On Games on Non-Wellfounded Sets and Stationary Sets

In this thesis we study a few games related to non-wellfounded and stationary sets. Games have turned out to be an important tool in mathematical logic ranging from semantic games defining the truth of a sentence in a given logic to for example games on real numbers whose determinacies have important effects on the consistency of certain large cardinal assumptions. The equality of non-wellfounded sets can be determined by a so called bisimulation game already used to identify processes in theoretical computer science and possible world models for modal logic. Here we present a game to classify non-wellfounded sets according to their branching structure. We also study games on stationary sets moving back to classical wellfounded set theory. We also describe a way to approximate non-wellfounded sets with hereditarily finite wellfounded sets. The framework used to do this is domain theory. In the Banach-Mazur game, also called the ideal game, the players play a descending sequence of stationary sets and the second player tries to keep their intersection stationary. The game is connected to precipitousness of the corresponding ideal. In the pressing down game first player plays regressive functions defined on stationary sets and the second player responds with a stationary set where the function is constant trying to keep the intersection stationary. This game has applications in model theory to the determinacy of the Ehrenfeucht-Fraisse game. We show that it is consistent that these games are not equivalent.

Nonequilibrium stationary states of harmonic chains with bulk noises

We consider a chain composed of $N$ coupled harmonic oscillators in contact with heat baths at temperature $T_\ell$ and $T_r$ at sites 1 and $N$ respectively. The oscillators are also subjected to non-momentum conserving bulk stochastic noises. These make the heat conductivity satisfy Fourier's law. Here we describe some new results about the hydrodynamical equations for typical macroscopic energy and displacement profiles, as well as their fluctuations and large deviations, in two simple models of this type.

Purification of pharmaceuticals and nutraceutical compounds by sub- and supercritical extraction and chromatography

This thesis discusses the use of sub- and supercritical fluids as the medium in extraction and chromatography. Super- and subcritical extraction was used to separate essential oils from herbal plant Angelica archangelica. The effect of extraction parameters was studied and sensory analyses of the extracts were done by an expert panel. The results of the sensory analyses were compared to the analytically determined contents of the extracts. Sub- and supercritical fluid chromatography (SFC) was used to separate and purify high-value pharmaceuticals. Chiral SFC was used to separate the enantiomers of racemic mixtures of pharmaceutical compounds. Very low (cryogenic) temperatures were applied to substantially enhance the separation efficiency of chiral SFC. The thermodynamic aspects affecting the resolving ability of chiral stationary phases are briefly reviewed. The process production rate which is a key factor in industrial chromatography was optimized by empirical multivariate methods. General linear model was used to optimize the separation of omega-3 fatty acid ethyl esters from esterized fish oil by using reversed-phase SFC. Chiral separation of racemic mixtures of guaifenesin and ferulic acid dimer ethyl ester was optimized by using response surface method with three variables per time. It was found that by optimizing four variables (temperature, load, flowate and modifier content) the production rate of the chiral resolution of racemic guaifenesin by cryogenic SFC could be increased severalfold compared to published results of similar application. A novel pressure-compensated design of industrial high pressure chromatographic column was introduced, using the technology developed in building the deep-sea submersibles (Mir 1 and 2). A demonstration SFC plant was built and the immunosuppressant drug cyclosporine A was purified to meet the requirements of US Pharmacopoeia. A smaller semi-pilot size column with similar design was used for cryogenic chiral separation of aromatase inhibitor Finrozole for use in its development phase 2.

