828 resultados para factor structure
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Thesis (Ph.D.)--University of Washington, 2016-06
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The protein Ezrin, is a member of the ERM family (Ezrin, Radixin and Moesin) that links the F-actin to the plasma membrane. The protein is made of three domains namely the FERM domain, a central α-helical domain and the CERMAD domain. The residues in Ezrin such as Ser66, Tyr145, Tyr353 and Tyr477 regulate the function of the protein through phosphorylation. The protein is found in two distinct conformations of active and dormant (inactive) state. The initial step during the conformation change is the breakage of intramolecular interaction in dormant Ezrin by phosphorylation of residue Thr567. The dormant structure of human Ezrin was predicted computationally since only partial active form structure was available. The validation analysis showed that 99.7% residues were positioned in favored, allowed and generously allowed regions of the Ramachandran plot. The Z-score of Ezrin was −7.36, G-factor was 0.1, and the QMEAN score of the model was 0.61 indicating a good model for human Ezrin. The comparison of the conformations of the activated and dormant Ezrin showed a major shift in the F2 lobe (residues 142-149 and 161-177) while changes in the conformation induced mobility shifts in lobe F3 (residues 261 to 267). The 3D positions of the phosphorylation sites Tyr145, Tyr353, Tyr477, Tyr482 and Thr567 were also located. Using targeted molecular dynamic simulation, the molecular movements during conformational change from active to dormant were visualized. The dormant Ezrin auto-inhibits itself by a head-to-tail interaction of the N-terminal and C-terminal residues. The trajectory shows the breakage of the interactions and mobility of the CERMAD domain away from the FERM domain. Protein docking and clustering analysis were used to predict the residues involved in the interaction between dormant Ezrin and mTOR. Residues Tyr477 and Tyr482 were found to be involved in interaction with mTOR.
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This PhD thesis contains three main chapters on macro finance, with a focus on the term structure of interest rates and the applications of state-of-the-art Bayesian econometrics. Except for Chapter 1 and Chapter 5, which set out the general introduction and conclusion, each of the chapters can be considered as a standalone piece of work. In Chapter 2, we model and predict the term structure of US interest rates in a data rich environment. We allow the model dimension and parameters to change over time, accounting for model uncertainty and sudden structural changes. The proposed timevarying parameter Nelson-Siegel Dynamic Model Averaging (DMA) predicts yields better than standard benchmarks. DMA performs better since it incorporates more macro-finance information during recessions. The proposed method allows us to estimate plausible realtime term premia, whose countercyclicality weakened during the financial crisis. Chapter 3 investigates global term structure dynamics using a Bayesian hierarchical factor model augmented with macroeconomic fundamentals. More than half of the variation in the bond yields of seven advanced economies is due to global co-movement. Our results suggest that global inflation is the most important factor among global macro fundamentals. Non-fundamental factors are essential in driving global co-movements, and are closely related to sentiment and economic uncertainty. Lastly, we analyze asymmetric spillovers in global bond markets connected to diverging monetary policies. Chapter 4 proposes a no-arbitrage framework of term structure modeling with learning and model uncertainty. The representative agent considers parameter instability, as well as the uncertainty in learning speed and model restrictions. The empirical evidence shows that apart from observational variance, parameter instability is the dominant source of predictive variance when compared with uncertainty in learning speed or model restrictions. When accounting for ambiguity aversion, the out-of-sample predictability of excess returns implied by the learning model can be translated into significant and consistent economic gains over the Expectations Hypothesis benchmark.
