Self-affinity in financial asset returns

We test for departures from normal and independent and identically distributed (NIID) log returns, for log returns under the alternative hypothesis that are self-affine and either long-range dependent, or drawn randomly from an L-stable distribution with infinite higher-order moments. The finite sample performance of estimators of the two forms of self-affinity is explored in a simulation study. In contrast to rescaled range analysis and other conventional estimation methods, the variant of fluctuation analysis that considers finite sample moments only is able to identify both forms of self-affinity. When log returns are self-affine and long-range dependent under the alternative hypothesis, however, rescaled range analysis has higher power than fluctuation analysis. The techniques are illustrated by means of an analysis of the daily log returns for the indices of 11 stock markets of developed countries. Several of the smaller stock markets by capitalization exhibit evidence of long-range dependence in log returns. © 2012 Elsevier Inc. All rights reserved.

Theoretical Hyperbolic Model of a Partial Agonism: Explicit Formulas for Affinity, Efficacy and Amplification

The quantitative analysis of receptor-mediated effect is based on experimental concentration-response data in which the independent variable, the concentration of a receptor ligand, is linked with a dependent variable, the biological response. The steps between the drug–receptor interaction and the subsequent biological effect are to some extent unknown. The shape of the fitting curve of the experimental data may give some in-sights into the nature of the concentration–receptor–response (C-R-R) mechanism. It can be evaluated by non-linear regression analysis of the experimental data points of the independent and dependent variables, which could be considered as a history of the interaction between the drug and receptors. However, this information is not enough to evaluate such important parameters of the mechanism as the dissociation constant (affinity) and efficacy. There are two ways to provide more detailed information about the C-R-R mechanism: (i) an experimental way for obtaining data with new or

Paleoecology, Diagenesis and Biological Affinity of Tetradiids in the Upper Ordovician (Sandbian) Black River Group of the Kingston Area, Ontario, Canada

Tetradiids are a group of colonial, tubular fossils that occur globally in Middle to Upper Ordovician strata. Tetradiids were first described as a type of tabulate coral; however, based on their four-fold symmetry, division, and presence of a central-sparry canal, they were recently reinterpreted as a florideophyte rhodophyte algae, a reinterpretation that is tested in this thesis. This study focused on understanding the affinity and taphonomy of this order of fossil. Research was conducted by stratigraphic and petrographic analyses of the Black River Group in the Kingston, Ontario region. Tetradiid occurrences were divided into fragment or colonial, with three morphologies of tetradiids described (Tetradium, Phytopsis and Paratetradium). Morphology is specific to depositional environment, with compact Tetradium consistently within ooid grainstones and open branching Phytopsis and chained Paratetradium consistently within mudstones. Two types of patch reefs were recognized: a Paratetradium bioherm, and a Paratetradium, Phytopsis, stromatolite bioherm. The presence of bioherms implies that tetradiids were capable of hypercalcifying. Preservation styles of tetradiids were investigated, and were compared to brachiopods, echinoderms, mollusks, and ooids. Tetradiids were preferentially preserved as molds and demonstrated complete dissolution of skeletal material. Rare specimens, however, demonstrated preserved horizontal partitions, central plates, and a double wall. Skeletal molds were filled with either calcite spar, mud or encrusted by a cryptomicrobial colony. Both calcitic and aragonitic ooids were discovered. The co-occurrence of aragonitic ooids, aragonitic crytodontids, and the evolution of aragonitic, hypercalcifying tetradiids is interpreted as representing the geochemical favoring of aragonite and HMC in a time of global calcite seas. The geochemical favoring of aragonite is interpreted to be independent to global Mg: Ca ratios, but was the result of increased saturation levels and temperature driven by high atmospheric pCO2. Based on the presence of epitheca, tabulae, septa, and the commonality of growth forms, tetradiids are interpreted as an order of Cnidaria. The evolution of an aragonitic skeleton in tetradiids is interpreted to be the result of de novo acquisition of a skeleton from an unmineralized clade.

