Desarrollo de un modelo de calibración de pérdidas por riesgos inherentes a una Hipoteca Inversa. Métrica del riesgo de supervivencia.

391 p.

Applications of network-based approaches in drug research

Recent research trends in computer-aided drug design have shown an increasing interest towards the implementation of advanced approaches able to deal with large amount of data. This demand arose from the awareness of the complexity of biological systems and from the availability of data provided by high-throughput technologies. As a consequence, drug research has embraced this paradigm shift exploiting approaches such as that based on networks. Indeed, the process of drug discovery can benefit from the implementation of network-based methods at different steps from target identification to drug repurposing. From this broad range of opportunities, this thesis is focused on three main topics: (i) chemical space networks (CSNs), which are designed to represent and characterize bioactive compound data sets; (ii) drug-target interactions (DTIs) prediction through a network-based algorithm that predicts missing links; (iii) COVID-19 drug research which was explored implementing COVIDrugNet, a network-based tool for COVID-19 related drugs. The main highlight emerged from this thesis is that network-based approaches can be considered useful methodologies to tackle different issues in drug research. In detail, CSNs are valuable coordinate-free, graphically accessible representations of structure-activity relationships of bioactive compounds data sets especially for medium-large libraries of molecules. DTIs prediction through the random walk with restart algorithm on heterogeneous networks can be a helpful method for target identification. COVIDrugNet is an example of the usefulness of network-based approaches for studying drugs related to a specific condition, i.e., COVID-19, and the same ‘systems-based’ approaches can be used for other diseases. To conclude, network-based tools are proving to be suitable in many applications in drug research and provide the opportunity to model and analyze diverse drug-related data sets, even large ones, also integrating different multi-domain information.

Aberrant c-MET activation impairs perinuclear actin cap organization with YAP1 cytosolic relocation

Growing evidence indicates that cell and nuclear deformability plays a crucial role in the determination of cancer cells tumorigenic and metastatic potential. The perinuclear actin cap, by wrapping the nucleus with a functional network of actomyosin cables, can modulate nuclear architecture and consequently cell/nuclear elasticity. The hepatocyte growth factor receptor (MET) stands out among other membrane receptors as crucial player of the actin filaments organization, but no data are available on a specific role for MET in the actin cap assembly and the overall nuclear architecture organization. In a cell system characterized by MET hyperactivation, we observed a strong rearrangement of the cellular actin caps, with a complete dismantling of apical stress fibers and a strikingly enhanced nuclear height. CRISPR/Cas9 silencing of MET completely reverted the aberrant phenotype, resulting in flattened cells with perfectly aligned perinuclear actomyosin bundles, as well as decreased MAPK and PI3K/AKT signaling, cell proliferation rate and aggressiveness. Interestingly, MET ablated cells acquired a remarkably directed and polarized migratory phenotype, contrarily to cells with MET sustained activation showing meandering random walk. A pathway enrichment analysis comparing MET-activated and MET-KO cells RNAseq data, unveiled the contribution of multiple pathways associated with cytoskeleton remodeling, regulation of cell shape and response to mechanical stimuli. In line, the co-transcriptional activator YAP1, playing a major role in cell mechanosensing and focal adhesions/actin stabilization, appeared the culprit of the genetic reassembling of KO cells. Indeed, MET silencing was shown to induce YAP1 nuclear shuttling and increased co-transcriptional activity. Finally, we were able to induce in a normal epithelial model a phenotype closer to MET activated cancer cells only by introducing a constitutive fusion protein of MET. Taken together, our results demonstrate a new mechanism of MET-mediated actin remodeling responsible for a tumor-initiating capacity and meandering random migration, which requires YAP1 inactivation.

