Molecule Modeling of Human Pentameric alpha(7) Neuronal Nicotinic Acetylcholine Receptor and Its Interaction with its Agonist and Competitive Antagonist

The nicotinic Acetylcholine Receptor (nAChR) is the major class of neurotransmitter receptors that is involved in many neurodegenerative conditions such as schizophrenia, Alzheimer's and Parkinson's diseases. The N-terminal region or Ligand Binding Domain (LBD) of nAChR is located at pre- and post-synaptic nervous system, which mediates synaptic transmission. nAChR acts as the drug target for agonist and competitive antagonist molecules that modulate signal transmission at the nerve terminals. Based on Acetylcholine Binding Protein (AChBP) from Lymnea stagnalis as the structural template, the homology modeling approach was carried out to build three dimensional model of the N-terminal region of human alpha(7)nAChR. This theoretical model is an assembly of five alpha(7) subunits with 5 fold axis symmetry, constituting a channel, with the binding picket present at the interface region of the subunits. alpha-netlrotoxin is a potent nAChR competitive antagonist that readily blocks the channel resulting in paralysis. The molecular interaction of alpha-Bungarotoxin, a long chain alpha-neurotoxin from (Bungarus multicinctus) and human alpha(7)nAChR seas studied. Agonists such as acetylcholine, nicotine, which are used in it diverse array of biological activities, such as enhancements of cognitive performances, were also docked with the theoretical model of human alpha(7)nAChR. These docked complexes were analyzed further for identifying the crucial residues involved i interaction. These results provide the details of interaction of agonists and competitive antagonists with three dimensional model of the N-terminal region of human alpha(7)nAChR and thereby point to the design of novel lead compounds.

Evaluating business process compliance management frameworks

This research contributes a formal framework to evaluate whether existing CMFs can model and reason about various types of normative requirements. The framework can be used to determine the level of coverage of concepts provided by CMFs, establish mappings between CMF languages and the semantics for the normative concepts and evaluate the suitability of a CMF for issuing a certification of compliance. The developed framework is independent of any specific formalism and it has been formally defined and validated through the examples of such mappings of CMFs.

How small business managers’ age and focus on opportunities affect business growth: A mediated moderation growth model

Research on business growth has been criticized for methodological weaknesses. We present a mediated moderation growth model as a new methodological approach. We hypothesized that small business managers' age negatively affects business growth through focus on opportunities. We sampled 201 small business managers and obtained firm performance data over 5 years, resulting in 836 observations. Growth modeling showed systematic differences in firm performance trajectories. These differences could be explained by modeling focus on opportunities as a mediator of the relationship between small business managers' age and business growth. The study illustrates how mediation models can be tested using growth modeling.

Modeling and Forecasting Implied Volatility: Implications for Trading, Pricing, and Risk Management

