933 resultados para algebraic structures of integrable models


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PPAR gamma is a ligand regulated transcriptional factor that modulates the transcription of several genes involved in fat and sugar metabolism. Due to its easy bacterial expression and crystallization, several crystal structures of holo-PPAR gamma have been reported and deposited in the Protein Data Bank. Here, we investigated the three-dimensional electrostatic properties of 55 PPAR gamma ligands and used this information for clustering them through principal component analysis. We found out that, according to their electrostatic potential, these ligands can be separated in three groups, with different binding features. We also observed that non-selective and selective ligands show different 3D electrostatic properties and are separated in different clusters. The relevance of this analysis for the development of new binders is discussed. (C) 2010 Elsevier Masson SAS. All rights reserved.

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The increasing resistance of Mycobacterium tuberculosis to the existing drugs has alarmed the worldwide scientific community. In an attempt to overcome this problem, two models for the design and prediction of new antituberculosis agents were obtained. The first used a mixed approach, containing descriptors based on fragments and the topological substructural molecular design approach (TOPS-MODE) descriptors. The other model used a combination of two-dimensional (2D) and three-dimensional (3D) descriptors. A data set of 167 compounds with great structural variability, 72 of them antituberculosis agents and 95 compounds belonging to other pharmaceutical categories, was analyzed. The first model showed sensitivity, specificity, and accuracy values above 80% and the second one showed values higher than 75% for these statistical indices. Subsequently, 12 structures of imidazoles not included in this study were designed, taking into account the two models. In both cases accuracy was 100%, showing that the methodology in silico developed by us is promising for the rational design of antituberculosis drugs.

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Resol type resins were prepared in alkaline conditions (potassium hydroxide or potassium carbonate) using furfural obtained by acid hydrolysis of abundant renewable resources from agricultural and forestry waste residues. The structures of the resins were fully determined by H-1, C-13, and 2D NMR spectrometries with the help of four models compounds synthesized specially for this study. MALDI-Tof mass spectrometry experiments indicated that a majority of linear oligomers and a minority of cyclic ones constituted them. Composites were prepared with furfural-phenol resins and sisal fibers. These fibers were chosen mainly because they came from natural lignocellulosic material and they presented excellent mechanical microscopy images indicated that the composites displayed excellent adhesion between resin and fibers. Impact strength measurement showed that mild conditions were more suitable to prepare thermosets. Nevertheless, mild conditions induced a high-diffusion coefficient for water absorption by composites. Composites with good properties could be prepared using high proportion of materials obtained from biomass without formaldehyde. (c) 2008 Wiley Periodicals, Inc.

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Arylpiperazine compounds are promising 5-HT1A receptor ligands that can contribute for accelerating the onset of therapeutic effect of selective serotonin reuptake inhibitors. In the present work, the chemometric methods HCA, PCA, KNN, SIMCA and PLS were employed in order to obtain SAR and QSAR models relating the structures of arylpiperazine compounds to their 5-HT1A receptor affinities. A training set of 52 compounds was used to construct the models and the best ones were obtained with nine topological descriptors. The classification and regression models were externally validated by means of predictions for a test set of 14 compounds and have presented good quality, as verified by the correctness of classifications, in the case of pattern recognition studies, and b, the high correlation coefficients (q(2) = 0.76, r(2) = 0.83) and small prediction errors for the PLS regression. Since the results are in good agreement with previous SAR studies, we can suggest that these findings can help in the search for 5-HT1A receptor ligands that are able to improve antidepressant treatment. (c) 2007 Elsevier Masson SAS. All rights reserved.

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Background: The sensitivity to microenvironmental changes varies among animals and may be under genetic control. It is essential to take this element into account when aiming at breeding robust farm animals. Here, linear mixed models with genetic effects in the residual variance part of the model can be used. Such models have previously been fitted using EM and MCMC algorithms. Results: We propose the use of double hierarchical generalized linear models (DHGLM), where the squared residuals are assumed to be gamma distributed and the residual variance is fitted using a generalized linear model. The algorithm iterates between two sets of mixed model equations, one on the level of observations and one on the level of variances. The method was validated using simulations and also by re-analyzing a data set on pig litter size that was previously analyzed using a Bayesian approach. The pig litter size data contained 10,060 records from 4,149 sows. The DHGLM was implemented using the ASReml software and the algorithm converged within three minutes on a Linux server. The estimates were similar to those previously obtained using Bayesian methodology, especially the variance components in the residual variance part of the model. Conclusions: We have shown that variance components in the residual variance part of a linear mixed model can be estimated using a DHGLM approach. The method enables analyses of animal models with large numbers of observations. An important future development of the DHGLM methodology is to include the genetic correlation between the random effects in the mean and residual variance parts of the model as a parameter of the DHGLM.

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Recent investigations of various quantum-gravity theories have revealed a variety of possible mechanisms that lead to Lorentz violation. One of the more elegant of these mechanisms is known as Spontaneous Lorentz Symmetry Breaking (SLSB), where a vector or tensor field acquires a nonzero vacuum expectation value. As a consequence of this symmetry breaking, massless Nambu-Goldstone modes appear with properties similar to the photon in Electromagnetism. This thesis considers the most general class of vector field theories that exhibit spontaneous Lorentz violation-known as bumblebee models-and examines their candidacy as potential alternative explanations of E&M, offering the possibility that Einstein-Maxwell theory could emerge as a result of SLSB rather than of local U(1) gauge invariance. With this aim we employ Dirac's Hamiltonian Constraint Analysis procedure to examine the constraint structures and degrees of freedom inherent in three candidate bumblebee models, each with a different potential function, and compare these results to those of Electromagnetism. We find that none of these models share similar constraint structures to that of E&M, and that the number of degrees of freedom for each model exceeds that of Electromagnetism by at least two, pointing to the potential existence of massive modes or propagating ghost modes in the bumblebee theories.

