A Non-Parametric Dimension Test of the Term Structure

Published as an article in: Studies in Nonlinear Dynamics & Econometrics, 2004, vol. 8, issue 3, article 6.

Statistical correlation between protein secondary structure and messenger RNA stem-loop structure

Anew integrated sequence-structure database, called IADE (Integrated ASTRAL-DSSP-EMBL), incorporating matching mRNA sequence, amino acid sequence, and protein secondary structural data, is constructed. It includes 648 protein domains. Based on the IADE database, we studied the relation between RNA stem-loop frequencies and protein secondary structure. It was found that the alpha-helices and beta-strands on proteins tend to be preferably "coded" by mRNA stem region, while the coils on proteins tend to be preferably "coded" by mRNA loop region. These tendencies are more obvious if we observe the structural words (SWs). An SW is defined by a four-amino-acid-fragment that shows the pronounced secondary structural (alpha-helix or beta-strand) propensity. It is demonstrated that the deduced correlation between protein and mRNA structure can hardly be explained as the stochastic fluctuation effect. (C) 2003 Wiley Periodicals, Inc.

Close correlation between the reaction mechanism and inner structure of loosely halo-nuclei

It was based on the comparisons of the variance properties of fragment multiplicities FM's and nuclear stoppings R's for the neutron-halo colliding system with those of FZ's and R's for the proton-halo colliding system with the increases of beam energy in more detail, the closely correlations between the reaction mechanism and the inner structures of halo-nuclei is found. From above comparisons it is found that the variance properties of fragment multiplicities and nuclear stopping with the increases of beam energy are quite different for the neutron-halo and proton-halo colliding systems, such as the effects of loosely bound neutron-halo structure on the fragment multiplicities and nuclear stopping are obviously larger than those for the proton-halo colliding system. This is due to that the structures of halo-neutron nucleus Li-11 is more loosely than that of the proton-halo nucleus Al-23 in this paper. In this case, the fragment multiplicity and nuclear stopping of halo nuclei may be used as a possible probe for studying the reaction mechanism and the correlation between the reaction mechanism and the inner structure of halo-nuclei.

Chemical bond analysis of the correlation between crystal structure and nonlinear optical properties of complex crystals

Second order nonlinear optical (NLO) properties of single crystals with complex structures are studied, from the chemical bond viewpoint. Contributions of each type of constituent chemical bond to the total linearity and nonlinearity are calculated from the actual crystal structure, using the chemical bond theory of complex crystals and the modified bond charge model. We have quantitatively proposed certain relationships between the crystal structure and its NLO properties. Several relations have been established from the calculation. Our method makes it possible for us to identify, predict and modify new NLO materials according to our needs. (C) 1999 Elsevier Science B.V. All rights reserved.

CORRELATION-ANALYSIS IN STRUCTURE AND CHROMATOGRAPHIC DATA OF ORGANOPHOSPHORUS COMPOUNDS BY GAI

This approach is undertaken to examine the correlation ability of the general a(N)-index (GAI) to predict chromatographic behavior. The test is performed on various types of organophosphorus compounds. The results demonstrate that the GAI possesses a good correlation with chromatographic properties.

Parametric study of non-relativistic electrostatic shocks and the structure of their transition layer

Nonrelativistic electrostatic unmagnetized shocks are frequently observed in laboratory plasmas and they are likely to exist in astrophysical plasmas. Their maximum speed, expressed in units of the ion acoustic speed far upstream of the shock, depends only on the electron-to-ion temperature ratio if binary collisions are absent. The formation and evolution of such shocks is examined here for a wide range of shock speeds with particle-in-cell simulations. The initial temperatures of the electrons and the 400 times heavier ions are equal. Shocks form on electron time scales at Mach numbers between 1.7 and 2.2. Shocks with Mach numbers up to 2.5 form after tens of inverse ion plasma frequencies. The density of the shock-reflected ion beam increases and the number of ions crossing the shock thus decreases with an increasing Mach number, causing a slower expansion of the downstream region in its rest frame. The interval occupied by this ion beam is on a positive potential relative to the far upstream. This potential pre-heats the electrons ahead of the shock even in the absence of beam instabilities and decouples the electron temperature in the foreshock ahead of the shock from the one in the far upstream plasma. The effective Mach number of the shock is reduced by this electron heating. This effect can potentially stabilize nonrelativistic electrostatic shocks moving as fast as supernova remnant shocks. 