'On Affinity Measures for Artificial Immune System Movie Recommenders'

Abstract. We combine Artificial Immune Systems (AIS) technology with Collaborative Filtering (CF) and use it to build a movie recommendation system. We already know that Artificial Immune Systems work well as movie recommenders from previous work by Cayzer and Aickelin ([3], [4], [5]). Here our aim is to investigate the effect of different affinity measure algorithms for the AIS. Two different affinity measures, Kendall's Tau and Weighted Kappa, are used to calculate the correlation coefficients for the movie recommender. We compare the results with those published previously and show that that Weighted Kappa is more suitable than others for movie problems. We also show that AIS are generally robust movie recommenders and that, as long as a suitable affinity measure is chosen, results are good.

'On Affinity Measures for Artificial Immune System Movie Recommenders'

Abstract. We combine Artificial Immune Systems (AIS) technology with Collaborative Filtering (CF) and use it to build a movie recommendation system. We already know that Artificial Immune Systems work well as movie recommenders from previous work by Cayzer and Aickelin ([3], [4], [5]). Here our aim is to investigate the effect of different affinity measure algorithms for the AIS. Two different affinity measures, Kendall's Tau and Weighted Kappa, are used to calculate the correlation coefficients for the movie recommender. We compare the results with those published previously and show that that Weighted Kappa is more suitable than others for movie problems. We also show that AIS are generally robust movie recommenders and that, as long as a suitable affinity measure is chosen, results are good.

Affinity purification of recombinant human plasminogen activator from transgenic rabbit milk using a novel polyolresponsive monoclonal antibody

Purpose: To develop processes for effective isolation and purification of recombinant human plasminogen activator (rhPA) from transgenic rabbit milk. Methods: Immunoaffinity chromatography was selected and improved by a special polyol-responsive monoclonal antibody (PR-mAb). Alteplase was used as immunogen because of its similarity to rhPA in terms of structure. The PR-mAb was prepared by hybridoma technology and screened by ELISA-elution assay. Screening antibody was performed using rhPA milk in an ELISA-elution assay. The antibody clone C4-PR-mAb was selected for immunoaffinity chromatography. The rhPA was effectively bound to immobilized C4-PR-mAb on the column and was eluted with Tris buffer comprising 0.75 mol/L ammonium sulfate and 40n% propanediol (pH7.9). The rhPA was further purified by passing through Chromdex75 gel filtration column. Results: There were 12 hybridoma strains selected into the polyol-responsive mAbs screen step and three hybridoma strains were superior for producing PR-mAbs (C1, C4, C8). The rhPA can be purified from transgenic rabbit milk and maintained a higher thrombolytic activity in vitro by FAPA. Conclusion: The results demonstrate the suitability of the alternative approach used in this study. Using immunoaffinity chromatography and gel filtration column is feasible and convenient for extracting rhPA from milk, and should be useful for purifying other tPA mutants or other novel recombinant milkderived proteins.

The human organic cation transporter OCT1 mediates high affinity uptake of the anticancer drug daunorubicin

