Modelling diffusion of innovations in a social network

A simple model of diffusion of innovations in a social network with upgrading costs is introduced. Agents are characterized by a single real variable, their technological level. According to local information, agents decide whether to upgrade their level or not, balancing their possible benefit with the upgrading cost. A critical point where technological avalanches display a power-law behavior is also found. This critical point is characterized by a macroscopic observable that turns out to optimize technological growth in the stationary state. Analytical results supporting our findings are found for the globally coupled case.

Estimation of jump-diffusion processes via empirical characteristic functions

Preface The starting point for this work and eventually the subject of the whole thesis was the question: how to estimate parameters of the affine stochastic volatility jump-diffusion models. These models are very important for contingent claim pricing. Their major advantage, availability T of analytical solutions for characteristic functions, made them the models of choice for many theoretical constructions and practical applications. At the same time, estimation of parameters of stochastic volatility jump-diffusion models is not a straightforward task. The problem is coming from the variance process, which is non-observable. There are several estimation methodologies that deal with estimation problems of latent variables. One appeared to be particularly interesting. It proposes the estimator that in contrast to the other methods requires neither discretization nor simulation of the process: the Continuous Empirical Characteristic function estimator (EGF) based on the unconditional characteristic function. However, the procedure was derived only for the stochastic volatility models without jumps. Thus, it has become the subject of my research. This thesis consists of three parts. Each one is written as independent and self contained article. At the same time, questions that are answered by the second and third parts of this Work arise naturally from the issues investigated and results obtained in the first one. The first chapter is the theoretical foundation of the thesis. It proposes an estimation procedure for the stochastic volatility models with jumps both in the asset price and variance processes. The estimation procedure is based on the joint unconditional characteristic function for the stochastic process. The major analytical result of this part as well as of the whole thesis is the closed form expression for the joint unconditional characteristic function for the stochastic volatility jump-diffusion models. The empirical part of the chapter suggests that besides a stochastic volatility, jumps both in the mean and the volatility equation are relevant for modelling returns of the S&P500 index, which has been chosen as a general representative of the stock asset class. Hence, the next question is: what jump process to use to model returns of the S&P500. The decision about the jump process in the framework of the affine jump- diffusion models boils down to defining the intensity of the compound Poisson process, a constant or some function of state variables, and to choosing the distribution of the jump size. While the jump in the variance process is usually assumed to be exponential, there are at least three distributions of the jump size which are currently used for the asset log-prices: normal, exponential and double exponential. The second part of this thesis shows that normal jumps in the asset log-returns should be used if we are to model S&P500 index by a stochastic volatility jump-diffusion model. This is a surprising result. Exponential distribution has fatter tails and for this reason either exponential or double exponential jump size was expected to provide the best it of the stochastic volatility jump-diffusion models to the data. The idea of testing the efficiency of the Continuous ECF estimator on the simulated data has already appeared when the first estimation results of the first chapter were obtained. In the absence of a benchmark or any ground for comparison it is unreasonable to be sure that our parameter estimates and the true parameters of the models coincide. The conclusion of the second chapter provides one more reason to do that kind of test. Thus, the third part of this thesis concentrates on the estimation of parameters of stochastic volatility jump- diffusion models on the basis of the asset price time-series simulated from various "true" parameter sets. The goal is to show that the Continuous ECF estimator based on the joint unconditional characteristic function is capable of finding the true parameters. And, the third chapter proves that our estimator indeed has the ability to do so. Once it is clear that the Continuous ECF estimator based on the unconditional characteristic function is working, the next question does not wait to appear. The question is whether the computation effort can be reduced without affecting the efficiency of the estimator, or whether the efficiency of the estimator can be improved without dramatically increasing the computational burden. The efficiency of the Continuous ECF estimator depends on the number of dimensions of the joint unconditional characteristic function which is used for its construction. Theoretically, the more dimensions there are, the more efficient is the estimation procedure. In practice, however, this relationship is not so straightforward due to the increasing computational difficulties. The second chapter, for example, in addition to the choice of the jump process, discusses the possibility of using the marginal, i.e. one-dimensional, unconditional characteristic function in the estimation instead of the joint, bi-dimensional, unconditional characteristic function. As result, the preference for one or the other depends on the model to be estimated. Thus, the computational effort can be reduced in some cases without affecting the efficiency of the estimator. The improvement of the estimator s efficiency by increasing its dimensionality faces more difficulties. The third chapter of this thesis, in addition to what was discussed above, compares the performance of the estimators with bi- and three-dimensional unconditional characteristic functions on the simulated data. It shows that the theoretical efficiency of the Continuous ECF estimator based on the three-dimensional unconditional characteristic function is not attainable in practice, at least for the moment, due to the limitations on the computer power and optimization toolboxes available to the general public. Thus, the Continuous ECF estimator based on the joint, bi-dimensional, unconditional characteristic function has all the reasons to exist and to be used for the estimation of parameters of the stochastic volatility jump-diffusion models.

