SVR-GARCH com misturas de kernels gaussianos

Dissertação (mestrado)—Universidade de Brasília, Departamento de Administração, Programa de Pós-graduação em Administração, 2016.

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.

Decay of unstable states in the presence of colored noise and random initial conditions. II. Analog experiments and digital simulations

The decay of an unstable state under the influence of external colored noise has been studied by means of analog experiments and digital simulations. For both fixed and random initial conditions, the time evolution of the second moment ¿x2(t)¿ of the system variable was determined and then used to evaluate the nonlinear relaxation time. The results obtained are found to be in excellent agreement with the theoretical predictions of the immediately preceding paper [Casademunt, Jiménez-Aquino, and Sancho, Phys. Rev. A 40, 5905 (1989)].

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.

TESTING STATISTICAL HYPOTHESIS ON RANDOM TREES AND APPLICATIONS TO THE PROTEIN CLASSIFICATION PROBLEM

Efficient automatic protein classification is of central importance in genomic annotation. As an independent way to check the reliability of the classification, we propose a statistical approach to test if two sets of protein domain sequences coming from two families of the Pfam database are significantly different. We model protein sequences as realizations of Variable Length Markov Chains (VLMC) and we use the context trees as a signature of each protein family. Our approach is based on a Kolmogorov-Smirnov-type goodness-of-fit test proposed by Balding et at. [Limit theorems for sequences of random trees (2008), DOI: 10.1007/s11749-008-0092-z]. The test statistic is a supremum over the space of trees of a function of the two samples; its computation grows, in principle, exponentially fast with the maximal number of nodes of the potential trees. We show how to transform this problem into a max-flow over a related graph which can be solved using a Ford-Fulkerson algorithm in polynomial time on that number. We apply the test to 10 randomly chosen protein domain families from the seed of Pfam-A database (high quality, manually curated families). The test shows that the distributions of context trees coming from different families are significantly different. We emphasize that this is a novel mathematical approach to validate the automatic clustering of sequences in any context. We also study the performance of the test via simulations on Galton-Watson related processes.

Evaluation of the respiratory motion effect in small animal PET images with GATE Monte Carlo simulations

The rapid growth in genetics and molecular biology combined with the development of techniques for genetically engineering small animals has led to increased interest in in vivo small animal imaging. Small animal imaging has been applied frequently to the imaging of small animals (mice and rats), which are ubiquitous in modeling human diseases and testing treatments. The use of PET in small animals allows the use of subjects as their own control, reducing the interanimal variability. This allows performing longitudinal studies on the same animal and improves the accuracy of biological models. However, small animal PET still suffers from several limitations. The amounts of radiotracers needed, limited scanner sensitivity, image resolution and image quantification issues, all could clearly benefit from additional research. Because nuclear medicine imaging deals with radioactive decay, the emission of radiation energy through photons and particles alongside with the detection of these quanta and particles in different materials make Monte Carlo method an important simulation tool in both nuclear medicine research and clinical practice. In order to optimize the quantitative use of PET in clinical practice, data- and image-processing methods are also a field of intense interest and development. The evaluation of such methods often relies on the use of simulated data and images since these offer control of the ground truth. Monte Carlo simulations are widely used for PET simulation since they take into account all the random processes involved in PET imaging, from the emission of the positron to the detection of the photons by the detectors. Simulation techniques have become an importance and indispensable complement to a wide range of problems that could not be addressed by experimental or analytical approaches.

Avalanches in a fluctuationless first-order phase transition in a random-bond Ising model

We study the behavior of the random-bond Ising model at zero temperature by numerical simulations for a variable amount of disorder. The model is an example of systems exhibiting a fluctuationless first-order phase transition similar to some field-induced phase transitions in ferromagnetic systems and the martensitic phase transition appearing in a number of metallic alloys. We focus on the study of the hysteresis cycles appearing when the external field is swept from positive to negative values. By using a finite-size scaling hypothesis, we analyze the disorder-induced phase transition between the phase exhibiting a discontinuity in the hysteresis cycle and the phase with the continuous hysteresis cycle. Critical exponents characterizing the transition are obtained. We also analyze the size and duration distributions of the magnetization jumps (avalanches).

Brownian motion in short range random potentials

A numerical study of Brownian motion of noninteracting particles in random potentials is presented. The dynamics are modeled by Langevin equations in the high friction limit. The random potentials are Gaussian distributed and short ranged. The simulations are performed in one and two dimensions. Different dynamical regimes are found and explained. Effective subdiffusive exponents are obtained and commented on.

An analytical approach to sorting in periodic and random potentials

There has been a recent revolution in the ability to manipulate micrometer-sized objects on surfaces patterned by traps or obstacles of controllable configurations and shapes. One application of this technology is to separate particles driven across such a surface by an external force according to some particle characteristic such as size or index of refraction. The surface features cause the trajectories of particles driven across the surface to deviate from the direction of the force by an amount that depends on the particular characteristic, thus leading to sorting. While models of this behavior have provided a good understanding of these observations, the solutions have so far been primarily numerical. In this paper we provide analytic predictions for the dependence of the angle between the direction of motion and the external force on a number of model parameters for periodic as well as random surfaces. We test these predictions against exact numerical simulations.

Class of correlated random networks with hidden variables

We study a class of models of correlated random networks in which vertices are characterized by hidden variables controlling the establishment of edges between pairs of vertices. We find analytical expressions for the main topological properties of these models as a function of the distribution of hidden variables and the probability of connecting vertices. The expressions obtained are checked by means of numerical simulations in a particular example. The general model is extended to describe a practical algorithm to generate random networks with an a priori specified correlation structure. We also present an extension of the class, to map nonequilibrium growing networks to networks with hidden variables that represent the time at which each vertex was introduced in the system.