938 resultados para implied volatility function models
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Application of semi-distributed hydrological models to large, heterogeneous watersheds deals with several problems. On one hand, the spatial and temporal variability in catchment features should be adequately represented in the model parameterization, while maintaining the model complexity in an acceptable level to take advantage of state-of-the-art calibration techniques. On the other hand, model complexity enhances uncertainty in adjusted model parameter values, therefore increasing uncertainty in the water routing across the watershed. This is critical for water quality applications, where not only streamflow, but also a reliable estimation of the surface versus subsurface contributions to the runoff is needed. In this study, we show how a regularized inversion procedure combined with a multiobjective function calibration strategy successfully solves the parameterization of a complex application of a water quality-oriented hydrological model. The final value of several optimized parameters showed significant and consistentdifferences across geological and landscape features. Although the number of optimized parameters was significantly increased by the spatial and temporal discretization of adjustable parameters, the uncertainty in water routing results remained at reasonable values. In addition, a stepwise numerical analysis showed that the effects on calibration performance due to inclusion of different data types in the objective function could be inextricably linked. Thus caution should be taken when adding or removing data from an aggregated objective function.
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Collectively, research aimed to understand the regeneration of certain tissues has unveiled the existence of common key regulators. Knockout studies of the murine Nuclear Factor I-C (NFI-C) transcription factor revealed a misregulation of growth factor signaling, in particular that of transforming growth factor ß-1 (TGF-ßl), which led to alterations of skin wound healing and the growth of its appendages, suggesting it may be a general regulator of regenerative processes. We sought to investigate this further by determining whether NFI-C played a role in liver regeneration. Liver regeneration following two-thirds removal of the liver by partial hepatectomy (PH) is a well-established regenerative model whereby changes elicited in hepatocytes following injury lead to a rapid, phased proliferation. However, mechanisms controlling the action of liver proliferative factors such as transforming growth factor-ßl (TGF-ß1) and plasminogen activator inhibitor-1 (PAI-1) remain largely unknown. We show that the absence of NFI-C impaired hepatocyte proliferation due to an overexpression of PAI-1 and the subsequent suppression of urokinase plasminogen (uPA) activity and hepatocyte growth factor (HGF) signaling, a potent hepatocyte mitogen. This indicated that NFI-C first acts to promote hepatocyte proliferation at the onset of liver regeneration in wildtype mice. The subsequent transient down regulation of NFI-C, as can be explained by a self- regulatory feedback loop with TGF-ßl, may limit the number of hepatocytes entering the first wave of cell division and/or prevent late initiations of mitosis. Overall, we conclude that NFI-C acts as a regulator of the phased hepatocyte proliferation during liver regeneration. Taken together with NFI-C's actions in other in vivo models of (re)generation, it is plausible that NFI-C may be a general regulator of regenerative processes. - L'ensemble des recherches visant à comprendre la régénération de certains tissus a permis de mettre en évidence l'existence de régulateurs-clés communs. L'étude des souris, dépourvues du gène codant pour le facteur de transcription NFI-C (Nuclear Factor I-C), a montré des dérèglements dans la signalisation de certains facteurs croissance, en particulier du TGF-ßl (transforming growth factor-ßl), ce qui conduit à des altérations de la cicatrisation de la peau et de la croissance des poils et des dents chez ces souris, suggérant que NFI-C pourrait être un régulateur général du processus de régénération. Nous avons cherché à approfondir cette question en déterminant si NFI-C joue un rôle dans la régénération du foie. La régénération du foie, induite par une hépatectomie partielle correspondant à l'ablation des deux-tiers du foie, constitue un modèle de régénération bien établi dans lequel la lésion induite conduit à la prolifération rapide des hépatocytes de façon synchronisée. Cependant, les mécanismes contrôlant l'action de facteurs de prolifération du foie, comme le facteur de croissance TGF-ßl et l'inhibiteur de l'activateur du plasminogène PAI-1 (plasminogen activator inhibitor-1), restent encore très méconnus. Nous avons pu montrer que l'absence de NFI-C affecte la prolifération des hépatocytes, occasionnée par la surexpression de PAI-1 et par la subséquente suppression de l'activité de la protéine uPA (urokinase plasminogen) et de la signalisation du facteur de croissance des hépatocytes HGF (hepatocyte growth factor), un mitogène puissant des hépatocytes. Cela indique que NFI-C agit en premier lieu pour promouvoir la prolifération des hépatocytes au début de la régénération du foie chez les souris de type sauvage. La subséquente baisse transitoire de NFI-C, pouvant s'expliquer par une boucle rétroactive d'autorégulation avec le facteur TGF-ßl, pourrait limiter le nombre d'hépatocytes qui entrent dans la première vague de division cellulaire et/ou inhiber l'initiation de la mitose tardive. L'ensemble de ces résultats nous a permis de conclure que NFI-C agit comme un régulateur de la prolifération des hépatocytes synchrones au cours de la régénération du foie.
