Investigating physical properties of solid dosage forms during pharmaceutical processing : Process analytical applications of vibrational spectroscopy

In order to improve and continuously develop the quality of pharmaceutical products, the process analytical technology (PAT) framework has been adopted by the US Food and Drug Administration. One of the aims of PAT is to identify critical process parameters and their effect on the quality of the final product. Real time analysis of the process data enables better control of the processes to obtain a high quality product. The main purpose of this work was to monitor crucial pharmaceutical unit operations (from blending to coating) and to examine the effect of processing on solid-state transformations and physical properties. The tools used were near-infrared (NIR) and Raman spectroscopy combined with multivariate data analysis, as well as X-ray powder diffraction (XRPD) and terahertz pulsed imaging (TPI). To detect process-induced transformations in active pharmaceutical ingredients (APIs), samples were taken after blending, granulation, extrusion, spheronisation, and drying. These samples were monitored by XRPD, Raman, and NIR spectroscopy showing hydrate formation in the case of theophylline and nitrofurantoin. For erythromycin dihydrate formation of the isomorphic dehydrate was critical. Thus, the main focus was on the drying process. NIR spectroscopy was applied in-line during a fluid-bed drying process. Multivariate data analysis (principal component analysis) enabled detection of the dehydrate formation at temperatures above 45°C. Furthermore, a small-scale rotating plate device was tested to provide an insight into film coating. The process was monitored using NIR spectroscopy. A calibration model, using partial least squares regression, was set up and applied to data obtained by in-line NIR measurements of a coating drum process. The predicted coating thickness agreed with the measured coating thickness. For investigating the quality of film coatings TPI was used to create a 3-D image of a coated tablet. With this technique it was possible to determine coating layer thickness, distribution, reproducibility, and uniformity. In addition, it was possible to localise defects of either the coating or the tablet. It can be concluded from this work that the applied techniques increased the understanding of physico-chemical properties of drugs and drug products during and after processing. They additionally provided useful information to improve and verify the quality of pharmaceutical dosage forms

Laatutyöhön sitoutumisen edellytykset ammattikorkeakoulussa

The goal of this research was to establish the necessary conditions under which individuals are prepared to commit themselves to quality assurance work in the organisation of a Polytechnic. The conditions were studied using four main concepts: awareness of quality, commitment to the organisation, leadership and work welfare. First, individuals were asked to describe these four concepts. Then, relationships between the concepts were analysed in order to establish the conditions for the commitment of an individual towards quality assurance work (QA). The study group comprised the entire personnel of Helsinki Polytechnic, of which 341 (44.5%) individuals participated. Mixed methods were used as the methodological base. A questionnaire and interviews were used as the research methods. The data from the interviews were used for the validation of the results, as well as for completing the analysis. The results of these interviews and analyses were integrated using the concurrent nested design method. In addition, the questionnaire was used to separately analyse the impressions and meanings of the awareness of quality and leadership, because, according to the pre-understanding, impressions of phenomena expressed in terms of reality have an influence on the commitment to QA. In addition to statistical figures, principal component analysis was used as a description method. For comparisons between groups, one way variance analysis and effect size analysis were used. For explaining the analysis methods, forward regression analysis and structural modelling were applied. As a result of the research it was found that 51% of the conditions necessary for a commitment to QA were explained by an individual’s experience/belief that QA was a method of development, that QA was possible to participate in and that the meaning of quality included both product and process qualities. If analysed separately, other main concepts (commitment to the organisation, leadership and work welfare) played only a small part in explaining an individual’s commitment. In the context of this research, a structural path model of the main concepts was built. In the model, the concepts were interconnected by paths created as a result of a literature search covering the main concepts, as well as a result of an analysis of the empirical material of this thesis work. The path model explained 46% of the necessary conditions under which individuals are prepared to commit themselves to QA. The most important path for achieving a commitment stemmed from product and system quality emanating from the new goals of the Polytechnic, moved through the individual’s experience that QA is a method of the total development of quality and ended in a commitment to QA. The second most important path stemmed from the individual’s experience of belonging to a supportive work community, moved through the supportive value of the job and through affective commitment to the organisation and ended in a commitment to QA. The third path stemmed from an individual’s experiences in participating in QA, moved through collective system quality and through these to the supportive value of the job to affective commitment to the organisation and ended in a commitment to QA. The final path in the path model stemmed from leadership by empowerment, moved through collective system quality, the supportive value of the job and an affective commitment to the organisation, and again, ended in a commitment to QA. As a result of the research, it was found that the individual’s functional department was an important factor in explaining the differences between groups. Therefore, it was found that understanding the processing of part cultures in the organisation is important when developing QA. Likewise, learning-teaching paradigms proved to be a differentiating factor. Individuals thinking according to the humanistic-constructivistic paradigm showed more commitment to QA than technological-rational thinkers. Also, it was proved that the QA training program did not increase commitment, as the path model demonstrated that those who participated in training showed 34% commitment, whereas those who did not showed 55% commitment. As a summary of the results it can be said that the necessary conditions under which individuals are prepared to commit themselves to QA cannot be treated in a reductionistic way. Instead, the conditions must be treated as one totality, with all the main concepts interacting simultaneously. Also, the theoretical framework of quality must include its dynamic aspect, which means the development of the work of the individual and learning through auditing. In addition, this dynamism includes the reflection of the paradigm of the functions of the individual as well as that of all parts of the organisation. It is important to understand and manage the various ways of thinking and the cultural differences produced by the fragmentation of the organisation. Finally, it seems possible that the path model can be generalised for use in any organisation development project where the personnel should be committed.

