Black-scholes type equations

In this work we are concerned with the analysis and numerical solution of Black-Scholes type equations arising in the modeling of incomplete financial markets and an inverse problem of determining the local volatility function in a generalized Black-Scholes model from observed option prices. In the first chapter a fully nonlinear Black-Scholes equation which models transaction costs arising in option pricing is discretized by a new high order compact scheme. The compact scheme is proved to be unconditionally stable and non-oscillatory and is very efficient compared to classical schemes. Moreover, it is shown that the finite difference solution converges locally uniformly to the unique viscosity solution of the continuous equation. In the next chapter we turn to the calibration problem of computing local volatility functions from market data in a generalized Black-Scholes setting. We follow an optimal control approach in a Lagrangian framework. We show the existence of a global solution and study first- and second-order optimality conditions. Furthermore, we propose an algorithm that is based on a globalized sequential quadratic programming method and a primal-dual active set strategy, and present numerical results. In the last chapter we consider a quasilinear parabolic equation with quadratic gradient terms, which arises in the modeling of an optimal portfolio in incomplete markets. The existence of weak solutions is shown by considering a sequence of approximate solutions. The main difficulty of the proof is to infer the strong convergence of the sequence. Furthermore, we prove the uniqueness of weak solutions under a smallness condition on the derivatives of the covariance matrices with respect to the solution, but without additional regularity assumptions on the solution. The results are illustrated by a numerical example.

Seeing and feeling the body

Recognizing one’s body as separate from the external world plays a crucial role in detecting external events, and thus in planning adequate reactions to them. In addition, recognizing one’s body as distinct from others’ bodies allows remapping the experiences of others onto one’s sensory system, providing improved social understanding. In line with these assumptions, two well-known multisensory mechanisms demonstrated modulations of somatosensation when viewing both one’s own and someone else’s body: the Visual Enhancement of Touch (VET) and the Visual Remapping of Touch (VRT) effects. Vision of the body, in the former, and vision of the body being touched, in the latter, enhance tactile processing. The present dissertation investigated the multisensory nature of these mechanisms and their neural bases. Further experiments compared these effects for viewing one’s own body or viewing another person’s body. These experiments showed important differences in multisensory processing for one’s own body, and for other bodies, and also highlighted interactions between VET and VRT effects. The present experimental evidence demonstrated that a multisensory representation of one’s body – underlie by a high order fronto-parietal network - sends rapid modulatory feedback to primary somatosensory cortex, thus functionally enhancing tactile processing. These effects were highly spatially-specific, and depended on current body position. In contrast, vision of another person’s body can drive mental representations able to modulate tactile perception without any spatial constraint. Finally, these modulatory effects seem sometimes to interact with high order information, such as emotional content of a face. This allows one’s somatosensory system to adequately modulate perception of external events on the body surface, as a function of its interaction with the emotional state expressed by another individual.

Preparation of new crystal forms via photochemical, mechanochemical and sol-gel methods

This work of thesis involves various aspects of crystal engineering. Chapter 1 focuses on crystals containing crown ether complexes. Aspects such as the possibility of preparing these materials by non-solution methods, i.e. by direct reaction of the solid components, thermal behavior and also isomorphism and interconversion between hydrates are taken into account. In chapter 2 a study is presented aimed to understanding the relationship between hydrogen bonding capability and shape of the building blocks chosen to construct crystals. The focus is on the control exerted by shape on the organization of sandwich cations such as cobalticinium, decamethylcobalticinium and bisbenzenchromium(I) and on the aggregation of monoanions all containing carboxylic and carboxylate groups, into 0-D, 1-D, 2-D and 3-D networks. Reactions conducted in multi-component molecular assemblies or co-crystals have been recognized as a way to control reactivity in the solid state. The [2+2] photodimerization of olefins is a successful demonstration of how templated solid state synthesis can efficiently synthesize unique materials with remarkable stereoselectivity and under environment-friendly conditions. A demonstration of this synthetic strategy is given in chapter 3. The combination of various types of intermolecular linkages, leading to formation of high order aggregation and crystalline materials or to a random aggregation resulting in an amorphous precipitate, may not go to completeness. In such rare cases an aggregation process intermediate between crystalline and amorphous materials is observed, resulting in the formation of a gel, i.e. a viscoelastic solid-like or liquid-like material. In chapter 4 design of new Low Molecular Weight Gelators is presented. Aspects such as the relationships between molecular structure, crystal packing and gelation properties and the application of this kind of gels as a medium for crystal growth of organic molecules, such as APIs, are also discussed.

