Additive functions in boolean models of gene regulatory network modules.

Gene-on-gene regulations are key components of every living organism. Dynamical abstract models of genetic regulatory networks help explain the genome's evolvability and robustness. These properties can be attributed to the structural topology of the graph formed by genes, as vertices, and regulatory interactions, as edges. Moreover, the actual gene interaction of each gene is believed to play a key role in the stability of the structure. With advances in biology, some effort was deployed to develop update functions in Boolean models that include recent knowledge. We combine real-life gene interaction networks with novel update functions in a Boolean model. We use two sub-networks of biological organisms, the yeast cell-cycle and the mouse embryonic stem cell, as topological support for our system. On these structures, we substitute the original random update functions by a novel threshold-based dynamic function in which the promoting and repressing effect of each interaction is considered. We use a third real-life regulatory network, along with its inferred Boolean update functions to validate the proposed update function. Results of this validation hint to increased biological plausibility of the threshold-based function. To investigate the dynamical behavior of this new model, we visualized the phase transition between order and chaos into the critical regime using Derrida plots. We complement the qualitative nature of Derrida plots with an alternative measure, the criticality distance, that also allows to discriminate between regimes in a quantitative way. Simulation on both real-life genetic regulatory networks show that there exists a set of parameters that allows the systems to operate in the critical region. This new model includes experimentally derived biological information and recent discoveries, which makes it potentially useful to guide experimental research. The update function confers additional realism to the model, while reducing the complexity and solution space, thus making it easier to investigate.

Stability of cascade networks via fluid models

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Study and implementation of some quantitative trading models

Quantitative or algorithmic trading is the automatization of investments decisions obeying a fixed or dynamic sets of rules to determine trading orders. It has increasingly made its way up to 70% of the trading volume of one of the biggest financial markets such as the New York Stock Exchange (NYSE). However, there is not a signi cant amount of academic literature devoted to it due to the private nature of investment banks and hedge funds. This projects aims to review the literature and discuss the models available in a subject that publications are scarce and infrequently. We review the basic and fundamental mathematical concepts needed for modeling financial markets such as: stochastic processes, stochastic integration and basic models for prices and spreads dynamics necessary for building quantitative strategies. We also contrast these models with real market data with minutely sampling frequency from the Dow Jones Industrial Average (DJIA). Quantitative strategies try to exploit two types of behavior: trend following or mean reversion. The former is grouped in the so-called technical models and the later in the so-called pairs trading. Technical models have been discarded by financial theoreticians but we show that they can be properly cast into a well defined scientific predictor if the signal generated by them pass the test of being a Markov time. That is, we can tell if the signal has occurred or not by examining the information up to the current time; or more technically, if the event is F_t-measurable. On the other hand the concept of pairs trading or market neutral strategy is fairly simple. However it can be cast in a variety of mathematical models ranging from a method based on a simple euclidean distance, in a co-integration framework or involving stochastic differential equations such as the well-known Ornstein-Uhlenbeck mean reversal ODE and its variations. A model for forecasting any economic or financial magnitude could be properly defined with scientific rigor but it could also lack of any economical value and be considered useless from a practical point of view. This is why this project could not be complete without a backtesting of the mentioned strategies. Conducting a useful and realistic backtesting is by no means a trivial exercise since the \laws" that govern financial markets are constantly evolving in time. This is the reason because we make emphasis in the calibration process of the strategies' parameters to adapt the given market conditions. We find out that the parameters from technical models are more volatile than their counterpart form market neutral strategies and calibration must be done in a high-frequency sampling manner to constantly track the currently market situation. As a whole, the goal of this project is to provide an overview of a quantitative approach to investment reviewing basic strategies and illustrating them by means of a back-testing with real financial market data. The sources of the data used in this project are Bloomberg for intraday time series and Yahoo! for daily prices. All numeric computations and graphics used and shown in this project were implemented in MATLAB^R scratch from scratch as a part of this thesis. No other mathematical or statistical software was used.

Modelling world investment markets using threshold conditional correlation models

In this paper we propose a parsimonious regime-switching approach to model the correlations between assets, the threshold conditional correlation (TCC) model. This method allows the dynamics of the correlations to change from one state (or regime) to another as a function of observable transition variables. Our model is similar in spirit to Silvennoinen and Teräsvirta (2009) and Pelletier (2006) but with the appealing feature that it does not suffer from the course of dimensionality. In particular, estimation of the parameters of the TCC involves a simple grid search procedure. In addition, it is easy to guarantee a positive definite correlation matrix because the TCC estimator is given by the sample correlation matrix, which is positive definite by construction. The methodology is illustrated by evaluating the behaviour of international equities, govenrment bonds and major exchange rates, first separately and then jointly. We also test and allow for different parts in the correlation matrix to be governed by different transition variables. For this, we estimate a multi-threshold TCC specification. Further, we evaluate the economic performance of the TCC model against a constant conditional correlation (CCC) estimator using a Diebold-Mariano type test. We conclude that threshold correlation modelling gives rise to a significant reduction in portfolio´s variance.