Laadukasta yliopisto-opetusta kehittämässä : Laadukkaan yliopisto-opetuksen kehittäminen ja yliopistopedagogisen koulutuksen yhteys opetuksen kehittämiseen Helsingin yliopiston opettajilla

Objectives. The purpose of this study was to examine the development of high-quality university teaching among the teachers of the University of Helsinki. Furthermore, the relation of university pedagogical training to development of teaching was analyzed. This study introduces a new perspective to the research of quality of university teaching by considering quality from the teaching development perspective. The individual level examination was done from teacher's perspective. The development of high-quality university teaching was approached through three factors of teaching development defined by Biggs (2003). These factors are 1) the level of thinking about teaching on which the teaching development is based on (can also be called the quality model), 2) the methods for and 3) the impediments to teaching development. The research of Trigwell and Prosser (1996), Lindblom-Ylänne, Nevgi and Postareff (2004) and Postareff, Lindblom-Ylänne and Nevgi (2007) and the ideas of Ramsden (1992) have been central sources to this study. Methods. This study was a survey study. The data was collected with an electronic questionnaire in the spring of 2007. The sample consisted of 655 person of which some had and some had not university pedagogical training. Total of 251 answered the study. The data was mainly analyzed with SPSS statistical programme. Item analysis, principal component analysis, nonparametric Kruskal-Wallis and Mann-Whitney tests, correlation and crosstabulation were the methods used to analyze the data. Results and conclusions. According to the results it seems that the teachers of the University of Helsinki have good basis for developing high-quality university teaching. The 3rd level of thinking about teaching, which emphasizes student-centred features, could be identified on majority of the teachers. The use of teaching development methods was comprehensive. Most frequently used methods were related to the enhancement of content knowledge. In general the impediments to teaching development were not considered to be very significant. The most significant impediments were the factors related to lack of appreciation of teaching and factors related to lack of time meant for the planning and developing of teaching. Differences were found according to sex, teaching experience, degree, position and faculty. This study also showed that university pedagogical training seems to have a positive relation to the development of high-quality university teaching among the teachers of University of Helsinki. According to the results when the amount of teachers university pedagogical training increased, the 3rd level of thinking about teaching could be identified more often. Teachers also used more often teaching development methods related to cooperation and active participation and enhancement of pedagogical skills. Furthermore, they considered the factors related to lack of pedagogical skills and motivation to be lesser impediments to teaching development.