Stream sediments analysis for geochemical mapping of Romagna Apennines (Northern Italy): monitoring and management tool of environmental resources at various scales

Geochemical mapping is a valuable tool for the control of territory that can be used not only in the identification of mineral resources and geological, agricultural and forestry studies but also in the monitoring of natural resources by giving solutions to environmental and economic problems. Stream sediments are widely used in the sampling campaigns carried out by the world's governments and research groups for their characteristics of broad representativeness of rocks and soils, for ease of sampling and for the possibility to conduct very detailed sampling In this context, the environmental role of stream sediments provides a good basis for the implementation of environmental management measures, in fact the composition of river sediments is an important factor in understanding the complex dynamics that develop within catchment basins therefore they represent a critical environmental compartment: they can persistently incorporate pollutants after a process of contamination and release into the biosphere if the environmental conditions change. It is essential to determine whether the concentrations of certain elements, in particular heavy metals, can be the result of natural erosion of rocks containing high concentrations of specific elements or are generated as residues of human activities related to a certain study area. This PhD thesis aims to extract from an extensive database on stream sediments of the Romagna rivers the widest spectrum of informations. The study involved low and high order stream in the mountain and hilly area, but also the sediments of the floodplain area, where intensive agriculture is active. The geochemical signals recorded by the stream sediments will be interpreted in order to reconstruct the natural variability related to bedrock and soil contribution, the effects of the river dynamics, the anomalous sites, and with the calculation of background values be able to evaluate their level of degradation and predict the environmental risk.

Preparation of cold Mg + ion clouds for sympathetic cooling of highly charged ions at SPECTRAP

Die Elektronen in wasserstoff- und lithium-ähnlichen schweren Ionen sind den extrem starken elektrischen und magnetischen Feldern in der Umgebung des Kerns ausgesetzt. Die Laserspektroskopie der Hyperfeinaufspaltung im Grundzustand des Ions erlaubt daher einen sensitiven Test der Quantenelektrodynamik in starken Feldern insbesondere im magnetischen Sektor. Frühere Messungen an wasserstoffähnlichen Systemen die an einer Elektronenstrahl-Ionenfalle (EBIT) und am Experimentierspeicherring (ESR) der GSI Darmstadt durchgeführt wurden, waren in ihrer Genauigkeit durch zu geringe Statistik, einer starken Dopplerverbreiterung und der großen Unsicherheit in der Ionenenergie limitiert. Das ganze Potential des QED-Tests kann nur dann ausgeschöpft werden, wenn es gelingt sowohl wasserstoff- als auch lithium-ähnliche schwere Ionen mit einer um 2-3 Größenordnung gesteigerten Genauigkeit zu spektroskopieren. Um dies zu erreichen, wird gegenwärtig das neue Penningfallensystem SPECTRAP an der GSI aufgebaut und in Betrieb genommen. Es ist speziell für die Laserspektroskopie an gespeicherten hochgeladenen Ionen optimiert und wird in Zukunft von HITRAP mit nierderenergetischen hochgeladenen Ionen versorgt werden.rnrnSPECTRAP ist eine zylindrische Penningfalle mit axialem Zugang für die Injektion von Ionen und die Einkopplung eines Laserstrahls sowie einem radialen optischen Zugang für die Detektion der Fluoreszenz. Um letzteres zu realisieren ist der supraleitende Magnet als Helmholtz-Spulenpaar ausgelegt. Um die gewünschte Genauigkeit bei der Laserspektroskopie zu erreichen, muss ein effizienter und schneller Kühlprozess für die injizierten hochegeladenen Ionen realisiert werden. Dies kann mittels sympathetischer Kühlung in einer lasergekühlten Wolke leichter Ionen realisiert werden. Im Rahmen dieser Arbeit wurde ein Lasersystem und eine Ionenquelle für die Produktion einer solchen 24Mg+ Ionenwolke aufgebaut und erfolgreich an SPECTRAP in Betrieb genommen. Dazu wurde ein Festkörperlasersystem für die Erzeugung von Licht bei 279.6 nm entworfen und aufgebaut. Es besteht aus einem Faserlaser bei 1118 nm der in zwei aufeinanderfolgenden Frequenzverdopplungsstufen frequenzvervierfacht wird. Die Verdopplerstufen sind als aktiv stabilisierte Resonantoren mit nichtlinearen Kristallen ausgelegt. Das Lasersystem liefert unter optimalen Bedingeungen bis zu 15 mW bei der ultravioletten Wellenlänge und erwies sich während der Teststrahlzeiten an SPECTRAP als ausgesprochen zuverlässig. Desweiteren wurde eine Ionequelle für die gepulste Injektion von Mg+ Ionen in die SPECTRAP Falle entwickelt. Diese basiert auf der Elektronenstoßionisation eines thermischen Mg-Atomstrahls und liefert in der gepulsten Extraktion Ionenbündel mit einer kleinen Impuls- und Energieverteilung. Unter Nutzung des Lasersystems konnten damit an SPECTRAP erstmals Ionenwolken mit bis zu 2600 lasergekühlten Mg Ionen erzeugt werden. Der Nachweis erfolgte sowohl mittels Fluoreszenz als auch mit der FFT-ICR Technik. Aus der Analyse des Fluoreszenz-Linienprofils lässt sich sowohl die Sensitivität auf einzelne gespeicherte Ionen als auch eine erreichte Endtemperatur in der Größenordnung von ≈ 100 mK nach wenigen Sekunden Kühlzeit belegen.

