Wanting Wang

Kecheng Liu
email: k.liu@henley.ac.uk

Zheng Qin
email: qinzheng@mail.shufe.edu.cn

FIG.Multifractal Analysis on the Return Series of Stock Market Using MF-DFA Method

Keywords: Stock market fluctuations, Generalized Hurst, Exponent, multifractal, MF-DFA, Time series

Analyzing the daily returns of NASDAQ Composite Index by using MF-DFA method has led to findings that the return series does not fit the normal distribution and its leptokurtic indicates that a single-scale index is insufficient to describe the stock price fluctuation. Furthermore, it is found that the long-term memory characteristics are a main source of multifractality in time series. Based on the main reason causing multifractality, a contrast of the original return series and the reordered return series is made to demonstrate the stock price index fluctuation, suggesting that the both return series has multifractality. In addition, the empirical results verify the validity of the measures which illustrates that the stock market fails to reach the weak form efficiency.

Introduction

Since the stock market was established, there are numerous bull and bear markets. It is hard to find a proper way to understand the unusual patterns, but the efficient market theory provides a widely applicable opinion. The efficient market theory is the cornerstone of modern finance, which is first proposed by Bachelier [START_REF] Barchelier | The theory of speculation[END_REF]. Fama establishes EMH (Efficient Market Hypothesis) theory [START_REF] Fama | Efficient Capital Markets: A Review of Theory and Empirical Work[END_REF]. However, the efficient theory cannot explain many actual phenomena that appear in stock markets, such as Black Monday or the breakdown of U.S. stock market in Oct. 1987. Also, the statistical characteristics of financial data appear the fat tail, long-term memory characteristics, volatility clustering, self-similarity, and so on. For these visions, it is necessary to develop a new method to capture the characteristics of stock price fluctuations in order to perform better risk estimation, prevention and control.

Literature Review

Mandelbrot first proposes fractal theory in the 1970s [START_REF] Mandelbrot | Fractals: Form, Chance and Dimension[END_REF]. In 1997, Mandelbrot proposes a multifractal model of asset returns to describe the variation of financial asset prices and he points out that the multifractal analysis can be reproduced volatile financial transactions and provide information on the predicted value of market trends, thus showing some regularity of various financial markets [START_REF] Mandelbrot | A Multifractal Model of Asset Return[END_REF]. It has been verified that multifractality widely exists in financial markets such as stock markets, future markets, spot markets, foreign exchange markets, derivative markets, interest rate markets and so on [START_REF] Karuppiah | Wavelet Multiresolution Analysis of High-frequency Asian FX Rates[END_REF][START_REF] Norouzzadeh | Application of Multifractal Measures to Tehran Price Index[END_REF][START_REF] Cajueiro | Long-range Dependence and Multifractality in the Term Structure of LIBOR Interest Rates[END_REF][START_REF] Lee | Probability Distribution Function and Multiscaling Properties in the Korean Stock Market[END_REF][START_REF] Lim | Multifractal Detrended Fluctuation Analysis of Derivative and Spot Markets[END_REF]. MF-DFA, short for multifractal detrended fluctuation analysis, is first proposed by Kantelhardt [START_REF] Kantelhardt | Multifractal Detrended Fluctuation Analysis of Non-stationary Time Series[END_REF], which can describe different statistical characteristics of time series on different time scales, also is an efficient way to test whether non-stationary time series is multifractal. It considers the average volatility of time series of each interval as a statistical point to calculate volatility functions, and then determines the generalized Hurst exponents based on the power law of volatility functions. Its advantages are the ability to discover the long-term correlation in non-stationary time series and to avoid the misjudgment of correlation. Norouzzadeh et al. studies the Iranian Rial-US dollar exchange rate logarithmic variations through MF-DFA [START_REF] Norouzzadeh | A Multifractal Detrended Fluctuation Description of Iranian Rial-US Dollar Exchange Rate[END_REF]. They find that the time series exhibits multifractality, which is mostly due to different long-range correlations for small and large fluctuations. Ying et al. measures multifractality in Shanghai stock market using MF-DFA [START_REF] Ying | Measuring Multifractality of Stock Price Fluctuation Using multifractal Detrended Fluctuation Analysis[END_REF] and finds that the generalized Hurst exponent can capture multifractality better. Panigrahi et al. characterizes price index behavior through fluctuation dynamics, involving companies listed on New York Stock Exchange [START_REF] Panigrahi | Econophysics of Systemic Risk and Network Dynamics[END_REF]. They use wavelet based multifractal detrended fluctuation analysis to analyze companies' self-similar and non-statistical properties.

However, most recent studies are focused on the original price series or its deformation; thus they have not detected the contribution of long-term memory characteristics on multifractality. This paper uses both the original return series and the reordered return series in order to study stock price fluctuations and discuss their connection, therefore, providing a better way to understand the stock price fluctuations.

Methodology

For series { ( )}, where ( ) and N is the length of { ( )}, the MF-DFA method is as following.

Through the sum process, the original series { ( )} merges into a new series { ( )}, with ̅ indicating the mean value of series { ( )}. The table 1 illustrates the skewness of return series is not equal to 0 and the kurtosis is much larger than it of normal distribution, which is approximately equal to 3. The fundamental statistics show that the return series are not normally distributed and have leptokartic characteristics, indicating that traditional EMH is not a proper way to describe the return series.

( ) ∑ [ ( ) ̅ ] , ( ) (1)
However, the long-term memory characteristics of low or high volatility in time series also cause multifractal behaviors. In this paper, random reordering process is used to eliminate the data correlation and keep the volatility, demonstrating the volatility of reordered series is the same as the original one, without long-term memory characteristics. Figure 2 is generated by the following random reordering procedures.

First, to generate a random pair of natural numbers (a, b), in which a and b are less than or equal to the length N of time series.

Second, to change the a-th and the b-th number in time series. Third, to repeat the above two procedures 20*N times, in order to make sure the order fully disrupted.

Empirical Research Results

The MF-DFA method is applied to the daily logarithmic rates of return R and its reordered series . Here we define parameter q is [-10, -8, -6, -4, -2, 0, 2, 4, 6, 8, 10] and s is an integer array, ranging from 3 to , where N is the length of R and . Fig. 3 shows the fluctuation function ( ) of both R and series in NASDAQ. Fig. 4 shows the generalized Hurst exponents of two series, which depends on q, by . The different values of ( ), the results of MF-DFA, are illustrated in table 2, when q changes from -10 to 10. As can be seen in table 2, when q changes from 10 to10, the ( ) of original return series descends from 0.757591 to 0.272200 and the ( ) of reordered return series descends from 0.809185 to 0.380904. Both ( ) are not constant, indicating that there is obvious multfractality. So using monofractal model to describe is not appropriate.

Comparing both return series, the ( ) of reordered one is closer to 0.5 than it of original one, because

. Therefore, the relevance of is higher than it of R. When q is a negative or relatively small positive number, ( )

. The small fluctuations of the rates of return are amplified, expressing the persistent feature. Correspondingly, when q is a relatively large positive number, ( ) , indicating that the large fluctuations are dominant; therefore, anti-persistent feature is clear.

For a given q, each ( ) of original return series is less than it of reordered one, indicating that the persistent characteristic of is stronger and the anti-

(a) (b)
persistent characteristic is more weaken. Meanwhile, after reordering, reduces and the multifractality weakens. Because ( ) changes slightly with q, which is not significant, it is a proof that the long-term memory characteristics of returns can lead to multifractality.

( ) ( ), so the multifractality of R is more obvious.

Furthermore, the characteristics of multifractality are analyzed by combining MF-DFA and multifractal spectrum. According to formula [START_REF] Lee | Probability Distribution Function and Multiscaling Properties in the Korean Stock Market[END_REF], the relationship between ( ) and q can be obtained, shown as Fig. 5. For monofractal, ( ) is linear; for multifractal, ( ) is nonlinear. And the stronger the nonlinearity is, the stronger the multifractality is. As can be seen from Fig. 5, the nonlinearity in ( ) of reordered return series is obviously more weaken than it of original one. It also illustrates our interpretation of Fig. 4 andtable 2. Finally, according to formula ( 9) and ( 10), the multifractal spectrums of both series can be captured, shown as Fig. 6. The multifractal spectrum width of reordered return series is less than it of original one, illustrating the interpretation of Fig. 5. The variety of reordered return series confirms that persistent relevance is an important factor to the multi-scaling changes in price volatility.