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Single amino acid substitution is the type of protein alteration most related to human diseases. Current studies seek primarily to distinguish neutral mutations from harmful ones. Very few methods offer an explanation of the final prediction result in terms of the probable structural or functional effect on the protein. In this study, we describe the use of three novel parameters to identify experimentally-verified critical residues of the TP53 protein (p53). The first two parameters make use of a surface clustering method to calculate the protein surface area of highly conserved regions or regions with high nonlocal atomic interaction energy (ANOLEA) score. These parameters help identify important functional regions on the surface of a protein. The last parameter involves the use of a new method for pseudobinding free-energy estimation to specifically probe the importance of residue side-chains to the stability of protein fold. A decision tree was designed to optimally combine these three parameters. The result was compared to the functional data stored in the International Agency for Research on Cancer (IARC) TP53 mutation database. The final prediction achieved a prediction accuracy of 70% and a Matthews correlation coefficient of 0.45. It also showed a high specificity of 91.8%. Mutations in the 85 correctly identified important residues represented 81.7% of the total mutations recorded in the database. In addition, the method was able to correctly assign a probable functional or structural role to the residues. Such information could be critical for the interpretation and prediction of the effect of missense mutations, as it not only provided the fundamental explanation of the observed effect, but also helped design the most appropriate laboratory experiment to verify the prediction results.
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The epigenetic regulator Bmi1 controls proliferation in many organs. Reexpression of cell cycle proteins such as cyclin-dependent kinases (CDKs) is a hallmark of neuronal apoptosis in neurodegenerative diseases. Here we address the potential role of Bmi1 as a key regulator of cell cycle proteins during neuronal apoptosis. We show that several cell cycle proteins are expressed in different models of retinal degeneration and required in the Rd1 photoreceptor death process. Deleting E2f1, a downstream target of CDKs, provided temporary protection in Rd1 mice. Most importantly, genetic ablation of Bmi1 provided extensive photoreceptor survival and improvement of retinal function in Rd1 mice, mediated by a decrease in cell cycle markers and regulators independent of p16(Ink4a) and p19(Arf). These data reveal that Bmi1 controls the cell cycle-related death process, highlighting this pathway as a promising therapeutic target for neuroprotection in retinal dystrophies.
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Brain oxidative processes play a major role in age-related cognitive decline, thus consumption of antioxidant-rich foods might help preserve cognition. Our aim was to assess whether consumption of antioxidant-rich foods in the Mediterranean diet relates to cognitive function in the elderly. In asymptomatic subjects at high cardiovascular risk (n = 447; 52% women; age 5580 y) enrolled in the PREDIMED study, a primary prevention dietary-intervention trial, we assessed food intake and cardiovascular risk profile, determined apolipoprotein E genotype, and used neuropsychological tests to evaluate cognitive function.We also measured urinary polyphenols as an objective biomarker of intake. Associations between energy-adjusted food consumption, urinary polyphenols, and cognitive scores were assessed by multiple linear regression models adjusted for potential confounders. Consumption of some foods was independently related to better cognitive function. The specific associations [regression coefficients (95% confidence intervals)] were: total olive oil with immediate verbal memory [0.755 (0.1511.358)]; virgin olive oil and coffee with delayed verbal memory [0.163 (0.0100.316) and 0.294 (0.0550.534), respectively];walnuts with working memory [1.191 (0.0612.322)]; and wine with Mini-Mental State Examination scores [0.252 (0.0060.496)]. Urinary polyphenols were associated with better scores in immediate verbal memory [1.208 (0.2362.180)]. Increased consumption of antioxidant-rich foods in general and of polyphenols in particular is associated with better cognitive performance in elderly subjects at high cardiovascular risk. The results reinforce the notion that Mediterranean diet components might counteract age-related cognitive decline.
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PURPOSE OF REVIEW: Previous studies have shown that a variety of specific renal functions exhibit circadian oscillations. This review aims to provide an update on the molecular mechanisms underlying circadian rhythms in the kidney, and to discuss how dysregulation of circadian rhythms can interfere with kidney function. RECENT FINDINGS: The molecular mechanism responsible for generating and maintaining circadian rhythms has been unraveled in great detail. This mechanism, known as the circadian clock, drives circadian oscillation in expression levels of a large number of renal mRNA transcripts. Several proteins critically involved in renal homeostatic functions have been shown to exhibit significant circadian oscillation in their expression levels or in their posttranslational modifications. In transgenic mouse models, disruption of circadian clock activity results in dramatic changes in the circadian pattern of urinary sodium and potassium excretion and causes significant changes in arterial blood pressure. A growing amount of evidence suggests that dysregulation of circadian rhythms is associated with the development of hypertension and accelerated progression of chronic kidney disease and cardiovascular disease in humans. Chronotherapy studies have shown that the efficacy of antihypertensive medication is greatly dependent on the circadian time of drug administration. SUMMARY: Recent research points to the major role of circadian rhythms in renal function and in control of blood pressure.