Construcción y validación del cuestionario G_Clinic para medir la satisfacción laboral en profesionales de enfermería de las unidades de gestión clínica.

BACKGROUND Job satisfaction of nurses is a determinant factor in the quality and organizational adaptation of clinical management models in the current socio-economic context. The aim of this study was to construct and validate a questionnaire to measure job satisfaction of nurses in the Clinical Management Units in the Andalusian Public Health System. METHODS Clinimetric and cross-sectional study with a sample of 314 nurses of two university hospitals from Seville. Nurses were surveyed in 2011, from March to June. We used the Font Roja questionnaire adapted to our study variables. We performed analyses of correlations, reliability and construct validity, using exploratory factor analysis (EFA) and confirmatory factor analysis (CFA) to test the a priori model. RESULTS The end questionnaire consists of 10 items, whose internal consistency was 0.75, with a percentage of variance explaining of 63.67%. CFA confirmed 4 dimensions (work environment, work relationships, motivation, and recognition): significant χ2 (p < .001); χ2/gl = 2.013; GFI= 0.958, RMR = 0.055 y RMSEA = 0.057; AGFI = 0.927, NFI = 0.878, TLI = 0.902, CFI =0.933 e IFI = 0.935; AIC = 132.486 y ECVI = 0.423. CONCLUSION This new questionnaire (G_Clinic) improves clinimetric values of the Font Roja questionnaire, because it reduces the number of items, improves the reliability of the dimensions, increases the value of variance explained, and allows knowing job satisfaction of nurses in clinical managementt.

Large-scale analysis of orthologs and paralogs under covarion-like and constant-but-different models of amino acid evolution.

Functional divergence between homologous proteins is expected to affect amino acid sequences in two main ways, which can be considered as proxies of biochemical divergence: a "covarion-like" pattern of correlated changes in evolutionary rates, and switches in conserved residues ("conserved but different"). Although these patterns have been used in case studies, a large-scale analysis is needed to estimate their frequency and distribution. We use a phylogenomic framework of animal genes to answer three questions: 1) What is the prevalence of such patterns? 2) Can we link such patterns at the amino acid level with selection inferred at the codon level? 3) Are patterns different between paralogs and orthologs? We find that covarion-like patterns are more frequently detected than "constant but different," but that only the latter are correlated with signal for positive selection. Finally, there is no obvious difference in patterns between orthologs and paralogs.

Reaching for the Holy Grail: insights from infection/cure models on the prospects for vaccines for Trypanosoma cruziinfection

Prevention of Trypanosoma cruzi infection in mammals likely depends on either prevention of the invading trypomastigotes from infecting host cells or the rapid recognition and killing of the newly infected cells byT. cruzi-specific T cells. We show here that multiple rounds of infection and cure (by drug therapy) fails to protect mice from reinfection, despite the generation of potent T cell responses. This disappointing result is similar to that obtained with many other vaccine protocols used in attempts to protect animals from T. cruziinfection. We have previously shown that immune recognition ofT. cruziinfection is significantly delayed both at the systemic level and at the level of the infected host cell. The systemic delay appears to be the result of a stealth infection process that fails to trigger substantial innate recognition mechanisms while the delay at the cellular level is related to the immunodominance of highly variable gene family proteins, in particular those of the trans-sialidase family. Here we discuss how these previous studies and the new findings herein impact our thoughts on the potential of prophylactic vaccination to serve a productive role in the prevention of T. cruziinfection and Chagas disease.

The MicroArray Quality Control (MAQC)-II study of common practices for the development and validation of microarray-based predictive models.

Gene expression data from microarrays are being applied to predict preclinical and clinical endpoints, but the reliability of these predictions has not been established. In the MAQC-II project, 36 independent teams analyzed six microarray data sets to generate predictive models for classifying a sample with respect to one of 13 endpoints indicative of lung or liver toxicity in rodents, or of breast cancer, multiple myeloma or neuroblastoma in humans. In total, >30,000 models were built using many combinations of analytical methods. The teams generated predictive models without knowing the biological meaning of some of the endpoints and, to mimic clinical reality, tested the models on data that had not been used for training. We found that model performance depended largely on the endpoint and team proficiency and that different approaches generated models of similar performance. The conclusions and recommendations from MAQC-II should be useful for regulatory agencies, study committees and independent investigators that evaluate methods for global gene expression analysis.

Neuronal in vitro models for the estimation of acute systemic toxicity.

The objective of the EU funded integrated project "ACuteTox" is to develop a strategy in which general cytotoxicity, together with organ-specific endpoints and biokinetic features, are taken into consideration in the in vitro prediction of oral acute systemic toxicity. With regard to the nervous system, the effects of 23 reference chemicals were tested with approximately 50 endpoints, using a neuronal cell line, primary neuronal cell cultures, brain slices and aggregated brain cell cultures. Comparison of the in vitro neurotoxicity data with general cytotoxicity data generated in a non-neuronal cell line and with in vivo data such as acute human lethal blood concentration, revealed that GABA(A) receptor function, acetylcholine esterase activity, cell membrane potential, glucose uptake, total RNA expression and altered gene expression of NF-H, GFAP, MBP, HSP32 and caspase-3 were the best endpoints to use for further testing with 36 additional chemicals. The results of the second analysis showed that no single neuronal endpoint could give a perfect improvement in the in vitro-in vivo correlation, indicating that several specific endpoints need to be analysed and combined with biokinetic data to obtain the best correlation with in vivo acute toxicity.