Les anthracyclines tels que la doxorubicin et la daunorubicin sont une famille de médicaments anticancéreux hydrophiles qui doivent être transportés dans les cellules afin d’exercer leur action par intercalation à l’ADN dans le noyau cellulaire. Ceci mène à la perturbation du métabolisme de l’ADN et entraine la mort cellulaire. Les anthracyclines sont utilisés pour le traitement d’une variété de cancers incluant la leucémie, les lymphomes, le cancer du sein, le cancer des poumons et le cancer des ovaires. Étant donné que le transport actif des anthracyclines dans les cellules a partiellement été démontré, le transporteur spécifique impliqué dans ce processus n’est pas encore connu. En utilisant un modèle de cancer des ovaires, la lignée cellulaire TOV2223G, nous avons démontré que des substrats spécifiques au transporteur de cations organiques 1 (OCT1), notamment la ergothionéine, la thiamine et la phenformin, ont partiellement inhibé l’absorption de la daunorubicin en différence de la carnitine qui est un substrat de haute affinité des transporteurs CT2 et OCTN2. Ces résultats suggèrent que les transporteurs organiques spécifiques au transport de la carnitine ne sont pas impliqués dans le transport des anthracyclines. Ainsi, nos résultats ont démontré que l’absorption de la daunorubicin est orchestrée par le transporteur OCT1 dans les cellules TOV2223G (Km ~ 5 μM) et des concentrations micromolaires de choline ont complètement abolies l’absorption de la drogue. De plus, un ARN sh dirigé contre OCT1 a réprimé son expression protéique, ce qui a été confirmé par la technique d’immuno-buvardage en utilisant un anti-OCT1 anticorps. Les cellules déficientes en OCT1 n’ont pas été capables d’absorber la daunorubicin et ont été plus résistantes à l’action de la drogue par rapport aux cellules contrôle. La transfection des cellules HEK293T avec un plasmide construit de façon à faire exprimer OCT1 comme protéine de fusion avec la protéine fluorescente EYFP a montré que celle-ci est localisée dans la membrane plasmique. Les cellules transfectées ont été capables d’absorber cinq fois plus de daunorubicin comparé aux cellules contrôles. Cette étude est, selon nous, la première à démontrer que OCT1 est un transporteur de haute affinité des anthracyclines. Ainsi, nous avons émis l’hypothèse que des défauts de OCT1 peuvent contribuer à l’efficacité de la réponse des cellules cancéreuses à la chimiothérapie avec les anthracyclines.

The human organic cation transporter OCT1 mediates high affinity uptake of the anticancer drug daunorubicin

Les anthracyclines tels que la doxorubicin et la daunorubicin sont une famille de médicaments anticancéreux hydrophiles qui doivent être transportés dans les cellules afin d’exercer leur action par intercalation à l’ADN dans le noyau cellulaire. Ceci mène à la perturbation du métabolisme de l’ADN et entraine la mort cellulaire. Les anthracyclines sont utilisés pour le traitement d’une variété de cancers incluant la leucémie, les lymphomes, le cancer du sein, le cancer des poumons et le cancer des ovaires. Étant donné que le transport actif des anthracyclines dans les cellules a partiellement été démontré, le transporteur spécifique impliqué dans ce processus n’est pas encore connu. En utilisant un modèle de cancer des ovaires, la lignée cellulaire TOV2223G, nous avons démontré que des substrats spécifiques au transporteur de cations organiques 1 (OCT1), notamment la ergothionéine, la thiamine et la phenformin, ont partiellement inhibé l’absorption de la daunorubicin en différence de la carnitine qui est un substrat de haute affinité des transporteurs CT2 et OCTN2. Ces résultats suggèrent que les transporteurs organiques spécifiques au transport de la carnitine ne sont pas impliqués dans le transport des anthracyclines. Ainsi, nos résultats ont démontré que l’absorption de la daunorubicin est orchestrée par le transporteur OCT1 dans les cellules TOV2223G (Km ~ 5 μM) et des concentrations micromolaires de choline ont complètement abolies l’absorption de la drogue. De plus, un ARN sh dirigé contre OCT1 a réprimé son expression protéique, ce qui a été confirmé par la technique d’immuno-buvardage en utilisant un anti-OCT1 anticorps. Les cellules déficientes en OCT1 n’ont pas été capables d’absorber la daunorubicin et ont été plus résistantes à l’action de la drogue par rapport aux cellules contrôle. La transfection des cellules HEK293T avec un plasmide construit de façon à faire exprimer OCT1 comme protéine de fusion avec la protéine fluorescente EYFP a montré que celle-ci est localisée dans la membrane plasmique. Les cellules transfectées ont été capables d’absorber cinq fois plus de daunorubicin comparé aux cellules contrôles. Cette étude est, selon nous, la première à démontrer que OCT1 est un transporteur de haute affinité des anthracyclines. Ainsi, nous avons émis l’hypothèse que des défauts de OCT1 peuvent contribuer à l’efficacité de la réponse des cellules cancéreuses à la chimiothérapie avec les anthracyclines.