Il filtro di Kalman: analisi di serie storiche e applicazione ai dati finanziari

Historia magistra vitae, scriveva Cicerone nel De Oratore; il passato deve insegnare a comprendere meglio il futuro. Un concetto che a primo acchito può sembrare confinato nell'ambito della filosofia e della letteratura, ma che ha invece applicazioni matematiche e fisiche di estrema importanza. Esistono delle tecniche che permettono, conoscendo il passato, di effettuare delle migliori stime del futuro? Esistono dei metodi che permettono, conoscendo il presente, di aggiornare le stime effettuate nel passato? Nel presente elaborato viene illustrato come argomento centrale il filtro di Kalman, un algoritmo ricorsivo che, dato un set di misure di una certa grandezza fino al tempo t, permette di calcolare il valore atteso di tale grandezza al tempo t+1, oltre alla varianza della relativa distribuzione prevista; permette poi, una volta effettuata la t+1-esima misura, di aggiornare di conseguenza valore atteso e varianza della distribuzione dei valori della grandezza in esame. Si è quindi applicato questo algoritmo, testandone l'efficacia, prima a dei casi fisici, quali il moto rettilineo uniforme, il moto uniformemente accelerato, l'approssimazione delle leggi orarie del moto e l'oscillatore armonico; poi, introducendo la teoria di Kendall conosciuta come ipotesi di random walk e costruendo un modello di asset pricing basato sui processi di Wiener, si è applicato il filtro di Kalman a delle serie storiche di rendimenti di strumenti di borsa per osservare se questi si muovessero effettivamente secondo un modello di random walk e per prevedere il valore al tempo finale dei titoli.

Conditional entropy and predictability for non-reversible Markov systems

The purpose of this thesis is to clarify the role of non-equilibrium stationary currents of Markov processes in the context of the predictability of future states of the system. Once the connection between the predictability and the conditional entropy is established, we provide a comprehensive approach to the definition of a multi-particle Markov system. In particular, starting from the well-known theory of random walk on network, we derive the non-linear master equation for an interacting multi-particle system under the one-step process hypothesis, highlighting the limits of its tractability and the prop- erties of its stationary solution. Lastly, in order to study the impact of the NESS on the predictability at short times, we analyze the conditional entropy by modulating the intensity of the stationary currents, both for a single-particle and a multi-particle Markov system. The results obtained analytically are numerically tested on a 5-node cycle network and put in correspondence with the stationary entropy production. Furthermore, because of the low dimensionality of the single-particle system, an analysis of its spectral properties as a function of the modulated stationary currents is performed.

Introducing CHIMeRA: from the development of a comprehensive biomedical database to the analysis of its sub-components.

In this thesis we discuss the expansion of an existing project, called CHIMeRA, which is a comprehensive biomedical network, and the analysis of its sub-components by using graph theory. We describe how it is structured internally, what are the existing databases from which it retrieves information and what machine learning techniques are used in order to produce new knowledge. We also introduce a new technique for graph exploration that is aimed to speed-up the network cover time under the condition that the analyzed graph is stellar; if this condition is satisfied, the improvement in the performance compared to the conventional exploration technique is extremely appealing. We show that the stellar structure is highly recurrent for sub-networks in CHIMeRA generated by queries, which made this technique even more interesting. Finally, we describe the convenience in using the CHIMeRA network for research purposes and what it could become in a very near future.

Undersampled Critical Branching Processes on Small-World and Random Networks Fail to Reproduce the Statistics of Spike Avalanches

The power-law size distributions obtained experimentally for neuronal avalanches are an important evidence of criticality in the brain. This evidence is supported by the fact that a critical branching process exhibits the same exponent t~3=2. Models at criticality have been employed to mimic avalanche propagation and explain the statistics observed experimentally. However, a crucial aspect of neuronal recordings has been almost completely neglected in the models: undersampling. While in a typical multielectrode array hundreds of neurons are recorded, in the same area of neuronal tissue tens of thousands of neurons can be found. Here we investigate the consequences of undersampling in models with three different topologies (two-dimensional, small-world and random network) and three different dynamical regimes (subcritical, critical and supercritical). We found that undersampling modifies avalanche size distributions, extinguishing the power laws observed in critical systems. Distributions from subcritical systems are also modified, but the shape of the undersampled distributions is more similar to that of a fully sampled system. Undersampled supercritical systems can recover the general characteristics of the fully sampled version, provided that enough neurons are measured. Undersampling in two-dimensional and small-world networks leads to similar effects, while the random network is insensitive to sampling density due to the lack of a well-defined neighborhood. We conjecture that neuronal avalanches recorded from local field potentials avoid undersampling effects due to the nature of this signal, but the same does not hold for spike avalanches. We conclude that undersampled branching-process-like models in these topologies fail to reproduce the statistics of spike avalanches.

Robust Parametric Estimation of Branching Processes with a Random Number of Ancestors

2000 Mathematics Subject Classification: 60J80.

Limit Theorems for Branching Processes with Random Migration Components

The classical Bienaymé-Galton-Watson (BGW) branching process can be interpreted as mathematical model of population dynamics when the members of an isolated population reproduce themselves independently of each other according to a stochastic law.

