16 resultados para implied volatility function models
em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo
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We present STAR measurements of azimuthal anisotropy by means of the two- and four-particle cumulants nu(2) (nu(2){2} and nu(2){4}) for Au + Au and Cu + Cu collisions at center-of-mass energies root S-NN = 62.4 and 200 GeV. The difference between nu(2){2}(2) and nu(2){4}(2) is related to nu(2) fluctuations (sigma(nu 2)) and nonflow (delta(2)). We present an upper limit to sigma(nu 2)/nu 2. Following the assumption that eccentricity fluctuations sigma(epsilon) dominate nu(2) fluctuations nu(2)/sigma nu(2) approximate to epsilon/sigma epsilon we deduce the nonflow implied for several models of eccentricity fluctuations that would be required for consistency with nu(2){2} and nu(2){4}. We also present results on the ratio of nu(2) to eccentricity.
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The objective of this work was to develop and validate linear regression models to estimate the production of dry matter by Tanzania grass (Megathyrsus maximus, cultivar Tanzania) as a function of agrometeorological variables. For this purpose, data on the growth of this forage grass from 2000 to 2005, under dry-field conditions in Sao Carlos, SP, Brazil, were correlated to the following climatic parameters: minimum and mean temperatures, degree-days, and potential and actual evapotranspiration. Simple linear regressions were performed between agrometeorological variables (independent) and the dry matter accumulation rate (dependent). The estimates were validated with independent data obtained in Sao Carlos and Piracicaba, SP, Brazil. The best statistical results in the development and validation of the models were obtained with the agrometeorological parameters that consider thermal and water availability effects together, such as actual evapotranspiration, accumulation of degree-days corrected by water availability, and the climatic growth index, based on average temperature, solar radiation, and water availability. These variables can be used in simulations and models to predict the production of Tanzania grass.
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Cathepsin L-like proteinases (CAL) are major digestive proteinases in the beetle Tenebrio molitor. Procathepsin Ls 2 (pCAL2) and 3 (pCAL3) were expressed as recombinant proteins in Escherichia coil, purified and activated under acidic conditions. Immunoblot analyses of different T. molitor larval tissues demonstrated that a polyclonal antibody to pCAL3 recognized pCAL3 and cathepsin L 3 (CAD) only in the anterior two-thirds of midgut tissue and midgut luminal contents of T. molitor larvae. Furthermore, immunocytolocalization data indicated that pCAL3 occurs in secretory vesicles and microvilli in anterior midgut Therefore CAL3, like cathepsin L 2 (CAL2), is a digestive enzyme secreted by T. molitor anterior midgut CAD hydrolyses Z-FR-MCA and Z-RR-MCA (typical cathepsin substrates), whereas CAL2 hydrolyses only Z-FR-MCA. Active site mutants (pCAL2C25S and pCAL3C265) were constructed by replacing the catalytic cysteine with serine to prevent autocatalytic processing. Recombinant pCAL2 and pCAL3 mutants (pCAL2C25S and pCAL3C26S) were prepared, crystallized and their 3D structures determined at 1.85 and 2.1 angstrom, respectively. While the overall structure of these enzymes is similar to other members of the papain superfamily, structural differences in the S2 subsite explain their substrate specificities. The data also supported models for CAL trafficking to lysosomes and to secretory vesicles to be discharged into midgut contents. (C) 2012 Elsevier Ltd. All rights reserved.
