Academia Sinica

About: Academia Sinica is a facility organization based out in Taipei, Taiwan. It is known for research contribution in the topics: Population & Galaxy. The organization has 52086 authors who have published 65998 publications receiving 1728114 citations. The organization is also known as: Central Research Academy.

Forecasting Financial Volatilities with Extreme Values: The Conditional Autoregressive Range (CARR) Model

Abstract: We propose a dynamic model for the high/low range of asset prices within fixed time intervals: the Conditional Autoregressive Range Model (henceforth CARR). The evolution of the conditional range is specified in a fashion similar to the conditional variance models as in GARCH and is very similar to the Autoregressive Conditional Duration (ACD) model of Engle and Russell (1998). Extreme value theories imply that the range is an efficient estimator of the local volatility, e.g., Parkinson (1980). Hence, CARR can be viewed as a model of volatility. Out-of-sample volatility forecasts using the S&P500 index data show that the CARR model does provide sharper volatility estimates compared with a standard GARCH model.

Complex dynamics of Holling type II Lotka–Volterra predator–prey system with impulsive perturbations on the predator ☆

Abstract: This paper develops the Holling type II Lotka–Volterra predator–prey system, which may inherently oscillate, by introducing periodic constant impulsive immigration of predator. Condition for the system to be extinct is given and permanence condition is established via the method of comparison involving multiple Liapunov functions. Further influences of the impulsive perturbations on the inherent oscillation are studied numerically, which shows that with the increasing of the amount of the immigration, the system experiences process of quasi-periodic oscillating→cycles→periodic doubling cascade→chaos→periodic halfing cascade→cycles, which is characterized by (1) quasi-periodic oscillating, (2) period doubling, (3) period halfing, (4) non-unique dynamics, meaning that several attractors coexist.

BS-Seeker2: a versatile aligning pipeline for bisulfite sequencing data

Abstract: DNA methylation is an important epigenetic modification involved in many biological processes. Bisulfite treatment coupled with high-throughput sequencing provides an effective approach for studying genome-wide DNA methylation at base resolution. Libraries such as whole genome bisulfite sequencing (WGBS) and reduced represented bisulfite sequencing (RRBS) are widely used for generating DNA methylomes, demanding efficient and versatile tools for aligning bisulfite sequencing data. We have developed BS-Seeker2, an updated version of BS Seeker, as a full pipeline for mapping bisulfite sequencing data and generating DNA methylomes. BS-Seeker2 improves mappability over existing aligners by using local alignment. It can also map reads from RRBS library by building special indexes with improved efficiency and accuracy. Moreover, BS-Seeker2 provides additional function for filtering out reads with incomplete bisulfite conversion, which is useful in minimizing the overestimation of DNA methylation levels. We also defined CGmap and ATCGmap file formats for full representations of DNA methylomes, as part of the outputs of BS-Seeker2 pipeline together with BAM and WIG files. Our evaluations on the performance show that BS-Seeker2 works efficiently and accurately for both WGBS data and RRBS data. BS-Seeker2 is freely available at http://pellegrini.mcdb.ucla.edu/BS_Seeker2/ and the Galaxy server.

Intrinsic Electron Mobility Exceeding 103 cm2/(V s) in Multilayer InSe FETs

Abstract: Graphene-like two-dimensional (2D) materials not only are interesting for their exotic electronic structure and fundamental electronic transport or optical properties but also hold promises for device miniaturization down to atomic thickness. As one material belonging to this category, InSe, a III–VI semiconductor, not only is a promising candidate for optoelectronic devices but also has potential for ultrathin field effect transistor (FET) with high mobility transport. In this work, various substrates such as PMMA, bare silicon oxide, passivated silicon oxide, and silicon nitride were used to fabricate multilayer InSe FET devices. Through back gating and Hall measurement in four-probe configuration, the device’s field effect mobility and intrinsic Hall mobility were extracted at various temperatures to study the material’s intrinsic transport behavior and the effect of dielectric substrate. The sample’s field effect and Hall mobilities over the range of 20–300 K fall in the range of 0.1–2.0 × 103 cm2/(V ...