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This paper develops a family of autoregressive conditional duration (ACD) models that encompasses most specifications in the literature. The nesting relies on a Box-Cox transformation with shape parameter λ to the conditional duration process and a possibly asymmetric shocks impact curve. We establish conditions for the existence of higher-order moments, strict stationarity, geometric ergodicity and β-mixing property with exponential decay. We next derive moment recursion relations and the autocovariance function of the power λ of the duration process. Finally, we assess the practical usefulness of our family of ACD models using NYSE transactions data, with special attention to IBM price durations. The results warrant the extra flexibility provided either by the Box-Cox transformation or by the asymmetric response to shocks.

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This paper develops a family of autoregressive conditional duration (ACD) models that encompasses most specifications in the literature. The nesting relies on a Box-Cox transformation with shape parameter λ to the conditional duration process and a possibly asymmetric shocks impact curve. We establish conditions for the existence of higher-order moments, strict stationarity, geometric ergodicity and β-mixing property with exponential decay. We next derive moment recursion relations and the autocovariance function of the power λ of the duration process. Finally, we assess the practical usefulness of our family of ACD models using NYSE price duration data on the IBM stock. The results warrant the extra flexibility provided either by the Box-Cox transformation or by the asymmetric response to shocks.

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The goal of this paper is to present a comprehensive emprical analysis of the return and conditional variance of four Brazilian …nancial series using models of the ARCH class. Selected models are then compared regarding forecasting accuracy and goodness-of-…t statistics. To help understanding the empirical results, a self-contained theoretical discussion of ARCH models is also presented in such a way that it is useful for the applied researcher. Empirical results show that although all series share ARCH and are leptokurtic relative to the Normal, the return on the US$ has clearly regime switching and no asymmetry for the variance, the return on COCOA has no asymmetry, while the returns on the CBOND and TELEBRAS have clear signs of asymmetry favoring the leverage e¤ect. Regarding forecasting, the best model overall was the EGARCH(1; 1) in its Gaussian version. Regarding goodness-of-…t statistics, the SWARCH model did well, followed closely by the Student-t GARCH(1; 1)

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Estimation of demand and supply in differentiated products markets is a central issue in Empirical Industrial Organization and has been used to study the effects of taxes, merges, introduction of new goods, market power, among others. Logit and Random Coefficients Logit are examples of demand models used to study these effects. For the supply side it is generally supposed a Nash equilibrium in prices. This work presents a detailed discussion of these models of demand and supply as well as the procedure for estimation. Lastly, is made an application to the Brazilian fixed income fund market.

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This paper develops a methodology for testing the term structure of volatility forecasts derived from stochastic volatility models, and implements it to analyze models of S&P500 index volatility. U sing measurements of the ability of volatility models to hedge and value term structure dependent option positions, we fmd that hedging tests support the Black-Scholes delta and gamma hedges, but not the simple vega hedge when there is no model of the term structure of volatility. With various models, it is difficult to improve on a simple gamma hedge assuming constant volatility. Ofthe volatility models, the GARCH components estimate of term structure is preferred. Valuation tests indicate that all the models contain term structure information not incorporated in market prices.

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The role of maritime transportation within international trade was drastically revamped during the inception of the globalization process, which enhanced the contribution of ports in world economy as main logistics gateways for global production and trade. As a result, the relationship between ports and governments has changed. Devolution ideologies that had been applied in other industries decades ago were now being considered by governments for the port industry. Many central governments sought to extract themselves from commercial activities of ports and devolving this responsibility to local governments, communities or private entities. The institution of devolution programs also changed the governance structures of ports further influencing port performance. Consequently, the recent worldwide trend towards devolution in the port industry has spawned considerable variety of governance models that are now set in place around the world. While some countries opt for more decentralized structures others prefer to retain a centralization of powers. In this way some governments consider local features and national integration more than others, which ultimately influence the success of a port reform implementation. Nevertheless, the prime intent of governments is now to maximize the efficiency and performance of their domestic ports. This issue intends to examine the changed port governance environment in Brazil by determining how and why imposed port reforms of the Brazilian federal government have been affecting the overall performance of the national port system, over the last decades, using the Port of Santos as a sample upon an exploratory study. For that, the study will use a contingency theory-based framework – the Matching Framework - that views port performance as a function of the fit among the dimensions of external operating environment, strategy and structure of a port organization. In essence, the greater the fit among these dimensions the better the expected performance of a port will be, and vice-versa. Port managers, government officials and academics alike shall be interested in this document.

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It is widely acknowledged that there is considerable international pressure for international ‘best practices’ to be adopted via national legislation. This would occur either by means of model laws or through the passing of country specific legislation that closely replicates foreign legal formats, administrative rules, and or regulation. These attempts to spread the implementation of ‘best practices’ have gained importance in the international debate due to the liberalization of international capital flows. The oversight, country reports, and technical assistance carried out by international organizations along with the growing internationalization of investors have also contributed to this growing pressure. In this respect, due to the constant evolution of transactions and the end objective of making sure that capital markets are developed with just rules, structures, and methods, this article looks to analyze the adoption of standardized models of capital market regulation. Furthermore it looks to examine the motivation and interest of states and other ‘stakeholders’ at the international level.

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)