Liikkumisen ja kokemusten yhteys virtuaaliympäristöissä

The aim of this study was to build a model and analyze how users move in a virtual environment and to explore the experiential dimensions connected with different ways of moving. Due to the lack of previous research on this subject, this was an explorative study. This study also aimed to identify different ways how users move in virtual environments and the background variables connected to them. It was hypothesized that fluent movement in virtual environments is connected to high presence, skill and challenge assessments. Test participants (n = 68) were mostly highly educated young adults. A virtual environment was built using a CAVE -type virtual reality interface. The task was to search for objects that do not belong into a normal house. The participants movement in the virtual house was recorded on a computer. Movement was modelled using a cluster analysis of information entropy based movement measurements, acceleration, amount of stops and time spent being stationary. The experiential dimensions were measured using the EVEQ -questionnaire. We were able to identify four different ways of moving in virtual environments. In respect of background variables, the four groups differed only in the amount of weekly computer usage. However, fluent movement in virtual environments was connected to a high sense of presence. Furthermore, participants who moved fluently in the environment assessed their skills as being high and regarded the use of virtual environment as challenging. The results indicate that different ways of moving affects how people experience virtual environments. Consequently the participants assessment of their skills and level of challenge have an impact on the affective evaluation of the situation at hand. Entropy measures have not been previously applied when studying movement, and in addition the role of movement on the experiential dimensions of virtual environments is an unexplored subject. The movement analysis method introduced here is applicable to other research problems. Finally, this study expands on our knowledge of the special characteristics connected with the experiential dimensions of virtual environments.

Microclimate and gas emissions in dairy buildings : Instrumentation, theory and measurements

The aim of this thesis was to develop measurement techniques and systems for measuring air quality and to provide information about air quality conditions and the amount of gaseous emissions from semi-insulated and uninsulated dairy buildings in Finland and Estonia. Specialization and intensification in livestock farming, such as in dairy production, is usually accompanied by an increase in concentrated environmental emissions. In addition to high moisture, the presence of dust and corrosive gases, and widely varying gas concentrations in dairy buildings, Finland and Estonia experience winter temperatures reaching below -40 ºC and summer temperatures above +30 ºC. The adaptation of new technologies for long-term air quality monitoring and measurement remains relatively uncommon in dairy buildings because the construction and maintenance of accurate monitoring systems for long-term use are too expensive for the average dairy farmer to afford. Though the documentation of accurate air quality measurement systems intended mainly for research purposes have been made in the past, standardised methods and the documentation of affordable systems and simple methods for performing air quality and emissions measurements in dairy buildings are unavailable. In this study, we built three measurement systems: 1) a Stationary system with integrated affordable sensors for on-site measurements, 2) a Wireless system with affordable sensors for off-site measurements, and 3) a Mobile system consisting of expensive and accurate sensors for measuring air quality. In addition to assessing existing methods, we developed simplified methods for measuring ventilation and emission rates in dairy buildings. The three measurement systems were successfully used to measure air quality in uninsulated, semi-insulated, and fully-insulated dairy buildings between the years 2005 and 2007. When carefully calibrated, the affordable sensors in the systems gave reasonably accurate readings. The spatial air quality survey showed high variation in microclimate conditions in the dairy buildings measured. The average indoor air concentration for carbon dioxide was 950 ppm, for ammonia 5 ppm, for methane 48 ppm, for relative humidity 70%, and for inside air velocity 0.2 m/s. The average winter and summer indoor temperatures during the measurement period were -7º C and +24 ºC for the uninsulated, +3 ºC and +20 ºC for the semi-insulated and +10 ºC and +25 ºC for the fully-insulated dairy buildings. The measurement results showed that the uninsulated dairy buildings had lower indoor gas concentrations and emissions compared to fully insulated buildings. Although occasionally exceeded, the ventilation rates and average indoor air quality in the dairy buildings were largely within recommended limits. We assessed the traditional heat balance, moisture balance, carbon dioxide balance and direct airflow methods for estimating ventilation rates. The direct velocity measurement for the estimation of ventilation rate proved to be impractical for naturally ventilated buildings. Two methods were developed for estimating ventilation rates. The first method is applicable in buildings in which the ventilation can be stopped or completely closed. The second method is useful in naturally ventilated buildings with large openings and high ventilation rates where spatial gas concentrations are heterogeneously distributed. The two traditional methods (carbon dioxide and methane balances), and two newly developed methods (theoretical modelling using Fick s law and boundary layer theory, and the recirculation flux-chamber technique) were used to estimate ammonia emissions from the dairy buildings. Using the traditional carbon dioxide balance method, ammonia emissions per cow from the dairy buildings ranged from 7 g day-1 to 35 g day-1, and methane emissions per cow ranged from 96 g day-1 to 348 g day-1. The developed methods proved to be as equally accurate as the traditional methods. Variation between the mean emissions estimated with the traditional and the developed methods was less than 20%. The developed modelling procedure provided sound framework for examining the impact of production systems on ammonia emissions in dairy buildings.