Conclusions

The multifractal model is more appropriate to describe the price variance. MF-DFA, which is executed in this paper, captures the multifractality in both the original return series and the reordered one.

Through the statistical research on NASDAQ Composite Index using MF-DFA, it is discovered that the long-term memory characteristics of the return volatility are a main reason of multifractality in the stock market. The empirical results also suggest that the entire stock market is not a random process, but a process affected by large and small fluctuations in some periods. The correlation of return volatility, especially the persistent relevance, contributes to the multi-scaling changes in price volatility.

In fact, the long-term memory enables us to recall noise, opaque prices in stock market and other complex information. In addition, investors also respond to the market in a non-linear way. They begin to act only when the information accumulated to a certain extent and to trade at an accepted price other than a fair price. Their behaviours lead to the stock price walking in a biased random way; therefore, the stock market is hard to reach the weak form efficiency. How to understand the multifratcality in financial markets and how to characterize the multifractal indicators of financial risks are the two key issues in the future. A fresh look at financial markets will help make more accurate risk estimation and control.

Fig. 1 .

 1 Fig. 1. Daily logarithmic rates of return R of NASDAQ Composite Index (IXIC) from 01 January 2009 to 31 December 2013 have three obvious aggregated fluctuations, illustrating the long-term memory characteristics of NASDAQ.

Fig. 2 .

 2 Fig. 2. Reordered return series of NASDAQ Composite Index (IXIC) from 01 January 2009 to 31 December 2013 has the same fluctuation distribution as the original one. Also, there are no obvious aggregated fluctuations, indicating the reordering process is effective.

Fig. 3 .

 3 Fig. 3. The multifractal fluctuation function ( ) of the return series R for NASDAQ is figure (a); and ( ) of is figure (b). The upper, the middle and the lower curves are the curves of q=10, q=0, and q=-10. This figure also shows the generalized Hurst exponents of is slightly greater than those of R; and the goodness of fit is better. E.g. When q=-10, ( ) and ( ) .

Fig. 4 .

 4 Fig. 4. The generalized Hurst exponents of R and are not constants but the function with respect to q, indicating multifractality in R and . Figure (a) is for R and figure (b) is for .

Fig. 5 .

 5 Fig. 5. Multifractal ( ) : Figure (a) is for R and figure (b) is for .

Fig. 6 .

 6 Fig. 6. Multifractal Spectrum ( ) : Figure (a) is for R and figure (b) is for .

Table 1 .

 1 The fundamental statistics of R

	Series	Mean	Median	Variance	Kurtosis	Skewness
	R	0.000744 0.0011	0.0132	6.3116	-0.2028

Table 2 .

 2 The

	Order q	( ) of R	( ) of
	-10	0.757591	0.809185
	-8	0.741504	0.789698
	-6	0.718603	0.761953
	-4	0.684111	0.720634
	-2	0.623898	0.651603
	0	0.529818	0.552996
	2	0.452512	0.500296
	4	0.382411	0.458481
	6	0.330822	0.424952
	8	0.295986	0.399629
	10	0.272200	0.380904
		0.485391	0.428281

generalized Hurst exponents ( ) of R and , when q is from -10 to 10.

(a) (b)

(a) (b) (a) (b)

Next, divide the new series { ( )} into ( ) non-overlapping segments of equal length s. Usually time scale s is not an integer multiple of length N, so repeating the same procedure from the opposite end to get the whole part of series { ( )} other than disregard extra parts. Therefore, total segments are obtained.

Fit local trend function ̃( ) on sub segments v by the least squares method in order to eliminate the local trends in each sub segments v and get the residuals series ( ).

Then calculate the mean squared value of sub segments without local trends.

Also average all segments to get the q-th order fluctuation function.

To any fixed q, determine the scaling exponent of fluctuation function, and the relationship between ( ) and s is obtained.

For every time scale s, we can get a correspondent value ( ). The q-th order generalized Hurst exponent is the slope of ( ( )) ( ). Here, if ( ) is a constant and independent from q, the series { ( )} is monofractal; and if ( ) is a function of q, the series { ( )} is multifractal.

The multifractal spectrum ( ) is another efficient way to describe the multifractal time series. The ( ) generated by MF-DFA is related to Renyi exponent ( ).

Thus the multifractal spectrum ( ) can be generated by formula ( 9) and [START_REF] Kantelhardt | Multifractal Detrended Fluctuation Analysis of Non-stationary Time Series[END_REF].

Furthermore, we define the range of generalized Hurst exponents ( ) to measure the degree of multifractality. The greater the is, the stronger the degree of multifractality is and the more severe the fluctuation is.

4 Empirical Research

Data Description

The daily closing prices of NASDAQ Composite Index (IXIC) from 31 December 2008 to 31 December 2013 are selected as the sample data. Total 1259 data are derived from Yahoo! Finance and calculated in MATLAB R2012b. Based on the original prices, we assume represents the closing price in time t; thus the logarithmic rate of return in time t is as formula [START_REF] Ying | Measuring Multifractality of Stock Price Fluctuation Using multifractal Detrended Fluctuation Analysis[END_REF].

Therefore, total 1258 daily logarithmic rates of return ( ) are obtained, shown as Fig. 1.


Mouzhi Ge
email: mouzhi.ge@unibz.it

Markus Helfert
email: markus.helfert@computing.dcu.ie

A Design Science Oriented Framework for Experimental Research in Information Quality

Keywords: Design science, experimental design, information quality, experimental research methodology, information system framework

Design science has been used as a new research paradigm in information quality research. Within design science, experimental validation has been recognized as one of the most important research methodologies. However, as there is a lack of a coherent framework for conducting experimental research, different information quality studies may produce different results, which can be even conflicting. In order to reduce this ambiguity, we have proposed a framework that is used to (1) refine the experimental methodology in information quality research, (2) advance the rigorous information quality research in design science, and (3) demonstrate an exemplary experimental validation in design science.

Introduction

Design science research (DSR) focuses on creations of artificial systems. It addresses research through the building and evaluation of artifacts designed to meet stated objectives [START_REF] Hevner | Design Science in Information Systems Research[END_REF]. Building refers to the process of constructing an artifact for a specific purpose and evaluation assesses how well the artifact meets objectives. Evaluation is considered as the centre of DSR focusing on the output of design science research. Although evaluation strategies and guidelines have been proposed, practical evaluation of design artifacts is still challenging, as many approaches are subjective and designed for a small number of application scenarios or specific projects. Limited contributions have addressed the practicalities of evaluating research outputs that are designed within a complex research environment.

Recent methodological research has confirmed that experimental research is an effective way to evaluate artifacts, however, when incorporating experimental research into practical research scenario, we are yet facing the problem of how to conduct the experiment in design science. Therefore in this paper, we have proposed a framework to refine the experimental research in design science in an application level. We demonstrate the framework in information quality research.

Information quality research has been well developed during the last two decades. DeLone and McLean [START_REF] Delone | Information system success: the quest for dependent variables[END_REF] proposed a comprehensive IS success model that considers information quality and system quality are the influencing factors to IS use and user satisfaction. In turn they will cause individual and organizational impact. This work not only lead to a large number of validation research on this model but also bring further attention of information quality into the IS community. Afterwards, different information quality research such as information quality dimensions [START_REF] Pipino | Data quality assessment[END_REF][START_REF] Wang | Beyond accuracy: what data quality means to data consumers[END_REF], information quality assessment [START_REF] English | Improving data warehouse and business information quality: methods for reducing costs and increasing profits[END_REF][START_REF] Ge | A Review of Information Quality Research -Develop a Research Agenda[END_REF][START_REF] Wand | Anchoring data quality dimensions in ontological foundations[END_REF] and information quality management [START_REF] Huang | Quality information and knowledge management[END_REF][START_REF] Wang | A product perspective on total data quality management[END_REF] has been conducted.

With the emerging research paradigm of design science, more and more researchers are using design science to conduct information quality research [START_REF] Helfert | Sustaining Data Quality -Creating and Sustaining Data Quality within Diverse Enterprise Resource Planning and Information Systems[END_REF][START_REF] Xie | An assessment technique for information quality support in emergency response[END_REF][START_REF] Xie | Human Involvement in Designing an Information Quality Assessment Technique -Demonstrated in a Healthcare Setting -Accepted for Human-Computer Interaction & Knowledge Discovery at Active Media Technology[END_REF]. Given the nature that information quality research can be conducted with experimental research methodology in design science, we therefore donate our demonstration in this research area.