Lack of Enantioselectivity in the SULT1A3-catalyzed Sulfoconjugation of Normetanephrine Enantiomers: An In Vitro and Computational Study.

(1R)-Normetanephrine is the natural stereoisomeric substrate for sulfotransferase 1A3 (SULT1A3)-catalyzed sulfonation. Nothing appears known on the enantioselectivity of the reaction despite its potential significance in the metabolism of adrenergic amines and in clinical biochemistry. We confronted the kinetic parameters of the sulfoconjugation of synthetic (1R)-normetanephrine and (1S)-normetanephrine by recombinant human SULT1A3 to a docking model of each normetanephrine enantiomer with SULT1A3 and the 3'-phosphoadenosine-5'-phosphosulfate cofactor on the basis of molecular modeling and molecular dynamics simulations of the stability of the complexes. The K(M) , V(max) , and k(cat) values for the sulfonation of (1R)-normetanephrine, (1S)-normetanephrine, and racemic normetanephrine were similar. In silico models were consistent with these findings as they showed that the binding modes of the two enantiomers were almost identical. In conclusion, SULT1A3 is not substrate-enantioselective toward normetanephrine, an unexpected finding explainable by a mutual adaptability between the ligands and SULT1A3 through an "induced-fit model" in the catalytic pocket. Chirality, 00:000-000, 2012.© 2012 Wiley Periodicals, Inc.

Conserved chromosomal clustering of genes governed by chromatin regulators in Drosophila

Background: The trithorax group (trxG) and Polycomb group (PcG) proteins are responsible for the maintenance of stable transcriptional patterns of many developmental regulators. They bind to specific regions of DNA and direct the post-translational modifications of histones, playing a role in the dynamics of chromatin structure.Results: We have performed genome-wide expression studies of trx and ash2 mutants in Drosophila melanogaster. Using computational analysis of our microarray data, we have identified 25 clusters of genes potentially regulated by TRX. Most of these clusters consist of genes that encode structural proteins involved in cuticle formation. This organization appears to be a distinctive feature of the regulatory networks of TRX and other chromatin regulators, since we have observed the same arrangement in clusters after experiments performed with ASH2, as well as in experiments performed by others with NURF, dMyc, and ASH1. We have also found many of these clusters to be significantly conserved in D. simulans, D. yakuba, D. pseudoobscura and partially in Anopheles gambiae.Conclusion: The analysis of genes governed by chromatin regulators has led to the identification of clusters of functionally related genes conserved in other insect species, suggesting this chromosomal organization is biologically important. Moreover, our results indicate that TRX and other chromatin regulators may act globally on chromatin domains that contain transcriptionally co-regulated genes.

Modelling the evolution and spread of HIV immune escape mutants.

