Business cycle dynamics with duration dependence and leading indicators

Durland and McCurdy [Durland, J.M., McCurdy, T.H., 1994. Duration-dependent transitions in a Markov model of US GNP growth. Journal of Business and Economic Statistics 12, 279–288] investigated the issue of duration dependence in US business cycle phases using a Markov regime-switching approach, introduced by Hamilton [Hamilton, J., 1989. A new approach to the analysis of time series and the business cycle. Econometrica 57, 357–384] and extended to the case of variable transition parameters by Filardo [Filardo, A.J., 1994. Business cycle phases and their transitional dynamics. Journal of Business and Economic Statistics 12, 299–308]. In Durland and McCurdy’s model duration alone was used as an explanatory variable of the transition probabilities. They found that recessions were duration dependent whilst expansions were not. In this paper, we explicitly incorporate the widely-accepted US business cycle phase change dates as determined by the NBER, and use a state-dependent multinomial Logit modelling framework. The model incorporates both duration and movements in two leading indexes – one designed to have a short lead (SLI) and the other designed to have a longer lead (LLI) – as potential explanatory variables. We find that doing so suggests that current duration is not only a significant determinant of transition out of recessions, but that there is some evidence that it is also weakly significant in the case of expansions. Furthermore, we find that SLI has more informational content for the termination of recessions whilst LLI does so for expansions.

Dynamics of attacker–defender dyads in Association Football : parameters influencing decision-making

Previous work on pattern-forming dynamics of team sports has investigated sub-phases of basketball and rugby union by focussing on one-versus-one (1v1) attacker-defender dyads. This body of work has identified the role of candidate control parameters, interpersonal distance and relative velocity, in predicting the outcomes of team player interactions. These two control parameters have been described as functioning in a nested relationship where relative velocity between players comes to the fore within a critical range of interpersonal distance. The critical influence of constraints on the intentionality of player behaviour has also been identified through the study of 1v1 attacker-defender dyads. This thesis draws from previous work adopting an ecological dynamics approach, which encompasses both Dynamical Systems Theory and Ecological Psychology concepts, to describe attacker-defender interactions in 1v1 dyads in association football. Twelve male youth association football players (average age 15.3 ± 0.5 yrs) performed as both attackers and defenders in 1v1 dyads in three field positions in an experimental manipulation of the proximity to goal and the role of players. Player and ball motion was tracked using TACTO 8.0 software (Fernandes & Caixinha, 2003) to produce two-dimensional (2D) trajectories of players and the ball on the ground. Significant differences were found for player-to-ball interactions depending on proximity to goal manipulations, indicating how key reference points in the environment such as the location of the goal may act as a constraint that shapes decision-making behaviour. Results also revealed that interpersonal distance and relative velocity alone were insufficient for accurately predicting the outcome of a dyad in association football. Instead, combined values of interpersonal distance, ball-to-defender distance, attacker-to-ball distance, attacker-to-ball relative velocity and relative angles were found to indicate the state of dyad outcomes.

Learning object dynamics for smooth tracking of moving lip contours

A new technique is proposed for learning the dynamic characteristics of a deformable object, applied in particular to the problem of lip-tracking. Experimental results are given which demonstrate that the use of dynamic models allows the system to track more robustly under adverse conditions and to correct spurious, poorly tracked frames

CDKN2A mutation in a non-FAMMM kindred with cancers at multiple sites results in a functionally abnormal protein

The CDKN2A gene encodes p16 (CDKN2A), a cell-cycle inhibitor protein which prevents inappropriate cell cycling and, hence, proliferation. Germ-line mutations in CDKN2A predispose to the familial atypical multiple-mole melanoma (FAMMM) syndrome but also have been seen in rare families in which only 1 or 2 individuals are affected by cutaneous malignant melanoma (CMM). We therefore sequenced exons 1alpha and 2 of CDKN2A using lymphocyte DNA isolated from index cases from 67 families with cancers at multiple sites, where the patterns of cancer did not resemble those attributable to known genes such as hMLH1, hMLH2, BRCA1, BRCA2, TP53 or other cancer susceptibility genes. We found one mutation, a mis-sense mutation resulting in a methionine to isoleucine change at codon 53 (M531) of exon 2. The individual tested had developed 2 CMMs but had no dysplastic nevi and lacked a family history of dysplastic nevi or CMM. Other family members had been diagnosed with oral cancer (2 persons), bladder cancer (1 person) and possibly gall-bladder cancer. While this mutation has been reported in Australian and North American melanoma kindreds, we did not observe it in 618 chromosomes from Scottish and Canadian controls. Functional studies revealed that the CDKN2A variant carrying the M531 change was unable to bind effectively to CDK4, showing that this mutation is of pathological significance. Our results have confirmed that CDKN2A mutations are not limited to FAMMM kindreds but also demonstrate that multi-site cancer families without melanoma are very unlikely to contain CDKN2A mutations.