Design Science

In information system research, researchers distinguished two paradigms: behavioral science research and design science research [START_REF] Hevner | Design Science in Information Systems Research[END_REF]. The former is understood as a "problem understanding paradigm", the latter as a "problem solving paradigm". A key characteristic of DSR is that it resolves an important, previously unsolved problem, for a class of businesses or environments, while making a contribution to the knowledge base [START_REF] Venable | A Comprehensive Framework for Evaluation in Design Science Research[END_REF]. Design researchers investigate the current knowledge and solutions to insure they do not just replicate past work of others. The value of a new solution may come from various activities such as solving a known or expected problem, satisfying needs, or innovating something new. However, the new knowledge comes from "the number of unknowns in the proposed design which when successfully surmounted provides the new information that makes the effort research and assures its value" [START_REF] Vaishnavi | Design Science Research in Information Systems[END_REF]. The research may involve searching the existing knowledge base, or collecting primary data through empirical work such as case studies, interviews, experiments or surveys. Research should stop if the problem has already been solved, or if it is found to be unimportant for the targeted objectives. Through this research process, the design science researcher satisfies the relevance condition for DSR in IS [START_REF] Hevner | A Three Cycle View of Design Science[END_REF], while also addressing generalizability [START_REF] Benbasat | Empirical Research in Information Systems-The Practice of Rel-evance[END_REF]. Characteristic for DSR is that rich phenomena that emerge from the interaction of people, organizations, and technology may need to be qualitatively assessed to yield an understanding of the phenomena adequate for theory development or problem solving [START_REF] Klein | A Set of Principles for Conducting and Evaluating Interpretive Field Studies in Information Systems[END_REF]. The process of constructing and exercising innovative IT artifact enable design-science researchers to understand the problem addressed by the artifact and the feasibility of their approach to its solution [START_REF] Nunamaker | Electronic Meeting Systems to Support Group Work[END_REF].

It is generally agreed, that design science research develops knowledge that can be used by professionals in the field in question to design innovative solutions to their field problems [START_REF] Van Aken | Management Research as a Design Science: Articulating the Research Products of Mode 2 Knowledge Production in Management[END_REF]. To obtain knowledge for innovative solutions, Van de Ven [START_REF] Van De Ven | Engaged Scholarship: A Guide for Organizational and Social Research[END_REF] proposed engaged scholarship as a participative form of design science research. It accommodates points of views of key stakeholders to understand complex problems. By exploiting differences between stakeholders, engaged scholarship develops knowledge that is more penetrating and insightful than when researchers work alone.

Sein et al. [START_REF] Sein | Action Design Research[END_REF] propose action design research method to interlink the buil-ding and evaluation phases and thereby emphasising the organisational context. Illust-rating the complexity of developing innovative outputs, Leonard [START_REF] Leonard-Barton | Well Springs of Knowledge: Building and Sustaining the Sources of Innovation[END_REF] outlines that working across boundaries between disciplines, specializations, or expertise is a key ingredient for most innovative solutions.

Since design is inherently an iterative and incremental activity, the evaluation phase provides essential feedback to the build phase concerning the quality and utility of the design output under development and its design process. Evaluation delivers evidence that an artifact developed achieves the purpose for which it was designed and consequently provides indications for the design process. Experimental research has been recoganized as one the most important methods to evaluate and confirm the artifact.

Experimental Research in Design Science

Researchers identified a number of methods that can be used for evaluation of design science artifact. Hevner, et al. [START_REF] Hevner | Design Science in Information Systems Research[END_REF] proposed five classes of evaluation methods: (1) Observational methods include case study and field study. ( 2) Analytical methods include static analysis, architecture analysis, optimization, and dynamic analysis. As a further study, Venable [START_REF] Venable | A Framework for Design Science Research Activities[END_REF] divides evaluation into artificial and naturalistic. Artificial evaluation includes laboratory experiments, field experiments, simulations, criteria-based analysis, theoretical arguments, and mathematical proofs. It evaluates a solution in a contrived and non-realistic way. Naturalistic evaluation explores the performance of a solution in its real environment. By performing evaluation in a real environment (real people, real systems, and real settings [START_REF] Sun | Cross-Evaluation: A New Model for Information System Evalua-tion[END_REF], naturalistic evaluation embraces all of the complexities of human practice in real organizations. This approach is always empirical, and includes methods such as case studies, field studies, surveys, and action research [START_REF] Venable | A Comprehensive Framework for Evaluation in Design Science Research[END_REF]. While the dominance of the naturalistic paradigm brings to naturalistic DSR evaluation the benefits of stronger internal validity [START_REF] Gummesson | Qualitative Methods in Management Research[END_REF], limited research has been done on the artificial evaluation such as laboratory and field experiments.

Experimental research involves directly manipulating a small number of variables and identifying the relationship between these variables. Using quantitative analysis, we can use the analysis results to test hypotheses or validate the artifact. An ideal experiment is designed to control all other possible factors affecting the experimental outcome and show how independent variables affect dependent variables [START_REF] Kerlinger | Foundation of Behavioral Research[END_REF]. It has been found that laboratory experiments are an effective methodology in addressing the cause and effect relationship [START_REF] Campbell | Experimental and quasi-experimental designs for research[END_REF][START_REF] Field | How to design and report experiments[END_REF][START_REF] Jarvenpaa | Methodological issues in experimental IS research: experiences and recommendations[END_REF], especially in investigating the cause and effect relationship between attributes of the decision environment, characteristics of information system and decision performance [START_REF] Dickson | Research in management information systems: the Minnesota experiments[END_REF].

One critical concern in experimental research is the validity. Experiment validity can be divided into internal validity and external validity. The lack of internal validity means the experimental result is affected by uncontrolled factors. To improve internal validity, Field and Hole [START_REF] Field | How to design and report experiments[END_REF] proposed eight factors potentially threatening internal validity: group threats, regression to mean, time thread, history, maturation, instrument change, different mortality, reactivity, and experimenter effects. The above threats can be resolved or minimized by experimental controls, such as providing monetary incentive to subjects and selecting appropriate subjects at random. External validity tests how well the research findings generalize to other populations and circumstances. Two threats are associated with external validity: over-use of the special participants and restricted numbers of participants [START_REF] Field | How to design and report experiments[END_REF]. Considering the two threats, external validity can be increased by carrying out empirical tests across different participants and situations.

Experimental Research Framework in Design Science

In order to develop the experimental research framework, we have firstly reviewed the methodological issues that may occur in experimental research. Jarvenpaa et al. [START_REF] Jarvenpaa | Methodological issues in experimental IS research: experiences and recommendations[END_REF] proposed four open methodological issues in experimental information system research: research strategy, measuring instruments, research design, and experimental task. Research strategy emphasizes that the research program should be performed under a theory, a model or a framework. Two issues are related to the research strategy: a lack of theories for guiding the research [START_REF] Taylor | Cognitive styles research and managerial information use: problems and prospects[END_REF], and studies which fail to build upon the work of others [START_REF] Jarvenpaa | Methodological issues in experimental IS research: experiences and recommendations[END_REF]. Measuring instruments focus on the reliability and validity of the measurements. Research designs concentrate on two issues: the importance of the research and the absence of experimental control [START_REF] Jarvenpaa | Methodological issues in experimental IS research: experiences and recommendations[END_REF].

Experimental task refers to a work that is taken by subjects in the experiment. The task is considered inappropriate when it is ambiguous or excessively complex. An ambiguous task might consist of inconsistent, incomplete and incorrect problems. An overly complex task may foster in the subjective influences such as preference, experience and even gambling. Considering the methodological issues mentioned in Jarvenpaa et al. [START_REF] Jarvenpaa | Methodological issues in experimental IS research: experiences and recommendations[END_REF], we have proposed a framework as shown in Figure 1. This framework consists of three components, which are artifact, experiment and data analysis. Along with each component, we provided a set of guidelines to deal with the methodological issues in experimental research.

