of a gravity arch dam. The results demonstrate that the proposed model contributes to more reasonable explaining variables’ selection and better coefficients’ estimation and also indicate better interpretability and higher predictive precision.

CHANGES IN MARI NUMERAL PHRASES UNDER THE INFLUENCE OF MARI-RUSSIAN LANGUAGE CONTACTS

This article presents the results of a study of the Mari numeral phrases in terms of the influence of the Russian language. The aim of this work is to trace the role of Russian borrowings in the formation of Mari numeral phrases, primarily in the expression of their components, and to reveal other changes that have arisen under the influence of similar phrases and structures of the Russian language. The study was conducted on the basis of the lexical card index of the MarNIIYALI (Mari Scientific Research Institute of Language, Literature and History), which is based on written sources of the meadow-eastern literary norm, namely, its electronic part in the amount of about one thousand author's sheets. During the collection and analysis of material, elements and techniques of the following research methods were applied: descriptive and analytical (observation with the identification of the studied facts in sources, their generalization, interpretation and classification, description), comparative (regular comparison of Mari models with Russian ones for identity and non-identity), comparative-historical (in other cases, indications of the origin of the words), quantitative (counting models of various groups containing Russianisms). According to the results of the research, Russian borrowings may play a role of a head word (3 units in 4 models) and a dependent component (mainly substantive case forms and postpositional constructions, numerals, as well as some pronouns and adverbs of degree in 14 models). 3 models with cardinal numbers as a head very rarely can be represented by phrases with Russianisms in both components. As a result the syntactic units in some models and the models of numeral phrases themselves were replenished, the last ones by 3 units. Also the shifts in the forms of grammatical number of dependent nouns in some models appeared.

Artifact Removing From Eeg Recordings Using Independent Component Analysis With High-order Statistics

Many methods have been proposed to remove artifacts from EEG recordings es- pecially those arising from eye movements and blinks. Often regression in time and frequency domain on parallel EEG and electrooculographic recordings is used, but this approach can become problematic in some cases. Use of Principal Com- ponent Analysis (PCA) has been proposed to re- move eye artifacts from multichannel EEG. This method is not effective when the activations from cerebral activity and artifacts have comparable amplitudes. In this paper it is presented a gener- ally applicable method for removing a wide vari- ety of artifacts from EEG recordings based on In- dependent Component Analysis (ICA) with high- order statistics. The method is applied with good results in the analysis of a sample lowpass event -related potentials (ERP) data.

Hydrogen sulfide-dependent microvascular vasodilation is improved following chronic sulfhydryl-donating antihypertensive pharmacotherapy in hypertensive adults.

Hypertension is characterized by systemic microvascular endothelial dysfunction, in part due to a functional absence of hydrogen sulfide (H2S)-mediated endothelium-dependent dilation. Treatment with a sulfhydryl-donating ACE-inhibitor (SH-ACE-inhibitor) improves endothelial function in pre-clinical models of hypertension. To date, no studies have directly assessed the effects of SH-ACE-inhibitor treatment on H2S-dependent vasodilation in hypertensive humans. We hypothesized that SH-ACE-inhibitor treatment would improve H2S-mediated endothelium-dependent vasodilation. Ten hypertensive adults (1W; 56±9yrs, Systolic BP: 141±8.5 mmHg; Diastolic BP: 90.3±6 mmHg) were treated (16 weeks) with the SH-ACE-inhibitor captopril. Red blood cell flux (laser Doppler flowmetry) was measured continuously during graded intradermal microdialysis perfusion of the endothelium-dependent agonist acetylcholine (ACh; 10-10-10-1 M) alone (control) and in combination with an inhibitor of enzymatic H2S production (10-3 M aminooxyacetate; AOAA) pre- and post-intervention. Cutaneous vascular conductance (CVC; flux/mmHg) was calculated and normalized to the site-specific maximal CVC (0.028M sodium nitroprusside and local heat to 43°C). Area-under-the-curve was calculated using the trapezoid method. The 16-week SH-ACE-inhibitor treatment resulted in a reduction of blood pressure (Systolic BP: 129±10 mmHg; Diastolic BP: 81 ±9 mmHg, both p<0.05). Pre-intervention, inhibition of H2S production had no effect on ACh-induced vasodilation (316±40 control vs 322±35 AU AOAA; p=0.82). Captopril treatment improved ACh-induced vasodilation (316±40 pre vs 399±55 AU post; p=0.04) and increased the H2S-dependent component of ACh-induced vasodilation (pre: -6.6 ± 65.1 vs post: 90.2 ± 148.3 AU, p=0.04). These data suggest that SH-ACE-inhibitor antihypertensive treatment improves cutaneous microvascular endothelium-dependent vasodilation in hypertensive adults, in part via H2S-dependent mechanisms.