Notch and NOXA-related pathways in melanoma cells

Notch receptor-mediated intracellular events represent an ancient cell signaling system, and alterations in Notch expression are associated with various malignancies in which Notch may function as an oncogene or less commonly as a tumor suppressor. Notch signaling regulates cell fate decisions in the epidermis, including influencing stem cell dynamics and growth/differentiation control of cells in skin. Because of increasing evidence that the Notch signaling network is deregulated in human malignancies, Notch receptors have become attractive targets for selective killing of malignant cells. Compared with proliferating normal human melanocytes, melanoma cell lines are characterized by markedly enhanced levels of activated Notch-1 receptor. By using a small molecule gamma-secretase inhibitor (GSI) consisting of a tripeptide aldehyde, N-benzyloxycarbonyl-Leu-Leu-Nle-CHO, which can block processing and activation of all four different Notch receptors, we identified a specific apoptotic vulnerability in melanoma cells. GSI triggers apoptosis in melanoma cells, but only G2/M growth arrest in melanocytes without subsequent cell death. Moreover, GSI treatment induced a pro-apoptotic BH3-only protein, NOXA, in melanoma cells but not in normal melanocytes. The use of GSI to induce NOXA induction overcomes the apoptotic resistance of melanoma cells, which commonly express numerous cell survival proteins such as Mcl-1, Bcl-2, and survivin. Taken together, these results highlight the concept of synthetic lethality in which exposure to GSI, in combination with melanoma cells overexpressing activated Notch receptors, has lethal consequences, producing selective killing of melanoma cells, while sparing normal melanocytes. By identifying signaling pathways that contribute to the transformation of melanoma cells (e.g. Notch signaling), and anti-cancer agents that achieve tumor selectivity (e.g., GSI-induced NOXA), this experimental approach provides a useful framework for future therapeutic strategies in cutaneous oncology.

Stochastic models and simulation of ion channel dynamics

The behaviour of ion channels within cardiac and neuronal cells is intrinsically stochastic in nature. When the number of channels is small this stochastic noise is large and can have an impact on the dynamics of the system which is potentially an issue when modelling small neurons and drug block in cardiac cells. While exact methods correctly capture the stochastic dynamics of a system they are computationally expensive, restricting their inclusion into tissue level models and so approximations to exact methods are often used instead. The other issue in modelling ion channel dynamics is that the transition rates are voltage dependent, adding a level of complexity as the channel dynamics are coupled to the membrane potential. By assuming that such transition rates are constant over each time step, it is possible to derive a stochastic differential equation (SDE), in the same manner as for biochemical reaction networks, that describes the stochastic dynamics of ion channels. While such a model is more computationally efficient than exact methods we show that there are analytical problems with the resulting SDE as well as issues in using current numerical schemes to solve such an equation. We therefore make two contributions: develop a different model to describe the stochastic ion channel dynamics that analytically behaves in the correct manner and also discuss numerical methods that preserve the analytical properties of the model.

Stochastic chemical kinetics and the quasi-steady-state assumption : application to the stochastic simulation algorithm and chemical master equation

Recently the application of the quasi-steady-state approximation (QSSA) to the stochastic simulation algorithm (SSA) was suggested for the purpose of speeding up stochastic simulations of chemical systems that involve both relatively fast and slow chemical reactions [Rao and Arkin, J. Chem. Phys. 118, 4999 (2003)] and further work has led to the nested and slow-scale SSA. Improved numerical efficiency is obtained by respecting the vastly different time scales characterizing the system and then by advancing only the slow reactions exactly, based on a suitable approximation to the fast reactions. We considerably extend these works by applying the QSSA to numerical methods for the direct solution of the chemical master equation (CME) and, in particular, to the finite state projection algorithm [Munsky and Khammash, J. Chem. Phys. 124, 044104 (2006)], in conjunction with Krylov methods. In addition, we point out some important connections to the literature on the (deterministic) total QSSA (tQSSA) and place the stochastic analogue of the QSSA within the more general framework of aggregation of Markov processes. We demonstrate the new methods on four examples: Michaelis–Menten enzyme kinetics, double phosphorylation, the Goldbeter–Koshland switch, and the mitogen activated protein kinase cascade. Overall, we report dramatic improvements by applying the tQSSA to the CME solver.

Analyzing real-time video microscopy : the dynamics and geometry of vesicles and tubules in endocytosis

With the advent of live cell imaging microscopy, new types of mathematical analyses and measurements are possible. Many of the real-time movies of cellular processes are visually very compelling, but elementary analysis of changes over time of quantities such as surface area and volume often show that there is more to the data than meets the eye. This unit outlines a geometric modeling methodology and applies it to tubulation of vesicles during endocytosis. Using these principles, it has been possible to build better qualitative and quantitative understandings of the systems observed, as well as to make predictions about quantities such as ligand or solute concentration, vesicle pH, and membrane trafficked. The purpose is to outline a methodology for analyzing real-time movies that has led to a greater appreciation of the changes that are occurring during the time frame of the real-time video microscopy and how additional quantitative measurements allow for further hypotheses to be generated and tested.

Evolving noisy oscillatory dynamics in genetic regulatory networks

We introduce a genetic programming (GP) approach for evolving genetic networks that demonstrate desired dynamics when simulated as a discrete stochastic process. Our representation of genetic networks is based on a biochemical reaction model including key elements such as transcription, translation and post-translational modifications. The stochastic, reaction-based GP system is similar but not identical with algorithmic chemistries. We evolved genetic networks with noisy oscillatory dynamics. The results show the practicality of evolving particular dynamics in gene regulatory networks when modelled with intrinsic noise.

Parallel implementation of stochastic simulation for large scale cellular processes

Experimental and theoretical studies have shown the importance of stochastic processes in genetic regulatory networks and cellular processes. Cellular networks and genetic circuits often involve small numbers of key proteins such as transcriptional factors and signaling proteins. In recent years stochastic models have been used successfully for studying noise in biological pathways, and stochastic modelling of biological systems has become a very important research field in computational biology. One of the challenge problems in this field is the reduction of the huge computing time in stochastic simulations. Based on the system of the mitogen-activated protein kinase cascade that is activated by epidermal growth factor, this work give a parallel implementation by using OpenMP and parallelism across the simulation. Special attention is paid to the independence of the generated random numbers in parallel computing, that is a key criterion for the success of stochastic simulations. Numerical results indicate that parallel computers can be used as an efficient tool for simulating the dynamics of large-scale genetic regulatory networks and cellular processes