Regulation of glycolysis and expression of glucose metabolism-related genes by reactive oxygen species in contracting skeletal muscle cells

Contractile activity induces a marked increase in glycolytic activity and gene expression of enzymes and transporters involved in glucose metabolism in skeletal muscle. Muscle contraction also increases the production of reactive oxygen species (ROS). In this study, the effects of treatment with N-acetylcysteine (NAC), a potent antioxidant compound, on contraction-stimulated glycolysis were investigated in electrically stimulated primary rat skeletal muscle cells. The following parameters were measured: 2-[(3)H]deoxyglucose (2-DG) uptake; activities of hexokinase, phosphofructokinase (PFK), and glucose-6-phosphate dehydrogenase (G6PDH); lactate production; and expression of the glucose transporter 4 (GLUT4), hexokinase II (HKII), and PFK genes after one bout of electrical stimulation in primary rat myotubes. NAC treatment decreased ROS signal by 49% in resting muscle cells and abolished the muscle contraction-induced increase in ROS levels. In resting cells, NAC decreased mRNA and protein contents of GLUT4, mRNA content and activity of PFK, and lactate production. NAC treatment suppressed the contraction-mediated increase in 2-DG uptake; lactate production; hexokinase, PFK, and G6PDH activities; and gene expression of GLUT4. HKII, and PFK. Similar to muscle contraction, exogenous H(2)O(2) (500 nM) administration increased 2-DG uptake; lactate production; hexokinase, PFK, and G6PDH activities; and gene expression of GLUT4. HKII, and PFK. These findings support the proposition that ROS endogenously produced play an important role in the changes in glycolytic activity and gene expression of GLUT4, HKII, and PFK induced by contraction in skeletal muscle cells. (C) 2010 Elsevier Inc. All rights reserved.

Using stochastic volatility models to analyse weekly ozone averages in Mexico City

In this paper we make use of some stochastic volatility models to analyse the behaviour of a weekly ozone average measurements series. The models considered here have been used previously in problems related to financial time series. Two models are considered and their parameters are estimated using a Bayesian approach based on Markov chain Monte Carlo (MCMC) methods. Both models are applied to the data provided by the monitoring network of the Metropolitan Area of Mexico City. The selection of the best model for that specific data set is performed using the Deviance Information Criterion and the Conditional Predictive Ordinate method.

Looking for intrinsic charm in the forward region at BNL RHIC and CERN LHC

The complete understanding of the basic constituents of hadrons and the hadronic dynamics at high energies are two of the main challenges for the theory of strong interactions. In particular, the existence of intrinsic heavy quark components in the hadron wave function must be confirmed (or disproved). In this paper we propose a new mechanism for the production of D-mesons at forward rapidities based on the Color Glass Condensate (CGC) formalism and demonstrate that the resulting transverse momentum spectra are strongly dependent on the behavior of the charm distribution at large Bjorken x. Our results show clearly that the hypothesis of intrinsic charm can be tested in pp and p(d)A collisions at RHIC and LHC. (C) 2010 Elsevier B.V. All rights reserved.

Center of mass energy and system-size dependence of photon production at forward rapidity at RHIC

We present the multiplicity and pseudorapidity distributions of photons produced in Au + Au and Cu + Cu collisions at root(s)NN = 62.4 and 200 GeV. The photons are measured in the region -3.7 < eta < -2.3 using the photon Multiplicity detector in the STAR experiment at RHIC. The number of photons produced per average number of participating nucleon pairs increases with the beam energy and is independent of (lie collision centrality. For collisions with similar average numbers of participating nucleons the photon multiplicities are observed to be similar for An + Au and Cu + Cu collisions at a given beam energy. The ratios of the number of charged particles to photons in the measured pseudorapidity range are found to be 1.4 +/- 0.1 and 1.2 +/- 0.1 for root(s)NN = 62.4 and 200 GeV, respectively. The energy dependence of this ratio could reflect varying contributions from baryons to charged particles, while mesons are the dominant contributors to photon production in the given kinematic region. The photon pseudorapidity distributions normalized by average number of participating nucleon pairs, when plotted as a function of eta-Y(beam), are found to follow a longitudinal scaling independent of centrality and colliding ion species at both beam energies. (C) 2009 Elsevier B.V. All rights reserved.