Assessment and control of Bacillus cereus emetic toxin in food

Despite of improving levels of hygiene, the incidence of registered food borne disease has been at the same level for many years: there were 40 to 90 epidemics in which 1000-9000 persons contracted food poisoning through food or drinking water in Finland. Until the year 2004 salmonella and campylobacter were the most common bacterial causes of food borne diseases, but in years 2005-2006 Bacillus cereus was the most common. Similar developement has been published i.e. in Germany already in the 1990´s. One reason for this can be Bacillus cereus and its emetic toxin, cereulide. Bacillus cereus is a common environmental bacterium that contaminates raw materials of food. Otherwise than salmonella and campylobacter, Bacillus cereus is a heat resistant bacterium, capable of surviving most cooking procedures due to the production of highly thermo resistant spores. The food involved has usually been heat treated and surviving spores are the source of the food poisoning. The heat treatment induces germination of the spore and the vegetative cells then produce toxins. This doctoral thesis research focuses on developing methods for assessing and eliminating risks to food safety by cereulide producing Bacillus cereus. The biochemistry and physiology of cereulide production was investigated and the results were targeted to offer tools for minimizing toxin risk in food during the production. I developed methods for the extraction and quantitative analysis of cereulide directly from food. A prerequisite for that is knowledge of the chemical and physical properties of the toxin. Because cereulide is practically insoluble in water, I used organic solvents; methanol, ethanol and pentane for the extraction. For extraction of bakery products I used high temperature (100C) and pressure (103.4 bars). Alternaties for effective extraction is to flood the plain food with ethanol, followed by stationary equilibration at room temperature. I used this protocol for extracting cereulide from potato puree and penne. Using this extraction method it is also possible also extract cereulide from liquid food, like milk. These extraction methods are important improvement steps for studying of Bacillus cereus emetic food poisonings. Prior my work, cereulide extraction was done using water. As the result, the yield was poor and variable. To investigate suspected food poisonings, it is important to show actual toxicity of the incriminated food. Many toxins, but not cereulide, inactivate during food processing like heating. The next step is to identify toxin by chemical methods. I developed with my colleague Maria Andesson a rapid assay for the detection of cereulide toxicity, within 5 to 15 minutes. By applying this test it is possible to rapidly detect which food was causing the food poisoning. The chemical identification of cereulide was achieved using mass spectrometry. I used cereulide specific molecular ions, m/z (+/-0.3) 1153.8 (M+H+), 1171.0 (M+NH4+), 1176.0 (M+Na+) and 1191.7 (M+K+) for reliable identification. I investigated foods to find out their amenability to accumulate cereulide. Cereulide was formed high amounts (0.3 to 5.5 microg/g wet wt) when of cereulide producing B. cereus strains were present in beans, rice, rice-pastry and meat-pastry, if stored at non refrigerated temperatures (21-23C). Rice and meat pastries are frequently consumed under conditions where no cooled storage is available e.g. picnics and outdoor events. Bacillus cereus is a ubiquitous spore former and is therefore difficult to eliminate from foods. It is therefore important to know which conditions will affect the formation of cereulide in foods. My research showed that the cereulide content was strongly (10 to 1000 fold differences in toxin content) affected by the growth environment of the bacterium. Storage of foods under nitrogen atmosphere (> 99.5 %) prevented the production of cereulide. But when also carbon dioxide was present, minimizing the oxygen contant (< 1%) did not protect the food from formation of cereulide in preliminary experiments. Also food supplements affected cereulide production at least in the laboratory. Adding free amino acids, leucine and valine, stimulated cereulide production 10 to 20 fold. In peptide bonded form these amino acids are natural constituents in all proteins. Interestingly, adding peptide bonded leucine and valine had no significant effect on cereulide production. Free amino acids leucine and valine are approved food supplements and widely used as flawour modifiers in food technology. My research showed that these food supplements may increase food poisoning risk even though they are not toxic themselves.