During infection with human immunodeficiency virus (HIV), immune pressure from cytotoxic T-lymphocytes (CTLs) selects for viral mutants that confer escape from CTL recognition. These escape variants can be transmitted between individuals where, depending upon their cost to viral fitness and the CTL responses made by the recipient, they may revert. The rates of within-host evolution and their concordant impact upon the rate of spread of escape mutants at the population level are uncertain. Here we present a mathematical model of within-host evolution of escape mutants, transmission of these variants between hosts and subsequent reversion in new hosts. The model is an extension of the well-known SI model of disease transmission and includes three further parameters that describe host immunogenetic heterogeneity and rates of within host viral evolution. We use the model to explain why some escape mutants appear to have stable prevalence whilst others are spreading through the population. Further, we use it to compare diverse datasets on CTL escape, highlighting where different sources agree or disagree on within-host evolutionary rates. The several dozen CTL epitopes we survey from HIV-1 gag, RT and nef reveal a relatively sedate rate of evolution with average rates of escape measured in years and reversion in decades. For many epitopes in HIV, occasional rapid within-host evolution is not reflected in fast evolution at the population level.

A single point mutation in the pore region of the epithelial Na+ channel changes ion selectivity by modifying molecular sieving.

The epithelial Na+ channel (ENaC) belongs to a new class of channel proteins called the ENaC/DEG superfamily involved in epithelial Na+ transport, mechanotransduction, and neurotransmission. The role of ENaC in Na+ homeostasis and in the control of blood pressure has been demonstrated recently by the identification of mutations in ENaC beta and gamma subunits causing hypertension. The function of ENaC in Na+ reabsorption depends critically on its ability to discriminate between Na+ and other ions like K+ or Ca2+. ENaC is virtually impermeant to K+ ions, and the molecular basis for its high ionic selectivity is largely unknown. We have identified a conserved Ser residue in the second transmembrane domain of the ENaC alpha subunit (alphaS589), which when mutated allows larger ions such as K+, Rb+, Cs+, and divalent cations to pass through the channel. The relative ion permeability of each of the alphaS589 mutants is related inversely to the ionic radius of the permeant ion, indicating that alphaS589 mutations increase the molecular cutoff of the channel by modifying the pore geometry at the selectivity filter. Proper geometry of the pore is required to tightly accommodate Na+ and Li+ ions and to exclude larger cations. We provide evidence that ENaC discriminates between cations mainly on the basis of their size and the energy of dehydration.

Biological activity of ectodysplasin A is conditioned by its collagen and heparan sulfate proteoglycan-binding domains.

Mutations in the TNF family ligand EDA1 cause X-linked hypohidrotic ectodermal dysplasia (XLHED), a condition characterized by defective development of skin appendages. The EDA1 protein displays a proteolytic processing site responsible for its conversion to a soluble form, a collagen domain, and a trimeric TNF homology domain (THD) that binds the receptor EDAR. In-frame deletions in the collagen domain reduced the thermal stability of EDA1. Removal of the collagen domain decreased its activity about 100-fold, as measured with natural and engineered EDA1-responsive cell lines. The collagen domain could be functionally replaced by multimerization domains or by cross-linking antibodies, suggesting that it functions as an oligomerization unit. Surprisingly, mature soluble EDA1 containing the collagen domain was poorly active when administered in newborn, EDA-deficient (Tabby) mice. This was due to a short stretch of basic amino acids located at the N terminus of the collagen domain that confers EDA1 with proteoglycan binding ability. In contrast to wild-type EDA1, EDA1 with mutations in this basic sequence was a potent inducer of tail hair development in vivo. Thus, the collagen domain activates EDA1 by multimerization, whereas the proteoglycan-binding domain may restrict the distribution of endogeneous EDA1 in vivo.