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A detailed non-equilibrium state diagram of shape-anisotropic particle fluids is constructed. The effects of particle shape are explored using Naive Mode Coupling Theory (NMCT), and a single particle Non-linear Langevin Equation (NLE) theory. The dynamical behavior of non-ergodic fluids are discussed. We employ a rotationally frozen approach to NMCT in order to determine a transition to center of mass (translational) localization. Both ideal and kinetic glass transitions are found to be highly shape dependent, and uniformly increase with particle dimensionality. The glass transition volume fraction of quasi 1- and 2- dimensional particles fall monotonically with the number of sites (aspect ratio), while 3-dimensional particles display a non-monotonic dependence of glassy vitrification on the number of sites. Introducing interparticle attractions results in a far more complex state diagram. The ideal non-ergodic boundary shows a glass-fluid-gel re-entrance previously predicted for spherical particle fluids. The non-ergodic region of the state diagram presents qualitatively different dynamics in different regimes. They are qualified by the different behaviors of the NLE dynamic free energy. The caging dominated, repulsive glass regime is characterized by long localization lengths and barrier locations, dictated by repulsive hard core interactions, while the bonding dominated gel region has short localization lengths (commensurate with the attraction range), and barrier locations. There exists a small region of the state diagram which is qualified by both glassy and gel localization lengths in the dynamic free energy. A much larger (high volume fraction, and high attraction strength) region of phase space is characterized by short gel-like localization lengths, and long barrier locations. The region is called the attractive glass and represents a 2-step relaxation process whereby a particle first breaks attractive physical bonds, and then escapes its topological cage. The dynamic fragility of fluids are highly particle shape dependent. It increases with particle dimensionality and falls with aspect ratio for quasi 1- and 2- dimentional particles. An ultralocal limit analysis of the NLE theory predicts universalities in the behavior of relaxation times, and elastic moduli. The equlibrium phase diagram of chemically anisotropic Janus spheres and Janus rods are calculated employing a mean field Random Phase Approximation. The calculations for Janus rods are corroborated by the full liquid state Reference Interaction Site Model theory. The Janus particles consist of attractive and repulsive regions. Both rods and spheres display rich phase behavior. The phase diagrams of these systems display fluid, macrophase separated, attraction driven microphase separated, repulsion driven microphase separated and crystalline regimes. Macrophase separation is predicted in highly attractive low volume fraction systems. Attraction driven microphase separation is charaterized by long length scale divergences, where the ordering length scale determines the microphase ordered structures. The ordering length scale of repulsion driven microphase separation is determined by the repulsive range. At the high volume fractions, particles forgo the enthalpic considerations of attractions and repulsions to satisfy hard core constraints and maximize vibrational entropy. This results in site length scale ordering in rods, and the sphere length scale ordering in Janus spheres, i.e., crystallization. A change in the Janus balance of both rods and spheres results in quantitative changes in spinodal temperatures and the position of phase boundaries. However, a change in the block sequence of Janus rods causes qualitative changes in the type of microphase ordered state, and induces prominent features (such as the Lifshitz point) in the phase diagrams of these systems. A detailed study of the number of nearest neighbors in Janus rod systems reflect a deep connection between this local measure of structure, and the structure factor which represents the most global measure of order.
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This PhD thesis contains three main chapters on macro finance, with a focus on the term structure of interest rates and the applications of state-of-the-art Bayesian econometrics. Except for Chapter 1 and Chapter 5, which set out the general introduction and conclusion, each of the chapters can be considered as a standalone piece of work. In Chapter 2, we model and predict the term structure of US interest rates in a data rich environment. We allow the model dimension and parameters to change over time, accounting for model uncertainty and sudden structural changes. The proposed time-varying parameter Nelson-Siegel Dynamic Model Averaging (DMA) predicts yields better than standard benchmarks. DMA performs better since it incorporates more macro-finance information during recessions. The proposed method allows us to estimate plausible real-time term premia, whose countercyclicality weakened during the financial crisis. Chapter 3 investigates global term structure dynamics using a Bayesian hierarchical factor model augmented with macroeconomic fundamentals. More than half of the variation in the bond yields of seven advanced economies is due to global co-movement. Our results suggest that global inflation is the most important factor among global macro fundamentals. Non-fundamental factors are essential in driving global co-movements, and are closely related to sentiment and economic uncertainty. Lastly, we analyze asymmetric spillovers in global bond markets connected to diverging monetary policies. Chapter 4 proposes a no-arbitrage framework of term structure modeling with learning and model uncertainty. The representative agent considers parameter instability, as well as the uncertainty in learning speed and model restrictions. The empirical evidence shows that apart from observational variance, parameter instability is the dominant source of predictive variance when compared with uncertainty in learning speed or model restrictions. When accounting for ambiguity aversion, the out-of-sample predictability of excess returns implied by the learning model can be translated into significant and consistent economic gains over the Expectations Hypothesis benchmark.