Noncommutative Gravitation as a Gauge Theory of Twisted Poincaré Symmetry

Gravitaation kvanttiteorian muotoilu on ollut teoreettisten fyysikkojen tavoitteena kvanttimekaniikan synnystä lähtien. Kvanttimekaniikan soveltaminen korkean energian ilmiöihin yleisen suhteellisuusteorian viitekehyksessä johtaa aika-avaruuden koordinaattien operatiiviseen ei-kommutoivuuteen. Ei-kommutoivia aika-avaruuden geometrioita tavataan myös avointen säikeiden säieteorioiden tietyillä matalan energian rajoilla. Ei-kommutoivan aika-avaruuden gravitaatioteoria voisi olla yhteensopiva kvanttimekaniikan kanssa ja se voisi mahdollistaa erittäin lyhyiden etäisyyksien ja korkeiden energioiden prosessien ei-lokaaliksi uskotun fysiikan kuvauksen, sekä tuottaa yleisen suhteellisuusteorian kanssa yhtenevän teorian pitkillä etäisyyksillä. Tässä työssä tarkastelen gravitaatiota Poincarén symmetrian mittakenttäteoriana ja pyrin yleistämään tämän näkemyksen ei-kommutoiviin aika-avaruuksiin. Ensin esittelen Poincarén symmetrian keskeisen roolin relativistisessa fysiikassa ja sen kuinka klassinen gravitaatioteoria johdetaan Poincarén symmetrian mittakenttäteoriana kommutoivassa aika-avaruudessa. Jatkan esittelemällä ei-kommutoivan aika-avaruuden ja kvanttikenttäteorian muotoilun ei-kommutoivassa aika-avaruudessa. Mittasymmetrioiden lokaalin luonteen vuoksi tarkastelen huolellisesti mittakenttäteorioiden muotoilua ei-kommutoivassa aika-avaruudessa. Erityistä huomiota kiinnitetään näiden teorioiden vääristyneeseen Poincarén symmetriaan, joka on ei-kommutoivan aika-avaruuden omaama uudentyyppinen kvanttisymmetria. Seuraavaksi tarkastelen ei-kommutoivan gravitaatioteorian muotoilun ongelmia ja niihin kirjallisuudessa esitettyjä ratkaisuehdotuksia. Selitän kuinka kaikissa tähänastisissa lähestymistavoissa epäonnistutaan muotoilla kovarianssi yleisten koordinaattimunnosten suhteen, joka on yleisen suhteellisuusteorian kulmakivi. Lopuksi tutkin mahdollisuutta yleistää vääristynyt Poincarén symmetria lokaaliksi mittasymmetriaksi --- gravitaation ei-kommutoivan mittakenttäteorian saavuttamisen toivossa. Osoitan, että tällaista yleistystä ei voida saavuttaa vääristämällä Poincarén symmetriaa kovariantilla twist-elementillä. Näin ollen ei-kommutoivan gravitaation ja vääristyneen Poincarén symmetrian tutkimuksessa tulee jatkossa keskittyä muihin lähestymistapoihin.

Molecular Interactions Chlorin Assemblies and NMR Separations

Photosynthesis is a chemical process in which the energy of the light quanta is transformed into chemical energy. Chlorophyll (Chl) molecules play a key role in photosynthesis; they function in the antennae systems and in the photosynthetic reaction center where the primary charge separation (CS) takes place. Bio-inspired mimicry of the CS is an essential unit in dye-sensitized solar cells. Aim of this study was to design and develop electron donor-acceptor (EDA) pairs from Chls and fullerenes (C60) or carbon nanotubes (CNT). The supramolecular approach was chosen, as long synthetic sequences required by the covalent approach lead to long reaction schemes and low yields. Here, a π-interaction between soluble CNTs and Chl was used in EDA construction. Also, a beta-face selective two-point bound Chl-C60 EDA was introduced. In addition, the photophysical properties of the supramolecular EDA dyads were analyzed. In organic chemistry, nuclear magnetic resonance (NMR) spectroscopy is the most vital analytical technique in use. Multi-dimensional NMR experiments have enabled a structural analysis of complex natural products and proteins. However, in mixture analysis NMR is still facing difficulties. In many cases overlapping signals can t be resolved even with the help of multi-dimensional experiments. In this work, an NMR tool based on simple host-guest chemistry between analytes and macromolecules was developed. Diffusion ordered NMR spectroscopy (DOSY) measures the mobilities of compounds in an NMR sample. In a liquid state NMR sample, each of the analytes has a characteristic diffusion coefficient, which is proportional to the size of the analyte. With normal DOSY experiment, provided that the diffusion coefficients of the analytes differ enough, individual spectra of analytes can be extracted. When similar sized analytes differ chemically, an additive can be introduced into the sample. Since macromolecules in a liquid state NMR sample can be considered practically stationary, even faint supramolecular interaction can change the diffusion coefficient of the analyte sufficiently for a successful resolution in DOSY. In this thesis, polyvinylpyrrolidone and polyethyleneglycol enhanced DOSY NMR techniques, which enable mixture analysis of similar in size but chemically differing natural products, are introduced.