Mitä autismin kirjon opiskelijat oppivat valmentavassa koulutuksessa

The purpose of this research was to evaluate the special vocational training programme, which aimed at enhancing the pupils with autism spectrum to prepare themselves for work and independent life. The vocational training programme is based on TEACCH (Treatment and Education of Autistic and Related Communication handicapped CHildren), which takes into account the autism spectrum disorders and autistic behaviour. TEACCH is based on the principles of structured teaching, functional teaching and preparation training for work and independent life. The TEACCH has been adapted to Finnish society and the educational system. Treatment programmes were individually designed for each student´s educational needs. There is also an important role for the AAPEP rating scale (Adolescent and Adult Psychoeducational Profile). The AAPEP has been the major tool for planning and following the courses. The AAPEP is an assessment instrument designed by the TEACCH programme, and it is used to provide an evaluation of current and potential skills. The AAPEP contains three scales: a direct observation scale, a home scale and a school / work scale. The AAPEP includes six test variables: vocational skills, independent functions, functional communication, interpersonal behaviour, vocational behaviour and leisure skills; these are evaluated at three levels: pass, emerge and fail. The subjects were 49 students (65% male and 35 % female) with autism spectrum, who have been followed and tested several times, also one year after the vocational training. The design is therefore a longitudinal one. The research data were collected 1997-2004 using the AAPEP rating scales. The teachers have used the AAPEP scales and the codings have been checked by the researcher. The results of the principal component analysis (PCA) suggested that the structure of AAPEP rating scales works quite well as a hypothesis. The factor structure of the scales of the AAPEP was almost the same in these data as in the original publications. The learning-and-changes results showed that learning is a slow process, but that there were also intended changes in several AAPEP areas. The Cohen´s kappa was used as an effect-size measure and the most important result of this research showed that the student´s skills were developing on a school / work scale; vocational skills variable (0,34), vocational behaviour variable (0,28), leisure skills variable (0,26) and on a direct observation scale; interpersonal behaviour variable (0,21). On a home scale skills of some students were developing negatively and also that effect-size was small. The results showed that the students´ vocational skills and vocational behaviour will continue to develop after school in many areas. There were differences between scales. The result of this research shows that the student´s skills were developing significantly in 3 of 48 variables on a direct observation scale and also on a home scale. On a school / work scale student´s skills were developing significantly in 17 of 48 variables. This result implies that students can do the work without extra assistance if there exist continuing supports for the skills after the vocational training. The fully independent life of students will be difficult, because their independent functions, functional communications and leisure skills regressed after the schooling. This seems to indicate that they will not manage their daily life without support. The students and their parents said that the treatment programmes were individually designed for each student s educational needs, and that they were satisfied with the programmes and services. Generally, it can be concluded that vocational special education can be developed for pupils with autistic syndrome and the detailed teaching can be done using TEACCH principles and applying the tool of AAPEP.

Kivaa ja hyödyllistä, mutta jo se riittää : Yläasteen kielikylpyoppilaiden käsityksiä ruotsinkielisestä kielikylpyopetuksesta Helsingissä

The aim of this study was to find out how immersion students experience immersion education, how they feel about the implementation of immersion education methods and what role immersion plays in immersion students’ lives outside the school context. In addition, the influence of sex, grade level, school and type of immersion education on students’ perceptions was studied. The population included all students at the lower secondary level in Helsinki who participated in Swedish immersion education during 2002–2003. The sample consisted of 128 students who represented two different forms of immersion: 47% of the students had previously participated in early total immersion while 53 % of the students had taken part in early partial immersion. The data were gathered through a questionnaire and interviews. All 128 students answered the questionnaire, and 10 students were chosen to focus interviews through purposive sampling. In addition, students’ parents were invited to fill in a questionnaire where students’ background information was requested. The data were collected during the spring of 2003. Principal Component Analysis and one-way variance analysis were used as statistical analysis methods. Also frequencies, average, correlations and cross tabs were studied. In the PCA a right-angled varimax-rotation was performed separately to every thematic entity that arose from the theoretical background. Sum variables were formed from the Principal Components by summing up all the items that received over .400 charges for the specific Principal Component. Significance testing of the mean was performed with F and t-tests. Results indicate that immersion students in lower secondary school experience immersion quite diversely as a whole. Students are satisfied with the fact that they are in the immersion class but not with the amount of teaching in Swedish. Students feel it is very important and useful to learn Swedish bearing in mind their future studies and working life. The students estimate their language skills to be very high. Yet they prefer using Finnish during classes. The fact that teachers use Swedish does not considerably affect how well the students learn the factual content in various subjects, especially if the student knows Swedish well. Theoretical subjects seemed to cause most problems. Swedish played only a very small part in students’ lives outside the school context and it was used merely when travelling abroad and in different kinds of guiding situations. Unless the students were talked to in Swedish, they kept on speaking Finnish. When asked about students’ experiences no statistically significant differences between sexes were found in this study. On the contrary, in some cases their grade level but especially their school and form of immersion had clear statistically significant differences on students’ perceptions.

