102 resultados para Equity Portfolio with Equal Weights

em Indian Institute of Science - Bangalore - Índia


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We develop extensions of the Simulated Annealing with Multiplicative Weights (SAMW) algorithm that proposed a method of solution of Finite-Horizon Markov Decision Processes (FH-MDPs). The extensions developed are in three directions: a) Use of the dynamic programming principle in the policy update step of SAMW b) A two-timescale actor-critic algorithm that uses simulated transitions alone, and c) Extending the algorithm to the infinite-horizon discounted-reward scenario. In particular, a) reduces the storage required from exponential to linear in the number of actions per stage-state pair. On the faster timescale, a 'critic' recursion performs policy evaluation while on the slower timescale an 'actor' recursion performs policy improvement using SAMW. We give a proof outlining convergence w.p. 1 and show experimental results on two settings: semiconductor fabrication and flow control in communication networks.

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A Linear Processing Complex Orthogonal Design (LPCOD) is a p x n matrix epsilon, (p >= n) in k complex indeterminates x(1), x(2),..., x(k) such that (i) the entries of epsilon are complex linear combinations of 0, +/- x(i), i = 1,..., k and their conjugates, (ii) epsilon(H)epsilon = D, where epsilon(H) is the Hermitian (conjugate transpose) of epsilon and D is a diagonal matrix with the (i, i)-th diagonal element of the form l(1)((i))vertical bar x(1)vertical bar(2) + l(2)((i))vertical bar x(2)vertical bar(2)+...+ l(k)((i))vertical bar x(k)vertical bar(2) where l(j)((i)), i = 1, 2,..., n, j = 1, 2,...,k are strictly positive real numbers and the condition l(1)((i)) = l(2)((i)) = ... = l(k)((i)), called the equal-weights condition, holds for all values of i. For square designs it is known. that whenever a LPCOD exists without the equal-weights condition satisfied then there exists another LPCOD with identical parameters with l(1)((i)) = l(2)((i)) = ... = l(k)((i)) = 1. This implies that the maximum possible rate for square LPCODs without the equal-weights condition is the same as that or square LPCODs with equal-weights condition. In this paper, this result is extended to a subclass of non-square LPCODs. It is shown that, a set of sufficient conditions is identified such that whenever a non-square (p > n) LPCOD satisfies these sufficient conditions and do not satisfy the equal-weights condition, then there exists another LPCOD with the same parameters n, k and p in the same complex indeterminates with l(1)((i)) = l(2)((i)) = ... = l(k)((i)) = 1.

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This paper investigates the problem of designing reverse channel training sequences for a TDD-MIMO spatial-multiplexing system. Assuming perfect channel state information at the receiver and spatial multiplexing at the transmitter with equal power allocation to them dominant modes of the estimated channel, the pilot is designed to ensure an stimate of the channel which improves the forward link capacity. Using perturbation techniques, a lower bound on the forward link capacity is derived with respect to which the training sequence is optimized. Thus, the reverse channel training sequence makes use of the channel knowledge at the receiver. The performance of orthogonal training sequence with MMSE estimation at the transmitter and the proposed training sequence are compared. Simulation results show a significant improvement in performance.

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Guanylyl cyclase C (GC-C) is a multidomain, membrane-associated receptor guanylyl cyclase. GC-C is primarily expressed in the gastrointestinal tract, where it mediates fluid-ion homeostasis, intestinal inflammation, and cell proliferation in a cGMP-dependent manner, following activation by its ligands guanylin, uroguanylin, or the heat-stable enterotoxin peptide (ST). GC-C is also expressed in neurons, where it plays a role in satiation and attention deficiency/hyperactive behavior. GC-C is glycosylated in the extracellular domain, and differentially glycosylated forms that are resident in the endoplasmic reticulum (130 kDa) and the plasma membrane (145 kDa) bind the ST peptide with equal affinity. When glycosylation of human GC-C was prevented, either by pharmacological intervention or by mutation of all of the 10 predicted glycosylation sites, ST binding and surface localization was abolished. Systematic mutagenesis of each of the 10 sites of glycosylation in GC-C, either singly or in combination, identified two sites that were critical for ligand binding and two that regulated ST-mediated activation. We also show that GC-C is the first identified receptor client of the lectin chaperone vesicular integral membrane protein, VIP36. Interaction with VIP36 is dependent on glycosylation at the same sites that allow GC-C to fold and bind ligand. Because glycosylation of proteins is altered in many diseases and in a tissue-dependent manner, the activity and/or glycan-mediated interactions of GC-C may have a crucial role to play in its functions in different cell types.