XML Messaging for Mobile Devices

In recent years, XML has been widely adopted as a universal format for structured data. A variety of XML-based systems have emerged, most prominently SOAP for Web services, XMPP for instant messaging, and RSS and Atom for content syndication. This popularity is helped by the excellent support for XML processing in many programming languages and by the variety of XML-based technologies for more complex needs of applications. Concurrently with this rise of XML, there has also been a qualitative expansion of the Internet's scope. Namely, mobile devices are becoming capable enough to be full-fledged members of various distributed systems. Such devices are battery-powered, their network connections are based on wireless technologies, and their processing capabilities are typically much lower than those of stationary computers. This dissertation presents work performed to try to reconcile these two developments. XML as a highly redundant text-based format is not obviously suitable for mobile devices that need to avoid extraneous processing and communication. Furthermore, the protocols and systems commonly used in XML messaging are often designed for fixed networks and may make assumptions that do not hold in wireless environments. This work identifies four areas of improvement in XML messaging systems: the programming interfaces to the system itself and to XML processing, the serialization format used for the messages, and the protocol used to transmit the messages. We show a complete system that improves the overall performance of XML messaging through consideration of these areas. The work is centered on actually implementing the proposals in a form usable on real mobile devices. The experimentation is performed on actual devices and real networks using the messaging system implemented as a part of this work. The experimentation is extensive and, due to using several different devices, also provides a glimpse of what the performance of these systems may look like in the future.

Molecular genetics of X-linked cone-rod dystrophy and Åland Island eye disease

Inherited retinal diseases are the most common cause of vision loss among the working population in Western countries. It is estimated that ~1 of the people worldwide suffer from vision loss due to inherited retinal diseases. The severity of these diseases varies from partial vision loss to total blindness, and at the moment no effective cure exists. To date, nearly 200 mapped loci, including 140 cloned genes for inherited retinal diseases have been identified. By a rough estimation 50% of the retinal dystrophy genes still await discovery. In this thesis we aimed to study the genetic background of two inherited retinal diseases, X-linked cone-rod dystrophy and Åland Island eye disease. X-linked cone-rod dystrophy (CORDX) is characterized by progressive loss of visual function in school age or early adulthood. Affected males show reduced visual acuity, photophobia, myopia, color vision defects, central scotomas, and variable changes in fundus. The disease is genetically heterogeneous and two disease loci, CORDX1 and CORDX2, were known prior to the present thesis work. CORDX1, located on Xp21.1-11.4, is caused by mutations in the RPGR gene. CORDX2 is located on Xq27-28 but the causative gene is still unknown. Åland Island eye disease (AIED), originally described in a family living in Åland Islands, is a congenital retinal disease characterized by decreased visual acuity, fundus hypopigmentation, nystagmus, astigmatism, red color vision defect, myopia, and defective night vision. AIED shares similarities with another retinal disease, congenital stationary night blindness (CSNB2). Mutations in the L-type calcium channel α1F-subunit gene, CACNA1F, are known to cause CSNB2, as well as AIED-like disease. The disease locus of the original AIED family maps to the same genetic interval as the CACNA1F gene, but efforts to reveal CACNA1F mutations in patients of the original AIED family have been unsuccessful. The specific aims of this study were to map the disease gene in a large Finnish family with X-linked cone-rod dystrophy and to identify the disease-causing genes in the patients of the Finnish cone-rod dystrophy family and the original AIED family. With the help of linkage and haplotype analyses, we could localize the disease gene of the Finnish cone-rod dystrophy family to the Xp11.4-Xq13.1 region, and thus establish a new genetic X-linked cone-rod dystrophy locus, CORDX3. Mutation analyses of candidate genes revealed three novel CACNA1F gene mutations: IVS28-1 GCGTC>TGG in CORDX3 patients, a 425 bp deletion, comprising exon 30 and flanking intronic regions in AIED patients, and IVS16+2T>C in an additional Finnish patient with a CSNB2-like phenotype. All three novel mutations altered splice sites of the CACNA1F gene, and resulted in defective pre-mRNA splicing suggesting altered or absent channel function as a disease mechanism. The analyses of CACNA1F mRNA also revealed novel alternative wt splice variants, which may enhance channel diversity or regulate the overall expression level of the channel. The results of our studies may be utilized in genetic counseling of the families, and they provide a basis for studies on the pathogenesis of these diseases. In the future, the knowledge of the genetic defects may be used in the identification of specific therapies for the patients.