Resumo:
Background: In the analysis of effects by cell treatment such as drug dosing, identifying changes on gene network structures between normal and treated cells is a key task. A possible way for identifying the changes is to compare structures of networks estimated from data on normal and treated cells separately. However, this approach usually fails to estimate accurate gene networks due to the limited length of time series data and measurement noise. Thus, approaches that identify changes on regulations by using time series data on both conditions in an efficient manner are demanded. Methods: We propose a new statistical approach that is based on the state space representation of the vector autoregressive model and estimates gene networks on two different conditions in order to identify changes on regulations between the conditions. In the mathematical model of our approach, hidden binary variables are newly introduced to indicate the presence of regulations on each condition. The use of the hidden binary variables enables an efficient data usage; data on both conditions are used for commonly existing regulations, while for condition specific regulations corresponding data are only applied. Also, the similarity of networks on two conditions is automatically considered from the design of the potential function for the hidden binary variables. For the estimation of the hidden binary variables, we derive a new variational annealing method that searches the configuration of the binary variables maximizing the marginal likelihood. Results: For the performance evaluation, we use time series data from two topologically similar synthetic networks, and confirm that our proposed approach estimates commonly existing regulations as well as changes on regulations with higher coverage and precision than other existing approaches in almost all the experimental settings. For a real data application, our proposed approach is applied to time series data from normal Human lung cells and Human lung cells treated by stimulating EGF-receptors and dosing an anticancer drug termed Gefitinib. In the treated lung cells, a cancer cell condition is simulated by the stimulation of EGF-receptors, but the effect would be counteracted due to the selective inhibition of EGF-receptors by Gefitinib. However, gene expression profiles are actually different between the conditions, and the genes related to the identified changes are considered as possible off-targets of Gefitinib. Conclusions: From the synthetically generated time series data, our proposed approach can identify changes on regulations more accurately than existing methods. By applying the proposed approach to the time series data on normal and treated Human lung cells, candidates of off-target genes of Gefitinib are found. According to the published clinical information, one of the genes can be related to a factor of interstitial pneumonia, which is known as a side effect of Gefitinib.
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We investigate theoretical and observational aspects of a time-dependent parameterization for the dark energy equation of state w(z), which is a well behaved function of the redshift z over the entire cosmological evolution, i.e., z is an element of [-1, infinity). By using a theoretical algorithm of constructing the quintes-sence potential directly from the w(z) function, we derive and discuss the general features of the resulting potential for the cases in which dark energy is separately conserved and when it is coupled to dark matter. Since the parameterization here discussed allows us to divide the parametric plane in defined regions associated to distinct classes of dark energy models, we use some of the most recent observations from type Ia supernovae, baryon acoustic oscillation peak and Cosmic Microwave Background shift parameter to check which class is observationally preferred. We show that the largest portion of the confidence contours lies into the region corresponding to a possible crossing of the so-called phantom divide line at some point of the cosmic evolution.
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A rigorous asymptotic theory for Wald residuals in generalized linear models is not yet available. The authors provide matrix formulae of order O(n(-1)), where n is the sample size, for the first two moments of these residuals. The formulae can be applied to many regression models widely used in practice. The authors suggest adjusted Wald residuals to these models with approximately zero mean and unit variance. The expressions were used to analyze a real dataset. Some simulation results indicate that the adjusted Wald residuals are better approximated by the standard normal distribution than the Wald residuals.
Resumo:
Exact results on particle densities as well as correlators in two models of immobile particles, containing either a single species or else two distinct species, are derived. The models evolve following a descent dynamics through pair annihilation where each particle interacts once at most throughout its entire history. The resulting large number of stationary states leads to a non-vanishing configurational entropy. Our results are established for arbitrary initial conditions and are derived via a generating function method. The single-species model is the dual of the 1D zero-temperature kinetic Ising model with Kimball-Deker-Haake dynamics. In this way, both in finite and semi-infinite chains and also the Bethe lattice can be analysed. The relationship with the random sequential adsorption of dimers and weakly tapped granular materials is discussed.