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In this paper, we study sum secrecy rate in multicarrier decode-and-forward relay beamforming. We obtain the optimal source power and relay weights on each subcarrier which maximize the sum secrecy rate. For a given total power on a given subcarrier k, P-0(k), we reformulate the optimization problem by relaxing the rank-1 constraint on the complex positive semidefinite relay weight matrix, and solve using semidefinite programming. We analytically prove that the solution to the relaxed optimization problem is indeed rank 1. We show that the subcarrier secrecy rate, R-s (P-0(k)), is a concave function in total power P-0(k) if R-s (P-0(k)) > 0 for any P-0(k) > 0. Numerical results show that the sum secrecy rate with optimal power allocation across subcarriers is more than the sum secrecy rate with equal power allocation. We also propose a low complexity suboptimal power allocation scheme which outperforms equal power allocation scheme.

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The mesoscale simulation of a lamellar mesophase based on a free energy functional is examined with the objective of determining the relationship between the parameters in the model and molecular parameters. Attention is restricted to a symmetric lamellar phase with equal volumes of hydrophilic and hydrophobic components. Apart from the lamellar spacing, there are two parameters in the free energy functional. One of the parameters, r, determines the sharpness of the interface, and it is shown how this parameter can be obtained from the interface profile in a molecular simulation. The other parameter, A, provides an energy scale. Analytical expressions are derived to relate these parameters to r and A to the bending and compression moduli and the permeation constant in the macroscopic equation to the Onsager coefficient in the concentration diffusion equation. The linear hydrodynamic response predicted by the theory is verified by carrying out a mesoscale simulation using the lattice-Boltzmann technique and verifying that the analytical predictions are in agreement with simulation results. A macroscale model based on the layer thickness field and the layer normal field is proposed, and the relationship between the parameters in the macroscale model from the parameters in the mesoscale free energy functional is obtained.

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N6-({Delta}2-Isopentenyl) adenosine antibodies were used for the isolation of free cytokinins and cytokinin-containing tRNAs from parts of Cucumis sativus L. var. Guntur seedlings and for the estimation of cytokinins in them. Immobilized N6-({Delta}2-isopentenyl) adenosine antibodies retained tRNAs containing N6-({Delta}2-isopentenyl) adenosine and N6-(4-hydroxy-3-methylbut-2-enyl) adenosine with equal efficiencies. There were at least five cytokinins in the free form in cucumber seedlings. N6-(4-Hydroxy-3-methylbut-2-enyl) adenosine, N6-({Delta}2-isopentenyl) adenosine, and N6-({Delta}2-isopentenyl) adenine were present at least to the extent of 80, 23, and 9 nanograms, respectively, in the cotyledons and 40, 6, and 3 nanograms, respectively, in the decotyledonated seedlings per gram of tissue. Only two cytokinins were found in the tRNAs of cucumber cotyledons, namely N6-({Delta}2-isopentenyl) adenosine and N6-(4-hydroxy-3-methylbut-2-enyl) adenosine in amounts of 12 and 318 nanograms, respectively, per gram of tissue. Immunoaffinity chromatographic analysis of radiolabeled aminoacyl tRNAs from cucumber cotyledons showed that tRNAPhe and tRNATyr contained cytokinins whereas tRNAAla did not.

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The RecA intein of Mycobacterium tuberculosis, a novel double-stranded DNA endonuclease, requires both Mn(2+) and ATP for efficient cleavage of the inteinless recA allele. In this study, we show that Mg(2+) alone was sufficient to stimulate PI-MtuI to cleave double-stranded DNA at ectopic sites. In the absence of Mg(2+), PI-MtuI formed complexes with topologically different forms of DNA containing ectopic recognition sequences with equal affinity but failed to cleave DNA. We observed that PI-MtuI was able to inflict double-strand breaks robustly within the ectopic recognition sequence to generate either a blunt end or 1-2-nucleotide 3'-hydroxyl overhangs. Mutational analyses of the presumptive metal ion-binding ligands (Asp(122), Asp(222), and Glu(220)) together with immunoprecipitation assays provided compelling evidence to link both the Mg(2+)- and Mn(2+) and ATP-dependent endonuclease activities to PI-MtuI. The kinetic mechanism of PI-MtuI promoted cleavage of ectopic DNA sites proceeded through a sequential mechanism with transient accumulation of nicked circular duplex DNA as an intermediate. Together, these data suggest that PI-MtuI, like group II introns, might mediate ectopic DNA transposition and hence its lateral transfer in natural populations.

