Flexible multivariate GARCH modeling with an application to international stock markets

This paper offers a new approach to estimating time-varying covariance matrices in the framework of the diagonal-vech version of the multivariate GARCH(1,1) model. Our method is numerically feasible for large-scale problems, produces positive semidefinite conditional covariance matrices, and does not impose unrealistic a priori restrictions. We provide an empirical application in the context of international stock markets, comparing the nev^ estimator with a number of existing ones.

The late adopter scale: A measure of late adopters of technological innovations

Diffusion of Innovation is a topic of interest for researchers and practitioners. Although substantial research is conducted on user categories, researchers often focus on the first half of the curve, ignoring the late adopters. We conduct two studies to measure the attributes of late adopters. In our first study of mobile phone users, we develop the Late-Adopter Scale. We then test it on a sample of laptop users. This scale is multi-dimensional, presents nomological and discriminant validity and has three dimensions: 1) rate of adoption, 2) resistance to innovation, and 3) skepticism. Findings reveal that all three Late Adopter Scale dimensions are significantly associated with low price preference. Moreover, in both samples skepticism is associated with high preference for simple products, lower leading edge status, and lower product involvement. Discussion focuses on implications of this new scale to theory and practice of new product development and diffusion of innovation.

Modeling microbes: New methods for integrated metabolic and regulatory network reconstruction

PhD Thesis in Bioengineering

High strain rate constitutive modeling forhistorical structures subjected to blast loading

Doctoral Thesis Civil Engineering

Rapid assessment of fruit-color selection by birds using artificial fruits at local scale in Central Amazonia

Modeling clays have been used in several ecological experiments and have proved to be an important tool to variables control. The objective of our study was to determine if fruit color in isolated and grouped displays influences the fruit selection by birds in the field using artificial fruits. Data were collected in six plots distributed homogeneously in 3 km long trails with a minimum distance of 0.5 km. We used a paired experimental design to establish our experiments, so that all treatments were available to the local bird community in each plot. Overall, red was more pecked than brown and white. Isolated red and brown displays were significantly more pecked than others display. Even though our study was conducted in small spatial scales, artificial fruits appeared to be efficient in register fruit consumption attempts by bird. Although inconclusive about selective forces that sharp the dynamics of fruit color polymorphisms and choice by frugivorous birds, our findings corroborate recent studies wherein birds showed preferences by high- over low-contrast fruit signals.

Metabolic engineering with multi-objective optimization of kinetic models

Kinetic models have a great potential for metabolic engineering applications. They can be used for testing which genetic and regulatory modifications can increase the production of metabolites of interest, while simultaneously monitoring other key functions of the host organism. This work presents a methodology for increasing productivity in biotechnological processes exploiting dynamic models. It uses multi-objective dynamic optimization to identify the combination of targets (enzymatic modifications) and the degree of up- or down-regulation that must be performed in order to optimize a set of pre-defined performance metrics subject to process constraints. The capabilities of the approach are demonstrated on a realistic and computationally challenging application: a large-scale metabolic model of Chinese Hamster Ovary cells (CHO), which are used for antibody production in a fed-batch process. The proposed methodology manages to provide a sustained and robust growth in CHO cells, increasing productivity while simultaneously increasing biomass production, product titer, and keeping the concentrations of lactate and ammonia at low values. The approach presented here can be used for optimizing metabolic models by finding the best combination of targets and their optimal level of up/down-regulation. Furthermore, it can accommodate additional trade-offs and constraints with great flexibility.

Current Challenges in Modeling Cellular Metabolism

Mathematical and computational models play an essential role in understanding the cellular metabolism. They are used as platforms to integrate current knowledge on a biological system and to systematically test and predict the effect of manipulations to such systems. The recent advances in genome sequencing techniques have facilitated the reconstruction of genome-scale metabolic networks for a wide variety of organisms from microbes to human cells. These models have been successfully used in multiple biotechnological applications. Despite these advancements, modeling cellular metabolism still presents many challenges. The aim of this Research Topic is not only to expose and consolidate the state-of-the-art in metabolic modeling approaches, but also to push this frontier beyond the current edge through the introduction of innovative solutions. The articles presented in this e-book address some of the main challenges in the field, including the integration of different modeling formalisms, the integration of heterogeneous data sources into metabolic models, explicit representation of other biological processes during phenotype simulation, and standardization efforts in the representation of metabolic models and simulation results.

Preliminary regional rockfall hazard mapping using LIDAR-based slope frequency distribution and CONEFALL modeling

A factor limiting preliminary rockfall hazard mapping at regional scale is often the lack of knowledge of potential source areas. Nowadays, high resolution topographic data (LiDAR) can account for realistic landscape details even at large scale. With such fine-scale morphological variability, quantitative geomorphometric analyses become a relevant approach for delineating potential rockfall instabilities. Using digital elevation model (DEM)-based ?slope families? concept over areas of similar lithology and cliffs and screes zones available from the 1:25,000 topographic map, a susceptibility rockfall hazard map was drawn up in the canton of Vaud, Switzerland, in order to provide a relevant hazard overview. Slope surfaces over morphometrically-defined thresholds angles were considered as rockfall source zones. 3D modelling (CONEFALL) was then applied on each of the estimated source zones in order to assess the maximum runout length. Comparison with known events and other rockfall hazard assessments are in good agreement, showing that it is possible to assess rockfall activities over large areas from DEM-based parameters and topographical elements.