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Background: Recent publications show that smoking and alcohol use among adolescents with unplanned pregnancy is increasing and the causes need to be further studied. Objective: To determine the association between living in a non-intact family household and the presence of smokers and consumers of alcoholic beverages in the adolescents’ environment with smoking and consuming alcoholic beverages in adolescents with unplanned pregnancies. Methods: A cross-sectional study was carried out among 785 pregnant adolescents, aged 13-19 years. Data was collected by trained interviewers using a self-administered questionnaire. The association was determined using multivariate logistic regression analysis. Results: In adolescents with unplanned pregnancies, the prevalence of active smoking was 21.2% and of alcohol consumption, 41.5%. The percentage of smoking at home was 57.4% and alcohol consumption, 77.5%. Approximately, 80.3% of adolescents with unplanned pregnancies had friends who smoked and 90.6% consumed alcoholic beverages. Multivariate logistic regression analysis shows that having friends who smoke or who consume alcoholic beverages is the most important risk factor for substance use in adolescents with unplanned pregnancies. Smoking and alcohol consumption at home are not associated with smoking in adolescents with unplanned pregnancies. Conclusion: Socializing with friends who smoke and/or consume alcoholic beverages constitutes the most important risk factor for substance use among adolescents with unplanned pregnancies.
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The electromagnetic form factors are the most fundamental observables that encode information about the internal structure of the nucleon. The electric ($G_{E}$) and the magnetic ($G_{M}$) form factors contain information about the spatial distribution of the charge and magnetization inside the nucleon. A significant discrepancy exists between the Rosenbluth and the polarization transfer measurements of the electromagnetic form factors of the proton. One possible explanation for the discrepancy is the contributions of two-photon exchange (TPE) effects. Theoretical calculations estimating the magnitude of the TPE effect are highly model dependent, and limited experimental evidence for such effects exists. Experimentally, the TPE effect can be measured by comparing the ratio of positron-proton elastic scattering cross section to that of the electron-proton $\large(R = \frac{\sigma (e^{+}p)}{\sigma (e^{-}p)}\large)$. The ratio $R$ was measured over a wide range of kinematics, utilizing a 5.6 GeV primary electron beam produced by the Continuous Electron Beam Accelerator Facility (CEBAF) at Jefferson Lab. This dissertation explored dependence of $R$ on kinematic variables such as squared four-momentum transfer ($Q^{2}$) and the virtual photon polarization parameter ($\varepsilon$). A mixed electron-positron beam was produced from the primary electron beam in experimental Hall B. The mixed beam was scattered from a liquid hydrogen (LH$_{2}$) target. Both the scattered lepton and the recoil proton were detected by the CEBAF Large Acceptance Spectrometer (CLAS). The elastic events were then identified by using elastic scattering kinematics. This work extracted the $Q^{2}$ dependence of $R$ at high $\varepsilon$ ($\varepsilon > $ 0.8) and the $\varepsilon$ dependence of $R$ at $\langle Q^{2} \rangle \approx 0.85$ GeV$^{2}$. In these kinematics, our data confirm the validity of the hadronic calculations of the TPE effect by Blunden, Melnitchouk, and Tjon. This hadronic TPE effect, with additional corrections contributed by higher excitations of the intermediate state nucleon, largely reconciles the Rosenbluth and the polarization transfer measurements of the electromagnetic form factors.
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This work presents an optical non-contact technique to evaluate the fatigue damage state of CFRP structures measuring the irregularity factor of the surface. This factor includes information about surface topology and can be measured easily on field, by techniques such as optical perfilometers. The surface irregularity factor has been correlated with stiffness degradation, which is a well-accepted parameter for the evaluation of the fatigue damage state of composite materials. Constant amplitude fatigue loads (CAL) and realistic variable amplitude loads (VAL), representative of real in- flight conditions, have been applied to “dog bone” shaped tensile specimens. It has been shown that the measurement of the surface irregularity parameters can be applied to evaluate the damage state of a structure, and that it is independent of the type of fatigue load that has caused the damage. As a result, this measurement technique is applicable for a wide range of inspections of composite material structures, from pressurized tanks with constant amplitude loads, to variable amplitude loaded aeronautical structures such as wings and empennages, up to automotive and other industrial applications.
