The structure and resilience of financial market networks

Financial markets can be viewed as a highly complex evolving system that is very sensitive to economic instabilities. The complex organization of the market can be represented in a suitable fashion in terms of complex networks, which can be constructed from stock prices such that each pair of stocks is connected by a weighted edge that encodes the distance between them. In this work, we propose an approach to analyze the topological and dynamic evolution of financial networks based on the stock correlation matrices. An entropy-related measurement is adopted to quantify the robustness of the evolving financial market organization. It is verified that the network topological organization suffers strong variation during financial instabilities and the networks in such periods become less robust. A statistical robust regression model is proposed to quantity the relationship between the network structure and resilience. The obtained coefficients of such model indicate that the average shortest path length is the measurement most related to network resilience coefficient. This result indicates that a collective behavior is observed between stocks during financial crisis. More specifically, stocks tend to synchronize their price evolution, leading to a high correlation between pair of stock prices, which contributes to the increase in distance between them and, consequently, decrease the network resilience. (C) 2012 American Institute of Physics. [doi:10.1063/1.3683467]

STRUCTURE AND DYNAMICS: THE TRANSITION FROM NONEQUILIBRIUM TO EQUILIBRIUM IN INTEGRATE-AND-FIRE DYNAMICS

The transient and equilibrium properties of dynamics unfolding in complex systems can depend critically on specific topological features of the underlying interconnections. In this work, we investigate such a relationship with respect to the integrate-and-fire dynamics emanating from a source node and an extended network model that allows control of the small-world feature as well as the length of the long-range connections. A systematic approach to investigate the local and global correlations between structural and dynamical features of the networks was adopted that involved extensive simulations (one and a half million cases) so as to obtain two-dimensional correlation maps. Smooth, but diverse surfaces of correlation values were obtained in all cases. Regarding the global cases, it has been verified that the onset avalanche time (but not its intensity) can be accurately predicted from the structural features within specific regions of the map (i.e. networks with specific structural properties). The analysis at local level revealed that the dynamical features before the avalanches can also be accurately predicted from structural features. This is not possible for the dynamical features after the avalanches take place. This is so because the overall topology of the network predominates over the local topology around the source at the stationary state.

Predicting the connectivity of primate cortical networks from topological and spatial node properties

Abstract Background The organization of the connectivity between mammalian cortical areas has become a major subject of study, because of its important role in scaffolding the macroscopic aspects of animal behavior and intelligence. In this study we present a computational reconstruction approach to the problem of network organization, by considering the topological and spatial features of each area in the primate cerebral cortex as subsidy for the reconstruction of the global cortical network connectivity. Starting with all areas being disconnected, pairs of areas with similar sets of features are linked together, in an attempt to recover the original network structure. Results Inferring primate cortical connectivity from the properties of the nodes, remarkably good reconstructions of the global network organization could be obtained, with the topological features allowing slightly superior accuracy to the spatial ones. Analogous reconstruction attempts for the C. elegans neuronal network resulted in substantially poorer recovery, indicating that cortical area interconnections are relatively stronger related to the considered topological and spatial properties than neuronal projections in the nematode. Conclusion The close relationship between area-based features and global connectivity may hint on developmental rules and constraints for cortical networks. Particularly, differences between the predictions from topological and spatial properties, together with the poorer recovery resulting from spatial properties, indicate that the organization of cortical networks is not entirely determined by spatial constraints.

CP-MLR Directed QSAR Studies on the Antimycobacterial Activity of Functionalised Alkenols - Topological Descriptors in Modeling the Activity

The antimycobacterial activity of nitro/ acetamido alkenol derivatives and chloro/ amino alkenol derivatives has been analyzed through combinatorial protocol in multiple linear regression (CP-MLR) using different topological descriptors obtained from Dragon software. Among the topological descriptor classes considered in the study, the activity is correlated with simple topological descriptors (TOPO) and more complex 2D autocorrelation descriptors (2DAUTO). In model building the descriptors from other classes, that is, empirical, constitutional, molecular walk counts, modified Burden eigenvalues and Galvez topological charge indices have made secondary contribution in association with TOPO and / or 2DAUTO classes. The structure-activity correlations obtained with the TOPO descriptors suggest that less branched and saturated structural templates would be better for the activity. For both the series of compounds, in 2DAUTO the activity has been correlated to the descriptors having mass, volume and/ or polarizability as weighting component. In these two series of compounds, however, the regression coefficients of the descriptors have opposite arithmetic signs with respect to one another. Outwardly these two series of compounds appear very similar. But in terms of activity they belong to different segments of descriptor-activity profiles. This difference in the activity of these two series of compounds may be mainly due to the spacing difference between the C1 (also C6) substituents and rest of the functional groups in them.