Resumo:
Local anesthetic efficacy of tramadol has been reported following intradermal application. Our aim was to investigate the effect of perineural tramadol as the sole analgesic in two pain models. Male Wistar rats (280-380 g; N = 5/group) were used in these experiments. A neurostimulation-guided sciatic nerve block was performed and 2% lidocaine or tramadol (1.25 and 5 mg) was perineurally injected in two different animal pain models. In the flinching behavior test, the number of flinches was evaluated and in the plantar incision model, mechanical and heat thresholds were measured. Motor effects of lidocaine and tramadol were quantified and a motor block score elaborated. Tramadol, 1.25 mg, completely blocked the first and reduced the second phase of the flinching behavior test. In the plantar incision model, tramadol (1.25 mg) increased both paw withdrawal latency in response to radiant heat (8.3 +/- 1.1, 12.7 +/- 1.8, 8.4 +/- 0.8, and 11.1 +/- 3.3 s) and mechanical threshold in response to von Frey filaments (459 +/- 82.8, 447.5 +/- 91.7, 320.1 +/- 120, 126.43 +/- 92.8 mN) at 5, 15, 30, and 60 min, respectively. Sham block or contralateral sciatic nerve block did not differ from perineural saline injection throughout the study in either model. The effect of tramadol was not antagonized by intraperitoneal naloxone. High dose tramadol (5 mg) blocked motor function as well as 2% lidocaine. In conclusion, tramadol blocks nociception and motor function in vivo similar to local anesthetics.
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Locomotor capacity is often considered an excellent measure of whole animal performance because it requires the integrated functioning of many morphological, physiological (and biochemical) traits. However, because studies tend to focus on either structural or functional suits of traits, we know little on whether and how morphological and physiological traits coevolve to produce adequate locomotor capacities. Hence, we investigate the evolutionary relationships between morphological and physiological parameters related to exercise physiology, using tropidurine lizards as a model. We employ a phylogenetic principal component analysis (PCA) to identify variable clusters (factors) related to morphology, energetic metabolism and muscle metabolism, and then analyze the relationships between these clusters and measures of locomotor performance, using two models (star and hierarchical phylogenies). Our data indicate that sprint performance is enhanced by simultaneous evolutionary tendencies affecting relative limb and tail size and physiological traits. Specifically, the high absolute sprint speeds exhibited by tropidurines from the sand dunes are explained by longer limbs, feet and tails and an increased proportion of glycolytic fibers in the leg muscle, contrasting with their lower capacity for overall oxidative metabolism [principal component (PC1)]. However, when sprint speeds are corrected for body size, performance correlates with a cluster (PC3) composed by moderate loads for activity metabolic rate and body size. The simultaneous measurement of morphological and physiological parameters is a powerful tool for exploring patterns of coadaptation and proposing morphophysiological associations that are not directly predictable from theory. This approach may trigger novel directions for investigating the evolution of form and function, particularly in the context of organismal performance.
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Background: Recent studies have shown an important reduction of joint overload during locomotion in elderly women with knee osteoarthritis (OA) after short- term use of minimalist shoes. Our aim is to investigate the chronic effect of inexpensive and minimalist footwear on the clinical and functional aspects of OA and gait biomechanics of elderly women with knee OA. Methods/Design: Fifty-six elderly women with knee OA grade 2 or 3 (Kellgren and Lawrence) are randomized into blocks and allocated to either the intervention group, which will use flexible, non-heeled shoes-Moleca (R)-for six months for at least six hours daily, or the control group, which could not use these shoes. Neither group is undergoing physical therapy treatment throughout the intervention period. Moleca (R) is a women's double canvas, flexible, flat walking shoe without heels, with a 5-mm anti-slip rubber sole and a 3-mm internal wedge of ethylene vinyl acetate. Both groups will be followed for six months and will be assessed at baseline condition, after three months, and after six months (end of intervention). All the assessments will be performed by a physiotherapist that is blind to the group allocation. The primary outcome is the pain Western Ontario and McMaster Universities Osteoarthritis (WOMAC) score. The secondary outcomes are global WOMAC score; joint stiffness and disability WOMAC scores; knee pain with a visual analogue scale; walking distance in the six-minute walk test; Lequesne score; amount and frequency (number of days) of paracetamol (500 mg) intake over six months; knee adduction moment during gait; global medical assessment score; and global patient auto-assessment score. At baseline, all patients receive a diary to record the hours of daily use of the footwear intervention; every two weeks, the same physiotherapist makes phone calls to all patients in order to verify adherence to treatment. The statistical analysis will be based on intention to treat analysis, as well as general linear models of analysis of variance for repeated measure to detect treatment-time interactions (alpha = 5%). Discussion: This is the first randomized, clinical trial protocol to assess the chronic effect of minimalist footwear on the clinical and functional aspects and gait biomechanics of elderly women with knee osteoarthritis. We expect that the use of Moleca (R) shoes for six months will provide pain relief, reduction of the knee adduction moment when walking, and improve joint function in elderly women with knee OA, and that the treatment, thus, can be considered another inexpensive and easy-to-use option for conservative OA treatment.