Given the nature of design science, this paradigm is used to solve the practical problems, thus artifact should intend to solve a real-world problem. In order to build the artifact with theoretical basis, certain theory should be used to support for building this artifact. To highlight the novelty and importance of the artifact, an extensive literature review needs to be conducted. The artifact building will provide basis for the experimental design. In the experimental design, a validation of measuring instrument is needed, this is to intensify the experiment validity. The external factors that may influence the experiment should be kept under control. From the participant's perspective, the experiment should be easy to understand and easy to operate. After collecting the experimental data, we need to firstly understand which type of data is collected such as nominal data, ordinal data, interval data or ratio data, based on the data type, the according data analysis can be carried out. In turn, the data analysis can used to validate, evaluate and improve the artifact.

Fig. 1. Experimental Research Framework in Design Science

Validation with Information Quality Research

In order to demonstrate the usage of our framework, we have conducted an empirical information quality research design. In today's organizations, one important factor concerning information quality is that it directly influences decision-making. Owing to this, recent information quality research shows an increasing tendency to study the relationship between information quality and decision-making. Although their research findings confirmed that making correct decisions is dependent upon high quality information, exactly how information quality affects decision-making is still not entirely understood [START_REF] Fisher | The impact of experience and time on the use of data quality information in decision making[END_REF].

Case studies concerning poor information quality in decision support system are frequently documented in recent years and relate to a broad range of domains. Information quality issues may not only cause errors in business operations but also potentially impact society and wider aspects. For example, in 1986 NASA lost the space shuttle Challenger with seven astronauts onboard. The Presidential Commission investigated the Challenger accident and found that NASA's decision-making process was based on incomplete and misleading data. Just 2 years later the US Navy Cruiser USS Vincennes shot accidentally an Iranian commercial aircraft with 290 passengers onboard. Officials who investigated the Vincennes accident ad mitted that poorquality information was a major factor. Yet not only in the space and military industries but also in our daily decision, certain information quality problems can lead to severe results; for instance, Pirani [START_REF] Pirani | How safe are you hospital? The Weekend Australia[END_REF] reported that one piece of wrong biopsy information caused a patient's death in an Australian hospital. Real-world examples such as these illustrate cases in which poor information quality has significant impact on decision-making and may lead to irreversible damages.

From different case studies, we can conclude a real-world problem: "How to build a decision support system with high quality information?" To investigate this research question, one key question is to find out how information quality affects decisionmaking. As we have mentioned in Section 3, experimental research is an effective way to address the cause and effect relationship. We therefore use experiment to conduct this research. As we mainly focus on the experimental research in design science, we in the following only detail the research design related to the experiment part.

To start the design science procedure, first we need to define our artifact. As derived from the practical case study, our artifact is a decision support system with high quality information. To build this artifact, we use DeLone and McLean IS success theory to guild the design. It can be seen that high quality information can affect the decision-making (Use) and user satisfaction, and it will in turn generate individual impact and organizational impact. Literature across the domain information system, information management and information quality is related to this research work.

The experimental design is based on a well-known management game, the BeerGame. This game is a role-playing simulation, which involves managing supply and demand in a beer supply chain. The concept for this game was first developed at the Massachusetts Institute of Technology in the 1960s. Since then, several extensions and modifications have been suggested. Kaminsky and Simchi-Levi [START_REF] Kaminsky | A new computerized beer game: a tool for teaching the value of integrated supply chain management[END_REF] identified several weaknesses in this traditional game and consequently developed the computerized Beer Game.

Based on the computerized Beer Game, we provide various quality levels of marketing and selling information to subjects. Using the given information, subjects are asked to make inventory control decisions. In the experiment, we have adopted a set of validated information quality measurements from [START_REF] Wang | Beyond accuracy: what data quality means to data consumers[END_REF]. Also we have also considered 10 external factors that may influence the experiment such as task complexity, decision time, expertise, decision strategy, interaction, information overload, information presentation, decision aids, decision model and environment. All the external factors are kept under control. That means keeping the same status of all the external factors for every experimental treatment. By conducting a pilot study, we can find out if the experiment task is clear and easy to operate to the participants.

For this experiment we use a four-component beer supply chain: manufacturer, distributor, retailer and customer. One episode of the experiment includes 10 weeks.

In each week, the order of events is as follows: (1) Manufacturer fills the distributor's demands of last week. (2) Distributor fills the retailer's demands of last week and places an order with manufacturer for next week. (3) Retailer fills the customer's demands of this week and places an order with distributor for next week. If the demands are not catered for, the unsatisfied demands are recorded as back orders. The manufacturer is guaranteed to provide enough products for the distributor. Therefore there is no back order with the manufacturer. At the beginning of the game, there is no back order in each component and the demands of last week are perfectly satisfied.

A software-based system is developed to deliver the experimental scenario (figure 2). Subjects play the role of distributors who place orders to manufacturers and meet demands of retailers. The other three roles are taken over by the computer. To simplify the design of JIT inventory control, no lead time is set between distributors and manufacturers. This is to encourage subjects not to stock any product, accordingly, to achieve zero inventories. In each week, we provide the marketing information and selling history to subjects. According to the given information, subjects are able to make more reliable and reasonable inventory decisions. In one episode, subjects are asked to place 10 orders to manufacturers. Orders which conform to the best decision are recorded as the correct inventory decision. Since the goal of this experiment is to minimize the inventory to zero, the best decision is determined by the order which equals the retailer's need plus existing back orders.

Fig. 2. Experiment of Beer Game inventory control

From the experiment, we can then collect the ratio date from the beer game. Therefore, parametric statistical analysis such as ANOVA is used to analyze the data. Afterwards, the data analysis can validate and evaluate our proposed artifact. A list of detailed design is shown in Table 2.

Data analysis: AVONA and descriptive analysis

Literature review: Papers in information quality, information management and information system.

Concise and easy-to-operate experiment:

We adopted a computerized beer game and carried out pilot study

Conclusion

In this paper, we have proposed a framework that can guild the experimental research in design science. Based on the methodological issues in experimental research pointed by [START_REF] Jarvenpaa | Methodological issues in experimental IS research: experiences and recommendations[END_REF], we have proposed an experimental framework, which consists of three components: artifact, experiment, and data analysis. In each of the component, we have taken the methodological issues into consideration and proposed a set of detailed guidelines to design the experiment. In order to demonstrate and validate our proposed framework, we have conducted an empirical study in information quality research by using the framework. Under this framework, we can primitively avoid the possible methodological issues for experimental research in design science. The validation has not only shown that it is feasible to apply our framework in empirical information quality research, but also indicated that the framework can enhance more rigorous and quantitative design science oriented experimental research.

( 3 )

 3 Experimental methods include controlled experiment and simulation. (4) Testing methods include functional testing and structural testing. (5) Descriptive methods include informed argument and scenarios.

Table 1 .

 1 Methodological issues in experimental research

	Methodological issues in experimental research [14]
	Research Strategy		Lack of theories for guiding the research
			Studies without building upon other's work
	Measuring Instrument		Reliability
			Validity
	Research design		The importance of the research
			The lacking of the experimental control
	Experimental task		Ambiguous
			Overly complex

Table 2 .

 2 Demonstration in information quality research

	Artifact			Experiment	Data Analysis
	Decision support system with	Beer Game experiment from	Parametric statistical analysis
	high quality information		MIT
	Practical problem:		Validation of measuring	Data collection:
	Different case studies have	instrument:	Ratio Data
	demonstrated that decision	Adopted validated measuring
	support	system	has	instrument from [30]
	information quality problem.
	Theory:			Control of external factors:
	DeLone and McLean IS	A total of 10 external factors
	success theory		such as Task Complexity
				And decision time are
				controlled


Guangqi Huang
email: guangqi.huang@reading.ac.uk

Li Huang
email: l.huang@reading.ac.uk

Xiuxiu Chen
email: xiuxiu.chen@reading.ac.uk

Lily Sun
email: lily.sun@reading.ac.uk

Rationality of Service Composition of Workflow Net in a Service Oriented Architecture

Keywords: Service Composition, Service Composition Atomic-Operation Set, Rationality, Workflow Net, SOA

Users' requirements change drives an information system evolution. Consequently, such evolution affects those atomic services which provide functional operations from one state of their composition to another state of composition. A challenging issue associated with such evolution of the state of service composition is to ensure a resultant service composition remaining rational. This paper presents a method of Service Composition Atomic-Operation Set (SCAOS). SCAOS defines 2 classes of atomic operations and 13 kinds of basic service compositions to aid a state change process by using Workflow Net. The workflow net has algorithmic capabilities to compose the required services with rationality and maintain any changes to the services in a different composition also rational. This method can improve the adaptability to the ever changing business requirements of information systems in the dynamic environment.