Cabernet Sauvignon in tropical semi-arid climate (Pernambuco - Brasil): adaptation of some clones and their affinity to different rootstocks.

2011

Membrane associated transporter protein gene (SLC45A2) and the genetic basis of normal human pigmentation variation

This work is concerned with the genetic basis of normal human pigmentation variation. Specifically, the role of polymorphisms within the solute carrier family 45 member 2 (SLC45A2 or membrane associated transporter protein; MATP) gene were investigated with respect to variation in hair, skin and eye colour ― both between and within populations. SLC45A2 is an important regulator of melanin production and mutations in the gene underly the most recently identified form of oculocutaneous albinism. There is evidence to suggest that non-synonymous polymorphisms in SLC45A2 are associated with normal pigmentation variation between populations. Therefore, the underlying hypothesis of this thesis is that polymorphisms in SLC45A2 will alter the function or regulation of the protein, thereby altering the important role it plays in melanogenesis and providing a mechanism for normal pigmentation variation. In order to investigate the role that SLC45A2 polymorphisms play in human pigmentation variation, a DNA database was established which collected pigmentation phenotypic information and blood samples of more than 700 individuals. This database was used as the foundation for two association studies outlined in this thesis, the first of which involved genotyping two previously-described non-synonymous polymorphisms, p.Glu272Lys and p.Phe374Leu, in four different population groups. For both polymorphisms, allele frequencies were significantly different between population groups and the 272Lys and 374Leu alleles were strongly associated with black hair, brown eyes and olive skin colour in Caucasians. This was the first report to show that SLC45A2 polymorphisms were associated with normal human intra-population pigmentation variation. The second association study involved genotyping several SLC45A2 promoter polymorphisms to determine if they also played a role in pigmentation variation. Firstly, the transcription start site (TSS), and hence putative proximal promoter region, was identified using 5' RNA ligase mediated rapid amplification of cDNA ends (RLM-RACE). Two alternate TSSs were identified and the putative promoter region was screened for novel polymorphisms using denaturing high performance liquid chromatography (dHPLC). A novel duplication (c.–1176_–1174dupAAT) was identified along with other previously described single nucleotide polymorphisms (c.–1721C>G and c.–1169G>A). Strong linkage disequilibrium ensured that all three polymorphisms were associated with skin colour such that the –1721G, +dup and –1169A alleles were associated with olive skin in Caucasians. No linkage disequilibrium was observed between the promoter and coding region polymorphisms, suggesting independent effects. The association analyses were complemented with functional data, showing that the –1721G, +dup and –1169A alleles significantly decreased SLC45A2 transcriptional activity. Based on in silico bioinformatic analysis that showed these alleles remove a microphthalmia-associated transcription factor (MITF) binding site, and that MITF is a known regulator of SLC45A2 (Baxter and Pavan, 2002; Du and Fisher, 2002), it was postulated that SLC45A2 promoter polymorphisms could contribute to the regulation of pigmentation by altering MITF binding affinity. Further characterisation of the SLC45A2 promoter was carried out using luciferase reporter assays to determine the transcriptional activity of different regions of the promoter. Five constructs were designed of increasing length and their promoter activity evaluated. Constitutive promoter activity was observed within the first ~200 bp and promoter activity increased as the construct size increased. The functional impact of the –1721G, +dup and –1169A alleles, which removed a MITF consensus binding site, were assessed using electrophoretic mobility shift assays (EMSA) and expression analysis of genotyped melanoblast and melanocyte cell lines. EMSA results confirmed that the promoter polymorphisms affected DNA-protein binding. Interestingly, however, the protein/s involved were not MITF, or at least MITF was not the protein directly binding to the DNA. In an effort to more thoroughly characterise the functional consequences of SLC45A2 promoter polymorphisms, the mRNA expression levels of SLC45A2 and MITF were determined in melanocyte/melanoblast cell lines. Based on SLC45A2’s role in processing and trafficking TYRP1 from the trans-Golgi network to stage 2 melanosmes, the mRNA expression of TYRP1 was also investigated. Expression results suggested a coordinated expression of pigmentation genes. This thesis has substantially contributed to the field of pigmentation by showing that SLC45A2 polymorphisms not only show allele frequency differences between population groups, but also contribute to normal pigmentation variation within a Caucasian population. In addition, promoter polymorphisms have been shown to have functional consequences for SLC45A2 transcription and the expression of other pigmentation genes. Combined, the data presented in this work supports the notion that SLC45A2 is an important contributor to normal pigmentation variation and should be the target of further research to elucidate its role in determining pigmentation phenotypes. Understanding SLC45A2’s function may lead to the development of therapeutic interventions for oculocutaneous albinism and other disorders of pigmentation. It may also help in our understanding of skin cancer susceptibility and evolutionary adaptation to different UV environments, and contribute to the forensic application of pigmentation phenotype prediction.