Spins, moments and radii of cd isotopes

The complex nature of the nucleon-nucleon interaction and the wide range of systems covered by the roughly 3000 known nuclides leads to a multitude of effects observed in nuclear structure. Among the most prominent ones is the occurence of shell closures at so-called ”magic numbers”, which are explained by the nuclear shell model. Although the shell model already is on duty for several decades, it is still constantly extended and improved. For this process of extension, fine adjustment and verification, it is important to have experimental data of nuclear properties, especially at crucial points like in the vicinity of shell closures. This is the motivation for the work performed in this thesis: the measurement and analysis of nuclear ground state properties of the isotopic chain of 100−130Cd by collinear laser spectroscopy.rnrnThe experiment was conducted at ISOLDE/CERN using the collinear laser spectroscopy apparatus COLLAPS. This experiment is the continuation of a run on neutral atomic cadmium from A = 106 to A = 126 and extends the measured isotopes to even more exotic species. The required gain in sensitivity is mainly achieved by using a radiofrequency cooler and buncher for background reduction and by using the strong 5s 2S1/2 → 5p 2P3/2 transition in singly ionized Cd. The latter requires a continuous wave laser system with a wavelength of 214.6 nm, which has been developed during this thesis. Fourth harmonic generation of an infrared titanium sapphire laser is achieved by two subsequent cavity-enhanced second harmonic generations, leading to the production of deep-UV laser light up to about 100 mW.rnrnThe acquired data of the Z = 48 Cd isotopes, having one proton pair less than the Z = 50 shell closure at tin, covers the isotopes from N = 52 up to N = 82 and therefore almost the complete region between the neutron shell closures N = 50 and N = 82. The isotope shifts and the hyperfine structures of these isotopes have been recorded and the magnetic dipole moments, the electric quadrupole moments, spins and changes in mean square charge radii are extracted. The obtained data reveal among other features an extremely linear behaviour of the quadrupole moments of the I = 11/2− isomeric states and a parabolic development in differences in mean square nuclear charge radii between ground and isomeric state. The development of charge radii between the shell closures is smooth, exposes a regular odd-even staggering and can be described and interpreted in the model of Zamick and Thalmi.