Introduction

With the extensive utilization of service oriented architecture (SOA) [START_REF] Newcomer | Understanding SOA with Web Services[END_REF][2] in the field of information systems, the concept of service is employed in design and implementation of information systems. A software component can be described as technical service. A technical service consists of a composition of functional workflow which can be represented by an atomic-operation set. Technical services can be integrated to construct an information system. As [START_REF] Jian | Service oriented computing-principle and application[END_REF] pointed out, technical services can be mapped on to business processes for meeting users' complicated requirements in various business domains [START_REF] Zhongyu | Transparency of Information System Service Evolution[END_REF]. In an information system application, its behavior and process of services composition evolve which is driven by orchestrating business services. Consequently, it affects the executable functional workflow to change from one stage of service composition to another state of composition. Therefore, the service composition process should have abilities to facilitate evolutions supported by the internal strategy and external environment [START_REF] Ryu | Supporting the dynamic evolution of Web service protocols in service-oriented architectures[END_REF][START_REF] Papazoglou | The challenges of service evolution[END_REF][START_REF] Zhongyu | Approach of QoS-Oriented Services Run-Time Binding[END_REF]. The evolution of service composition refers to services set or flow structure will add, update and adjust dynamically according to the changing requirements of business application during the implementation process. Generally, it includes two major forms, namely, services set change and service workflow structure adjustment [START_REF] Ryu | Supporting the dynamic evolution of Web service protocols in service-oriented architectures[END_REF] [START_REF] Guangqi | Study on Evolution Behavior of Service Combination under Unchanged Set[END_REF]. In this paper, we focus on the methods to ensure the rationality of the process of service composition evolution behavior in SOA system. Some achievements on the evolution of service composition have been made. Ref. [START_REF] Papazoglou | The challenges of service evolution[END_REF] summarizes several common types of service composition evolution, including shallow and deep service evolution, and puts forward a service life cycle method. Ref. [START_REF] Zeng | Dynamic evolution mechanism for trustworthy software based on service composition[END_REF] proposes the solutions for dynamic composite service evolution problems from the research field of the trustworthy software, and discusses the existing work of dynamic service composition [START_REF] De Aalst | Dealing with workflow change: Identification of issues and solutions[END_REF][START_REF] Andrikopoulos | Managing the evolution of service specifications[END_REF], including evolution time, evolution operation classification and evolution influence, etc. In ref. [START_REF] Wei | Instance migration in dynamic evolution of web service compositions[END_REF], the instance dynamic migration (IDM) of the Web service composition evolution is studied, the processing framework is built, and the optional rules and arithmetic to execute the IDM from the service choreography perspective are addressed. Regarding to the business process analysis and modelling, existing researches have illustrated series of WS-BPEL analysis methods and technologies based on Petri network [START_REF] Lohmann | A Feature-Complete Petri Net Semantics for WS-BPEL 2[END_REF][START_REF] Niels Lohmann | How to implement a theory of correctness in the area of business processes and services[END_REF][START_REF] Liske | Another Approach to Service Instance, Service-Oriented Computing[END_REF], which provide the research method for this paper.

Therefore, this paper argues that how to correctly judge the rationality of business logic of the service composition behavior evolution is a basic problem in the SOA information systems. Based on the workflow-net theory, this paper studies the basic service composition operations according to the requirement in the SOA information system, puts forward the service composition atomic-operation set (SCAOS), and defines a kind of service composition atomic operations, which ensure the rationality of service composition process evolution. The following paper will be organized as follows. Section 2 illustrates the problems of the service composition. Section 3 describes the theory for analysis of the rationality of service composition. Section 4 proposes SCAOS while a sample is given to illustrate this process in section 5. Section 6 gives our conclusion and outlook.

Description of the Service Composition

Service composition problem is essentially a procedure that a set of services orchestrate according to the business process. It can be described as:

: C S R  , , C Service  S Service 
. C means the composite service, S means the set of atomic services, R means the relationship between the services in S. If the number of atomic services in S is 0 or 1, R will lose significance, service composition cannot be built. Therefore, in this paper, we define: Generally, service composition behavior evolution of the SOA system is mainly caused by two factors: their services set and business process. Service composition behavior evolution caused by changes of services set can also be called S evolution of service composition, denoted as S E . In this process, the atomic services set S changes, which results in a change of C. The evolution caused by changes of business process is also called as R evolution of service composition, denoted as R E . In this process, the atomic services set S is not changed, while the relationship R changes, which results in a change of C.

Theory for Analysis on the Rationality of Service Composition Operation

The use of workflow net (WF-net) to describe the service composition and analysis the rationality of service composition behavior evolution can be defined as follows: [START_REF] Van Der Aalst | Workflow Management Models, Methods, and Systems[END_REF], if and only if:

Definition 1. A Petri net ( , , ) WFN P T F  is called as WF-net [9]
 Exists an initial place iP  , its precursor is empty, i   .

 Exists an end place oP  , its successor is empty, o   .

 For any node

x P T ,all belongs to a path from i to o .

WF-net can be used to describe the internal logic of service composition dynamically.

For

( , , ) WFN P T F  , 
The set of place P is used to describe the conditions of service calling.

 The set of transition

T is used to describe the collection of service units of composite service, it is actually an operation.

 The set of flow relationship

F is used to describe the logical relationships between service units of composite service. The distribution of the Tokens in all places is identified as network state, initial state (final state) of WF-net denoted as will have at least one mark, the formalization description is:

* * 0 ( ) ( ) end M M M M M       (
* 0 ( ) ( ) end end M M M M M M M       
(3) Dead transition does not exist in the WF-net, the formalization description is:

* 0 , , . . t t T M M s t M M M         
The rationality of a WF-net, can be used to judge whether a service composition behavior evolution is rational:

 The rationality of a WF-net can ensure that the evolved process of service composition can be smoothly completed.  Internal constitution service should all stop until the end of service composition.  All internal constitution service of service composition could be called. Theorem 1. For WF-net

* * * 3 1 2 1 2 1 2 {( , ) | } {( , ) | ( , ) { , } } {( , ) | ( , ) ( , ) }                 F x y F x t y t x y F x y i o x y P T x t F i y F {(x  * 2 1 1 2 , ) | ( , ) ( , ) } y T P t y F x o F      , 3 1

Service Composition Atomic-Operation Set

Based on the WF-net theory of service composition description, this paper puts forward the service composition atomic-operation set (SCAOS). Faced with business logic evolution requirements in the information system, this paper defines 2 classes and 13 kinds of basic service composition of atomic operations. It can be used to specify the service composition behavior in SOA system, in order to guarantee the rationality of evolution process of service composition behavior. The service composition that can be described by rational WF-net is also called as rational service composition.

Internal Relationships in the Service Composition

Without considering the cycle of calls, the relationships between service units of composite service include the following three types: sequence, switch and flow. Here, we define that , a b S  are represented by the transition (3) Flow:Two service units are called at the same time (shown in Fig. 3), that is , , , , .

.

,      in in out out split join p p p p P t t T s t { , } { , }                      in in split in
)} \ {( , )}              N O N O N b in out O split

Service composition behavior evolution caused by the business process change

For composite service : C S R   , service composition behavior evolution caused by changes of business process can be defined as follows: Definition 4. R Evolution (E R ): Refers to the relationship R changes but the composite services set

() S dom C  remains.
In other words, the service business process is changed.

According to the actual requirement of service composition behavior evolution, considering the above three kinds of basic internal relationships of service composition, 7 kinds of evolutions can be got as follows, as shown in Fig. 7: ,,,, ) ,,,, )

O O O O O O O WFN P T F i o M  and 0 ( ,
N N N N N N N WFN P T F i o M  , O WFN is a rational WF-net,
\ AB means set out the elements like set B from set A, then following 7 kind of evolution behaviors maybe occur in

O N WFN WFN  :
(1) Reverse Evolution {( ,),( ,)} \ {( ,),( ,) . They are similar with the above evolutions, so we do not describe them here in detail.

Rationality analysis of service composition behavior evolution

The verification of the rationality of operations of service composition behavior evolution can be transferred to the verification of rationality of relative WF-net. It is proved that the service composition atomic-operation set can keep the rationality of evolved composite service. The following propositions are true:

Proposition 1. Atomic-operation set of S { , , , , , }

Proposition

2.