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Purpose: Dyslipidemia is characterized by high lipid blood levels that are risk factors for cardiovascular diseases, which are leading causes of death. However, it is unclear whether dyslipidemia is a cause of the dry eye syndrome (DES). Therefore we determined in transgenic mice models of dyslipidemia, whether there is an association with DES development. Methods: Dyslipidemic models included male and female adult mice overexpressing apolipoprotein CIII (Apo CIII), LDL receptor knockout (LDLR-KO) and ApoE knockout (ApoE-KO). They were compared with age-and gender-matched C57BL/6 mice. Ocular health was evaluated based on corneal slit lamp assessment, phenol red thread test (PRT) and impression cytology. Blood lipid profiles and histology of meibomian and lacrimal glands were also evaluated. Effects of high-fat diet and aging were observed in LDLR-KO and ApoCIII strains, respectively. Results: Body weight and lacrimal gland weight were significantly higher in male mice compared to females of the same strain (P < 0.05). Body weight was significantly lower in LDLRKO mice receiving high lipid diet compared to their controls (P = 0.0043). ApoE-KO were hypercholesterolemic and ApoCIII hypertriglyceridemic while LDLR-KO showed increases in both parameters. The PRT test was lower in male LDLR-KO mice with high-fat diet than control mice with standard diet (P = 0.0273). Aging did not affect lacrimal structural or functional parameters of ApoCIII strain. Conclusions: DES development is not solely dependent on dyslipidemia in relevant mice models promoting this condition. On the other hand, lacrimal gland structure and function are differentially impacted by lipid profile changes in male and female mice. This dissociation suggests that other factors beside dyslipidemia impact on tear film dysfunction and DES development.
Resumo:
The mycotoxin aflatoxin B1 (AFB1) is a carcinogenic food contaminant which is metabolically activated by epoxydation. The metabolism of mycotoxins via the mercapturate metabolic pathway was shown, in general, to lead to their detoxication. Mercapturic acids thus formed (S-substitued-N-acetyl-L-cysteines) may be accumulated in the kidney and either excreted in the urine or desacetylated by Acylase 1 (ACY1) to yield cysteine S-conjugates. To be toxic, the N-acetyl-L-cysteine-S-conjugates first have to undergo deacetylation by ACY 1. The specificity and rate of mercapturic acid deacetylation may determine the toxicity, however the exact deacetylation processes involved are not well known. The aim of this study was to investigate the role of ACY1 in the toxicity of some bioactive epoxides from Aflatoxin B1. We characterized the kinetic parameters of porcine kidney and human recombinant aminoacylase-1 towards some aromatic and aliphatic-derived mercapturates analogue of mycotoxin mercapturic acids and 3,4-epoxyprecocene, a bioactive epoxide derivated from aflatoxin. The deacetylation of mercapturated substrates was followed both by reverse phase HPLC and by TNBS method. Catalytic activity was discussed in a structure function relationship. Ours results indicate for the first time that aminoacylase-1 could play an important role in deacetylating mercapturate metabolites of aflatoxin analogues and this process may be in relation with their cyto- and nephrotoxicity in human. (C) 2012 Published by Elsevier Masson SAS.