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A major drawback in using bulk metallic glasses (BMGs) as structural materials is their extremely poor fatigue performance. One way to alleviate this problem is through the composite route, in which second phases are introduced into the glass to arrest crack growth. In this paper, the fatigue crack growth behavior of in situ reinforced BMGs with crystalline dendrites, which are tailored to impart significant ductility and toughness to the BMG, was investigated. Three composites, all with equal volume fraction of dendrite phases, were examined to assess the influence of chemical composition on the near-threshold fatigue crack growth characteristics. While the ductility is enhanced at the cost of yield strength vis-a-vis that of the fully amorphous BMG, the threshold stress intensity factor range for fatigue crack initiation in composites was found to be enhanced by more than 100%. Crack blunting and trapping by the dendritic phases and constraining of the shear bands within the interdendritic regions are the micromechanisms responsible for this enhanced fatigue crack growth resistance.

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Active preparations of tRNA and aminoacyl-tRNA synthetases have been isolated from exponentially growing cells of Mycobacterium smegmatis and Mycobacterium tuberculosis H37Rv. Though the aminoacyl-tRNA synthetases of older cells retain their activity, the tRNAs seem to undergo modification and show poorer activity. The mycobacterial enzyme preparations catalyse homologous and heterologous aminoacylation between tRNA from the two species (M. smegmatis and M. tuberculosis H37Rv) or from Escherichia coli, with equal efficiency; tRNA samples from eukaryotic cells (yeast and rat liver) do not serve as substrates for the mycobacterial synthetases. The analytical separation of the different amino acid specific tRNAs from M. smegmatis resembles the pattern found in other bacteria. Purification of valine- (three species) and methionine-specific tRNA (two species) to 70-80% purity has been accomplished by using column-chromatographic techniques. Of the two species of tRNAMet, one can be formylated in the presence of formyl tetrahydrofolate and the transformylase from mycobacteria.

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Molecular dynamics investigation of model diatomic species confined to the alpha-cages of zeolite NaY is reported. The dependence of self-diffusivity on the bond length of the diatomic species has been investigated. Three different sets of runs have been carried out. In the first set, the two atoms of the diatomic molecule interact with the zeolite atoms with equal strength (example, O-2, the symmetric case). In the second and third sets which correspond to asymmetric cases, the two atoms of the diatomic molecule interact with unequal strengths (example, CO). The result for the symmetric case exhibits a well-defined maximum in self-diffusivity for an intermediate bond length. In contrast to this, the intermediate asymmetry leads to a less pronounced maximum. For the large asymmetric case, the maximum is completely absent. These findings are analyzed by computing a number of related properties. These results provide a direct confirmation at the microscopic level of the suggestion by Derouane that the supermobility observed experimentally by Kemball has its origin in the mutual cancellation of forces. The maximum in diffusivity from molecular dynamics is seen at the value predicted by the levitation effect. Further, these findings suggest a role for symmetry in the existence of a diffusivity maximum as a function of diameter of the diffusant often referred to as the levitation effect. The nature of the required symmetry for the existence of anomalous diffusivity is interaction symmetry which is different from that normally encountered in crystallography.

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Glioblastoma (GBM) is the most common and aggressive primary brain tumor with very poor patient median survival. To identify a microRNA (miRNA) expression signature that can predict GBM patient survival, we analyzed the miRNA expression data of GBM patients (n = 222) derived from The Cancer Genome Atlas (TCGA) dataset. We divided the patients randomly into training and testing sets with equal number in each group. We identified 10 significant miRNAs using Cox regression analysis on the training set and formulated a risk score based on the expression signature of these miRNAs that segregated the patients into high and low risk groups with significantly different survival times (hazard ratio HR] = 2.4; 95% CI = 1.4-3.8; p < 0.0001). Of these 10 miRNAs, 7 were found to be risky miRNAs and 3 were found to be protective. This signature was independently validated in the testing set (HR = 1.7; 95% CI = 1.1-2.8; p = 0.002). GBM patients with high risk scores had overall poor survival compared to the patients with low risk scores. Overall survival among the entire patient set was 35.0% at 2 years, 21.5% at 3 years, 18.5% at 4 years and 11.8% at 5 years in the low risk group, versus 11.0%, 5.5%, 0.0 and 0.0% respectively in the high risk group (HR = 2.0; 95% CI = 1.4-2.8; p < 0.0001). Cox multivariate analysis with patient age as a covariate on the entire patient set identified risk score based on the 10 miRNA expression signature to be an independent predictor of patient survival (HR = 1.120; 95% CI = 1.04-1.20; p = 0.003). Thus we have identified a miRNA expression signature that can predict GBM patient survival. These findings may have implications in the understanding of gliomagenesis, development of targeted therapy and selection of high risk cancer patients for adjuvant therapy.