Building a Social Accounting Matrix within the ESA95 Framework: Obtaining a Dataset for Applied General Equilibrium Modelling

This research provides a description of the process followed in order to assemble a "Social Accounting Matrix" for Spain corresponding to the year 2000 (SAMSP00). As argued in the paper, this process attempts to reconcile ESA95 conventions with requirements of applied general equilibrium modelling. Particularly, problems related to the level of aggregation of net taxation data, and to the valuation system used for expressing the monetary value of input-output transactions have deserved special attention. Since the adoption of ESA95 conventions, input-output transactions have been preferably valued at basic prices, which impose additional difficulties on modellers interested in computing applied general equilibrium models. This paper addresses these difficulties by developing a procedure that allows SAM-builders to change the valuation system of input-output transactions conveniently. In addition, this procedure produces new data related to net taxation information.

What drives invasibility? A multi-model inference test and spatial modelling of alien plant species richness patterns in northern Portugal

Understanding and anticipating biological invasions can focus either on traits that favour species invasiveness or on features of the receiving communities, habitats or landscapes that promote their invasibility. Here, we address invasibility at the regional scale, testing whether some habitats and landscapes are more invasible than others by fitting models that relate alien plant species richness to various environmental predictors. We use a multi-model information-theoretic approach to assess invasibility by modelling spatial and ecological patterns of alien invasion in landscape mosaics and testing competing hypotheses of environmental factors that may control invasibility. Because invasibility may be mediated by particular characteristics of invasiveness, we classified alien species according to their C-S-R plant strategies. We illustrate this approach with a set of 86 alien species in Northern Portugal. We first focus on predictors influencing species richness and expressing invasibility and then evaluate whether distinct plant strategies respond to the same or different groups of environmental predictors. We confirmed climate as a primary determinant of alien invasions and as a primary environmental gradient determining landscape invasibility. The effects of secondary gradients were detected only when the area was sub-sampled according to predictions based on the primary gradient. Then, multiple predictor types influenced patterns of alien species richness, with some types (landscape composition, topography and fire regime) prevailing over others. Alien species richness responded most strongly to extreme land management regimes, suggesting that intermediate disturbance induces biotic resistance by favouring native species richness. Land-use intensification facilitated alien invasion, whereas conservation areas hosted few invaders, highlighting the importance of ecosystem stability in preventing invasions. Plants with different strategies exhibited different responses to environmental gradients, particularly when the variations of the primary gradient were narrowed by sub-sampling. Such differential responses of plant strategies suggest using distinct control and eradication approaches for different areas and alien plant groups.

Inhibition of death receptor signals by cellular FLIP.

The widely expressed protein Fas is a member of the tumour necrosis factor receptor family which can trigger apoptosis. However, Fas surface expression does not necessarily render cells susceptible to Fas ligand-induced death signals, indicating that inhibitors of the apoptosis-signalling pathway must exist. Here we report the characterization of an inhibitor of apoptosis, designated FLIP (for FLICE-inhibitory protein), which is predominantly expressed in muscle and lymphoid tissues. The short form, FLIPs, contains two death effector domains and is structurally related to the viral FLIP inhibitors of apoptosis, whereas the long form, FLIP(L), contains in addition a caspase-like domain in which the active-centre cysteine residue is substituted by a tyrosine residue. FLIPs and FLIP(L) interact with the adaptor protein FADD and the protease FLICE, and potently inhibit apoptosis induced by all known human death receptors. FLIP(L) is expressed during the early stage of T-cell activation, but disappears when T cells become susceptible to Fas ligand-mediated apoptosis. High levels of FLIP(L) protein are also detectable in melanoma cell lines and malignant melanoma tumours. Thus FLIP may be implicated in tissue homeostasis as an important regulator of apoptosis.