Diet and the development of atherosclerosis: a whole-diet approach from childhood to adulthood

Cardiovascular diseases (CVDs) are the leading cause of mortality in the world. Studies of the impact of single nutrients on the risk for CVD have often provided inconclusive results, and recent research in nutritional epidemiology with a more holistic whole-diet approach has proven fruitful. Moreover, dietary habits in childhood and adolescence may play a role in later health and disease, either independently or by tracking into adulthood. The main aims of this study were to find childhood and adulthood determinants of adulthood diet, to identify dietary patterns present among the study population and to study the associations between long-term food choices and cardiovascular health in young Finnish adults. The study is a part of the multidisciplinary Cardiovascular Risk in Young Finns study, which is an ongoing, prospective cohort study with a 21-year follow-up. At baseline in 1980, the subjects were children and adolescents aged 3 to 18 years (n included in this study = 1768), and young adults aged 24 to 39 years at the latest follow-up study in 2001 (n = 1037). Food consumption and nutrient intakes were assessed with repeated 48-hour dietary recalls. Other determinations have included comprehensive risk factor assessments using blood tests, physical measurements and questionnaires. In the latest follow-up, ultrasound examinations were performed to study early atherosclerotic vascular changes. The average intakes showed substantial changes since 1980. Intakes of fat and saturated fat had decreased, whereas the consumption of fruits and vegetables had increased. Intake of fat and consumption of vegetables in childhood and physical activity in adulthood were important health behavioural determinants of adult diet. Additionally, a principal component analysis was conducted to identify major dietary patterns at each study point. A similar set of two major patterns was recognised throughout the study. The traditional dietary pattern positively correlated with the consumption of traditional Finnish foods, such as rye, potatoes, milk, butter, sausages and coffee, and negatively correlated with fruit, berries and dairy products other than milk. This type of diet was independently associated with several risk factors of CVD, such as total and low-density lipoprotein cholesterol, apolipoprotein B and C-reactive protein concentrations among both genders, as well as with systolic blood pressure and insulin levels among women. The traditional pattern was also independently associated with intima media thickness (IMT), a subclinical predictor of CVD, in men but not in women. The health-conscious pattern, predominant among female subjects, non-smokers and urbanites, was characterised by more health-conscious food choices such as vegetables, legumes and nuts, tea, rye, fish, cheese and other dairy products, as well as by the consumption of alcoholic beverages. This pattern was inversely, but less strongly, associated with cardiovascular risk factors. Tracking of the dietary pattern scores was observed, particularly among subjects who were adolescents at baseline. Moreover, a long-term high intake of protein concurrent with a low intake of fat was positively associated with IMT. These findings suggest that food behaviour and food choices are to some extent established as early as in childhood or adolescence and may significantly track into adulthood. Long-term adherence to traditional food choices seems to increase the risk for developing CVD, especially among men. Those with intentional or unintentional low fat diets, but with high intake of protein may also be at increased risk for CVD. The findings offer practical, food-based information on the relationship between diet and CVD and encourage further use of the whole-diet approach in epidemiological research. The results support earlier findings that long-term food choices play a role in the development of CVD. The apparent influence of childhood habits is important to bear in mind when planning educational strategies for the primary prevention of CVD. Further studies on food choices over the entire lifespan are needed.

The effects of human induced disturbances on the sediment geochemistry of Baltic Sea embayments with a focus on eutrophication history

Historical sediment nutrient concentrations and heavy-metal distributions were studied in five embayments in the Gulf of Finland and an adjacent lake. The main objective of the study was to examine the response of these water bodies to temporal changes in human activities. Sediment cores were collected from the sites and dated using 210Pb and 137Cs. The cores were analyzed for total carbon (TC), total nitrogen (TN), total phosphorus (TP), organic phosphorus (OP), inorganic phosphorus (IP), biogenic silica (BSi), loss on ignition (LOI), grain size, Cu, Zn, Al, Fe, Mn, K, Ca, Mg and Na. Principal component analysis (PCA) was used to summarize the trends in the geochemical variables and to compare trends between the different sites. The links between the catchment land use and sediment geochemical data were studied using a multivariate technique of redundancy analysis (RDA). Human activities produce marked geochemical variations in coastal sediments. These variations and signals are often challenging to interpret due to various sedimentological and post-depositional factors affecting the sediment profiles. In general, the sites studied here show significant upcore increases in sedimentation rates, TP and TN concentrations. Also Cu, which is considered to be a good indicator of anthropogenic influence, showed clear increases from 1850 towards the top part of the cores. Based on the RDA-analysis, in the least disturbed embayments with high forest cover, the sediments are dominated by lithogenic indicators Fe, K, Al and Mg. In embayments close to urban settlement, the sediments have high Cu concentrations and a high sediment Fe/Mn ratio. This study suggests that sediment accumulation rates vary significantly from site to site and that the overall sedimentation can be linked to the geomorphology and basin bathymetry, which appear to be the major factors governing sedimentation rates; i.e. a high sediment accumulation rate is not characteristic either to urban or to rural sites. The geochemical trends are strongly site specific and depend on the local geochemical background, basin characteristics and anthropogenic metal and nutrient loading. Of the studied geochemical indicators, OP shows the least monotonic trends in all studied sites. When compared to other available data, OP seems to be the most reliable geochemical indicator describing the trophic development of the study sites, whereas Cu and Zn appear to be good indicators for anthropogenic influence. As sedimentation environments, estuarine and marine sites are more complex than lacustrine basins with multiple sources of sediment input and more energetic conditions in the former. The crucial differences between lacustrine and estuarine/coastal sedimentation environments are mostly related to Fe. P sedimentation is largely governed by Fe redox-reactions in estuarine environments. In freshwaters, presence of Fe is clearly linked to the sedimentation of other lithogenic metals, and therefore P sedimentation and preservation has a more direct linkage to organic matter sedimentation.