Diskontinuierliche Galerkin-Verfahren für die operationelle Wettervorhersage

In dieser Arbeit wird ein neuer Dynamikkern entwickelt und in das bestehendernnumerische Wettervorhersagesystem COSMO integriert. Für die räumlichernDiskretisierung werden diskontinuierliche Galerkin-Verfahren (DG-Verfahren)rnverwendet, für die zeitliche Runge-Kutta-Verfahren. Hierdurch ist ein Verfahrenrnhoher Ordnung einfach zu realisieren und es sind lokale Erhaltungseigenschaftenrnder prognostischen Variablen gegeben. Der hier entwickelte Dynamikkern verwendetrngeländefolgende Koordinaten in Erhaltungsform für die Orographiemodellierung undrnkoppelt das DG-Verfahren mit einem Kessler-Schema für warmen Niederschlag. Dabeirnwird die Fallgeschwindigkeit des Regens, nicht wie üblich implizit imrnKessler-Schema diskretisiert, sondern explizit im Dynamikkern. Hierdurch sindrndie Zeitschritte der Parametrisierung für die Phasenumwandlung des Wassers undrnfür die Dynamik vollständig entkoppelt, wodurch auch sehr große Zeitschritte fürrndie Parametrisierung verwendet werden können. Die Kopplung ist sowohl fürrnOperatoraufteilung, als auch für Prozessaufteilung realisiert.rnrnAnhand idealisierter Testfälle werden die Konvergenz und die globalenrnErhaltungseigenschaften des neu entwickelten Dynamikkerns validiert. Die Massernwird bis auf Maschinengenauigkeit global erhalten. Mittels Bergüberströmungenrnwird die Orographiemodellierung validiert. Die verwendete Kombination ausrnDG-Verfahren und geländefolgenden Koordinaten ermöglicht die Behandlung vonrnsteileren Bergen, als dies mit dem auf Finite-Differenzenverfahren-basierendenrnDynamikkern von COSMO möglich ist. Es wird gezeigt, wann die vollernTensorproduktbasis und wann die Minimalbasis vorteilhaft ist. Die Größe desrnEinflusses auf das Simulationsergebnis der Verfahrensordnung, desrnParametrisierungszeitschritts und der Aufteilungsstrategie wirdrnuntersucht. Zuletzt wird gezeigt dass bei gleichem Zeitschritt die DG-Verfahrenrnaufgrund der besseren Skalierbarkeit in der Laufzeit konkurrenzfähig zurnFinite-Differenzenverfahren sind.

Alternative derivative expansion in Functional RG and application

We give a brief review of the Functional Renormalization method in quantum field theory, which is intrinsically non perturbative, in terms of both the Polchinski equation for the Wilsonian action and the Wetterich equation for the generator of the proper verteces. For the latter case we show a simple application for a theory with one real scalar field within the LPA and LPA' approximations. For the first case, instead, we give a covariant "Hamiltonian" version of the Polchinski equation which consists in doing a Legendre transform of the flow for the corresponding effective Lagrangian replacing arbitrary high order derivative of fields with momenta fields. This approach is suitable for studying new truncations in the derivative expansion. We apply this formulation for a theory with one real scalar field and, as a novel result, derive the flow equations for a theory with N real scalar fields with the O(N) internal symmetry. Within this new approach we analyze numerically the scaling solutions for N=1 in d=3 (critical Ising model), at the leading order in the derivative expansion with an infinite number of couplings, encoded in two functions V(phi) and Z(phi), obtaining an estimate for the quantum anomalous dimension with a 10% accuracy (confronting with Monte Carlo results).

The new insight into dynamic crossover in glass forming liquids from the apparent enthalpy analysis

One of the most intriguing phenomena in glass forming systems is the dynamic crossover (T(B)), occurring well above the glass temperature (T(g)). So far, it was estimated mainly from the linearized derivative analysis of the primary relaxation time τ(T) or viscosity η(T) experimental data, originally proposed by Stickel et al. [J. Chem. Phys. 104, 2043 (1996); J. Chem. Phys. 107, 1086 (1997)]. However, this formal procedure is based on the general validity of the Vogel-Fulcher-Tammann equation, which has been strongly questioned recently [T. Hecksher et al. Nature Phys. 4, 737 (2008); P. Lunkenheimer et al. Phys. Rev. E 81, 051504 (2010); J. C. Martinez-Garcia et al. J. Chem. Phys. 134, 024512 (2011)]. We present a qualitatively new way to identify the dynamic crossover based on the apparent enthalpy space (H(a)(') = dlnτ/d(1/T)) analysis via a new plot lnH(a)(') vs. 1∕T supported by the Savitzky-Golay filtering procedure for getting an insight into the noise-distorted high order derivatives. It is shown that depending on the ratio between the "virtual" fragility in the high temperature dynamic domain (m(high)) and the "real" fragility at T(g) (the low temperature dynamic domain, m = m(low)) glass formers can be splitted into two groups related to f < 1 and f > 1, (f = m(high)∕m(low)). The link of this phenomenon to the ratio between the apparent enthalpy and activation energy as well as the behavior of the configurational entropy is indicated.

