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In this research, we are concerned with intraday volatilities computed by functional ARCH(1) (fARCH(1), for short) model for high-frequency financial time series. A conditional-Copula multiple change point detection (CPD) for intraday volatilities is proposed using fARCH(1), bivariate Gaussian Copula and t-Copula conditional distributions. We employ current available multivariate CPD models which include energy test based control chart (ETCC) and nonparametric multivariate change point model (NPMVCP) to implement the proposed CPD method for the intraday volatilities. A simulation study is conducted to demonstrate that the functional ARCH based conditional-Copula CPD for the intraday volatilities can be a useful econometrics method to detect abnormal intraday volatilities in the financial market. We analyze intraday volatilities of the Korea composite stock price index (KOSPI) and the Hyundai-Motor (HDM) company stock data with one minute high-frequency to illustrate our proposed CPD method. [ABSTRACT FROM AUTHOR]

In this research, we are interested in finding the hidden dependence structure of sparse longitudinal data. Finding the hidden dependence structure of sparse longitudinal data is difficult due to the starting and end times being different. We propose that finding the directional dependence structure of the eigenfunctions by sparse functional principal component analysis (FPCA) may be a good alternative solution to find the hidden dependence structure of sparse longitudinal data. To verify this idea, we apply sparse FPCA to simulated data and two real datasets, wage sparse longitudinal data and Korea composite stock price index (KOSPI) high-frequency minute tick data and then apply vine copula and copula dynamic conditional correlation with asymmetric GARCH model to the functional eigenfunctions from FPCA. [ABSTRACT FROM AUTHOR]

The Dickey-Fuller test (DF test) and its various modified versions have been widely used for unit root or random walk testing, though advices are necessary regarding their proper use in hands-on statistical algorithm software. In this paper, we review the development of such tests over several decades. We examine why such modified versions of DF tests were developed and proper instructions regarding their use are essential. In addition, we discuss a simple way to overcome this hurdle. [ABSTRACT FROM AUTHOR]

This paper examines the dependence structure of industrial electricity demand and financial indicators (the Korea Composite Stock Price Index [KOSPI], Korean Securities Dealers Automated Quotations [KOSDAQ], exchange rate, government bonds and exports) using the copula dynamic conditional correlation with symmetric and asymmetric generalized autoregressive conditional heteroscedasticity (GARCH) models to forecast volatility. We investigated symmetric and asymmetric GARCH types, such as the standard, exponential, Glosten–Jagannathan–Runkle and asymmetric power models to fit the marginal distribution. The two types of elliptical copula, Gaussian and Student's t-distributions, were also considered to investigate the tail dependence between financial and electricity time series. We analysed the monthly log returns for January 2002 to April 2020. The empirical results reveal that the best-fit models for the Akaike information criteria are the asymmetric GARCH models, specifically the exponential-GARCH (E-GARCH). Moreover, the asymmetric GARCH model is superior to the symmetric GARCH in terms of forecast volatility. Extreme tail dependence exists for the KOSDAQ and exports indicators with the electricity demand. The KOSPI, Korea's primary stock market, is the best-fit financial variable and presents the highest forecasting accuracy. [ABSTRACT FROM AUTHOR]

In this article, we study the mechanism of generating a scale-free network using strong dependency between nodes. It is found that dependency should be aided by two key factors, namely, the reduced structure of network connections and small zero inflation. Our finding provides key conditions bridging the gap between the two groups having different opinions on scale-free networks. These groups include a camp of network scientists that consider scale-free networks as ideal objects in the large-size limit and the others that consider them as concrete objects in the real world. [ABSTRACT FROM AUTHOR]