Let's talk: public evaluation of large projects: variational inequialities, bilevel programming and complementarity. a survey

Large projects evaluation rises well known difficulties because -by definition- they modify the current price system; their public evaluation presents additional difficulties because they modify too existing shadow prices without the project. This paper analyzes -first- the basic methodologies applied until late 80s., based on the integration of projects in optimization models or, alternatively, based on iterative procedures with information exchange between two organizational levels. New methodologies applied afterwards are based on variational inequalities, bilevel programming and linear or nonlinear complementarity. Their foundations and different applications related with project evaluation are explored. As a matter of fact, these new tools are closely related among them and can treat more complex cases involving -for example- the reaction of agents to policies or the existence of multiple agents in an environment characterized by common functions representing demands or constraints on polluting emissions.

Two-sided learning in new keynesian models: dynamics, (lack of) convergence and the value of information

This paper investigates the role of learning by private agents and the central bank (two-sided learning) in a New Keynesian framework in which both sides of the economy have asymmetric and imperfect knowledge about the true data generating process. We assume that all agents employ the data that they observe (which may be distinct for different sets of agents) to form beliefs about unknown aspects of the true model of the economy, use their beliefs to decide on actions, and revise these beliefs through a statistical learning algorithm as new information becomes available. We study the short-run dynamics of our model and derive its policy recommendations, particularly with respect to central bank communications. We demonstrate that two-sided learning can generate substantial increases in volatility and persistence, and alter the behavior of the variables in the model in a signifficant way. Our simulations do not converge to a symmetric rational expectations equilibrium and we highlight one source that invalidates the convergence results of Marcet and Sargent (1989). Finally, we identify a novel aspect of central bank communication in models of learning: communication can be harmful if the central bank's model is substantially mis-specified

Probabilistic models to assist maintenance of multiple instruments

The paper discusses maintenance challenges of organisations with a huge number of devices and proposes the use of probabilistic models to assist monitoring and maintenance planning. The proposal assumes connectivity of instruments to report relevant features for monitoring. Also, the existence of enough historical registers with diagnosed breakdowns is required to make probabilistic models reliable and useful for predictive maintenance strategies based on them. Regular Markov models based on estimated failure and repair rates are proposed to calculate the availability of the instruments and Dynamic Bayesian Networks are proposed to model cause-effect relationships to trigger predictive maintenance services based on the influence between observed features and previously documented diagnostics

The generation and re-generation of social capital and enterprises in multi-stakeholders social cooperative enterprises: a system dynamic approach

Theories on social capital and on social entrepreneurship have mainly highlighted the attitude of social capital to generate enterprises and to foster good relations between third sector organizations and the public sector. This paper considers the social capital in a specific third sector enterprise; here, multi-stakeholder social cooperatives are seen, at the same time, as social capital results, creators and incubators. In the particular enterprises that identify themselves as community social enterprises, social capital, both as organizational and relational capital, is fundamental: SCEs arise from but also produce and disseminate social capital. This paper aims to improve the building of relational social capital and the refining of helpful relations drawn from other arenas, where they were created and from where they are sometimes transferred to other realities, where their role is carried on further (often working in non-profit, horizontally and vertically arranged groups, where they share resources and relations). To represent this perspective, we use a qualitative system dynamic approach in which social capital is measured using proxies. Cooperation of volunteers, customers, community leaders and third sector local organizations is fundamental to establish trust relations between public local authorities and cooperatives. These relations help the latter to maintain long-term contracts with local authorities as providers of social services and enable them to add innovation to their services, by developing experiences and management models and maintaining an interchange with civil servants regarding these matters. The long-term relations and the organizational relations linking SCEs and public organizations help to create and to renovate social capital. Thus, multi-stakeholder cooperatives originated via social capital developed in third sector organizations produce new social capital within the cooperatives themselves and between different cooperatives (entrepreneurial components of the third sector) and the public sector. In their entrepreneurial life, cooperatives have to contrast the "working drift," as a result of which only workers remain as members of the cooperative, while other stakeholders leave the organization. Those who are not workers in the cooperative are (stake)holders with "weak ties," who are nevertheless fundamental in making a worker's cooperative an authentic social multi-stakeholders cooperative. To maintain multi-stakeholder governance and the relations with third sector and civil society, social cooperatives have to reinforce participation and dialogue with civil society through ongoing efforts to include people that provide social proposals. We try to represent these processes in a system dynamic model applied to local cooperatives, measuring the social capital created by the social cooperative through proxies, such as number of volunteers and strong cooperation with public institutions. Using a reverse-engineering approach, we can individuate the determinants of the creation of social capital and thereby give support to governance that creates social capital.