A Probabilistic Approach to the Primary Visual Cortex

What can the statistical structure of natural images teach us about the human brain? Even though the visual cortex is one of the most studied parts of the brain, surprisingly little is known about how exactly images are processed to leave us with a coherent percept of the world around us, so we can recognize a friend or drive on a crowded street without any effort. By constructing probabilistic models of natural images, the goal of this thesis is to understand the structure of the stimulus that is the raison d etre for the visual system. Following the hypothesis that the optimal processing has to be matched to the structure of that stimulus, we attempt to derive computational principles, features that the visual system should compute, and properties that cells in the visual system should have. Starting from machine learning techniques such as principal component analysis and independent component analysis we construct a variety of sta- tistical models to discover structure in natural images that can be linked to receptive field properties of neurons in primary visual cortex such as simple and complex cells. We show that by representing images with phase invariant, complex cell-like units, a better statistical description of the vi- sual environment is obtained than with linear simple cell units, and that complex cell pooling can be learned by estimating both layers of a two-layer model of natural images. We investigate how a simplified model of the processing in the retina, where adaptation and contrast normalization take place, is connected to the nat- ural stimulus statistics. Analyzing the effect that retinal gain control has on later cortical processing, we propose a novel method to perform gain control in a data-driven way. Finally we show how models like those pre- sented here can be extended to capture whole visual scenes rather than just small image patches. By using a Markov random field approach we can model images of arbitrary size, while still being able to estimate the model parameters from the data.

Construction of a global map of human gene expression : the process, tools and analysis

This thesis studies human gene expression space using high throughput gene expression data from DNA microarrays. In molecular biology, high throughput techniques allow numerical measurements of expression of tens of thousands of genes simultaneously. In a single study, this data is traditionally obtained from a limited number of sample types with a small number of replicates. For organism-wide analysis, this data has been largely unavailable and the global structure of human transcriptome has remained unknown. This thesis introduces a human transcriptome map of different biological entities and analysis of its general structure. The map is constructed from gene expression data from the two largest public microarray data repositories, GEO and ArrayExpress. The creation of this map contributed to the development of ArrayExpress by identifying and retrofitting the previously unusable and missing data and by improving the access to its data. It also contributed to creation of several new tools for microarray data manipulation and establishment of data exchange between GEO and ArrayExpress. The data integration for the global map required creation of a new large ontology of human cell types, disease states, organism parts and cell lines. The ontology was used in a new text mining and decision tree based method for automatic conversion of human readable free text microarray data annotations into categorised format. The data comparability and minimisation of the systematic measurement errors that are characteristic to each lab- oratory in this large cross-laboratories integrated dataset, was ensured by computation of a range of microarray data quality metrics and exclusion of incomparable data. The structure of a global map of human gene expression was then explored by principal component analysis and hierarchical clustering using heuristics and help from another purpose built sample ontology. A preface and motivation to the construction and analysis of a global map of human gene expression is given by analysis of two microarray datasets of human malignant melanoma. The analysis of these sets incorporate indirect comparison of statistical methods for finding differentially expressed genes and point to the need to study gene expression on a global level.