Volcanic arcs fed by rapid pulsed fluid flow through subducting slabs

At subduction zones, oceanic lithosphere that has interacted with sea water is returned to the mantle, heats up during descent and releases fluids by devolatilization of hydrous minerals. Models for the formation of magmas feeding volcanoes above subduction zones require largescale transport of these fluids into overlying mantle wedges(1-3). Fluid flow also seems to be linked to seismicity in subducting slabs. However, the spatial and temporal scales of this fluid flow remain largely unknown, with suggested timescales ranging from tens to tens of thousands of years(3-5). Here we use the Li-Ca-Sr isotope systems to consider fluid sources and quantitatively constrain the duration of subduction-zone fluid release at similar to 70 km depth within subducting oceanic lithosphere, now exhumed in the Chinese Tianshan Mountains. Using lithium-diffusion modelling, we find that the wall-rock porosity adjacent to the flowpath of the fluids increased ten times above the background level. We show that fluids released by devolatilization travelled through the slab along major conduits in pulses with durations of about similar to 200 years. Thus, although the overall slab dehydration process is continuous over millions of years and over a wide range of pressures and temperatures, we conclude that the fluids produced by dehydration in subducting slabs are mobilized in short-lived, channelized fluid-flow events.

Peroxisome proliferator-activated receptor mediates cross-talk with thyroid hormone receptor by competition for retinoid X receptor. Possible role of a leucine zipper-like heptad repeat.

The peroxisome proliferator-activated receptors (PPAR) and thyroid hormone receptors (TR) are members of the nuclear receptor superfamily, which regulate lipid metabolism and tissue differentiation. In order to bind to DNA and activate transcription, PPAR requires the formation of heterodimers with the retinoid X receptor (RXR). In addition to activating transcription through its own response elements, PPAR is able to selectively down-regulate the transcriptional activity of TR, but not vitamin D receptor. The molecular basis of this functional interaction has not been fully elucidated. By means of site-directed mutagenesis of hPPAR alpha we mapped its inhibitory action on TR to a leucine zipper-like motif in the ligand binding domain of PPAR, which is highly conserved among all subtypes of this receptor and mediates heterodimerization with RXR. Replacement of a single leucine by arginine at position 433 of hPPAR alpha (L433R) abolished heterodimerization of PPAR with RXR and consequently its trans-activating capacity. However, a similar mutation of a leucine residue to arginine at position 422 showed no alteration of heterodimerization, DNA binding, or transcriptional activation. The dimerization deficient mutant L433R was no longer able to inhibit TR action, demonstrating that the selective inhibitory effect of PPAR results from the competition for RXR as well as possibly for other TR-auxiliary proteins. In contrast, abolition of DNA binding by a mutation in the P-box of PPAR (C122S) did not eliminate the inhibition of TR trans-activation, indicating that competition for DNA binding is not involved. Additionally, no evidence for the formation of PPAR:TR heterodimers was found in co-immunoprecipitation experiments. In summary, we have demonstrated that PPAR selectively inhibits the transcriptional activity of TRs by competition for RXR and possibly non-RXR TR-auxiliary proteins. In contrast, this functional interaction is independent of the formation of PPAR:TR heterodimers or competition for DNA binding.

Comparison of microscopic method and computational program for pesticide deposition evaluation of spraying

The main objective of this work was to compare two methods to estimate the deposition of pesticide applied by aerial spraying. Hundred and fifty pieces of water sensitive paper were distributed over an area of 50 m length by 75 m width for sampling droplets sprayed by an aircraft calibrated to apply a spray volume of 32 L/ha. The samples were analysed by visual microscopic method using NG 2 Porton graticule and by an image analyser computer program. The results reached by visual microscopic method were the following: volume median diameter, 398±62 mum; number median diameter, 159±22 mum; droplet density, 22.5±7.0 droplets/cm² and estimated deposited volume, 22.2±9.4 L/ha. The respective ones reached with the computer program were: 402±58 mum, 161±32 mum, 21.9±7.5 droplets/cm² and 21.9±9.2 L/ha. Graphs of the spatial distribution of droplet density and deposited spray volume on the area were produced by the computer program.