Topological Descriptors in Modeling the Antimalarial Activity of 4-(3’, 5’-Disubstitutedanilino)quinolines

Two series of closely related antimalarial agents, 7-chloro-4-(3’,5’-disubstitutedanilino) quinolines, have been analyzed using Combinatorial Protocol in Multiple Linear Regression (CP-MLR) for the structure-activity relations with more than 450 topological descriptors for each set. The study clearly suggested that 3’- and 5’- substituents of the anilino moiety map different domains in the activity space. While one domain favors the compact structural frames having aromatic, heterocyclic ring(s) substituted with closely spaced F, NO2 and O functional groups, the other prefers structural frames enriched with unsaturation, loops, branches, electronic content and devoid of carbonyl function. Also, this study gives an indication in favour of the electron rich centres in the aniline substituent groups for better antimalarial activity; an observation in line with several of the previous reports too. The models developed and the participating descriptors suggest that the substituent groups of the 4-anilino moiety of the 4-(3’, 5’-disubstitutedanilino)quinolines hold scope for further modification in the optimisation of the antimalarial activity.

Fast Algorithms Using Minimal Data Structures for Common Topological Relationships in Large, Irregularly-spaced Topographic Data Sets

Digital terrain models (DTM) typically contain large numbers of postings, from hundreds of thousands to billions. Many algorithms that run on DTMs require topological knowledge of the postings, such as finding nearest neighbors, finding the posting closest to a chosen location, etc. If the postings are arranged irregu- larly, topological information is costly to compute and to store. This paper offers a practical approach to organizing and searching irregularly-space data sets by presenting a collection of efficient algorithms (O(N),O(lgN)) that compute important topological relationships with only a simple supporting data structure. These relationships include finding the postings within a window, locating the posting nearest a point of interest, finding the neighborhood of postings nearest a point of interest, and ordering the neighborhood counter-clockwise. These algorithms depend only on two sorted arrays of two-element tuples, holding a planimetric coordinate and an integer identification number indicating which posting the coordinate belongs to. There is one array for each planimetric coordinate (eastings and northings). These two arrays cost minimal overhead to create and store but permit the data to remain arranged irregularly.

The effects of DNA cytosine methylation on H -ras promoter structure and function

The effect of DNA cytosine methylation on H-ras promoter activity was assessed using a transient expression system employing the plasmid H-rasCAT (NaeI H-ras promoter linked to the chloramphenicol acetyltransferase (CAT) gene). This 551 bp promoter is 80% GC rich, enriched with 168 CpG dinucleotides, and contains six functional GC box elements which represent major DNA methylation target sites. Prokaryotic methyltransferases HhaI (CGm$\sp5$CG) and HpaII (Cm$\sp5$CGG) alone or in combination with a human placental methyltransferase (HP MTase) were used to introduce methyl groups at different CpG sites within the promoter. To test for functional promoter activity, the methylated plasmids were introduced into CV-1 cells and CAT activity assessed 48 h post-transfection. Methylation at specific HhaI and HpaII sites reduced CAT expression by 70%, whereas more extensive methylation at generalized CpG sites with HP MTase inactivated the promoter $>$95%. The inhibition of H-ras promoter activity was not attributable to methylation-induced differences in DNA uptake or stability in the cell, topological form of the plasmid, or methylation effects in nonpromoter regions. We also observed that DNA cytosine methylation of a 360 bp promoter fragment by HP MTase induced a local change in DNA conformation. Using three independent methodologies (nitrocellulose filter binding assays, gel mobility shifts, and Southwestern blots), we determined that this change in promoter conformation affected the interaction of nuclear proteins with cis-regulatory sequences residing in the promoter region. The results provide evidence to suggest that DNA methylation may regulate gene expression by inducing changes in local promoter conformation which in turn alters the interactions between DNA and protein factors required for transcription. The results provide supportive evidence for the hypothesis of Cedar and Riggs, who postulated that DNA methylation may regulate gene expression by altering the binding affinities of proteins for DNA. ^