Atomic-operation set of R Evolution, In this paper, we take the switch to flow evolution Proof: According to the switch relationship, a WF-net

2 2 2 2 2 2 2 { , , , , , , }
O sw WFN is built , { , , , }, { , , , }, {( , ),( , ),...

Rationality analysis of mixed service composition behavior evolution operations

In the application of actual SOA system, a whole service composition behavior can be decomposed into multiple mixed service composition atomic operations, so a service composition behavior is essentially an operation sequence of atomic operations.

Based on [Proposition 1] and [Proposition 2], it is guaranteed that the rationality of the whole service composition behavior remains unchanged. In addition, for the nested service composition behavior, according to [Theorem 1], if we transfer the transitions a t and b t of S evolution and R evolution behavior and replaced it with a rational WF-net, then the evolved WF-net is still rational. It is consistent with the inclusion of service, so a rational WF-net corresponds to a rational composite service. This rational composite service can be used as a basic service unit to participate higher level service composition, and this evolution behavior is rational too. In summary, for the defined service composition atomic-operation set in the SOA system S R SCAOS E E , every operation b SCAOS  , the evolved service composition process is rational.

Sample of Service Composition Behavior Evolution

Suppose in the information service center of a bank system, the user information query process is implemented as a composite service. Its logic process is designed as follows: firstly, input the user account code, and call user identification service Service0; then, according to the category of user account, call the VIP user account financial information query service Service1 or common user account financial information query service Service2; subsequently, call user basic information query service Service3; and finally, call user information comprehensive analysis and processing service Service4, return the results of user account information analysis. We found that if the bank system query the account financial information using Service1 or Service2 and query the basic information using Services3 at the same time, the reaction rate of user account information analysis will maybe increase. Thus the original business logic is changed and the service composition process evolution happens. The relationships among Service3 and selective Service1 and Service2 are the order of sequence execution before evolution, while their relationships are changed to the order of concurrent execution after evolution, as shown in Fig. 9: Comparing the state reachability graph before evolution and after evolution, obviously the evolution behavior is rational and the results of the business processes are consistent.

Conclusions

A challenging issue associated with service composition is to remain the rationality of service composition. In order to ensure the rationality of the service composition behavior, this paper studies the service composition operations according to the requirement in the SOA information system, puts forward the SCAOS, defines 2 classes and 13 kinds of basic service composition atomic operations, including service composition operations caused by the changes of services set and business process. Specifically, S evolution operations includes Sequence Increase Evolution, Switch Increase Evolution, Flow Increase Evolution, Sequence Decrease Evolution, Switch Decrease and Flow Decrease Evolution; R evolution operations includes Reverse Evolution, Sequence to Switch Evolution, Sequence to Flow Evolution, Switch to Flow Evolution, Switch to Sequence Evolution, Flow to Sequence Evolution and Flow to Switch Evolution.

Using the WF-net theory, this paper proves that SCAOS can maintain the rationality of service composition operations of SOA system when the service composition behavior occurs. The workflow net has algorithmic capabilities to compose the required services with rationality and maintain that any changes to the services in different compositions are also rational. SCAOS remains the rationality of the internal process logic in the SOA information system. This method can enhance the adaptability of SOA information systems to respond to the ever changing business requirements in the dynamic environment.

Definition 2 .

 2 initial place (the end place) is marked. Rational WF-net[START_REF] Zeng | Dynamic evolution mechanism for trustworthy software based on service composition[END_REF].

2 )

 2 The end state end M is the only final state which can be reached from the initial state 0 M , and end M

Fig. 1 .Fig. 2 .

 12 Fig. 1. Sequence relationship (2) Switch: Two service units are selected to call according to the specific condition, that is

Fig. 4 .Fig. 5 .

 45 Fig. 3. Flow relationship

Fig. 6 .

 6 Fig. 6. Flow increase EvolutionThe inverse evolution behavior of the above evolutions can be defined as: Sequence Decrease Evolution sq b  , Switch Decrease

Fig. 7 .

 7 Fig. 7. 7 kinds of R evolution behaviors (indicated by the directions of arrows) Define the relative start and end WF-net of evolution as 0 ( , , , , , )

:

  the sequence execution of service a and service b is reversed, described as:

Fig. 8 .

 8 Fig. 8. Proof of the rationality of evolution behavior

Fig. 9 .Fig. 10 .

 910 Fig. 9. Relative WF-net before evolution (a) and after evolution (b) Thus, the above service composition evolution is essentially a kind of R evolution -Sequence to Flow Evolution 2 sq fl b

  } The inverse evolution behavior of the last three evolutions mentioned above can be defined as: Switch to Sequence Evolution

	T	N		T	O			P	N						P	O		{ ,  in out p p	} \{ } s p		F	N
			 O F	{( t	split	,	in p		), ( , a t p out		), ( , ), (  in b p t	, p t  out	join	)} \{( , ), ( , )} a s s b t p p t
	(4) Switch to Flow Evolution	2 sw fl b	: the switch execution of service a and
		service b is changed to flow execution, here { t	split	,	t	join	}		T	O	, described as:
	T	N		T	O		P	N		P	O		{ ,  in out p p	}		F	N
				 O F	{( t	split	,	in p		), ( , ), ( ,  in b a p t t p out		), (	, p t  out	join	)} \{( , ), ( , in b a p t t p out	)}
			T	N			T	O				P	N		P	O		F	N		F	O		t p	p t	t p	p t
																							b	s	s	a	a	s	s	b
	(2) Sequence to Switch Evolution	b	: the sequence execution of service a
																							2 sq sw
		and service b is changed to switch execution, described as:
	T	N	T P  	N				P	O	\{ } p		F	N		F	O		{( , ), ( , p t t p	)}\{( , ), ( , )} t p p t
																							s	in b	a	out	a	s	s b
	(3) Sequence to Flow Evolution	b	: the sequence execution of service a and
																							sq fl
		service b is changed to flow execution, described as:


Filipe De Vadder

Flora Plessier

Amandine Gautier-Stein

Gilles Mithieux
email: gilles.mithieux@inserm.fr

VASOACTIVE INTESTINAL PEPTIDE IS A LOCAL MEDIATOR IN A GUT-BRAIN NEURAL AXIS ACTIVATING INTESTINAL GLUCONEOGENESIS

Keywords:

Intestinal gluconeogenesis (IGN) promotes metabolic benefits through activation of a gutbrain neural axis. However, the local mediator activating gluconeogenic genes in the enterocytes remains unknown. We show that (1) VIP signaling through VPAC1 receptor activates the intestinal glucose-6-phosphatase gene in vivo, (2) the activation of IGN by propionate is counteracted by VPAC1 antagonism, and (3) VIP-positive intrinsic neurons in the submucosal plexus are increased under the action of propionate. These data support the role of VIP as a local neuromodulator released by intrinsic enteric neurons and responsible for the induction through a VPAC1 receptor-dependent mechanism in enterocytes.

INTRODUCTION

The gut-brain axis plays a critical role in the regulation of metabolic homeostasis.

Intestinal gluconeogenesis (IGN) is a newly described process that promotes a decrease of hunger and an improvement of insulin sensitivity, while decreasing hepatic glucose production [START_REF] Mithieux | Intestinal gluconeogenesis: key signal of central control of energy and glucose homeostasis[END_REF]. The IGN function is described in humans, especially after gastric bypass surgery or during the an-hepatic phase of liver transplantation [START_REF] Mithieux | Nutrient control of hunger by extrinsic gastrointestinal neurons[END_REF]. Intestinal gluconeogenesis is activated when feeding protein [START_REF] Mithieux | Portal sensing of intestinal gluconeogenesis is a mechanistic link in the diminution of food intake induced by diet protein[END_REF][START_REF] Duraffourd | Muopioid receptors and dietary protein stimulate a gut-brain neural circuitry limiting food intake[END_REF]-or dietary fiber(5)-enriched diets. Specifically, in the case of dietary fiber, microbial-generated propionate binds to free fatty acid receptor 3 (FFAR3) in the nerve endings of the portal vein wall. This leads to the activation of a gutbrain reflex arc, inducing in the end the expression of gluconeogenic genes (glucose-6phosphatase, G6Pase; phosphoenolpyruate carboxykinase, PEPCK) [START_REF] Vadder | Microbiota-Generated Metabolites Promote Metabolic Benefits via Gut-Brain Neural Circuits[END_REF]. However, the local enteric relay responsible for the activation of IGN genes in the enterocytes remains to be elucidated. We hypothesized that the release of a local gut neurotransmitter by enteric nervous plexuses in response to a signal from the central nervous system could be involved.