The effect of lignin content and lignin modification on Norway spruce wood properties and decay resistance

Three different Norway spruce cutting clones growing in three environments with different soil and climatic conditions were studied. The purpose was to follow variation in the radial growth rate, wood properties and lignin content and to modify wood lignin with a natural monolignol, coniferyl alcohol, by making use of inherent wood peroxidases. In addition, the incorporation of chlorinated anilines into lignin was studied with synthetic model compounds and synthetic lignin preparations to show whether unnatural compounds originating from pesticides could be bound in the lignin polymer. The lignin content of heartwood, sapwood and earlywood was determined by applying Fourier transform infrared (FTIR) spectroscopy and a principal component regression (PCR) technique. Wood blocks were treated with coniferyl alcohol by using a vacuum impregnation method. The effect of impregnation was assessed by FTIR and by a fungal decay test. Trees from a fertile site showed the highest growth rate and sapwood lignin content and the lowest latewood proportion, weight density and modulus of rupture (MOR). Trees from a medium fertile site had the lowest growth rate and the highest latewood proportion, weight density, modulus of elasticity (MOE) and MOR. The most rapidly growing clone showed the lowest latewood proportion, weight density, MOE and MOR. The slowest growing clone had the lowest sapwood lignin content and the highest latewood proportion, weight density, MOE and MOR. Differences between the sites and clones were small, while fairly large variation was found between the individual trees and growing seasons. The cutting clones maintained clone-dependent wood properties in the different growing sites although variation between trees was high and climatic factors affected growth. The coniferyl alcohol impregnation increased the content of different lignin-type phenolic compounds in the wood as well as wood decay resistance against a white-rot fungus, Coriolus versicolor. During the synthetic lignin preparation 3,4-dichloroaniline became bound by a benzylamine bond to β-O-4 structures in the polymer and it could not be released by mild acid hydrolysis. The natural monolignol, coniferyl alcohol, and chlorinated anilines could be incorporated into the lignin polymer in vivo and in vitro, respectively.

Lapsen osallisuuden mahdollistaminen päiväkodin toimintakulttuurissa : Tilastollinen tutkimus osallisuuden tasomallista

Children s participation has been a subject in the international research since past ten years. This research has explored participation from the standpoint of the UN s Convention of the Rights of the Child and focused mainly on schoolchildren or on the working youth s chances in developing countries to have impact on their own lives (eg. Sinclair, 2004 and Thomas, 2002). In Finland there has been less research about the children s rights while the main focus has been on the customers of the child welfare system. This study examines children s participation in Helsinki metropolitan area via the views and the practices of the personnel of early childhood education. The adopted viewpoint is Shier s level model of participation (2001), in which the children s participation process is building in phases, is observed via the everyday actions of the kindergarten personnel. Attention has been paid on the special characteristics of the Finnish early childhood education. This study was part of VKK-Metro s research project. The inquiry in May 2010 was directed to all working teams in the kindergartens of the Helsinki metropolitan area. Of these 56.59 % (1116 teams) answered. The quantitative data analyzed by principal component analysis gave four principal components, from which three were named after Shier s participation model. The fourth component included variables about rules and power. The level model of participation fit well to assess early childhood education in the Helsinki metropolitan area. The professionalism of the personnel became emphasized in the area of everyday interactions between the personnel and the children. Important aspects of the children s participation are to become heard, to get support in the play and in interaction and to be able to share both power and responsibility with personnel of the early childhood education.

Modeling and Forecasting Implied Volatility: Implications for Trading, Pricing, and Risk Management

Modeling and forecasting of implied volatility (IV) is important to both practitioners and academics, especially in trading, pricing, hedging, and risk management activities, all of which require an accurate volatility. However, it has become challenging since the 1987 stock market crash, as implied volatilities (IVs) recovered from stock index options present two patterns: volatility smirk(skew) and volatility term-structure, if the two are examined at the same time, presents a rich implied volatility surface (IVS). This implies that the assumptions behind the Black-Scholes (1973) model do not hold empirically, as asset prices are mostly influenced by many underlying risk factors. This thesis, consists of four essays, is modeling and forecasting implied volatility in the presence of options markets’ empirical regularities. The first essay is modeling the dynamics IVS, it extends the Dumas, Fleming and Whaley (DFW) (1998) framework; for instance, using moneyness in the implied forward price and OTM put-call options on the FTSE100 index, a nonlinear optimization is used to estimate different models and thereby produce rich, smooth IVSs. Here, the constant-volatility model fails to explain the variations in the rich IVS. Next, it is found that three factors can explain about 69-88% of the variance in the IVS. Of this, on average, 56% is explained by the level factor, 15% by the term-structure factor, and the additional 7% by the jump-fear factor. The second essay proposes a quantile regression model for modeling contemporaneous asymmetric return-volatility relationship, which is the generalization of Hibbert et al. (2008) model. The results show strong negative asymmetric return-volatility relationship at various quantiles of IV distributions, it is monotonically increasing when moving from the median quantile to the uppermost quantile (i.e., 95%); therefore, OLS underestimates this relationship at upper quantiles. Additionally, the asymmetric relationship is more pronounced with the smirk (skew) adjusted volatility index measure in comparison to the old volatility index measure. Nonetheless, the volatility indices are ranked in terms of asymmetric volatility as follows: VIX, VSTOXX, VDAX, and VXN. The third essay examines the information content of the new-VDAX volatility index to forecast daily Value-at-Risk (VaR) estimates and compares its VaR forecasts with the forecasts of the Filtered Historical Simulation and RiskMetrics. All daily VaR models are then backtested from 1992-2009 using unconditional, independence, conditional coverage, and quadratic-score tests. It is found that the VDAX subsumes almost all information required for the volatility of daily VaR forecasts for a portfolio of the DAX30 index; implied-VaR models outperform all other VaR models. The fourth essay models the risk factors driving the swaption IVs. It is found that three factors can explain 94-97% of the variation in each of the EUR, USD, and GBP swaption IVs. There are significant linkages across factors, and bi-directional causality is at work between the factors implied by EUR and USD swaption IVs. Furthermore, the factors implied by EUR and USD IVs respond to each others’ shocks; however, surprisingly, GBP does not affect them. Second, the string market model calibration results show it can efficiently reproduce (or forecast) the volatility surface for each of the swaptions markets.