Community Structure in Soil Porous System

Diffusion controls the gaseous transport process in soils when advective transport is almost null. Knowledge of the soil structure and pore connectivity are critical issues to understand and modelling soil aeration, sequestration or emission of greenhouse gasses, volatilization of volatile organic chemicals among other phenomena. In the last decades these issues increased our attention as scientist have realize that soil is one of the most complex materials on the earth, within which many biological, physical and chemical processes that support life and affect climate change take place. A quantitative and explicit characterization of soil structure is difficult because of the complexity of the pore space. This is the main reason why most theoretical approaches to soil porosity are idealizations to simplify this system. In this work, we proposed a more realistic attempt to capture the complexity of the system developing a model that considers the size and location of pores in order to relate them into a network. In the model we interpret porous soils as heterogeneous networks where pores are represented by nodes, characterized by their size and spatial location, and the links representing flows between them. In this work we perform an analysis of the community structure of porous media of soils represented as networks. For different real soils samples, modelled as heterogeneous complex networks, spatial communities of pores have been detected depending on the values of the parameters of the porous soil model used. These types of models are named as Heterogeneous Preferential Attachment (HPA). Developing an exhaustive analysis of the model, analytical solutions are obtained for the degree densities and degree distribution of the pore networks generated by the model in the thermodynamic limit and shown that the networks exhibit similar properties to those observed in other complex networks. With the aim to study in more detail topological properties of these networks, the presence of soil pore community structures is studied. The detection of communities of pores, as groups densely connected with only sparser connections between groups, could contribute to understand the mechanisms of the diffusion phenomena in soils.

Self-organizing cultured neural networks: Image analysis techniques for longitudinal tracking and modeling of the underlying network structure

Esta tesis estudia la evolución estructural de conjuntos de neuronas como la capacidad de auto-organización desde conjuntos de neuronas separadas hasta que forman una red (clusterizada) compleja. Esta tesis contribuye con el diseño e implementación de un algoritmo no supervisado de segmentación basado en grafos con un coste computacional muy bajo. Este algoritmo proporciona de forma automática la estructura completa de la red a partir de imágenes de cultivos neuronales tomadas con microscopios de fase con una resolución muy alta. La estructura de la red es representada mediante un objeto matemático (matriz) cuyos nodos representan a las neuronas o grupos de neuronas y los enlaces son las conexiones reconstruidas entre ellos. Este algoritmo extrae también otras medidas morfológicas importantes que caracterizan a las neuronas y a las neuritas. A diferencia de otros algoritmos hasta el momento, que necesitan de fluorescencia y técnicas inmunocitoquímicas, el algoritmo propuesto permite el estudio longitudinal de forma no invasiva posibilitando el estudio durante la formación de un cultivo. Además, esta tesis, estudia de forma sistemática un grupo de variables topológicas que garantizan la posibilidad de cuantificar e investigar la progresión de las características principales durante el proceso de auto-organización del cultivo. Nuestros resultados muestran la existencia de un estado concreto correspondiente a redes con configuracin small-world y la emergencia de propiedades a micro- y meso-escala de la estructura de la red. Finalmente, identificamos los procesos físicos principales que guían las transformaciones morfológicas de los cultivos y proponemos un modelo de crecimiento de red que reproduce el comportamiento cuantitativamente de las observaciones experimentales. ABSTRACT The thesis analyzes the morphological evolution of assemblies of living neurons, as they self-organize from collections of separated cells into elaborated, clustered, networks. In particular, it contributes with the design and implementation of a graph-based unsupervised segmentation algorithm, having an associated very low computational cost. The processing automatically retrieves the whole network structure from large scale phase-contrast images taken at high resolution throughout the entire life of a cultured neuronal network. The network structure is represented by a mathematical object (a matrix) in which nodes are identified neurons or neurons clusters, and links are the reconstructed connections between them. The algorithm is also able to extract any other relevant morphological information characterizing neurons and neurites. More importantly, and at variance with other segmentation methods that require fluorescence imaging from immunocyto- chemistry techniques, our measures are non invasive and entitle us to carry out a fully longitudinal analysis during the maturation of a single culture. In turn, a systematic statistical analysis of a group of topological observables grants us the possibility of quantifying and tracking the progression of the main networks characteristics during the self-organization process of the culture. Our results point to the existence of a particular state corresponding to a small-world network configuration, in which several relevant graphs micro- and meso-scale properties emerge. Finally, we identify the main physical processes taking place during the cultures morphological transformations, and embed them into a simplified growth model that quantitatively reproduces the overall set of experimental observations.