Vasoactive intestinal peptide (VIP) is a small peptide that acts as a neurotransmitter and paracrine neurohormone in non-adrenergic neurons of the enteric nervous system [START_REF] Furness | Intrinsic primary afferent neurons and nerve circuits within the intestine[END_REF]. VIP neurons innervate the gut epithelium, and VIP specifically increases cAMP levels in enterocytes through binding to G s -coupled VPAC1 receptor [START_REF] Zimmerman | Vasoactive intestinal polypeptide receptor binding sites in the human gastrointestinal tract: localization by autoradiography[END_REF]. In vitro studies in Caco-2 cells overexpressing the catalytic subunit of G6Pase (G6PC) have shown that transcription of G6PC is activated by cAMP-mediated signaling in the intestine [START_REF] Gautier-Stein | Transcriptional regulation of the glucose-6-phosphatase gene by cAMP/vasoactive intestinal peptide in the intestine. Role of HNF4alpha, CREM, HNF1alpha, and C/EBPalpha[END_REF]. Interestingly, isolated intestinal epithelial cells from rat exhibit a high adenylate cyclase sensitivity to VIP [START_REF] Prieto | Interaction of vasoactive intestinal peptide with isolated intestinal epithelial cells from rat. 1. Characterization, quantitative aspects and structural requirements of binding sites[END_REF], and culturing Caco-2 cells overexpressing G6PC in the presence of VIP up-regulates the transcription of the gene [START_REF] Gautier-Stein | Transcriptional regulation of the glucose-6-phosphatase gene by cAMP/vasoactive intestinal peptide in the intestine. Role of HNF4alpha, CREM, HNF1alpha, and C/EBPalpha[END_REF]. These data suggest that local release of VIP by enteric neurons may be involved in activation of IGN genes in the gut epithelium.

To test this hypothesis, we fed rats for two weeks with either standard chow or propionate-enriched chow to induce IGN gene expression (see Methods). We investigated the in vivo implications of VIP on IGN gene expression and cAMP-mediated signaling in the intestine.

RESULTS AND DISCUSSION

Rats that were fed on standard chow and received a VIP injection had about 2.5-fold higher G6Pase activity in the jejunum compared with rats that received a saline injection. In line with previous data(5), propionate feeding strongly induced G6Pase activity. It is noteworthy that an injection of VPAC1 antagonist PG 97-269 reversed the induction observed in propionate-fed rats, but had no effect on standard-fed animals (Figure 1A).

We next investigated whether IGN induction was associated with an in vivo activation of cAMP-mediated signaling. After VIP injection, the intracellular cAMP content was increased 4-fold compared with saline-injected animals on standard diet. Similar cAMP levels were found in propionate-fed animals. Again, antagonism of VPAC1R abolished this increase (Figure 1B). The increase in cAMP is a key signal triggering the phosphorylation of cAMP responsive element binding protein (CREB). We determined the effect of the aforementioned conditions on the phosphorylation state of CREB. Both VIP injection and propionate feeding increased the levels of phosphorylated CREB, while not affecting the expression of CREB protein. As was the case before, treatment with PG 97-269 reversed the induction only in propionate-fed animals (Figure 1C). Furthermore, propionate feeding effectively increased the expression of phosphorylated CREB specifically in the enterocytes, as assessed by immunohistochemical methods (Figure S1). G6pc gene is endowed with CREB binding sites [START_REF] Gautier-Stein | A distal region involving hepatocyte nuclear factor 4alpha and CAAT/enhancer binding protein markedly potentiates the protein kinase A stimulation of the glucose-6-phosphatase promoter[END_REF]. To further document the regulation of this gene in the intestine, we studied the binding of phosphorylated CREB to the G6pc promoter by chromatin immunoprecipitation (ChIP). As shown in Figure 1D, the same pattern of activation/no activation was observed when studying the binding of phosphorylated CREB to the G6pc promoter.

Since VIP is expressed in enteric neurons, we examined if there was a variation of VIP expression in both enteric nervous plexuses. Using VIP immunofluorescence, we quantified VIP-positive cells in the myenteric and submucosal plexuses, in standard-and propionate-fed rats. In agreement with the observation that VIP is involved in propionate-mediated activation of IGN, propionate feeding effectively increased the ratio of VIP-positive neurons in the submucosal enteric plexus, which is primarily involved in the control of intestinal epithelial functions(6) (Figure 1E andG). No such increase was observed in the myenteric plexus (Figure 1F). However, caution is warranted since the absence of increase in VIP myenteric neurons could have been missed due to a technical issue. Indeed, VIP expression in the myenteric plexus is often studied following colchicine treatment to block its fast anterograde axonal transport, thereby retaining it in the cell body and facilitating labeling. This was not done here.

The purpose of this study was to investigate whether VIP was an enteric relay in the activation of gluconeogenic genes in the intestine in response to portal glucose signals relayed by the central nervous system (here activated by propionate). We show that VIP can induce propionate-mediated activation of IGN, since blocking of VPAC1 receptors in propionate-fed animals reverses the activation. These elements support the role of VIP as a local neuromodulator released by intrinsic neurons and responsible for the induction of IGN through a VPAC1-dependent mechanism in enterocytes.

VIP neurons are present in submucosal and myenteric plexuses. VIP neurons of the myenteric plexus receive strong vagal inputs [START_REF] Berthoud | Morphological analysis of vagal input to gastrin releasing peptide and vasoactive intestinal peptide containing neurons in the rat glandular stomach[END_REF] while neurons in the submucosal plexus directly regulate enterocyte functions [START_REF] Furness | Intrinsic primary afferent neurons and nerve circuits within the intestine[END_REF]. Given the fact that propionate feeding activates neurons of the dorsal motor nucleus of the vagus [START_REF] Vadder | Microbiota-Generated Metabolites Promote Metabolic Benefits via Gut-Brain Neural Circuits[END_REF] and that the secretomotor activity of VIP has been linked to VPAC1 activation in either enterocytes or cholinergic enteric neurons of the submucosal plexus [START_REF] Fung | VPAC1 receptors regulate intestinal secretion and muscle contractility by activating cholinergic neurons in guinea pig jejunum[END_REF], it is very likely that activation of IGN may take place through the same pathway.

The involvement of VIP signaling in glucose and energy homeostasis is not restricted to the intestinal area. For example, VIP signaling is needed for normal glucose-mediated insulin release in the endocrine pancreas [START_REF] Winzell | Role of VIP and PACAP in islet function[END_REF]. Interestingly, VIP-null mice have elevated plasma glucose and enhanced taste preference for sweet [START_REF] Martin | Vasoactive intestinal peptide-null mice demonstrate enhanced sweet taste preference, dysglycemia, and reduced taste bud leptin receptor expression[END_REF], and streptozotocin-treated diabetic mice have decreased levels of gastrointestinal VIP [START_REF] Adeghate | Diabetes mellitus is associated with a decrease in vasoactive intestinal polypeptide content of gastrointestinal tract of rat[END_REF]. All these alterations point to a crucial role of gastrointestinal VIP signaling in maintaining whole body glucose homeostasis.

In conclusion, we report here a mechanism by which a nervous signal from the central nervous system activates intestinal glucose production, a function promoting numerous metabolic benefits [START_REF] Mithieux | Intestinal gluconeogenesis: key signal of central control of energy and glucose homeostasis[END_REF][START_REF] Mithieux | Nutrient control of hunger by extrinsic gastrointestinal neurons[END_REF][START_REF] Mithieux | Portal sensing of intestinal gluconeogenesis is a mechanistic link in the diminution of food intake induced by diet protein[END_REF][START_REF] Duraffourd | Muopioid receptors and dietary protein stimulate a gut-brain neural circuitry limiting food intake[END_REF][START_REF] Vadder | Microbiota-Generated Metabolites Promote Metabolic Benefits via Gut-Brain Neural Circuits[END_REF]. These findings provide a novel understanding of the brain-gut neural relationships. Given the beneficial outcomes deriving from the activation of IGN, this may open novel perspectives in the treatment and prevention of metabolic diseases.