An integral conservative gridding--algorithm using Hermitian curve interpolation

The problem of re-sampling spatially distributed data organized into regular or irregular grids to finer or coarser resolution is a common task in data processing. This procedure is known as 'gridding' or 're-binning'. Depending on the quantity the data represents, the gridding-algorithm has to meet different requirements. For example, histogrammed physical quantities such as mass or energy have to be re-binned in order to conserve the overall integral. Moreover, if the quantity is positive definite, negative sampling values should be avoided. The gridding process requires a re-distribution of the original data set to a user-requested grid according to a distribution function. The distribution function can be determined on the basis of the given data by interpolation methods. In general, accurate interpolation with respect to multiple boundary conditions of heavily fluctuating data requires polynomial interpolation functions of second or even higher order. However, this may result in unrealistic deviations (overshoots or undershoots) of the interpolation function from the data. Accordingly, the re-sampled data may overestimate or underestimate the given data by a significant amount. The gridding-algorithm presented in this work was developed in order to overcome these problems. Instead of a straightforward interpolation of the given data using high-order polynomials, a parametrized Hermitian interpolation curve was used to approximate the integrated data set. A single parameter is determined by which the user can control the behavior of the interpolation function, i.e. the amount of overshoot and undershoot. Furthermore, it is shown how the algorithm can be extended to multidimensional grids. The algorithm was compared to commonly used gridding-algorithms using linear and cubic interpolation functions. It is shown that such interpolation functions may overestimate or underestimate the source data by about 10-20%, while the new algorithm can be tuned to significantly reduce these interpolation errors. The accuracy of the new algorithm was tested on a series of x-ray CT-images (head and neck, lung, pelvis). The new algorithm significantly improves the accuracy of the sampled images in terms of the mean square error and a quality index introduced by Wang and Bovik (2002 IEEE Signal Process. Lett. 9 81-4).

Hermitian curve interpolation for CT-data re-sampling

Purpose: Development of an interpolation algorithm for re‐sampling spatially distributed CT‐data with the following features: global and local integral conservation, avoidance of negative interpolation values for positively defined datasets and the ability to control re‐sampling artifacts. Method and Materials: The interpolation can be separated into two steps: first, the discrete CT‐data has to be continuously distributed by an analytic function considering the boundary conditions. Generally, this function is determined by piecewise interpolation. Instead of using linear or high order polynomialinterpolations, which do not fulfill all the above mentioned features, a special form of Hermitian curve interpolation is used to solve the interpolation problem with respect to the required boundary conditions. A single parameter is determined, by which the behavior of the interpolation function is controlled. Second, the interpolated data have to be re‐distributed with respect to the requested grid. Results: The new algorithm was compared with commonly used interpolation functions based on linear and second order polynomial. It is demonstrated that these interpolation functions may over‐ or underestimate the source data by about 10%–20% while the parameter of the new algorithm can be adjusted in order to significantly reduce these interpolation errors. Finally, the performance and accuracy of the algorithm was tested by re‐gridding a series of X‐ray CT‐images. Conclusion: Inaccurate sampling values may occur due to the lack of integral conservation. Re‐sampling algorithms using high order polynomialinterpolation functions may result in significant artifacts of the re‐sampled data. Such artifacts can be avoided by using the new algorithm based on Hermitian curve interpolation

MAGNETO-PHOTONIC CRYSTALS FOR OPTICAL SENSING APPLICATIONS

Among the optical structures investigated for optical sensing purpose, a significant amount of research has been conducted on photonic crystal based sensors. A particular advantage of photonic crystal based sensors is that they show superior sensitivity for ultra-small volume sensing. In this study we investigate polarization changes in response to the changes in the cover index of magneto-optic active photonic band gap structures. One-dimensional photonic-band gap structures fabricated on iron garnet materials yield large polarization rotations at the band gap edges. The enhanced polarization effects serve as an excellent tool for chemical sensing showing high degree of sensitivity for photonic crystal cover refractive index changes. The one dimensional waveguide photonic crystals are fabricated on single-layer bismuth-substituted rare earth iron garnet films ((Bi, Y, Lu)3(Fe, Ga)5O12 ) grown by liquid phase epitaxy on gadolinium gallium garnet substrates. Band gaps have been observed where Bragg scattering conditions links forward-going fundamental waveguide modes to backscattered high-order waveguide modes. Large near-band-edge polarization rotations which increase progressively with backscattered-mode order have been experimentally demonstrated for multiple samples with different composition, film thickness and fabrication parameters. Experimental findings are supported by theoretical analysis of Bloch modes polarization states showing that large near stop-band edge rotations are induced by the magneto-photonic crystal. Theoretical and experimental analysis conducted on polarization rotation sensitivity to waveguide photonic crystal cover refractive index changes shows a monotonic enhancement of the rotation with cover index. The sensor is further developed for selective chemical sensing by employing Polypyrrole as the photonic crystal cover layer. Polypyrrole is one of the extensively studied conducting polymers for selective analyte detection. Successful detection of aqueous ammonia and methanol has been achieved with Polypyrrole deposited magneto-photonic crystals.