Functional analysis and structural modeling of human APOBEC3G reveal the role of evolutionarily conserved elements in the inhibition of human immunodeficiency virus type 1 infection and Alu transposition.

Retroelements are important evolutionary forces but can be deleterious if left uncontrolled. Members of the human APOBEC3 family of cytidine deaminases can inhibit a wide range of endogenous, as well as exogenous, retroelements. These enzymes are structurally organized in one or two domains comprising a zinc-coordinating motif. APOBEC3G contains two such domains, only the C terminal of which is endowed with editing activity, while its N-terminal counterpart binds RNA, promotes homo-oligomerization, and is necessary for packaging into human immunodeficiency virus type 1 (HIV-1) virions. Here, we performed a large-scale mutagenesis-based analysis of the APOBEC3G N terminus, testing mutants for (i) inhibition of vif-defective HIV-1 infection and Alu retrotransposition, (ii) RNA binding, and (iii) oligomerization. Furthermore, in the absence of structural information on this domain, we used homology modeling to examine the positions of functionally important residues and of residues found to be under positive selection by phylogenetic analyses of primate APOBEC3G genes. Our results reveal the importance of a predicted RNA binding dimerization interface both for packaging into HIV-1 virions and inhibition of both HIV-1 infection and Alu transposition. We further found that the HIV-1-blocking activity of APOBEC3G N-terminal mutants defective for packaging can be almost entirely rescued if their virion incorporation is forced by fusion with Vpr, indicating that the corresponding region of APOBEC3G plays little role in other aspects of its action against this pathogen. Interestingly, residues forming the APOBEC3G dimer interface are highly conserved, contrasting with the rapid evolution of two neighboring surface-exposed amino acid patches, one targeted by the Vif protein of primate lentiviruses and the other of yet-undefined function.

COMMIT: Convex Optimization Modeling for Microstructure Informed Tractography.

Tractography is a class of algorithms aiming at in vivo mapping the major neuronal pathways in the white matter from diffusion magnetic resonance imaging (MRI) data. These techniques offer a powerful tool to noninvasively investigate at the macroscopic scale the architecture of the neuronal connections of the brain. However, unfortunately, the reconstructions recovered with existing tractography algorithms are not really quantitative even though diffusion MRI is a quantitative modality by nature. As a matter of fact, several techniques have been proposed in recent years to estimate, at the voxel level, intrinsic microstructural features of the tissue, such as axonal density and diameter, by using multicompartment models. In this paper, we present a novel framework to reestablish the link between tractography and tissue microstructure. Starting from an input set of candidate fiber-tracts, which are estimated from the data using standard fiber-tracking techniques, we model the diffusion MRI signal in each voxel of the image as a linear combination of the restricted and hindered contributions generated in every location of the brain by these candidate tracts. Then, we seek for the global weight of each of them, i.e., the effective contribution or volume, such that they globally fit the measured signal at best. We demonstrate that these weights can be easily recovered by solving a global convex optimization problem and using efficient algorithms. The effectiveness of our approach has been evaluated both on a realistic phantom with known ground-truth and in vivo brain data. Results clearly demonstrate the benefits of the proposed formulation, opening new perspectives for a more quantitative and biologically plausible assessment of the structural connectivity of the brain.

An introductory review on gravitational-deformation induced structures, fabrics and modeling

Recent studies have pointed out a similarity between tectonics and slope tectonic-induced structures. Numerous studies have demonstrated that structures and fabrics previously interpreted as of purely geodynamical origin are instead the result of large slope deformation, and this led in the past to erroneous interpretations. Nevertheless, their limit seems not clearly defined, but it is somehow transitional. Some studies point out continuity between failures developing at surface with upper crust movements. In this contribution, the main studies which examine the link between rock structures and slope movements are reviewed. The aspects regarding model and scale of observation are discussed together with the role of pre-existing weaknesses in the rock mass. As slope failures can develop through progressive failure, structures and their changes in time and space can be recognized. Furthermore, recognition of the origin of these structures can help in avoiding misinterpretations of regional geology. This also suggests the importance of integrating different slope movement classifications based on distribution and pattern of deformation and the application of structural geology techniques. A structural geology approach in the landslide community is a tool that can greatly support the hazard quantification and related risks, because most of the physical parameters, which are used for landslide modeling, are derived from geotechnical tests or the emerging geophysical approaches.

Homology modeling and metabolism prediction of human carboxylesterase-2 using docking analyses by GriDock: a parallelized tool based on AutoDock 4.0.