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A confirmatory attempt is made to assess the validity of a hierarchic structural model of fears. Using a sample comprising 1,980 adult volunteers in Portugal, the present study set out to delineate the multidimensional structure and hierarchic organization of a large set of feared stimuli by contrasting a higher-order model comprising general fear at the highest level against a first-order model and a unitary fear model. Following a refinement of the original model, support was found for a five-factor model on a first-order level, namely (1) Social fears, (2) Agoraphobic fears, (3) Fears of bodily injury, death and illness, (4) Fears of display to aggressive scenes, and (5) Harmless animals fears. These factors in turn loaded on a General fear factor at the second-order level. However, the firstorder model was as parsimonious as a hierarchic higher-order model. The hierarchic model supports a quantitative hierarchic approach which decomposes fear disorders into agoraphobic, social, and specific (animal and bloodinjury) fears.
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We present the first results of a study on meson spectroscopy using a covariant formalism based on the Covariant Spectator Theory. Our approach is derived directly in Minkowski space and it approximates the Bethe–Salpeter equation by taking effectively into account the contributions from both ladder and crossed ladder diagrams in the $q\bar{q}$ interaction kernel. A general Lorentz structure of the kernel is tested and chiral constraints on the kernel are discussed. Results for the pion form factor are also presented.
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We introduce a covariant approach in Minkowski space for the description of quarks and mesons that exhibits both chiral-symmetry breaking and confinement. In a simple model for the interquark interaction, the quark mass function is obtained and used in the calculation of the pion form factor. We study the effects of the mass function and the different quark pole contributions on the pion form factor.
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Purpose: To evaluate psychometric properties of Quinn’s leadership questionnaire (CFV questionnaire; 1988) to the Portuguese health services. Design: Cross-sectional study, using the Quinn’s leadership questionnaire, administered to registered nurses and physicians in Portuguese health care services (N = 687). Method: Self-administered survey applied to two samples. In the first (of convenience; N = 249 Portuguese health professionals) were performed exploratory factor and reliability analysis to the CFV questionnaire. In the second sample (stratified; N = 50 surgical units of 33 Portuguese hospitals) was performed confirmatory factor analysis using LISREL 8.80. Findings: The first sample supported an eight-factor solution accounting for 65.46% of the variance, in an interpretable factorial structure (loadings> .50), with Cronbach’s α upper than .79. This factorial structure, replicated with the second sample, showed reasonable fit for each of the 8 leadership roles, quadrants, and global model. The models evidenced, generally, nomological validity, with scores between good and acceptable (.235 < x2/df < 2.055 e .00 < RMSEA < .077). Conclusions: Quinn’s leadership questionnaire presented good reliability and validity for the eight leadership roles, showing to be suitable for use in hospital health care context. Key-Words: Leadership; Quinn’s CVF questionnaire; health services; Quinn’s competing values.
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The mixed double-decker Eu\[Pc(15C5)4](TPP) (1) was obtained by base-catalysed tetramerisation of 4,5-dicyanobenzo-15-crown-5 using the half-sandwich complex Eu(TPP)(acac) (acac = acetylacetonate), generated in situ, as the template. For comparative studies, the mixed triple-decker complexes Eu2\[Pc(15C5)4](TPP)2 (2) and Eu2\[Pc(15C5)4]2(TPP) (3) were also synthesised by the raise-by-one-story method. These mixed ring sandwich complexes were characterised by various spectroscopic methods. Up to four one-electron oxidations and two one-electron reductions were revealed by cyclic voltammetry (CV) and differential pulse voltammetry (DPV). As shown by electronic absorption and infrared spectroscopy, supramolecular dimers (SM1 and SM3) were formed from the corresponding double-decker 1 and triple-decker 3 in the presence of potassium ions in MeOH/CHCl3.