Self-organizing cultured neural networks: Image analysis techniques for longitudinal tracking and modeling of the underlying network structure (versión actualizada)

Esta tesis estudia la evolución estructural de conjuntos de neuronas como la capacidad de auto-organización desde conjuntos de neuronas separadas hasta que forman una red (clusterizada) compleja. Esta tesis contribuye con el diseño e implementación de un algoritmo no supervisado de segmentación basado en grafos con un coste computacional muy bajo. Este algoritmo proporciona de forma automática la estructura completa de la red a partir de imágenes de cultivos neuronales tomadas con microscopios de fase con una resolución muy alta. La estructura de la red es representada mediante un objeto matemático (matriz) cuyos nodos representan a las neuronas o grupos de neuronas y los enlaces son las conexiones reconstruidas entre ellos. Este algoritmo extrae también otras medidas morfológicas importantes que caracterizan a las neuronas y a las neuritas. A diferencia de otros algoritmos hasta el momento, que necesitan de fluorescencia y técnicas inmunocitoquímicas, el algoritmo propuesto permite el estudio longitudinal de forma no invasiva posibilitando el estudio durante la formación de un cultivo. Además, esta tesis, estudia de forma sistemática un grupo de variables topológicas que garantizan la posibilidad de cuantificar e investigar la progresión de las características principales durante el proceso de auto-organización del cultivo. Nuestros resultados muestran la existencia de un estado concreto correspondiente a redes con configuracin small-world y la emergencia de propiedades a micro- y meso-escala de la estructura de la red. Finalmente, identificamos los procesos físicos principales que guían las transformaciones morfológicas de los cultivos y proponemos un modelo de crecimiento de red que reproduce el comportamiento cuantitativamente de las observaciones experimentales. ABSTRACT The thesis analyzes the morphological evolution of assemblies of living neurons, as they self-organize from collections of separated cells into elaborated, clustered, networks. In particular, it contributes with the design and implementation of a graph-based unsupervised segmentation algorithm, having an associated very low computational cost. The processing automatically retrieves the whole network structure from large scale phase-contrast images taken at high resolution throughout the entire life of a cultured neuronal network. The network structure is represented by a mathematical object (a matrix) in which nodes are identified neurons or neurons clusters, and links are the reconstructed connections between them. The algorithm is also able to extract any other relevant morphological information characterizing neurons and neurites. More importantly, and at variance with other segmentation methods that require fluorescence imaging from immunocyto- chemistry techniques, our measures are non invasive and entitle us to carry out a fully longitudinal analysis during the maturation of a single culture. In turn, a systematic statistical analysis of a group of topological observables grants us the possibility of quantifying and tracking the progression of the main networks characteristics during the self-organization process of the culture. Our results point to the existence of a particular state corresponding to a small-world network configuration, in which several relevant graphs micro- and meso-scale properties emerge. Finally, we identify the main physical processes taking place during the cultures morphological transformations, and embed them into a simplified growth model that quantitatively reproduces the overall set of experimental observations.

Exploring the origins of topological frustration: Design of a minimally frustrated model of fragment B of protein A

Topological frustration in an energetically unfrustrated off-lattice model of the helical protein fragment B of protein A from Staphylococcus aureus was investigated. This Gō-type model exhibited thermodynamic and kinetic signatures of a well-designed two-state folder with concurrent collapse and folding transitions and single exponential kinetics at the transition temperature. Topological frustration is determined in the absence of energetic frustration by the distribution of Fersht φ values. Topologically unfrustrated systems present a unimodal distribution sharply peaked at intermediate φ, whereas highly frustrated systems display a bimodal distribution peaked at low and high φ values. The distribution of φ values in protein A was determined both thermodynamically and kinetically. Both methods yielded a unimodal distribution centered at φ = 0.3 with tails extending to low and high φ values, indicating the presence of a small amount of topological frustration. The contacts with high φ values were located in the turn regions between helices I and II and II and III, intimating that these hairpins are in large part required in the transition state. Our results are in good agreement with all-atom simulations of protein A, as well as lattice simulations of a three- letter code 27-mer (which can be compared with a 60-residue helical protein). The relatively broad unimodal distribution of φ values obtained from the all-atom simulations and that from the minimalist model for the same native fold suggest that the structure of the transition state ensemble is determined mostly by the protein topology and not energetic frustration.