Branching Processes in Autoregressive Random Environment

2000 Mathematics Subject Classification: 60J80, 60K05.

Parametric Estimation in Branching Processes with an Increasing Random Number of Ancestors

2000 Mathematics Subject Classification: 60J80, 62M05

Recent Results for Supercritical Controlled Branching Processes with Control Random Functions

2000 Mathematics Subject Classification: 60J80, 60F05

Undersampled Critical Branching Processes on Small-World and Random Networks Fail to Reproduce the Statistics of Spike Avalanches

The power-law size distributions obtained experimentally for neuronal avalanches are an important evidence of criticality in the brain. This evidence is supported by the fact that a critical branching process exhibits the same exponent t~3=2. Models at criticality have been employed to mimic avalanche propagation and explain the statistics observed experimentally. However, a crucial aspect of neuronal recordings has been almost completely neglected in the models: undersampling. While in a typical multielectrode array hundreds of neurons are recorded, in the same area of neuronal tissue tens of thousands of neurons can be found. Here we investigate the consequences of undersampling in models with three different topologies (two-dimensional, small-world and random network) and three different dynamical regimes (subcritical, critical and supercritical). We found that undersampling modifies avalanche size distributions, extinguishing the power laws observed in critical systems. Distributions from subcritical systems are also modified, but the shape of the undersampled distributions is more similar to that of a fully sampled system. Undersampled supercritical systems can recover the general characteristics of the fully sampled version, provided that enough neurons are measured. Undersampling in two-dimensional and small-world networks leads to similar effects, while the random network is insensitive to sampling density due to the lack of a well-defined neighborhood. We conjecture that neuronal avalanches recorded from local field potentials avoid undersampling effects due to the nature of this signal, but the same does not hold for spike avalanches. We conclude that undersampled branching-process-like models in these topologies fail to reproduce the statistics of spike avalanches.

Undersampled Critical Branching Processes on Small-World and Random Networks Fail to Reproduce the Statistics of Spike Avalanches

The power-law size distributions obtained experimentally for neuronal avalanches are an important evidence of criticality in the brain. This evidence is supported by the fact that a critical branching process exhibits the same exponent t~3=2. Models at criticality have been employed to mimic avalanche propagation and explain the statistics observed experimentally. However, a crucial aspect of neuronal recordings has been almost completely neglected in the models: undersampling. While in a typical multielectrode array hundreds of neurons are recorded, in the same area of neuronal tissue tens of thousands of neurons can be found. Here we investigate the consequences of undersampling in models with three different topologies (two-dimensional, small-world and random network) and three different dynamical regimes (subcritical, critical and supercritical). We found that undersampling modifies avalanche size distributions, extinguishing the power laws observed in critical systems. Distributions from subcritical systems are also modified, but the shape of the undersampled distributions is more similar to that of a fully sampled system. Undersampled supercritical systems can recover the general characteristics of the fully sampled version, provided that enough neurons are measured. Undersampling in two-dimensional and small-world networks leads to similar effects, while the random network is insensitive to sampling density due to the lack of a well-defined neighborhood. We conjecture that neuronal avalanches recorded from local field potentials avoid undersampling effects due to the nature of this signal, but the same does not hold for spike avalanches. We conclude that undersampled branching-process-like models in these topologies fail to reproduce the statistics of spike avalanches.

Influence of memory in deterministic walks in random media: Analytical calculation within a mean-field approximation

Consider a random medium consisting of N points randomly distributed so that there is no correlation among the distances separating them. This is the random link model, which is the high dimensionality limit (mean-field approximation) for the Euclidean random point structure. In the random link model, at discrete time steps, a walker moves to the nearest point, which has not been visited in the last mu steps (memory), producing a deterministic partially self-avoiding walk (the tourist walk). We have analytically obtained the distribution of the number n of points explored by the walker with memory mu=2, as well as the transient and period joint distribution. This result enables us to explain the abrupt change in the exploratory behavior between the cases mu=1 (memoryless walker, driven by extreme value statistics) and mu=2 (walker with memory, driven by combinatorial statistics). In the mu=1 case, the mean newly visited points in the thermodynamic limit (N >> 1) is just < n >=e=2.72... while in the mu=2 case, the mean number < n > of visited points grows proportionally to N(1/2). Also, this result allows us to establish an equivalence between the random link model with mu=2 and random map (uncorrelated back and forth distances) with mu=0 and the abrupt change between the probabilities for null transient time and subsequent ones.