FTIR-spektroskopia kasviuutteiden analysoinnissa

FTIR-spektroskopia (Fourier-muunnosinfrapunaspektroskopia) on nopea analyysimenetelmä. Fourier-laitteissa interferometrin käyttäminen mahdollistaa koko infrapunataajuusalueen mittaamisen muutamassa sekunnissa. ATR-liitännäisellä varustetun FTIR-spektrometrin käyttö ei edellytä juuri näytteen valmistusta ja siksi menetelmä on käytössä myös helppo. ATR-liitännäinen mahdollistaa myös monien erilaisten näytteiden analysoinnin. Infrapunaspektrin mittaaminen onnistuu myös sellaisista näytteistä, joille perinteisiä näytteenvalmistusmenetelmiä ei voida käyttää. FTIR-spektroskopian avulla saatu tieto yhdistetään usein tilastollisiin monimuuttuja-analyyseihin. Klusterianalyysin avulla voidaan spektreistä saatu tieto ryhmitellä samanlaisuuteen perustuen. Hierarkkisessa klusterianalyysissa objektien välinen samanlaisuus määritetään laskemalla niiden välinen etäisyys. Pääkomponenttianalyysin avulla vähennetään datan ulotteisuutta ja luodaan uusia korreloimattomia pääkomponentteja. Pääkomponenttien tulee säilyttää mahdollisimman suuri määrä alkuperäisen datan variaatiosta. FTIR-spektroskopian ja monimuuttujamenetelmien sovellusmahdollisuuksia on tutkittu paljon. Elintarviketeollisuudessa sen soveltuvuutta esimerkiksi laadun valvontaan on tutkittu. Menetelmää on käytetty myös haihtuvien öljyjen kemiallisten koostumusten tunnistukseen sekä öljykasvien kemotyyppien havaitsemiseen. Tässä tutkimuksessa arvioitiin menetelmän käyttöä suoputken uutenäytteiden luokittelussa. Tutkimuksessa suoputken eri kasvinosien uutenäytteiden FTIR-spektrejä vertailtiin valikoiduista puhdasaineista mitattuihin FTIR-spektreihin. Puhdasaineiden FTIR-spektreistä tunnistettiin niiden tyypilliset absorptiovyöhykkeet. Furanokumariinien spektrien intensiivisten vyöhykkeiden aaltolukualueet valittiin monimuuttuja-analyyseihin. Monimuuttuja-analyysit tehtiin myös IR-spektrin sormenjälkialueelta aaltolukualueelta 1785-725 cm-1. Uutenäytteitä pyrittiin luokittelemaan niiden keräyspaikan ja kumariinipitoisuuden mukaan. Keräyspaikan mukaan ryhmittymistä oli havaittavissa, mikä selittyi vyöhykkeiden aaltolukualueiden mukaan tehdyissä analyyseissa pääosin kumariinipitoisuuksilla. Näissä analyyseissa uutenäytteet pääosin ryhmittyivät ja erottuivat kokonaiskumariinipitoisuuksien mukaan. Myös aaltolukualueen 1785-725 cm-1 analyyseissa havaittiin keräyspaikan mukaan ryhmittymistä, mitä kumariinipitoisuudet eivät kuitenkaan selittäneet. Näihin ryhmittymisiin vaikuttivat mahdollisesti muiden yhdisteiden samanlaiset pitoisuudet näytteissä. Analyyseissa käytettiin myös muita aaltolukualueita, mutta tulokset eivät juuri poikenneet aiemmista. 2. kertaluvun derivaattaspektrien monimuuttuja-analyysit sormenjälkialueelta eivät myöskään muuttaneet tuloksia havaittavasti. Jatkotutkimuksissa nyt käytettyä menetelmää on mahdollista edelleen kehittää esimerkiksi tutkimalla monimuuttuja-analyyseissa 2. kertaluvun derivaattaspektreistä suppeampia, tarkkaan valittuja aaltolukualueita.