Cystathionine-β-synthase (CBS) and cystathionine-γ-lyase (CSE) catalyze homocysteine (Hcy) metabolism via the transsulfuration pathway. They are also responsible for hydrogen sulfide ([H.sub.2]S) production via desulfuration reactions. The liver contributes significantly to the regulation of Hcy and [H.sub.2]S homeostasis, which might participate in many physiological and pathological processes. The aim of this study was to investigate the effect of a high-fat diet (HFD) on hepatic CBS and CSE expression and its impact on Hcy and [H.sub.2]S metabolism. Mice (C57BL/6) fed a HFD (60% kcal fat) for 5 weeks developed fatty liver. The mRNA and protein levels of CBS and CSE in the liver were significantly elevated in mice fed a HFD. Subsequently the metabolism of Hcy by CBS and CSE was increased in the liver, and its level decreased in the circulation. Increased CBS and CSE expression also caused a significant elevation in [H.sub.2]S production in the liver. The level of lipid peroxides was elevated, indicating oxidative stress, while the level of total glutathione remained unchanged in the liver of HFD-fed mice. Upregulation of the trans-sulfuration pathway might play an adaptive role against oxidative stress by maintaining total glutathione levels in the liver. Key words: high-fat diet, trans-sulfuration pathway, homocysteine, hydrogen sulfide. La cystathionine-β-synthase (CBS) et la cystathionine-γ-lyase (CSE) catalysent le metabolisme de l'homocysteine (Hcy) par la voie de la trans-sulfuration. Elles sont egalement responsables de la production de sulfure d'hydrogene ([H.sub.2]S) par des reactions de desulfuration. Le foie contribue significativement a la regulation de l'homeostasie de l'Hcy et du [H.sub.2]S, qui pourraient participer a plusieurs processus physiologiques et pathologiques. Le but de cette etude etait d'examiner l'effet d'une diete riche en gras (DRG) sur l'expression hepatique de la CBS et de la CSE ainsi que son impact sur le metabolisme de l'Hcy et du [H.sub.2]S. Des souris C57BL/6 soumises a une DRG (60 % kcal lipides) pendant 5 semaines developpaient un foie gras. Les niveaux de CBS et de CSE et de leurs ARNm etaient significativement accrus chez les souris soumises a la DRG. Subsequemment, le metabolisme de l'Hcy par la CBS et la CSE etait accru dans le foie, et son niveau diminuait dans la circulation. L'expression accrue de CBS et de CSE provoquait aussi une elevation significative de production de [H.sub.2]S dans le foie. Le niveau de peroxydes lipidiques etait eleve, indiquant la presence de stress oxydant, alors que le niveau total de glutathion restait inchange dans le foie des souris soumises a la DRG. La regulation a la hausse de la voie de la trans-sulfuration pourrait jouer un role adaptatif contre le stress oxydant en maintenant les niveaux de glutathion dans le foie. [Traduit par la Redaction] Mots-cles : diete riche en gras, voie de la trans-sulfuration, homocysteine, sulfure d'hydrogene., Introduction Homocysteine (Hcy) and hydrogen sulfide ([H.sub.2]S) are 2 important molecules produced in the body during the metabolism of sulfur amino acids. Hcy is an intermediate amino acid formed in [...]

Despite evidence of potential antiobesity effects of high-protein (HP) diets, the impact of consuming diets with protein levels at the upper limit of the acceptable macronutrient distribution range (AMDR) on kidney health is unknown. To test whether HP diets affect renal health, whole plant and animal proteins in proportions that mimicked human diets were given to pigs, because their kidneys have a similar anatomy and function to those of humans. Adult female pigs received either normal-protein (NP) or HP (15 or 35% of energy from protein, respectively) isocaloric diets for either 4 or 8 mo. The higher protein in the HP diet was achieved by increasing egg and dairy proteins. Although there were initial differences in body weight and composition, after 8 mo these were similar in pigs consuming the NP and HP diets. The HP compared with NP diet, however, resulted in enlarged kidneys at both 4 and 8 mo. Renal and glomerular volumes were 60-70% higher by the end of the study. These enlarged kidneys had greater evidence of histological damage, with 55% more fibrosis and 30% more glomerulosclerosis. Renal monocyte chemoattractant protein-1 levels also were 22% higher in pigs given the HP diet. Plasma homocysteine levels were higher in the HP pigs at 4 mo and continued to be elevated by 35% at 8 mo of feeding. These findings suggest that long-term intakes of protein at the upper limit of the AMDR from whole protein sources may compromise renal health. J. Nutr. 140: 1646-1652, 2010. doi: 10.3945/jn.110.123034.

