Crude oil price forecasting based on a novel hybrid long memory GARCH-M and wavelet analysis model
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
Authors: Lin, Ling; Jiang, Yong; Xiao, Helu; Zhou, Zhongbao
Abstract
This paper proposes a novel hybrid forecast model to forecast crude oil price on considering the long memory, asymmetric, heavy-tail distribution, nonlinear and non-stationary characteristics of crude oil price. First, we use a signal de-noising method to reduce excessive noise significantly in the crude oil price. Then we employ empirical mode decomposition to transform the de-noised price into different intrinsic mode functions (IMFs). Finally, some complex long memory GARCH-M models are used to forecast different IMFs and a residual. Empirical results show that the proposed hybrid forecasting model WPD-EMD-ARMA-FIGARCH-M achieves significant effect during periods of extreme incidents. The robustness test shows that this hybrid model is superior to traditional models. (C) 2020 Elsevier B.V. All rights reserved.
A highly potential cleavable linker for tumor targeting antibody-chemokines
JOURNAL OF BIOMOLECULAR STRUCTURE & DYNAMICS
Authors: Mohammadi, Mozafar; Rezaie, Ehsan; Sakhteman, Amirhossein; Zarei, Neda
Abstract
Chemokines are the large family of chemotactic cytokines that play an important role in leukocyte movement and migration stimulation. Until now, several antibody-cytokine (chemokine) fusion proteins have been investigated in clinical trials because of their ability to evoke the circulating leukocytes far from the tumor site. In this case, creating the concentration gradient regarding the chemokine is very important to recruit the circulating leukocytes with maximum performance to the tumor environment. To achieve a proper gradient, the chemokine separation from the tumor antigen-bounded antibody can be very crucial. Thus, we designed a novel linker that can be cleaved by enzymes presented around the tumor site including cathepsin B, urokinase-type plasminogen activator (uPA) and matrix metalloproteinases (MMPs). Also, it can inhibit tumor progression by competing with the native substrate of key proteases in the tumor microenvironment. The proposed linker was evaluated using some bioinformatics approaches. In silico results showed that the linker is structurally stable and could be detected and cleaved using the mentioned enzymes. Communicated by Ramaswamy H. Sarma