A metabolomic approach to studying mechanisms of polymeric gene delivery to retinal pigment epithelial cells

Tiivistelmä ReferatAbstract Metabolomics is a rapidly growing research field that studies the response of biological systems to environmental factors, disease states and genetic modifications. It aims at measuring the complete set of endogenous metabolites, i.e. the metabolome, in a biological sample such as plasma or cells. Because metabolites are the intermediates and end products of biochemical reactions, metabolite compositions and metabolite levels in biological samples can provide a wealth of information on on-going processes in a living system. Due to the complexity of the metabolome, metabolomic analysis poses a challenge to analytical chemistry. Adequate sample preparation is critical to accurate and reproducible analysis, and the analytical techniques must have high resolution and sensitivity to allow detection of as many metabolites as possible. Furthermore, as the information contained in the metabolome is immense, the data set collected from metabolomic studies is very large. In order to extract the relevant information from such large data sets, efficient data processing and multivariate data analysis methods are needed. In the research presented in this thesis, metabolomics was used to study mechanisms of polymeric gene delivery to retinal pigment epithelial (RPE) cells. The aim of the study was to detect differences in metabolomic fingerprints between transfected cells and non-transfected controls, and thereafter to identify metabolites responsible for the discrimination. The plasmid pCMV-β was introduced into RPE cells using the vector polyethyleneimine (PEI). The samples were analyzed using high performance liquid chromatography (HPLC) and ultra performance liquid chromatography (UPLC) coupled to a triple quadrupole (QqQ) mass spectrometer (MS). The software MZmine was used for raw data processing and principal component analysis (PCA) was used in statistical data analysis. The results revealed differences in metabolomic fingerprints between transfected cells and non-transfected controls. However, reliable fingerprinting data could not be obtained because of low analysis repeatability. Therefore, no attempts were made to identify metabolites responsible for discrimination between sample groups. Repeatability and accuracy of analyses can be influenced by protocol optimization. However, in this study, optimization of analytical methods was hindered by the very small number of samples available for analysis. In conclusion, this study demonstrates that obtaining reliable fingerprinting data is technically demanding, and the protocols need to be thoroughly optimized in order to approach the goals of gaining information on mechanisms of gene delivery.

The many ways to delimit species: hairs, genes and surface chemistry

Species identification forms the basis for understanding the diversity of the living world, but it is also a prerequisite for understanding many evolutionary patterns and processes. The most promising approach for correctly delimiting and identifying species is to integrate many types of information in the same study. Our aim was to test how cuticular hydro- carbons, traditional morphometrics, genetic polymorphisms in nuclear markers (allozymes and DNA microsatellites) and DNA barcoding (partial mitochondrial COI gene) perform in delimiting species. As an example, we used two closely related Formica ants, F. fusca and F. lemani, sampled from a sympatric population in the northern part of their distribu- tion. Morphological characters vary and overlap in different parts of their distribution areas, but cuticular hydrocarbons include a strong taxonomic signal and our aim is to test the degree to which morphological and genetic data correspond to the chemical data. In the morphological analysis, species were best separated by the combined number of hairs on pro- notum and mesonotum, but individual workers overlapped in hair numbers, as previously noted by several authors. Nests of the two species were separated but not clustered according to species in a Principal Component Analysis made on nuclear genetic data. However, model-based Bayesian clustering resulted in perfect separation of the species and gave no indication of hybridization. Furthermore, F. lemani and F. fusca did not share any mitochondrial haplotypes, and the species were perfectly separated in a phylogenetic tree. We conclude that F. fusca and F. lemani are valid species that can be separated in our study area relatively well with all methods employed. However, the unusually small genetic differen- tiation in nuclear markers (FST = 0.12) shows that they are closely related, and occasional hybridization between F. fusca and F. lemani cannot be ruled out.