A Radial Basis Function Approach to Financial Time Series Analysis

Nonlinear multivariate statistical techniques on fast computers offer the potential to capture more of the dynamics of the high dimensional, noisy systems underlying financial markets than traditional models, while making fewer restrictive assumptions. This thesis presents a collection of practical techniques to address important estimation and confidence issues for Radial Basis Function networks arising from such a data driven approach, including efficient methods for parameter estimation and pruning, a pointwise prediction error estimator, and a methodology for controlling the "data mining'' problem. Novel applications in the finance area are described, including customized, adaptive option pricing and stock price prediction.

Over Expression of the CMP-sialic Acid Transporter in Chinese Hamster Ovary Cells Leads to Increased Sialylation

Most glyco-engineering approaches used to improve quality of recombinant glycoproteins involve the manipulation of glycosyltransferase and/or glycosidase expression. We investigated whether the over expression of nucleotide sugar transporters, particularly the CMP-sialic acid transporter (CMP-SAT), would be a means to improve the sialylation process in CHO cells. We hypothesized that increasing the expression of the CMP-SAT in the cells would increase the transport of the CMP-sialic acid in the Golgi lumen, hence increasing the intra-lumenal CMP-sialic acid pool, and resulting in a possible increase in sialylation extent of proteins being produced. We report the construction of a CMP-SAT expression vector which was used for transfection into CHO-IFNγ, a CHO cell line producing human IFNγ. This resulted in approximately 2 to 5 times increase in total CMP-SAT expression in some of the positive clones as compared to untransfected CHO-IFNγ, as determined using real-time PCR analysis. This in turn concurred with a 9.6% to 16.3% percent increase in site sialylation. This engineering approach has thus been identified as a novel means of improving sialylation in recombinant glycoprotein therapeutics. This strategy can be utilized feasibly on its own, or in combination with existing sialylation improvement strategies. It is believed that such multi-prong approaches are required to effectively manipulate the complex sialylation process, so as to bring us closer to the goal of producing recombinant glycoproteins of high and consistent sialylation from mammalian cells.