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Benzo(a)pyrene (BaP) is an environmental pollutant widely exposed to human beings. While the relationship between BaP and missed abortion is few understood. To explore the association between missed abortion and BaP, genetic polymorphisms of AhR pathway, we recruited 112 cases women with missed abortion and 137 controls women with normal pregnancy from Shanxi, China. The BPDE-DNA adducts level in the case group was higher than that in the control group (P < 0.001). The subjects were categorized according to the tertiles of BPDE-DNA adduct concentrations: T1 (33), T2 (P33~P67) and T3 (≥P67), the results suggested that the risk of missed abortion at T2 and T3 levels were 5.68 times (P = 0.009), 6.17 times (P = 0.001) higher than that of T1 level, respectively. The interaction between ALDH3A1 rs887241 and BPDE-DNA adducts was indicated. These findings show that BaP exposure may affect the risk of missed abortion, and genetic polymorphisms may change the susceptibility to BaP. [ABSTRACT FROM AUTHOR]

We modify a simple agent-based model (ABM) proposed by Franke and Westerhoff [J. Econ. Dyn. Control, 2012, 36(8), 1193-1211] through considering the price limits and the motion of the fundamental value. The method of simulated moments is applied to calibrate both initial and modified ABMs with CSI 300 and S&P 500 respectively, and the goodness-of-fit of each ABMs is tested. The calibration results indicate that the modified model performs better than initial one. Then, we utilize the GSL-div, proposed by Lamperti [Econometrics Stat, 2018, 5, 83-106.], to verify the explanatory power of ABMs. In this procedure, 13 ARCH family models are introduced as benchmarks. The result shows that the explanatory power of modified ABM exceeds ARCH models in both markets, while initial ABM may be defeated by some of the ARCH family models in explaining the microstructure of CSI 300. Finally, a heuristic algorithm is designed to disentangle the insights of Chinese and US stock markets to the observed time horizon through calibrating the initial fundamental value, and Kupiec test is used to check the robustness of the calibration. The result indicates that the explanation of modified model is robust in both markets, while initial model lost its robustness when explaining S&P 500. [ABSTRACT FROM AUTHOR]