Topological testing of the mechanism of homology search promoted by RecA protein

To initiate homologous recombination, sequence similarity between two DNA molecules must be searched for and homology recognized. How the search for and recognition of homology occurs remains unproven. We have examined the influences of DNA topology and the polarity of RecA–single-stranded (ss)DNA filaments on the formation of synaptic complexes promoted by RecA. Using two complementary methods and various ssDNA and duplex DNA molecules as substrates, we demonstrate that topological constraints on a small circular RecA–ssDNA filament prevent it from interwinding with its duplex DNA target at the homologous region. We were unable to detect homologous pairing between a circular RecA–ssDNA filament and its relaxed or supercoiled circular duplex DNA targets. However, the formation of synaptic complexes between an invading linear RecA–ssDNA filament and covalently closed circular duplex DNAs is promoted by supercoiling of the duplex DNA. The results imply that a triplex structure formed by non-Watson–Crick hydrogen bonding is unlikely to be an intermediate in homology searching promoted by RecA. Rather, a model in which RecA-mediated homology searching requires unwinding of the duplex DNA coupled with local strand exchange is the likely mechanism. Furthermore, we show that polarity of the invading RecA–ssDNA does not affect its ability to pair and interwind with its circular target duplex DNA.

Structure and conformational changes of DNA topoisomerase II visualized by electron microscopy.

Type II DNA topoisomerases, which create a transient gate in duplex DNA and transfer a second duplex DNA through this gate, are essential for topological transformations of DNA in prokaryotic and eukaryotic cells and are of interest not only from a mechanistic perspective but also because they are targets of agents for anticancer and antimicrobial chemotherapy. Here we describe the structure of the molecule of human topoisomerase II [DNA topoisomerase (ATP-hydrolyzing), EC 5.99.1.3] as seen by scanning transmission electron microscopy. A globular approximately 90-angstrom diameter core is connected by linkers to two approximately 50-angstrom domains, which were shown by comparison with genetically truncated Saccharomyces cerevisiae topoisomerase II to contain the N-terminal region of the approximately 170-kDa subunits and that are seen in different orientations. When the ATP-binding site is occupied by a nonhydrolyzable ATP analog, a quite different structure is seen that results from a major conformational change and consists of two domains approximately 90 angstrom and approximately 60 angstrom in diameter connected by a linker, and in which the N-terminal domains have interacted. About two-thirds of the molecules show an approximately 25 A tunnel in the apical part of the large domain, and the remainder contain an internal cavity approximately 30 A wide in the large domain close to the linker region. We propose that structural rearrangements lead to this displacement of an internal tunnel. The tunnel is likely to represent the channel through which one DNA duplex, after capture in the clamp formed by the N-terminal domains, is transferred across the interface between the enzyme's subunits. These images are consistent with biochemical observations and provide a structural basis for understanding the reaction of topoisomerase II.

Topological SLAM using a graph-matching based method on omnidirectional images

Comunicación presentada en el XI Workshop of Physical Agents, Valencia, 9-10 septiembre 2010.

Topological structures of complex belief systems

The concepts of substantive beliefs and derived beliefs are defined, a set of substantive beliefs S like open set and the neighborhood of an element substantive belief. A semantic operation of conjunction is defined with a structure of an Abelian group. Mathematical structures exist such as poset beliefs and join-semilattttice beliefs. A metric space of beliefs and the distance of belief depending on the believer are defined. The concepts of closed and opened ball are defined. S′ is defined as subgroup of the metric space of beliefs Σ and S′ is a totally limited set. The term s is defined (substantive belief) in terms of closing of S′. It is deduced that Σ is paracompact due to Stone's Theorem. The pseudometric space of beliefs is defined to show how the metric of the nonbelieving subject has a topological space like a nonmaterial abstract ideal space formed in the mind of the believing subject, fulfilling the conditions of Kuratowski axioms of closure. To establish patterns of materialization of beliefs we are going to consider that these have defined mathematical structures. This will allow us to understand better cultural processes of text, architecture, norms, and education that are forms or the materialization of an ideology. This materialization is the conversion by means of certain mathematical correspondences, of an abstract set whose elements are beliefs or ideas, in an impure set whose elements are material or energetic. Text is a materialization of ideology.