Metabolic problems lead to numerous failures during clinical trials, and much effort is now devoted to developing in silico models predicting metabolic stability and metabolites. Such models are well known for cytochromes P450 and some transferases, whereas less has been done to predict the activity of human hydrolases. The present study was undertaken to develop a computational approach able to predict the hydrolysis of novel esters by human carboxylesterase hCES2. The study involved first a homology modeling of the hCES2 protein based on the model of hCES1 since the two proteins share a high degree of homology (congruent with 73%). A set of 40 known substrates of hCES2 was taken from the literature; the ligands were docked in both their neutral and ionized forms using GriDock, a parallel tool based on the AutoDock4.0 engine which can perform efficient and easy virtual screening analyses of large molecular databases exploiting multi-core architectures. Useful statistical models (e.g., r (2) = 0.91 for substrates in their unprotonated state) were calculated by correlating experimental pK(m) values with distance between the carbon atom of the substrate's ester group and the hydroxy function of Ser228. Additional parameters in the equations accounted for hydrophobic and electrostatic interactions between substrates and contributing residues. The negatively charged residues in the hCES2 cavity explained the preference of the enzyme for neutral substrates and, more generally, suggested that ligands which interact too strongly by ionic bonds (e.g., ACE inhibitors) cannot be good CES2 substrates because they are trapped in the cavity in unproductive modes and behave as inhibitors. The effects of protonation on substrate recognition and the contrasting behavior of substrates and products were finally investigated by MD simulations of some CES2 complexes.

Large-scale patterns in morphological diversity and species assemblages in Neotropical Triatominae (Heteroptera: Reduviidae)

We analysed the spatial variation in morphological diversity (MDiv) and species richness (SR) for 91 species of Neotropical Triatominae to determine the ecological relationships between SR and MDiv and to explore the roles that climate, productivity, environmental heterogeneity and the presence of biomes and rivers may play in the structuring of species assemblages. For each 110 km x 110 km-cell on a grid map of America, we determined the number of species (SR) and estimated the mean Gower index (MDiv) based on 12 morphological attributes. We performed bootstrapping analyses of species assemblages to identify whether those assemblages were more similar or dissimilar in their morphology than expected by chance. We applied a multi-model selection procedure and spatial explicit analyses to account for the association of diversity-environment relationships. MDiv and SR both showed a latitudinal gradient, although each peaked at different locations and were thus not strictly spatially congruent. SR decreased with temperature variability and MDiv increased with mean temperature, suggesting a predominant role for ambient energy in determining Triatominae diversity. Species that were more similar than expected by chance co-occurred near the limits of the Triatominae distribution in association with changes in environmental variables. Environmental filtering may underlie the structuring of species assemblages near their distributional limits.

Horizontal, but not vertical, biotic interactions affect fine-scale plant distribution patterns in a low-energy system

Studies of species range determinants have traditionally focused on abiotic variables (typically climatic conditions), and therefore the recent explicit consideration of biotic interactions represents an important advance in the field. While these studies clearly support the role of biotic interactions in shaping species distributions, most examine only the influence of a single species and/or a single interaction, failing to account for species being subject to multiple concurrent interactions. By fitting species distribution models (SDMs), we examine the influence of multiple vertical (i.e., grazing, trampling, and manuring by mammalian herbivores) and horizontal (i.e., competition and facilitation; estimated from the cover of dominant plant species) interspecific interactions on the occurrence and cover of 41 alpine tundra plant species. Adding plant-plant interactions to baseline SDMs (using five field-quantified abiotic variables) significantly improved models' predictive power for independent data, while herbivore-related variables had only a weak influence. Overall, abiotic variables had the strongest individual contributions to the distribution of alpine tundra plants, with the importance of horizontal interaction variables exceeding that of vertical interaction variables. These results were consistent across three modeling techniques, for both species occurrence and cover, demonstrating the pattern to be robust. Thus, the explicit consideration of multiple biotic interactions reveals that plant-plant interactions exert control over the fine-scale distribution of vascular species that is comparable to abiotic drivers and considerably stronger than herbivores in this low-energy system.

Multi-parametric evaluation of sit-to-stand and stand-to-sit transitions in elderly people.

The aim of this study was to extract multi-parametric measures characterizing different features of sit-to-stand (Si-St) and stand-to-sit (St-Si) transitions in older persons, using a single inertial sensor attached to the chest. Investigated parameters were transition's duration, range of trunk tilt, smoothness of transition pattern assessed by its fractal dimension, and trunk movement's dynamic described by local wavelet energy. A measurement protocol with a Si-St followed by a St-Si postural transition was performed by two groups of participants: the first group (N=79) included Frail Elderly subjects admitted to a post-acute rehabilitation facility and the second group (N=27) were healthy community-dwelling elderly persons. Subjects were also evaluated with Tinetti's POMA scale. Compared to Healthy Elderly persons, frail group at baseline had significantly longer Si-St (3.85±1.04 vs. 2.60±0.32, p=0.001) and St-Si (4.08±1.21 vs. 2.81±0.36, p=0.001) transition's duration. Frail older persons also had significantly decreased smoothness of Si-St transition pattern (1.36±0.07 vs. 1.21±0.05, p=0.001) and dynamic of trunk movement. Measurements after three weeks of rehabilitation in frail older persons showed that smoothness of transition pattern had the highest improvement effect size (0.4) and discriminative performance. These results demonstrate the potential interest of such parameters to distinguish older subjects with different functional and health conditions.