MATERIALS AND METHODS

Animals and housing

Adult male Sprague-Dawley rats (Charles River, France), aged 6 to 8 weeks and weighing 260-280 g at the time of their arrival, were housed in a climate-controlled room (22 ± 2°C) subjected to a 12-hour light/dark cycle with lights on at 7:00 AM, with free access to food and water. Standard diet was SAFE A04 (Augis, France). Sodium propionate (Sigma-Aldrich) was incorporated into the diet at 5% weight/weight. After two weeks of diet, animals were fasted for 3 hours and given an injection of either 0.9% NaCl (saline), or 100 µg/kg body weight VIP (Bachem) or PG 97-269 (Bachem).

Intestine sampling and G6Pase activity

Rats were anesthetized 3 hours after drug injection with a single intraperitoneal injection of sodium pentobarbital (100 mg/kg) and the intestine was sampled as described previously [START_REF] Croset | ABBREVIATIONS ChIP: Chromatin immunoprecipitation; CREB: cAMP responsive element binding protein; FFAR3: Free fatty acid receptor 3; G6Pase: Glucose-6-phosphatase; G6PC: Glucose-6phosphatase catalytic subunit; IGN: Intestinal gluconeogenesis; PEPCK: Phosphoenolpyruate carboxykinase; VIP: Vasoactive Intestinal Peptide[END_REF]. 10 µm-thick sections of the jejunum were used in histology experiments.

Frozen intestine samples were grinded to powder with a stainless steel mortar bathing in liquid nitrogen. The powder was further homogenized in 10 mM HEPES and 0.25 M sucrose, pH 7.4 (in a 9:1 volume ratio) and sonicated. G6Pase activity and non-specific phosphatase activity were assessed at maximum velocity in duplicates for each homogenate after addition of respectively 20 mM glucose-6-phosphate or β-glycerophosphate (Sigma-Aldrich). After 10 minutes at 30°C, the reaction was arrested by addition of excess 0.11 M ascorbic acid in 10% trichloroacetic acid (Sigma-Aldrich). After centrifugation for 10 minutes at 2,000 g, the supernatant was collected. The released inorganic phosphate was assayed by spectrophotometry at 700 nm by complexation with molybdate ions (excess molybdate ions were precipitated by sodium meta-arsenite). Specific G6Pase activity was computed as the G6Pase activity minus the non-specific phosphatase activity in each sample. Protein concentrations were assayed by Bradford's method and activity was expressed in U/g of protein.

Western Blot

Tissue was grinded in 0.1 M HCl (CREB and pCREB). After denaturing electrophoresis, western blot was performed using rabbit anti-phospho CREB (1113-1, Epitomics, 1:500). For CREB blotting, pCREB membrane was stripped and western blot was performed using rabbit anti-CREB (1496-1, Epitomics, 1:1,000). Secondary antibody was goat anti-rabbit IgG, HRPconjugated (170-5046, Bio-Rad, 1:10,000). cAMP assay cAMP in the intestine was quantified using a direct cAMP enzyme immunoassay kit according to the manufacturer's instructions (ADI-900-066, Enzo Life Sciences).

Chromatin immunoprecipitation (ChIP)

ChIP was performed using Active Motif ChIP-IT® Express Enzymatic kit (53009), according to the manufacturer's instructions. Briefly, 50 to 100 mg of frozen intestine was fixed in 1% formaldehyde in PBS-protein inhibitory cocktail. After chromatin harvesting and fragmentation, an input was prepared as a load control. After removing cross-links, DNA was purified by the phenol/chloroform method and quantified using a NanoDrop®. DNA integrity was verified by agarose gel electrophoresis. For immunoprecipitation, 10 µg of chromatin were used with a rabbit anti-phospho CREB antibody (9191, Cell Signaling, 1:50). A GFP antibody (Abcam Ab6556) was used as a negative control. Q-PCR was performed using Faststart SYBR Green PCR reagents (Roche) with the following sequences on G6pc promoter:

• Forward GTTTGCTATTTTACGTAAATCACCCT • Reverse CCTCTGCTATCAGTCTGTGCCTTGC.

VIP immunofluorescence

Jejunum sections were cleared of paraffin, rehydrated and incubated for 35 minutes at 95°C in citrate buffer for antigen retrieval. Sections were incubated in a blocking solution (PBS with 0.3% Triton X-100 and 5% bovine serum albumin -5% goat serum) for 2 hours and further incubated with the primary antibody (rabbit anti-Neurofilament L, Millipore AB9568, 1:1,000) overnight at 4°C. After several PBS rinses, sections were incubated with the secondary antibody (Alexa 633 goat anti-rabbit IgG, Molecular Probes A-21071, 1:2,000) for 2 hours at room temperature. After several rinses in PBS, a new step of blocking was performed for two hours. Sections were then incubated with rabbit anti-VIP antibody (Abcam Ab78536, 1:1,000) overnight at 4°C, rinsed with PBS and incubated with Alexa 488 goat antirabbit IgG (Molecular Probes A-11008, 1:2,000) for two hours. Following rinses in PBS, sections were counterstained with 10 µg/mL Hoechst 33342 (Molecular Probes) and mounted using ProLong Gold® mounting medium (Molecular Probes). Specific staining was absent in the control experiments with omission of primary antibodies and no cross-reactivity was found between antibodies.

Images were obtained using a Carl Zeiss LSM 780 confocal microscope with 40x oilimmersion objectives. All photographs were imported to ImageJ (http://imagej.nih.gov/ij), adjusted for output and threshold to include all information-containing pixels, and adjusted for brightness and contrast to best demonstrate visible fluorescence labeling. No additional photographic alterations were performed. Colocalization of the two markers was quantified using Pearson's coefficient and scatter plot tools available with the software. Cells were counted in the submucosal and myenteric plexus and the proportion of VIP+ cells was obtained by examining co-expression with neurofilament L.

pCREB immunohistochemistry

Jejunum sections were cleared of paraffin, rehydrated and incubated for 35 minutes at 95°C in citrate buffer for antigen retrieval. After 30 minutes of incubation with a peroxidase blocking solution (Dako kit K0690), sections were incubated in PBS with 0.3% Triton X-100 with 5% bovine serum albumin and 5% goat serum for 2 hours and further incubated with the primary antibody (rabbit anti-pCREB, Epitomics 1113-1, 1:250) overnight at 4°C. After several PBS rinses, sections were incubated with the secondary antibody (biotinylated goat anti-rabbit IgG, Vector BA-1000, 1:300) for 2 hours at room temperature. After several rinses in PBS, staining was performed using streptavidin-HRP and a chromogen reagent for 30 seconds (Dako kit K0690). Specific staining was absent in the control experiment with omission of primary antibodies.

Images were acquired using a light microscope (Nikon Eclipse E400) and Histolab software (Microvision Instruments).

Statistical analysis

GraphPad Prism® was used for statistical analysis. Groups were compared using one-way ANOVA followed by Dunnett's post-hoc test. The non-parametric Mann-Whitney's test was used for cell counting. P < 0.05 was considered as statistically significant.

Figure 1 .

 1 Figure 1. VIP signaling mediates induction of intestinal gluconeogenesis. After two weeks on a standard or propionate-enriched diet, 3h-fasted rats were injected with VIP, VPAC1 antagonist PG 97-269 or only a saline solution. A. Glucose-6-phosphatase activity in the jejunum of the rats. B. Intracellular cAMP in the jejunum of the rats. C. Effect of VIP signaling on CREB phosphorylation. Total CREB and pCREB proteins were assessed with western blots on intestinal lysates. D. ChIP assay of CREB occupancy over the rat G6pc promoter. Data are mean ± SEM of N = 6 rats per group. ***, P < 0.001 vs. standard + saline, one-way ANOVA followed by Dunnett's post-hoc test.

ACKNOWLEDGEMENTS

All protocols were performed in accordance to our local ethics committee at Claude Bernard University Lyon 1.

The authors thank the CNRS (G.M.), the INRA (A.G.-S.), the Ministère de l'Enseignement Supérieur et de la Recherche (F.D.V.), and the Ecole Normale Supérieure de Lyon (F.P.) for funding their positions. This work was funded by the INSERM.

AUTHOR CONTRIBUTIONS

FDV and GM were responsible for the study concept; FDV, FP and AGS performed the experiments; FDV, FP, AGS and GM analyzed and interpreted the data; FDV, FP and GM wrote the manuscript.

CONFLICTS OF INTEREST

The authors disclose no conflicts of interest.