4 resultados para implied volatility function models
em DRUM (Digital Repository at the University of Maryland)
Resumo:
Duchenne muscular dystrophy (DMD) is a neuromuscular disease caused by mutations in the dystrophin gene. DMD is clinically characterized by severe, progressive and irreversible loss of muscle function, in which most patients lose the ability to walk by their early teens and die by their early 20’s. Impaired intracellular calcium (Ca2+) regulation and activation of cell degradation pathways have been proposed as key contributors to DMD disease progression. This dissertation research consists of three studies investigating the role of intracellular Ca2+ in skeletal muscle dysfunction in different mouse models of DMD. Study one evaluated the role of Ca2+-activated enzymes (proteases) that activate protein degradation in excitation-contraction (E-C) coupling failure following repeated contractions in mdx and dystrophin-utrophin null (mdx/utr-/-) mice. Single muscle fibers from mdx/utr-/- mice had greater E-C coupling failure following repeated contractions compared to fibers from mdx mice. Moreover, protease inhibition during these contractions was sufficient to attenuate E-C coupling failure in muscle fibers from both mdx and mdx/utr-/- mice. Study two evaluated the effects of overexpressing the Ca2+ buffering protein sarcoplasmic/endoplasmic reticulum Ca2+-ATPase 1 (SERCA1) in skeletal muscles from mdx and mdx/utr-/- mice. Overall, SERCA1 overexpression decreased muscle damage and protected the muscle from contraction-induced injury in mdx and mdx/utr-/- mice. In study three, the cellular mechanisms underlying the beneficial effects of SERCA1 overexpression in mdx and mdx/utr-/- mice were investigated. SERCA1 overexpression attenuated calpain activation in mdx muscle only, while partially attenuating the degradation of the calpain target desmin in mdx/utr-/- mice. Additionally, SERCA1 overexpression decreased the SERCA-inhibitory protein sarcolipin in mdx muscle but did not alter levels of Ca2+ regulatory proteins (parvalbumin and calsequestrin) in either dystrophic model. Lastly, SERCA1 overexpression blunted the increase in endoplasmic reticulum stress markers Grp78/BiP in mdx mice and C/EBP homologous protein (CHOP) in mdx and mdx/utr-/- mice. Overall, findings from the studies presented in this dissertation provide new insight into the role of Ca2+ in muscle dysfunction and damage in different dystrophic mouse models. Further, these findings support the overall strategy for improving intracellular Ca2+ control for the development of novel therapies for DMD.
Resumo:
This dissertation proposes statistical methods to formulate, estimate and apply complex transportation models. Two main problems are part of the analyses conducted and presented in this dissertation. The first method solves an econometric problem and is concerned with the joint estimation of models that contain both discrete and continuous decision variables. The use of ordered models along with a regression is proposed and their effectiveness is evaluated with respect to unordered models. Procedure to calculate and optimize the log-likelihood functions of both discrete-continuous approaches are derived, and difficulties associated with the estimation of unordered models explained. Numerical approximation methods based on the Genz algortithm are implemented in order to solve the multidimensional integral associated with the unordered modeling structure. The problems deriving from the lack of smoothness of the probit model around the maximum of the log-likelihood function, which makes the optimization and the calculation of standard deviations very difficult, are carefully analyzed. A methodology to perform out-of-sample validation in the context of a joint model is proposed. Comprehensive numerical experiments have been conducted on both simulated and real data. In particular, the discrete-continuous models are estimated and applied to vehicle ownership and use models on data extracted from the 2009 National Household Travel Survey. The second part of this work offers a comprehensive statistical analysis of free-flow speed distribution; the method is applied to data collected on a sample of roads in Italy. A linear mixed model that includes speed quantiles in its predictors is estimated. Results show that there is no road effect in the analysis of free-flow speeds, which is particularly important for model transferability. A very general framework to predict random effects with few observations and incomplete access to model covariates is formulated and applied to predict the distribution of free-flow speed quantiles. The speed distribution of most road sections is successfully predicted; jack-knife estimates are calculated and used to explain why some sections are poorly predicted. Eventually, this work contributes to the literature in transportation modeling by proposing econometric model formulations for discrete-continuous variables, more efficient methods for the calculation of multivariate normal probabilities, and random effects models for free-flow speed estimation that takes into account the survey design. All methods are rigorously validated on both real and simulated data.
Resumo:
Denitrification is a microbially-mediated process that converts nitrate (NO3-) to dinitrogen (N2) gas and has implications for soil fertility, climate change, and water quality. Using PCR, qPCR, and T-RFLP, the effects of environmental drivers and land management on the abundance and composition of functional genes were investigated. Environmental variables affecting gene abundance were soil type, soil depth, nitrogen concentrations, soil moisture, and pH, although each gene was unique in its spatial distribution and controlling factors. The inclusion of microbial variables, specifically genotype and gene abundance, improved denitrification models and highlights the benefit of including microbial data in modeling denitrification. Along with some evidence of niche selection, I show that nirS is a good predictor of denitrification enzyme activity (DEA) and N2O:N2 ratio, especially in alkaline and wetland soils. nirK was correlated to N2O production and became a stronger predictor of DEA in acidic soils, indicating that nirK and nirS are not ecologically redundant.
Resumo:
Secure computation involves multiple parties computing a common function while keeping their inputs private, and is a growing field of cryptography due to its potential for maintaining privacy guarantees in real-world applications. However, current secure computation protocols are not yet efficient enough to be used in practice. We argue that this is due to much of the research effort being focused on generality rather than specificity. Namely, current research tends to focus on constructing and improving protocols for the strongest notions of security or for an arbitrary number of parties. However, in real-world deployments, these security notions are often too strong, or the number of parties running a protocol would be smaller. In this thesis we make several steps towards bridging the efficiency gap of secure computation by focusing on constructing efficient protocols for specific real-world settings and security models. In particular, we make the following four contributions: - We show an efficient (when amortized over multiple runs) maliciously secure two-party secure computation (2PC) protocol in the multiple-execution setting, where the same function is computed multiple times by the same pair of parties. - We improve the efficiency of 2PC protocols in the publicly verifiable covert security model, where a party can cheat with some probability but if it gets caught then the honest party obtains a certificate proving that the given party cheated. - We show how to optimize existing 2PC protocols when the function to be computed includes predicate checks on its inputs. - We demonstrate an efficient maliciously secure protocol in the three-party setting.