Generalized atoms in molecules approach (GAIM approach)

This thesis involves two parts. The first is a new-proposed theoretical approach called generalized atoms in molecules (GAIM). The second is a computational study on the deamination reaction of adenine with OH⁻/nH₂O (n=0, 1, 2, 3) and 3H₂O. The GAIM approach aims to solve the energy of each atom variationally in the first step and then to build the energy of a molecule from each atom. Thus the energy of a diatomic molecule (A-B) is formulated as a sum of its atomic energies, EA and EB. Each of these atomic energies is expressed as, EA = Hᴬ + Vₑₑᴬᴬ + 1/2Vₑₑᴬ<>ᴮ EB = Hᴮ + Vₑₑᴮᴮ + 1/2Vₑₑᴬ<>ᴮ where; Hᴬ and Hᴮ are the kinetic and nuclear attraction energy of electrons of atoms A and B, respectively; Vₑₑᴬᴬ and Vₑₑᴮᴮ are the interaction energy between the electrons on atoms A and B, respectively; and Vₑₑᴬ<>ᴮ is the interaction energy between the electrons of atom A with the electrons of atom B. The energy of the molecule is then minimized subject to the following constraint, |ρA(r)dr + |ρB(r)dr = N where ρA(r) and ρB(r) are the electron densities of atoms A and B, respectively, and N is the number of electrons. The initial testing of the performance of GAIM was done through calculating dissociation curves for H₂, LiH, Li₂, BH, HF, HCl, N₂, F₂, and Cl₂. The numerical results show that GAIM performs very well with H₂, LiH, Li₂, BH, HF, and HCl. GAIM shows convergence problems with N₂, F₂, and Cl₂ due to difficulties in reordering the degenerate atomic orbitals Pₓ, Py, and Pz in N, F, and Cl atoms. Further work for the development of GAIM is required. Deamination of adenine results in one of several forms of premutagenic lesions occurring in DNA. In this thesis, mechanisms for the deamination reaction of adenine with OH⁻/nH₂O, (n = 0, 1, 2, 3) and 3H₂O were investigated. HF/6-31G(d), B3LYP/6-31G(d), MP2/6-31G(d), and B3LYP/6-31+G(d) levels of theory were employed to optimize all the geometries. Energies were calculated at the G3MP2B3 and CBS-QB3 levels of theory. The effect of solvent (water) was computed using the polarizable continuum model (PCM). Intrinsic reaction coordinate (IRC) calculations were performed for all transition states. Five pathways were investigated for the deamination reaction of adenine with OH⁻/nH₂O and 3H₂O. The first four pathways (A-D) begin with by deprotonation at the amino group of adenine by OH⁻, while pathway E is initiated by tautomerization of adenine. For all pathways, the next two steps involve the formation of a tetrahedral intermediate followed by dissociation to yield products via a 1,3-hydrogen shift. Deamination with a single OH⁻ has a high activation barrier (190 kJ mol⁻¹ using G3MP2B3 level) for the rate-determining step. Addition of one water molecule reduces this barrier by 68 kJ mol⁻¹ calculated at G3MP2B3 level. Adding more water molecules decreases the overall activation energy of the reaction, but the effect becomes smaller with each additional water molecule. The most plausible mechanism is pathway E, the deamination reaction of adenine with 3H₂O, which has an overall G3MP2B3 activation energy of 139 and 137 kJ mol⁻¹ in the gas phase and PCM, respectively. This barrier is lower than that for the deamination with OH⁻/3H₂O by 6 and 2 kJ mol⁻¹ in the gas phase and PCM, respectively.

Empirical likelihood based longitudinal studies

In longitudinal data analysis, our primary interest is in the regression parameters for the marginal expectations of the longitudinal responses; the longitudinal correlation parameters are of secondary interest. The joint likelihood function for longitudinal data is challenging, particularly for correlated discrete outcome data. Marginal modeling approaches such as generalized estimating equations (GEEs) have received much attention in the context of longitudinal regression. These methods are based on the estimates of the first two moments of the data and the working correlation structure. The confidence regions and hypothesis tests are based on the asymptotic normality. The methods are sensitive to misspecification of the variance function and the working correlation structure. Because of such misspecifications, the estimates can be inefficient and inconsistent, and inference may give incorrect results. To overcome this problem, we propose an empirical likelihood (EL) procedure based on a set of estimating equations for the parameter of interest and discuss its characteristics and asymptotic properties. We also provide an algorithm based on EL principles for the estimation of the regression parameters and the construction of a confidence region for the parameter of interest. We extend our approach to variable selection for highdimensional longitudinal data with many covariates. In this situation it is necessary to identify a submodel that adequately represents the data. Including redundant variables may impact the model’s accuracy and efficiency for inference. We propose a penalized empirical likelihood (PEL) variable selection based on GEEs; the variable selection and the estimation of the coefficients are carried out simultaneously. We discuss its characteristics and asymptotic properties, and present an algorithm for optimizing PEL. Simulation studies show that when the model assumptions are correct, our method performs as well as existing methods, and when the model is misspecified, it has clear advantages. We have applied the method to two case examples.