The influence of ARIMA-GARCH parameters in feed forward neural networks prediction

The objective of this article is to find out the influence of the parameters of the ARIMA-GARCH models in the prediction of artificial neural networks (ANN) of the feed forward type, trained with the Levenberg-Marquardt algorithm, through Monte Carlo simulations. The paper presents a study of the relationship between ANN performance and ARIMA-GARCH model parameters, i.e. the fact that depending on the stationarity and other parameters of the time series, the ANN structure should be selected differently. Neural networks have been widely used to predict time series and their capacity for dealing with non-linearities is a normally outstanding advantage. However, the values of the parameters of the models of generalized autoregressive conditional heteroscedasticity have an influence on ANN prediction performance. The combination of the values of the GARCH parameters with the ARIMA autoregressive terms also implies in ANN performance variation. Combining the parameters of the ARIMA-GARCH models and changing the ANN`s topologies, we used the Theil inequality coefficient to measure the prediction of the feed forward ANN.

Electronic contracting in aircraft aftercare: A case study

Distributed systems comprised of autonomous self-interested entities require some sort of control mechanism to ensure the predictability of the interactions that drive them. This is certainly true in the aerospace domain, where manufacturers, suppliers and operators must coordinate their activities to maximise safety and profit, for example. To address this need, the notion of norms has been proposed which, when incorporated into formal electronic documents, allow for the specification and deployment of contract-driven systems. In this context, we describe the CONTRACT framework and architecture for exactly this purpose, and describe a concrete instantiation of this architecture as a prototype system applied to an aerospace aftercare scenario.

Towards a Formalisation of Electronic Contracting Environments

The IST-CONTRACT project is in the process of creating an electronic contracting language. One of the goals of this language is that it has formal underpinnings, and formalizations at a number of levels have been created. One of the lowest levels, upon which the other levels are built is the normative level. At this level, we identify how contract clauses (modeled as norms) may evolve over time. In this paper, we describe this formalization, and show how we may associate various states with a norm throughout its lifecycle. We also show how more complex evaluations may be carried out over a norm, and conclude with an example showing the application of the framework over a contract and its associated norms.

The forward- and the equity-premium puzzles: two symptoms of the same illness?

In this paper we revisit the relationship between the equity and the forward premium puzzles. We construct return-based stochastic discount factors under very mild assumptions and check whether they price correctly the equity and the foreign currency risk premia. We avoid log-linearizations by using moments restrictions associated with euler equations to test the capacity of our return-based stochastic discount factors to price returns on the relevant assets. Our main finding is that a pricing kernel constructed only using information on American domestic assets accounts for both domestic and international stylized facts that escape consumption based models. In particular, we fail to reject the null hypothesis that the foreign currency risk premium has zero price when the instrument is the own current value of the forward premium.

Essays on the relationship between the equity and the forward premium puzzles

Our research agenda consists in showing this strong relation between these puzzles based on evidences that both empirical failures are related to the incapacity of the canonical CCAPM to provide a high volatile intertemporal marginal rate of substitution with reasonable values for the preferences parameters.

Can a habit formation model really explain the Forward Premium Anomaly?

Verdelhan (2009) mostra que desejando-se explicar o comporta- mento do prêmio de risco nos mercados de títulos estrangeiros usando- se o modelo de formação externa de hábitos proposto por Campbell e Cochrane (1999) será necessário especi car o retorno livre de risco de equilíbrio de maneira pró-cíclica. Mostramos que esta especi cação só é possível sobre parâmetros de calibração implausíveis. Ainda no processo de calibração, para a maioria dos parâmetros razoáveis, a razão preço-consumo diverge. Entretanto, adotando a sugestão pro- posta por Verdelhan (2009) - de xar a função sensibilidade (st) no seu valor de steady-state durante a calibração e liberá-la apenas du- rante a simulação dos dados para se garantir taxas livre de risco pró- cíclicas - conseguimos encontrar um valor nito e bem comportado para a razão preço-consumo de equilíbrio e replicar o foward premium anom- aly. Desconsiderando possíveis inconsistências deste procedimento, so- bre retornos livres de risco pró-cíclicos, conforme sugerido por Wachter (2006), o modelo utilizado gera curvas de yields reais decrescentes na maturidade, independentemente do estado da economia - resultado que se opõe à literatura subjacente e aos dados reais sobre yields.