Oxidative stress and amplified redox signaling contribute to the pathogenesis of many human diseases including atherosclerosis. The superoxide-generating phagocytic NADPH oxidase is a key source of oxidative stress in the developing atheroma. The aim of the present study was to examine the effect of berberine, a plant-derived alkaloid, on NADPH oxidase-mediated superoxide anion production in macrophages. Lipopolysaccharide (LPS) treatment activated NADPH oxidase in THP-1 monocyte-derived macrophages and increased the intracellular level of superoxide anions. Preincubation of cells with berberine demonstrated a concentration-dependent (10-50 µmol/L) and time-dependent (6-24 h) inhibition of superoxide anion generation in LPS-stimulated macrophages. Cell viability tests confirmed that berberine, at concentrations sufficient for inhibiting NADPH oxidase-mediated superoxide anion generation in macrophages, did not affect cell viability. Real-time PCR analysis revealed that addition of berberine to the culture medium was able to reduce [gp91.sup.phox] mRNA expression in LPS-treated cells. Berberine also restored superoxide dismutase (SOD) activity, which was found to be inhibited by LPS treatment. In conclusion, results from the present study demonstrate that berberine can effectively reduce intracellular superoxide levels in LPS- stimulated macrophages. Such a restoration of cellular redox by berberine is mediated by its selective inhibition of [gp91.sup.phox] expression and enhancement of SOD activity. The therapeutic relevance of berberine in the prevention and management of atherosclerosis remains to be further investigated. Key words: oxidative stress, berberine, NADPH oxidase, macrophage. Le stress oxydatif et la signalisation redox amplifieie contribuent a la pathogenese de nombreuses maladies humaines, y compris l'atheirosclerose Le superoxyde produisant NADPH oxydase phagocytaire est une source importante de stress oxydatif dans l'atheerome en deeveloppement. La presente etude a eu pour objectif d'examiner l'effet de la berberine, un alcaloide provenant de certains veegetaux, sur la production d'anions superoxyde par la NADPH oxydase dans les macrophages. Un traitement au moyen de lipopolysaccharides (LPS) a active; la NADPH oxydase dans les macrophages issus des monocytes THP-1, et augmente; la concentration intracellulaire d'anions superoxyde. La preincubation des cellules avec de la berberine a mis en evidence une inhibition dependante de la concentration (10-50 µmol/L) et du temps (624 h) de la production d'anions superoxyde dans les macrophages stimules par les LPS. Le test de viabilite cellulaire a confirme que la berbeerine, aux concentrations suffisantes pour inhiber la production d'anions superoxyde par la NADPH oxydase dans les macrophages, n'a pas influee sur la viabilite; des cellules. L'analyse PCR en temps reel a revele que l'ajout de berbeerine au milieu de culture a entrainee la reduction de l'expression de l'ARNm de [gp91.sup.phox] dans les cellules trauees par les LPS. La berberine a aussi retabli l'activite de la superoxyde dismutase (SOD), qui avait eetee inhibee par le traitement par les LPS. En conclusion, les reesultats de cette etude demontrent que la berberine peut reeduire efficacement les concentrations de superoxyde intracellulaire dans les macrophages stimules par les LPS. Le retablissement de l'etat redox cellulaire par la berbeerine est vehicule par sa capacite; d'inhiber selectivement l'expression de [gp91.sup.phox] et de stimuler l'activite de la SOD. La pertinence theerapeutique de la berbeerine dans la prevention et le traitement de l'atherosclerose doit faire l'objet d'autres etudes. Mots-cles: stress oxydatif, berbeerine, NADPH oxydase, macrophage. [Traduit par la Redaction], Introduction The superoxide anion ([O.sub.2.sup.-]) is a redox signaling molecule that plays an important role in physiologic and pathologic processes (Droge 2002; Afanas'ev 2005). Perturbations in the redox balance favoring [...]