A dinâmica da taxa de câmbio no Brasil face às operações swap (2002-2015)

This dissertation investigates, based on the Post-Keynesian theory and on its concept of monetary economy of production, the exchange rate behavior of the Brazilian Real in the presence of Brazilian Central Bank's interventions by means of the so-called swap transactions over 2002-2015. Initially, the work analyzes the essential properties of an open monetary economy of production and, thereafter, it presents the basic propositions of the Post-Keynesian view on the exchange rate determination, highlighting the properties of foreign exchange markets and the peculiarities of the Brazilian position into the international monetary and financial system. The research, thereby, accounts for the various segments of the Brazilian foreign exchange market. To accomplish its purpose, we first do a literature review of the Post-Keynesian literature about the topic. Then, we undertake empirical exams of the exchange rate determination using two statistical methods. On the one hand, to measure the volatility of exchange rate, we estimate Auto-regressive Conditional Heteroscedastic (ARCH) and Generalized Auto-regressive Conditional Heteroscedastic (GARCH) models. On the other hand, to measure the variance of the exchange rate in relation to real, financial variables, and the swaps, we estimate a Vector Auto-regression (VAR) model. Both experiments are performed for the nominal and real effective exchange rates. The results show that the swaps respond to exchange rate movements, trying to offset its volatility. This reveals that the exchange rate is, at least in a certain magnitude, sensitive to swaps transactions conducted by the Central Bank. In addition, another empirical result is that the real effective exchange rate responds more to the swaps auctions than the nominal rate.

Topologies on groups related to the theory of shape and generalized coverings

El presente trabajo consiste en dos partes diferenciadas: la principal de ellas (Cap tulos 1 y 2) est a dedicada a introducir estructura adicional en grupos que aparecen de manera natural en el contexto de la teor a de la forma. En la segunda parte (Cap tulo 3), se plantea c omo generalizar la teor a de espacios recubridores y, en particular, se propone una l nea de trabajo relacionada con la teor a de la forma. El punto de partida de esta tesis doctoral son los trabajos [25, 26, 68, 69, 70] en los que los autores introducen y utilizan algunas ultram etricas en el conjunto de los mor smos shape entre dos espacios topol ogicos punteados. En particular, si el dominio es (S1; 1); la construcci on realizada en [68] permite explicitar una ultram etrica en el grupo shape 1(X; x0) de un espacio m etrico compacto X; como ya fue observado en [69] y [80]. Si el espacio no es m etrico compacto, la construcci on nos lleva a utilizar el concepto de ultram etrica generalizada, en el sentido de Priess-Crampe y Ribenboim [78, 79]. En [7], D. K. Biss introduce la idea de topologizar el grupo fundamental de un espacio, de forma que la topolog a en 1(X; x0) sea una topolog a de grupo que permita detectar la (no) existencia de un recubridor universal para X: La forma de proceder sugerida es tomar en 1(X; x0)la toplog a cociente inducida por la topolog a compacto-abierta en el espacio de lazos (X; x0): Sin embargo, hay algunos errores en el art culo mencionado: en concreto, el error relacionado con el presente trabajo fue puesto de mani esto por P. Fabel en [33], mostrando que, en general, la operaci on de grupo en 1(X; x0)con la topolog a cociente no es continua. Utilizando un punto de vista similar, varios autores han tratado de dotar al grupo fundamental con una topolog a, de forma que 1(X; x0) sea un grupo topol ogico y la proyecci on q (X; x0){u100000} 1(X; x0)sea continua...

Bayesian estimation in generalized autoregressive conditional heteroskedasticity models

Esta tesis doctoral nace con el propósito de entender, analizar y sobre todo modelizar el comportamiento estadístico de las series financieras. En este sentido, se puede afirmar que los modelos que mejor recogen las especiales características de estas series son los modelos de heterocedasticidad condicionada en tiempo discreto,si los intervalos de tiempo en los que se recogen los datos lo permiten, y en tiempo continuo si tenemos datos diarios o datos intradía. Con esta finalidad, en esta tesis se proponen distintos estimadores bayesianos para la estimación de los parámetros de los modelos GARCH en tiempo discreto (Bollerslev (1986)) y COGARCH en tiempo continuo (Kluppelberg et al. (2004)). En el capítulo 1 se introducen las características de las series financieras y se presentan los modelos ARCH, GARCH y COGARCH, así como sus principales propiedades. Mandelbrot (1963) destacó que las series financieras no presentan estacionariedad y que sus incrementos no presentan autocorrelación, aunque sus cuadrados sí están correlacionados. Señaló también que la volatilidad que presentan no es constante y que aparecen clusters de volatilidad. Observó la falta de normalidad de las series financieras, debida principalmente a su comportamiento leptocúrtico, y también destacó los efectos estacionales que presentan las series, analizando como se ven afectadas por la época del año o el día de la semana. Posteriormente Black (1976) completó la lista de características especiales incluyendo los denominados leverage effects relacionados con como las fluctuaciones positivas y negativas de los precios de los activos afectan a la volatilidad de las series de forma distinta.

Double decomposition : decomposing the variance in subcomponents of male extra-pair reproductive success

Peer reviewed

Double decomposition : decomposing the variance in subcomponents of male extra-pair reproductive success

Peer reviewed