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This paper shows theoretical models (analytical formulations) to predict the mechanical behavior of thick composite tubes and how some parameters can influence this behavior. Thus, firstly, it was developed the analytical formulations for a pressurized tube made of composite material with a single thick ply and only one lamination angle. For this case, the stress distribution and the displacement fields are investigated as function of different lamination angles and reinforcement volume fractions. The results obtained by the theoretical model are physic consistent and coherent with the literature information. After that, the previous formulations are extended in order to predict the mechanical behavior of a thick laminated tube. Both analytical formulations are implemented as a computational tool via Matlab code. The results obtained by the computational tool are compared to the finite element analyses, and the stress distribution is considered coherent. Moreover, the engineering computational tool is used to perform failure analysis, using different types of failure criteria, which identifies the damaged ply and the mode of failure.
Resumo:
Abstract Background The implication of post-transcriptional regulation by microRNAs in molecular mechanisms underlying cancer disease is well documented. However, their interference at the cellular level is not fully explored. Functional in vitro studies are fundamental for the comprehension of their role; nevertheless results are highly dependable on the adopted cellular model. Next generation small RNA transcriptomic sequencing data of a tumor cell line and keratinocytes derived from primary culture was generated in order to characterize the microRNA content of these systems, thus helping in their understanding. Both constitute cell models for functional studies of microRNAs in head and neck squamous cell carcinoma (HNSCC), a smoking-related cancer. Known microRNAs were quantified and analyzed in the context of gene regulation. New microRNAs were investigated using similarity and structural search, ab initio classification, and prediction of the location of mature microRNAs within would-be precursor sequences. Results were compared with small RNA transcriptomic sequences from HNSCC samples in order to access the applicability of these cell models for cancer phenotype comprehension and for novel molecule discovery. Results Ten miRNAs represented over 70% of the mature molecules present in each of the cell types. The most expressed molecules were miR-21, miR-24 and miR-205, Accordingly; miR-21 and miR-205 have been previously shown to play a role in epithelial cell biology. Although miR-21 has been implicated in cancer development, and evaluated as a biomarker in HNSCC progression, no significant expression differences were seen between cell types. We demonstrate that differentially expressed mature miRNAs target cell differentiation and apoptosis related biological processes, indicating that they might represent, with acceptable accuracy, the genetic context from which they derive. Most miRNAs identified in the cancer cell line and in keratinocytes were present in tumor samples and cancer-free samples, respectively, with miR-21, miR-24 and miR-205 still among the most prevalent molecules at all instances. Thirteen miRNA-like structures, containing reads identified by the deep sequencing, were predicted from putative miRNA precursor sequences. Strong evidences suggest that one of them could be a new miRNA. This molecule was mostly expressed in the tumor cell line and HNSCC samples indicating a possible biological function in cancer. Conclusions Critical biological features of cells must be fully understood before they can be chosen as models for functional studies. Expression levels of miRNAs relate to cell type and tissue context. This study provides insights on miRNA content of two cell models used for cancer research. Pathways commonly deregulated in HNSCC might be targeted by most expressed and also by differentially expressed miRNAs. Results indicate that the use of cell models for cancer research demands careful assessment of underlying molecular characteristics for proper data interpretation. Additionally, one new miRNA-like molecule with a potential role in cancer was identified in the cell lines and clinical samples.
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Biological membranes are constituted from lipid bilayers and proteins. Investigation of protein-membrane interaction, essential for biological function of cells, must rest upon solid knowledge of lipid bilayer behavior. Thus, extensive studies of an experimental model for membranes, lipid bilayers in water solution, have been undertaken in the last decades. These systems present structural, thermal and electrical properties which depend on temperature, ionic strength or concentration. In this talk, we shall discuss statistical models for lipid bilayers, as well as the relation between their properties and results for properties of lipid dispersions investigated by the laboratories supervised by Teresa Lamy (IF-USP) and Amando Ito (FFCL-USP).