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The inactivation of ERG3, a gene encoding sterol Δ⁵,⁶-desaturase (essential for ergosterol biosynthesis), is a known mechanism of in vitro resistance to azole antifungal drugs in the human pathogen Candida albicans. ERG3 inactivation typically results in loss of filamentation and attenuated virulence in animal models of disseminated candidiasis. In this work, we identified a C. albicans clinical isolate (VSY2) with high-level resistance to azole drugs in vitro and an absence of ergosterol but normal filamentation. Sequencing of ERG3 in VSY2 revealed a double base deletion leading to a premature stop codon and thus a nonfunctional enzyme. The reversion of the double base deletion in the mutant allele (erg3-1) restored ergosterol biosynthesis and full fluconazole susceptibility in VSY2, confirming that ERG3 inactivation was the mechanism of azole resistance. Additionally, the replacement of both ERG3 alleles by erg3-1 in the wild-type strain SC5314 led to the absence of ergosterol and to fluconazole resistance without affecting filamentation. In a mouse model of disseminated candidiasis, the clinical ERG3 mutant VSY2 produced kidney fungal burdens and mouse survival comparable to those obtained with the wild-type control. Interestingly, while VSY2 was resistant to fluconazole both in vitro and in vivo, the ERG3-derived mutant of SC5314 was resistant only in vitro and was less virulent than the wild type. This suggests that VSY2 compensated for the in vivo fitness defect of ERG3 inactivation by a still unknown mechanism(s). Taken together, our results provide evidence that contrary to previous reports inactivation of ERG3 does not necessarily affect filamentation and virulence.
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The objective of this study was to adapt a nonlinear model (Wang and Engel - WE) for simulating the phenology of maize (Zea mays L.), and to evaluate this model and a linear one (thermal time), in order to predict developmental stages of a field-grown maize variety. A field experiment, during 2005/2006 and 2006/2007 was conducted in Santa Maria, RS, Brazil, in two growing seasons, with seven sowing dates each. Dates of emergence, silking, and physiological maturity of the maize variety BRS Missões were recorded in six replications in each sowing date. Data collected in 2005/2006 growing season were used to estimate the coefficients of the two models, and data collected in the 2006/2007 growing season were used as independent data set for model evaluations. The nonlinear WE model accurately predicted the date of silking and physiological maturity, and had a lower root mean square error (RMSE) than the linear (thermal time) model. The overall RMSE for silking and physiological maturity was 2.7 and 4.8 days with WE model, and 5.6 and 8.3 days with thermal time model, respectively.
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This work consists of three essays investigating the ability of structural macroeconomic models to price zero coupon U.S. government bonds. 1. A small scale 3 factor DSGE model implying constant term premium is able to provide reasonable a fit for the term structure only at the expense of the persistence parameters of the structural shocks. The test of the structural model against one that has constant but unrestricted prices of risk parameters shows that the exogenous prices of risk-model is only weakly preferred. We provide an MLE based variance-covariance matrix of the Metropolis Proposal Density that improves convergence speeds in MCMC chains. 2. Affine in observable macro-variables, prices of risk specification is excessively flexible and provides term-structure fit without significantly altering the structural parameters. The exogenous component of the SDF is separating the macro part of the model from the term structure and the good term structure fit has as a driving force an extremely volatile SDF and an implied average short rate that is inexplicable. We conclude that the no arbitrage restrictions do not suffice to temper the SDF, thus there is need for more restrictions. We introduce a penalty-function methodology that proves useful in showing that affine prices of risk specifications are able to reconcile stable macro-dynamics with good term structure fit and a plausible SDF. 3. The level factor is reproduced most importantly by the preference shock to which it is strongly and positively related but technology and monetary shocks, with negative loadings, are also contributing to its replication. The slope factor is only related to the monetary policy shocks and it is poorly explained. We find that there are gains in in- and out-of-sample forecast of consumption and inflation if term structure information is used in a time varying hybrid prices of risk setting. In-sample yield forecast are better in models with non-stationary shocks for the period 1982-1988. After this period, time varying market price of risk models provide better in-sample forecasts. For the period 2005-2008, out of sample forecast of consumption and inflation are better if term structure information is incorporated in the DSGE model but yields are better forecasted by a pure macro DSGE model.