Lippu, uhri, kansakunta : Ryhmäkokemukset ja -rajat Suomessa 1917 1945

This dissertation deals with the notions of sacrifice and violence in connection with the Fin¬nish flag struggles between 1917 and 1945. The study begins with the basic idea that sacrificial thinking is a key element in nationalism and the social cohesion of large groups. The method used in the study combines anthropological notions of totemism with psychoanalytical object relation theory. The aim is to explore the social and psychological elements of the Finnish national flag and the workers flags during the times of crisis and nation building. The phenomena and concepts addressed include self-sacrifice, scapegoating, remembrance of war, inclusion, and exclusion. The research is located at the intersection of nationalism studies and the cultural history of war. The analysis is based primarily on the press debates, public speeches and archival sources of the civic organizations that promoted the Finnish flag. The study is empirically divided into three sections: 1) the years of the Revolution and the Civil War (1917 1918), 2) the interwar period (1919 1938), and 3) the Second World War (1939 1945). The research demonstrates that the modern national flags and workers flags in Finland maintain certain characteristics of primitive totems. When referred to as a totem the flag means an emotionally charged symbol, a reservoir of the collective ideals of a large group. Thus the flag issue offers a path to explore the perceptions and memory of sacrifice and violence in the making of the First Republic . Any given large group, for example a nation, must conceptually pursue a consensus on its past sacrifices. Without productive interpretation sacrifice represents only meaningless violence. By looking at the passions associated with the flag the study also illuminates various group identities, boundaries and crossings of borders within the Finnish society at the same time. The study shows further that the divisive violence of the Civil War was first overcome in the late 1930s when the social democrats adopted a new perception of the Red victims of 1918 they were seen as part of the birth pains of the nation, and not only the martyrs of class struggle. At the same time the radical Right became marginalized. The study also illuminates how this development made the Spirit of the Winter War possible, a genuine albeit brief experience of horizontal brother and sisterhood, and how this spirit was reflected in the popular adoption of the Finnish flag. The experience was not based only on the external and unifying threat posed by the Soviet Union: it was grounded in a sense of unifying sacrifice which reflected a novel way of understanding the nation and its past sacrifices. Paradoxically, the newly forged consensus over the necessity and the rewards of the common sacrifices of the Winter War (1939 1940) made new sacrifices possible during the Continuation War (1941 1944). In spite of political discord and war weariness, the concept of a unified nation under the national flag survived even the absurdity of the stationary war phase. It can be said that the conflict between the idea of a national community and parliamentary party politics dissolved as a result of the collective experience of the Second World War.

Essays on Risk Modeling. Applications to Portfolio and Risk Management (summary section only)

In this thesis we deal with the concept of risk. The objective is to bring together and conclude on some normative information regarding quantitative portfolio management and risk assessment. The first essay concentrates on return dependency. We propose an algorithm for classifying markets into rising and falling. Given the algorithm, we derive a statistic: the Trend Switch Probability, for detection of long-term return dependency in the first moment. The empirical results suggest that the Trend Switch Probability is robust over various volatility specifications. The serial dependency in bear and bull markets behaves however differently. It is strongly positive in rising market whereas in bear markets it is closer to a random walk. Realized volatility, a technique for estimating volatility from high frequency data, is investigated in essays two and three. In the second essay we find, when measuring realized variance on a set of German stocks, that the second moment dependency structure is highly unstable and changes randomly. Results also suggest that volatility is non-stationary from time to time. In the third essay we examine the impact from market microstructure on the error between estimated realized volatility and the volatility of the underlying process. With simulation-based techniques we show that autocorrelation in returns leads to biased variance estimates and that lower sampling frequency and non-constant volatility increases the error variation between the estimated variance and the variance of the underlying process. From these essays we can conclude that volatility is not easily estimated, even from high frequency data. It is neither very well behaved in terms of stability nor dependency over time. Based on these observations, we would recommend the use of simple, transparent methods that are likely to be more robust over differing volatility regimes than models with a complex parameter universe. In analyzing long-term return dependency in the first moment we find that the Trend Switch Probability is a robust estimator. This is an interesting area for further research, with important implications for active asset allocation.

