Application of a periodic table for the genetic code to influenza A/H3N2 virus

If biologists can utilize a table to have access to biological phenomena in the manner analogous to the periodic table for chemical elements, they may get hold of a directing post in life science. Currently the mutational rule of influenza viruses have remained perplexed and to reveal it should be now desired when avian influenza virus has just then threatened human beings. Here I examine the applicability of a novel periodic table for the genetic code to influenza A/H3N2 virus, while presenting two rules regarding single point mutations of its virus hemagglutinin gene. One rule is that non-synonymous single point mutations are intimately associated with the first or second base replacements between four groups (5, 6, 9, and 10) in the periodic table. Another rule is that there is a new index (inversion number) conserving in mutation. This paper will take the first step to such contribution of mutational reactions

Endogenous Policy Announcement and Accountability for Inflation Target

In this paper, I show that accountability for inflation target will improve social welfare when the central bank makes transparency-opaqueness choices endogenously. The key elements are uncertainty of the firmsf informational quality, the opacity bias of constrained discretionay monetary policy under noisy information, and the role of harmful noisy public information. Based on the qualitative and quantitative result, I present a policy recommendation as to policy announcements and inflation targeting regime.asymmetric information, economic transparency, inflation targeting

Estimating and forecasting instantaneous volatility through a duration model : An assessment based on VaR

In order to forecast one-step ahead volatility, we calculated jump intensity by using estimated parameters of a duration model of price change. In this procedure, we do not assume any distribution on log-return. Although we do not make any distributional assumption, we may practically choose a suitable distribution e.g. Normal, student, etc, including empirical density, when we calculate a VaR (Value at Risk) with an instantaneous volatility to check the prediction performance. Furthermore, we compare the goodness of fit among assumed distributions of log-return. We find that fat tail distributions such as NIG, Laplace, are well fitted to the actual high frequency data listed on the Tokyo stock exchange 1st section from 4 Jan. 2001 to 28 June 2001High frequency data, Duration model, Instantaneous volatility, VaR