Spectrometric and voltammetric studies of the interaction between quercetin and bovine serum albumin using warfarin as site marker with the aid of chemometrics

The interaction of quercetin, which is a bioflavonoid, with bovine serum albumin (BSA) was investigated under pseudo-physiological conditions by the application of UV–vis spectrometry, spectrofluorimetry and cyclic voltammetry (CV). These studies indicated a cooperative interaction between the quercetin–BSA complex and warfarin, which produced a ternary complex, quercetin–BSA–warfarin. It was found that both quercetin and warfarin were located in site I. However, the spectra of these three components overlapped and the chemometrics method – multivariate curve resolution-alternating least squares (MCR-ALS) was applied to resolve the spectra. The resolved spectra of quercetin–BSA and warfarin agreed well with their measured spectra, and importantly, the spectrum of the quercetin–BSA–warfarin complex was extracted. These results allowed the rationalization of the behaviour of the overlapping spectra. At lower concentrations ([warfarin] < 1 × 10−5 mol L−1), most of the site marker reacted with the quercetin–BSA, but free warfarin was present at higher concentrations. Interestingly, the ratio between quercetin–BSA and warfarin was found to be 1:2, suggesting a quercetin–BSA–(warfarin)2 complex, and the estimated equilibrium constant was 1.4 × 1011 M−2. The results suggest that at low concentrations, warfarin binds at the high-affinity sites (HAS), while low-affinity binding sites (LAS) are occupied at higher concentrations.

Biotribological assessment for artificial synovial joints : the role of boundary lubrication

Biotribology, the study of lubrication, wear and friction within the body, has become a topic of high importance in recent times as we continue to encounter debilitating diseases and trauma that destroy function of the joints. A highly successful surgical procedure to replace the joint with an artificial equivalent alleviates dysfunction and pain. However, the wear of the bearing surfaces in prosthetic joints is a significant clinical problem and more patients are surviving longer than the life expectancy of the joint replacement. Revision surgery is associated with increased morbidity and mortality and has a far less successful outcome than primary joint replacement. As such, it is essential to ensure that everything possible is done to limit the rate of revision surgery. Past experience indicates that the survival rate of the implant will be influenced by many parameters, of primary importance, the material properties of the implant, the composition of the synovial fluid and the method of lubrication. In prosthetic joints, effective boundary lubrication is known to take place. The interaction of the boundary lubricant and the bearing material is of utmost importance. The identity of the vital active ingredient within synovial fluid (SF) to which we owe the near frictionless performance of our articulating joints has been the quest of researchers for many years. Once identified, tribo tests can determine what materials and more importantly what surfaces this fraction of SF can function most optimally with. Surface-Active Phospholipids (SAPL) have been implicated as the body’s natural load bearing lubricant. Studies in this thesis are the first to fully characterise the adsorbed SAPL detected on the surface of retrieved prostheses and the first to verify the presence of SAPL on knee prostheses. Rinsings from the bearing surfaces of both hip and knee prostheses removed from revision operations were analysed using High Performance Liquid Chromatography (HPLC) to determine the presence and profile of SAPL. Several common prosthetic materials along with a novel biomaterial were investigated to determine their tribological interaction with various SAPLs. A pin-on-flat tribometer was used to make comparative friction measurements between the various tribo-pairs. A novel material, Pyrolytic Carbon (PyC) was screened as a potential candidate as a load bearing prosthetic material. Friction measurements were also performed on explanted prostheses. SAPL was detected on all retrieved implant bearing surfaces. As a result of the study eight different species of phosphatidylcholines were identified. The relative concentrations of each species were also determined indicating that the unsaturated species are dominant. Initial tribo tests employed a saturated phosphatidylcholine (SPC) and the subsequent tests adopted the addition of the newly identified major constituents of SAPL, unsaturated phosphatidylcholine (USPC), as the test lubricant. All tribo tests showed a dramatic reduction in friction when synthetic SAPL was used as the lubricant under boundary lubrication conditions. Some tribopairs showed more of an affinity to SAPL than others. PyC performed superior to the other prosthetic materials. Friction measurements with explanted prostheses verified the presence and performance of SAPL. SAPL, in particular phosphatidylcholine, plays an essential role in the lubrication of prosthetic joints. Of particular interest was the ability of SAPLs to reduce friction and ultimately wear of the bearing materials. The identification and knowledge of the lubricating constituents of SF is invaluable for not only the future development of artificial joints but also in developing effective cures for several disease processes where lubrication may play a role. The tribological interaction of the various tribo-pairs and SAPL is extremely favourable in the context of reducing friction at the bearing interface. PyC is highly recommended as a future candidate material for use in load bearing prosthetic joints considering its impressive tribological performance.