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Diastereomers (SRu,Sc)-1a and (RRu,Sc)-1b, in a ratio of 85: 15 and formulated as [Ru(η-MeC6H4Pri-p)Cl(L*)], have been prepared by treating [{Ru(η-MeC6H4Pri-p)Cl2}2] with the sodium salt of (S)-α-methylbenzylsalicylaldimine (HL*) in tetrahydrofuran at –70 °C. The reaction of 1(1a+1b) with AgClO4 in acetone followed by an addition of PPh3 or 4-methylpyridine (4Me-py) leads to the formation of adducts [Ru(η-MeC6H4Pri-p)(PPh3)(L*)]ClO42[(SRu,Sc)2a, (FRu,Sc)2b] and [Ru(η-MeC6H4Pri-p)(4Me-py)(L*)]ClO43[(SRu,Sc)3a, (RRu,Sc)3b] in the diastereomeric ratios (SRu,Sc) : (RRu,Sc) of 2 : 98 and 76 : 24, respectively. Complex 1 crystallises with equal numbers of 1a and 1b molecules in an asymmetric unit of monoclinic space group P21 with a= 10.854(1), b= 17.090(1), c= 12.808(4)Å, β= 110.51(1)°, and Z= 4. The structure was refined to R= 0.0552 and R′= 0.0530 with 2893 reflections having I[gt-or-equal] 1.5σ(I). The absolute configurations of the chiral centres in the optically pure single crystal of the PPh3 adduct have been obtained from an X-ray study. Crystals of formulation [Ru(η-MeC6H4Pri-p)-(PPh3)(L*)]2[ClO4][PF6]·1.5 CHCl3, obtained in presence of both ClO4 and PF6 anions, belong to the non-centric triclinic space group P1 with a= 10.852(2), b= 14.028(1), c= 15.950(2)Å, α= 91.51(1), β= 105.97(1), γ= 106.11(1)°, and Z= 2. The final residuals were R= 0.0713, R′= 0.0752 with 7283 reflections having I[gt-or-equal] 2.5σ(I). The crystal structures of 1a,1b, and the PPh3 adduct (2b,2b′) consist of a ruthenium(II) centre bonded to a η-p-cymene, a bidentate chelating Schiff base, and a unidentate ligand (Cl or PPh3). The chirooptical properties of the complexes have been studied using 1H NMR and CD spectral data. The presence of a low-energy barrier for the intermediate involved in these reactions, showing both retention as well as inversion of the metal configuration, is discussed.

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DNA-dependent RNA polymerase II from Candida utilis has been purified to near homogeneity. The purified enzyme resolved into three subforms, viz. IIO, IIA and IIB. On SDS-PAGE the enzyme showed ten polypeptides with molecular weights in the range of 205 kDa to 14 kDa. By two dimensional electrophoresis (IEF followed by SDS-PAGE) the presence of basic and acidic polypeptides has been demonstrated. The enzyme showed Km values of 5, 5.6 and 8 mu M for GTP, CTP and ATP, respectively, and the activity was inhibited by low levels of oc-amanitin and antibodies raised against bovine RNA polymerase II. By Western blot analysis the enzyme was found to cross-react with antibodies to bovine RNA polymerase II. RNA polymerase II from G. utilis is a phosphoprotein, the subunits RPB1 and RPB10 were found to be phosphorylated. Analysis of carboxy-terminal domain indicated that it was functionally redundant at least in case of nonspecific transcription, implicating its role in other nuclear processes, such as promoter specific initiation or transcription activation or RNA processing.

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Animals communicate in non-ideal and noisy conditions. The primary method they use to improve communication efficiency is sender-receiver matching: the receiver's sensory mechanism filters the impinging signal based on the expected signal. In the context of acoustic communication in crickets, such a match is made in the frequency domain. The males broadcast a mate attraction signal, the calling song, in a narrow frequency band centred on the carrier frequency (CF), and the females are most sensitive to sound close to this frequency. In tree crickets, however, the CF changes with temperature. The mechanisms used by female tree crickets to accommodate this change in CF were investigated at the behavioural and biomechanical level. At the behavioural level, female tree crickets were broadly tuned and responded equally to CFs produced within the naturally occurring range of temperatures (18 to 27 degrees C). To allow such a broad response, however, the transduction mechanisms that convert sound into mechanical and then neural signals must also have a broad response. The tympana of the female tree crickets exhibited a frequency response that was even broader than suggested by the behaviour. Their tympana vibrate with equal amplitude to frequencies spanning nearly an order of magnitude. Such a flat frequency response is unusual in biological systems and cannot be modelled as a simple mechanical system. This feature of the tree cricket auditory system not only has interesting implications for mate choice and species isolation but may also prove exciting for bio-mimetic applications such as the design of miniature low frequency microphones.