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BACKGROUND: The impact of abnormal spirometric findings on risk for incident heart failure among older adults without clinically apparent lung disease is not well elucidated.METHODS: We evaluated the association of baseline lung function with incident heart failure, defined as first hospitalization for heart failure, in 2125 participants of the community-based Health, Aging, and Body Composition (Health ABC) Study (age, 73.6 +/- 2.9 years; 50.5% men; 62.3% white; 37.7% black) without prevalent lung disease or heart failure. Abnormal lung function was defined either as forced vital capacity (FVC) or forced expiratory volume in 1(st) second (FEV1) to FVC ratio below lower limit of normal. Percent predicted FVC and FEV1 also were assessed as continuous variables.RESULTS: During follow-up (median, 9.4 years), heart failure developed in 68 of 350 (19.4%) participants with abnormal baseline lung function, as compared with 172 of 1775 (9.7%) participants with normal lung function (hazard ratio [HR] 2.31; 95% confidence interval [CI], 1.74-3.07; P <.001). This increased risk persisted after adjusting for previously identified heart failure risk factors in the Health ABC Study, body mass index, incident coronary heart disease, and inflammatory markers (HR 1.83; 95% CI, 1.33-2.50; P <.001). Percent predicted (%) FVC and FEV 1 had a linear association with heart failure risk (HR 1.21; 95% CI, 1.11-1.32 and 1.18; 95% CI, 1.10-1.26, per 10% lower % FVC and % FEV1, respectively; both P <.001 in fully adjusted models). Findings were consistent in sex and race subgroups and for heart failure with preserved or reduced ejection fraction.CONCLUSIONS: Abnormal spirometric findings in older adults without clinical lung disease are associated with increased heart failure risk. (C) 2011 Elsevier Inc. All rights reserved. The American Journal of Medicine (2011) 124, 334-341
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Risk theory has been a very active research area over the last decades. The main objectives of the theory are to find adequate stochastic processes which can model the surplus of a (non-life) insurance company and to analyze the risk related quantities such as ruin time, ruin probability, expected discounted penalty function and expected discounted dividend/tax payments. The study of these ruin related quantities provides crucial information for actuaries and decision makers. This thesis consists of the study of four different insurance risk models which are essentially related. The ruin and related quantities are investigated by using different techniques, resulting in explicit or asymptotic expressions for the ruin time, the ruin probability, the expected discounted penalty function and the expected discounted tax payments. - La recherche en théorie du risque a été très dynamique au cours des dernières décennies. D'un point de vue théorique, les principaux objectifs sont de trouver des processus stochastiques adéquats permettant de modéliser le surplus d'une compagnie d'assurance non vie et d'analyser les mesures de risque, notamment le temps de ruine, la probabilité de ruine, l'espérance de la valeur actuelle de la fonction de pénalité et l'espérance de la valeur actuelle des dividendes et taxes. L'étude de ces mesures associées à la ruine fournit des informations cruciales pour les actuaires et les décideurs. Cette thèse consiste en l'étude des quatre différents modèles de risque d'assurance qui sont essentiellement liés. La ruine et les mesures qui y sont associées sont examinées à l'aide de différentes techniques, ce qui permet d'induire des expressions explicites ou asymptotiques du temps de ruine, de la probabilité de ruine, de l'espérance de la valeur actuelle de la fonction de pénalité et l'espérance de la valeur actuelle des dividendes et taxes.
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While the E. coli RecA protein has been the most intensively studied enzyme of homologous recombination, the unusual RecA-DNA filament has stood alone until very recently. It now appears that this protein is part of a universal family that spans all of biology, and the filament that is formed by the protein on DNA is a universal structure. With RecA's role in recombination given new and greatly increased significance, we focus in this review on the energetics of the RecA-mediated strand exchange and the relation between the energetics and recombination spanning heterologous inserts.
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We propose a class of models of social network formation based on a mathematical abstraction of the concept of social distance. Social distance attachment is represented by the tendency of peers to establish acquaintances via a decreasing function of the relative distance in a representative social space. We derive analytical results (corroborated by extensive numerical simulations), showing that the model reproduces the main statistical characteristics of real social networks: large clustering coefficient, positive degree correlations, and the emergence of a hierarchy of communities. The model is confronted with the social network formed by people that shares confidential information using the Pretty Good Privacy (PGP) encryption algorithm, the so-called web of trust of PGP.
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We present a model for mechanical activation of the cardiac tissue depending on the evolution of the transmembrane electrical potential and certain gating/ionic variables that are available in most of electrophysiological descriptions of the cardiac membrane. The basic idea consists in adding to the chosen ionic model one ordinary differential equation for the kinetics of the mechanical activation function. A relevant example illustrates the desired properties of the proposed model, such as delayed muscle contraction and correct magnitude of the muscle fibers' shortening.
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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 São 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 São 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.