Dependence of IVIM-DWI estimations on acquisition parameters

Dissertação para obtenção do Grau de Mestre em Engenharia Biomédica

Experimental design methodologies for the identification of Michaelis-Menten type kinetics

The main objective of this work was to investigate the application of experimental design techniques for the identification of Michaelis-Menten kinetic parameters. More specifically, this study attempts to elucidate the relative advantages/disadvantages of employing complex experimental design techniques in relation to equidistant sampling when applied to different reactor operation modes. All studies were supported by simulation data of a generic enzymatic process that obeys to the Michaelis-Menten kinetic equation. Different aspects were investigated, such as the influence of the reactor operation mode (batch, fed-batch with pulse wise feeding and fed-batch with continuous feeding) and the experimental design optimality criteria on the effectiveness of kinetic parameters identification. The following experimental design optimality criteria were investigated: 1) minimization of the sum of the diagonal of the Fisher information matrix (FIM) inverse (A-criterion), 2) maximization of the determinant of the FIM (D-criterion), 3) maximization of the smallest eigenvalue of the FIM (E-criterion) and 4) minimization of the quotient between the largest and the smallest eigenvalue (modified E-criterion). The comparison and assessment of the different methodologies was made on the basis of the Cramér-Rao lower bounds (CRLB) error in respect to the parameters vmax and Km of the Michaelis-Menten kinetic equation. In what concerns the reactor operation mode, it was concluded that fed-batch (pulses) is better than batch operation for parameter identification. When the former operation mode is adopted, the vmax CRLB error is lowered by 18.6 % while the Km CRLB error is lowered by 26.4 % when compared to the batch operation mode. Regarding the optimality criteria, the best method was the A-criterion, with an average vmax CRLB of 6.34 % and 5.27 %, for batch and fed-batch (pulses), respectively, while presenting a Km’s CRLB of 25.1 % and 18.1 %, for batch and fed-batch (pulses), respectively. As a general conclusion of the present study, it can be stated that experimental design is justified if the starting parameters CRLB errors are inferior to 19.5 % (vmax) and 45% (Km), for batch processes, and inferior to 42 % and to 50% for fed-batch (pulses) process. Otherwise equidistant sampling is a more rational decision. This conclusion clearly supports that, for fed-batch operation, the use of experimental design is likely to largely improve the identification of Michaelis-Menten kinetic parameters.

Computational design with flexible backbone sampling for protein remodeling and scaffolding of complex binding sites

Dissertation presented to obtain the Doutoramento (Ph.D.) degree in Biochemistry at the Instituto de Tecnologia Qu mica e Biol ogica da Universidade Nova de Lisboa

Tracking error of exchange-traded funds: Evidence from the UK

This paper is mainly concerned with the tracking accuracy of Exchange Traded Funds (ETFs) listed on the London Stock Exchange (LSE) but also evaluates their performance and pricing efficiency. The findings show that ETFs offer virtually the same return but exhibit higher volatility than their benchmark. It seems that the pricing efficiency, which should come from the creation and redemption process, does not fully hold as equity ETFs show consistent price premiums. The tracking error of the funds is generally small and is decreasing over time. The risk of the ETF, daily price volatility and the total expense ratio explain a large part of the tracking error. Trading volume, fund size, bid-ask spread and average price premium or discount did not have an impact on the tracking error. Finally, it is concluded that market volatility and the tracking error are positively correlated.