Nonlinear mixture autoregressive model: economic applications

The aim of this dissertation is to model economic variables by a mixture autoregressive (MAR) model. The MAR model is a generalization of linear autoregressive (AR) model. The MAR -model consists of K linear autoregressive components. At any given point of time one of these autoregressive components is randomly selected to generate a new observation for the time series. The mixture probability can be constant over time or a direct function of a some observable variable. Many economic time series contain properties which cannot be described by linear and stationary time series models. A nonlinear autoregressive model such as MAR model can a plausible alternative in the case of these time series. In this dissertation the MAR model is used to model stock market bubbles and a relationship between inflation and the interest rate. In the case of the inflation rate we arrived at the MAR model where inflation process is less mean reverting in the case of high inflation than in the case of normal inflation. The interest rate move one-for-one with expected inflation. We use the data from the Livingston survey as a proxy for inflation expectations. We have found that survey inflation expectations are not perfectly rational. According to our results information stickiness play an important role in the expectation formation. We also found that survey participants have a tendency to underestimate inflation. A MAR model has also used to model stock market bubbles and crashes. This model has two regimes: the bubble regime and the error correction regime. In the error correction regime price depends on a fundamental factor, the price-dividend ratio, and in the bubble regime, price is independent of fundamentals. In this model a stock market crash is usually caused by a regime switch from a bubble regime to an error-correction regime. According to our empirical results bubbles are related to a low inflation. Our model also imply that bubbles have influences investment return distribution in both short and long run.

A proteomic view of probiotic Lactobacillus rhamnosus GG

Lactobacillus rhamnosus GG is a probiotic bacterium that is known worldwide. Since its discovery in 1985, the health effects and biology of this health-promoting strain have been researched at an increasing rate. However, knowledge of the molecular biology responsible for these health effects is limited, even though research in this area has continued to grow since the publication of the whole genome sequence of L. rhamnosus GG in 2009. In this thesis, the molecular biology of L. rhamnosus GG was explored by mapping the changes in protein levels in response to diverse stress factors and environmental conditions. The proteomics data were supplemented with transcriptome level mapping of gene expression. The harsh conditions of the gastro-intestinal tract, which involve acidic conditions and detergent-like bile acids, are a notable challenge to the survival of probiotic bacteria. To simulate these conditions, L. rhamnosus GG was exposed to a sudden bile stress, and several stress response mechanisms were revealed, among others various changes in the cell envelope properties. L. rhamnosus GG also responded in various ways to mild acid stress, which probiotic bacteria may face in dairy fermentations and product formulations. The acid stress response of L. rhamnosus GG included changes in central metabolism and specific responses related to the control of intracellular pH. Altogether, L. rhamnosus GG was shown to possess a large repertoire of mechanisms for responding to stress conditions, which is a beneficial character of a probiotic organism. Adaptation to different growth conditions was studied by comparing the proteome level responses of L. rhamnosus GG to divergent growth media and to different phases of growth. Comparing different growth phases revealed that the metabolism of L. rhamnosus GG is modified markedly during shift from the exponential to the stationary phase of growth. These changes were seen both at proteome and transcriptome levels and in various different cellular functions. When the growth of L. rhamnosus GG in a rich laboratory medium and in an industrial whey-based medium was compared, various differences in metabolism and in factors affecting the cell surface properties could be seen. These results led us to recommend that the industrial-type media should be used in laboratory studies of L. rhamnosus GG and other probiotic bacteria to achieve a similar physiological state for the bacteria as that found in industrial products, which would thus yield more relevant information about the bacteria. In addition, an interesting phenomenon of protein phosphorylation was observed in L. rhamnosus GG. Phosphorylation of several proteins of L. rhamnosus GG was detected, and there were hints that the degree of phosphorylation may be dependent on the growth pH.