(-)-CGP12177 increases contractile force through beta1l-adrenoceptors but not through beta3-adrenoceptors in human right atrial myocardium

(-)-CGP12177 is a non-conventional partial agonist that causes modest and transient increases of contractile force in human atrial trabeculae (Kaumann and Molenaar, 2008). These effects are markedly increased and maintained by inhibition of phosphodiesterase PDE3. As verified with recombinant receptors, the cardiostimulant effect of (-)-CGP12177 is mediated through a site at the beta1-adrenoceptor with lower affinity (beta1LAR) compared to the site through which (-)-CGP12177 antagonizes the effects of catecholamines (beta1HAR). However, in a recent report it was proposed that the positive inotropic effects of CGP12177 are mediated through beta3-adrenoceptors (Skeberdis et al 2008). We therefore investigated whether the effects of (-)-CGP12177 on human atrial trabeculae are antagonized by the beta3-adrenoceptor-selective antagonist L-748,337 (1 microM). (-)-CGP12177 (200 nM) caused a stable increase in force which was significantly reduced by the addition of (-)-bupranolol (1 microM), P = 0.002, (basal 4.45 ± 0.78 mN, IBMX (PDE inhibitor) 5.47 ± 1.01 mN, (-)-CGP12177 9.34 ± 1.33 mN, (-)-bupranolol 5.79 ± 1.08 mN, n = 6) but not affected by the addition of L-748,337 (1 microM), P = 0.12, (basal 4.48 ± 1.32 mN, IBMX 7.15 ± 2.28 mN, (-)-CGP12177 12.51 ± 3.71 mN, L-748,337 10.90 ± 3.49 mN, n = 6). Cumulative concentration-effect curves for (-)-CGP12177 were not shifted to the right by L-748,337 (1 microM). The –logEC50M values of (-)-CGP12177 in the absence and presence of L-748,337 were 7.21±0.09 and 7.41±0.13, respectively (data from 25 trabeculae from 8 patients, P=0.2) The positive inotropic effects of (-)-CGP12177 (IBMX present) were not antagonized by L-748,337 but were blunted by (-)-bupranolol (1 microM). The results rule out an involvement of beta3-adrenoceptors in the positive inotropic effects (-)-CGP12177 in human right atrial myocardium and are consistent with mediation through beta1LAR. Kaumann A and Molenaar P (2008) Pharmacol Ther 118, 303-336 Skeberdis VA et al (2008) J Clin Invest, 118, 3219-3227