Structure Absorption Spectra Correlation in a Series of 2,6-Dimethyl-4-arylpyrylium Salts

A combined experimental and theoretical study of the absorption spectra of a group of closely related pyrylium perchlorates 1-11 are presented. Minor changes in the position of the substituents lead to drastic changes in the absorption spectra in this series of compounds. We have attempted to explain the observed changes using the x,y-band notation developed by Balaban and co-workers. Absorption spectra of all compounds are compared with results from time-dependent density functional theory (TDDFT) and Zerner’s intermediate neglect of differential overlap (ZINDO/S) level calculations. Results of the calculations are in good agreement with experimental observations and an interesting correlation between Balaban’s notations and the MO transitions are obtained for simple derivatives. It is suggested that for more complex systems such as R- and â-naphthyl substituted systems, the empirical method is not appropriate.

Correlation-type structure activity relationships for the kinetics of gas-phase RO2 self-reactions and reaction with HO2

Structure activity relationships (SARs) are presented for the gas-phase reactions of RO2 with HO2, and the self- and cross-reactions of RO2. For RO2+HO2 the SAR is based upon a correlation between the logarithm of the measured rate coefficient and a calculated ionisation potential for the molecule R-CH=CH2, R being the same group in both the radical and molecular analogue. The correlation observed is strong and only for one RO2 species does the measured rate coefficient deviate by more than a factor of two from the linear least-squares regression line. For the self- and cross-reactions of RO2 radicals, the SAR is based upon a correlation between the logarithm of the measured rate coefficient and the calculated electrostatic potential (ESP) at the equivalent carbon atom in the RH molecule to which oxygen is attached in RO2, again R being the same group in the molecule and the radical. For cases where R is a simple alkyl-group, a strong linear correlation observed. For RO2 radicals which contain lone pair-bearing substituents and for which the calculated ESP<-0.05 self-reaction rate coefficients appear to be insensitive to the value of the ESP. For RO2 of this type with ESP>-0.05 a linear relationship between log k and the ESP is again observed. Using the relationships, 84 out of the 85 rate coefficients used to develop the SARs are predicted to within a factor of three of their measured values. A relationship is also presented that allows the prediction of the Arrhenius parameters for the self-reactions of simple alkyl RO2 radicals. On the basis of the correlations, predictions of room-temperature rate coefficients are made for a number of atmospherically important peroxyl-peroxyl radical reactions. (C) 2003 Elsevier Ltd. All rights reserved.

Asset allocation, cross-class correlation and the structure of property returns

Practical applications of portfolio optimisation tend to proceed on a “top down” basis where funds are allocated first at asset class level (between, say, bonds, cash, equities and real estate) and then, progressively, at sub-class level (within property to sectors, office, retail, industrial for example). While there are organisational benefits from such an approach, it can potentially lead to sub-optimal allocations when compared to a “global” or “side-by-side” optimisation. This will occur where there are correlations between sub-classes across the asset divide that are masked in aggregation – between, for instance, City offices and the performance of financial services stocks. This paper explores such sub-class linkages using UK monthly stock and property data. Exploratory analysis using clustering procedures and factor analysis suggests that property performance and equity performance are distinctive: there is little persuasive evidence of contemporaneous or lagged sub-class linkages. Formal tests of the equivalence of optimised portfolios using top-down and global approaches failed to demonstrate significant differences, whether or not allocations were constrained. While the results may be a function of measurement of market returns, it is those returns that are used to assess fund performance. Accordingly, the treatment of real estate as a distinct asset class with diversification potential seems justified.

Effects of Side-Chain and Electron Exchange Correlation on the Band Structure of Perylene Diimide Liquid Crystals: A Density Functional Study

The structural and electronic properties of perylene diimide liquid crystal PPEEB are studied using ab initio methods based on the density functional theory (I)FT). Using available experimental crystallographic data as a guide, we propose a detailed structural model for the packing of solid PPEEB. We find that due to the localized nature of the band edge wave function, theoretical approaches beyond the standard method, such as hybrid functional (PBE0), are required to correctly characterize the band structure of this material. Moreover, unlike previous assumptions, we observe the formation of hydrogen bonds between the side chains of different molecules, which leads to a dispersion of the energy levels. This result indicates that the side chains of the molecular crystal not only are responsible for its structural conformation but also can be used for tuning the electronic and optical properties of these materials.