Multi-Mode Tensor Representation of Motion Data

In this paper, we investigate how a multilinear model can be used to represent human motion data. Based on technical modes (referring to degrees of freedom and number of frames) and natural modes that typically appear in the context of a motion capture session (referring to actor, style, and repetition), the motion data is encoded in form of a high-order tensor. This tensor is then reduced by using N-mode singular value decomposition. Our experiments show that the reduced model approximates the original motion better then previously introduced PCA-based approaches. Furthermore, we discuss how the tensor representation may be used as a valuable tool for the synthesis of new motions.

Symmetry and the polar state of condensed molecular matter

Polar molecular crystals seem to contradict a quantum mechanical statement, according to which no stationary state of a system features a permanent electrical polarization. By stationary we understand here an ensemble for which thermal averaging applies. In the language of statistical mechanics we have thus to ask for the thermal expectation value of the polarization in molecular crystals. Nucleation aggregates and growing crystal surfaces can provide a single degree of freedom for polar molecules required to average the polarization. By means of group theoretical reasoning and Monte Carlo simulations we show that such systems thermalize into a bi-polar state featuring zero bulk polarity. A two domain, i.e. bipolar state is obtained because boundaries are setting up opposing effective electrical fields. Described phenomena can be understood as a process of partial ergodicity-restoring. Experimentally, a bi-polar state of molecular crystals was demonstrated using phase sensitive second harmonic generation and scanning pyroelectric microscopy

NETWORK TOPOLOGY IN HUMAN PROTEIN INTERACTION DATA PREDICTS FUNCTIONAL ASSOCIATION

High-throughput assays, such as yeast two-hybrid system, have generated a huge amount of protein-protein interaction (PPI) data in the past decade. This tremendously increases the need for developing reliable methods to systematically and automatically suggest protein functions and relationships between them. With the available PPI data, it is now possible to study the functions and relationships in the context of a large-scale network. To data, several network-based schemes have been provided to effectively annotate protein functions on a large scale. However, due to those inherent noises in high-throughput data generation, new methods and algorithms should be developed to increase the reliability of functional annotations. Previous work in a yeast PPI network (Samanta and Liang, 2003) has shown that the local connection topology, particularly for two proteins sharing an unusually large number of neighbors, can predict functional associations between proteins, and hence suggest their functions. One advantage of the work is that their algorithm is not sensitive to noises (false positives) in high-throughput PPI data. In this study, we improved their prediction scheme by developing a new algorithm and new methods which we applied on a human PPI network to make a genome-wide functional inference. We used the new algorithm to measure and reduce the influence of hub proteins on detecting functionally associated proteins. We used the annotations of the Gene Ontology (GO) and the Kyoto Encyclopedia of Genes and Genomes (KEGG) as independent and unbiased benchmarks to evaluate our algorithms and methods within the human PPI network. We showed that, compared with the previous work from Samanta and Liang, our algorithm and methods developed in this study improved the overall quality of functional inferences for human proteins. By applying the algorithms to the human PPI network, we obtained 4,233 significant functional associations among 1,754 proteins. Further comparisons of their KEGG and GO annotations allowed us to assign 466 KEGG pathway annotations to 274 proteins and 123 GO annotations to 114 proteins with estimated false discovery rates of <21% for KEGG and <30% for GO. We clustered 1,729 proteins by their functional associations and made pathway analysis to identify several subclusters that are highly enriched in certain signaling pathways. Particularly, we performed a detailed analysis on a subcluster enriched in the transforming growth factor β signaling pathway (P<10-50) which is important in cell proliferation and tumorigenesis. Analysis of another four subclusters also suggested potential new players in six signaling pathways worthy of further experimental investigations. Our study gives clear insight into the common neighbor-based prediction scheme and provides a reliable method for large-scale functional annotations in this post-genomic era.