Modeling and forecasting of implied volatility (IV) is important to both practitioners and academics, especially in trading, pricing, hedging, and risk management activities, all of which require an accurate volatility. However, it has become challenging since the 1987 stock market crash, as implied volatilities (IVs) recovered from stock index options present two patterns: volatility smirk(skew) and volatility term-structure, if the two are examined at the same time, presents a rich implied volatility surface (IVS). This implies that the assumptions behind the Black-Scholes (1973) model do not hold empirically, as asset prices are mostly influenced by many underlying risk factors. This thesis, consists of four essays, is modeling and forecasting implied volatility in the presence of options markets’ empirical regularities. The first essay is modeling the dynamics IVS, it extends the Dumas, Fleming and Whaley (DFW) (1998) framework; for instance, using moneyness in the implied forward price and OTM put-call options on the FTSE100 index, a nonlinear optimization is used to estimate different models and thereby produce rich, smooth IVSs. Here, the constant-volatility model fails to explain the variations in the rich IVS. Next, it is found that three factors can explain about 69-88% of the variance in the IVS. Of this, on average, 56% is explained by the level factor, 15% by the term-structure factor, and the additional 7% by the jump-fear factor. The second essay proposes a quantile regression model for modeling contemporaneous asymmetric return-volatility relationship, which is the generalization of Hibbert et al. (2008) model. The results show strong negative asymmetric return-volatility relationship at various quantiles of IV distributions, it is monotonically increasing when moving from the median quantile to the uppermost quantile (i.e., 95%); therefore, OLS underestimates this relationship at upper quantiles. Additionally, the asymmetric relationship is more pronounced with the smirk (skew) adjusted volatility index measure in comparison to the old volatility index measure. Nonetheless, the volatility indices are ranked in terms of asymmetric volatility as follows: VIX, VSTOXX, VDAX, and VXN. The third essay examines the information content of the new-VDAX volatility index to forecast daily Value-at-Risk (VaR) estimates and compares its VaR forecasts with the forecasts of the Filtered Historical Simulation and RiskMetrics. All daily VaR models are then backtested from 1992-2009 using unconditional, independence, conditional coverage, and quadratic-score tests. It is found that the VDAX subsumes almost all information required for the volatility of daily VaR forecasts for a portfolio of the DAX30 index; implied-VaR models outperform all other VaR models. The fourth essay models the risk factors driving the swaption IVs. It is found that three factors can explain 94-97% of the variation in each of the EUR, USD, and GBP swaption IVs. There are significant linkages across factors, and bi-directional causality is at work between the factors implied by EUR and USD swaption IVs. Furthermore, the factors implied by EUR and USD IVs respond to each others’ shocks; however, surprisingly, GBP does not affect them. Second, the string market model calibration results show it can efficiently reproduce (or forecast) the volatility surface for each of the swaptions markets.

Modeling Nonlinearities and Asymmetries in Asset Pricing

Financial time series tend to behave in a manner that is not directly drawn from a normal distribution. Asymmetries and nonlinearities are usually seen and these characteristics need to be taken into account. To make forecasts and predictions of future return and risk is rather complicated. The existing models for predicting risk are of help to a certain degree, but the complexity in financial time series data makes it difficult. The introduction of nonlinearities and asymmetries for the purpose of better models and forecasts regarding both mean and variance is supported by the essays in this dissertation. Linear and nonlinear models are consequently introduced in this dissertation. The advantages of nonlinear models are that they can take into account asymmetries. Asymmetric patterns usually mean that large negative returns appear more often than positive returns of the same magnitude. This goes hand in hand with the fact that negative returns are associated with higher risk than in the case where positive returns of the same magnitude are observed. The reason why these models are of high importance lies in the ability to make the best possible estimations and predictions of future returns and for predicting risk.

Examining and Modeling the Dynamics of the Volatility Surface

The objective of this paper is to investigate and model the characteristics of the prevailing volatility smiles and surfaces on the DAX- and ESX-index options markets. Continuing on the trend of Implied Volatility Functions, the Standardized Log-Moneyness model is introduced and fitted to historical data. The model replaces the constant volatility parameter of the Black & Scholes pricing model with a matrix of volatilities with respect to moneyness and maturity and is tested out-of-sample. Considering the dynamics, the results show support for the hypotheses put forward in this study, implying that the smile increases in magnitude when maturity and ATM volatility decreases and that there is a negative/positive correlation between a change in the underlying asset/time to maturity and implied ATM volatility. Further, the Standardized Log-Moneyness model indicates an improvement to pricing accuracy compared to previous Implied Volatility Function models, however indicating that the parameters of the models are to be re-estimated continuously for the models to fully capture the changing dynamics of the volatility smiles.

Automatic finite element formulation and assembly of hyperelastic higher order structural models

The formulation of higher order structural models and their discretization using the finite element method is difficult owing to their complexity, especially in the presence of non-linearities. In this work a new algorithm for automating the formulation and assembly of hyperelastic higher-order structural finite elements is developed. A hierarchic series of kinematic models is proposed for modeling structures with special geometries and the algorithm is formulated to automate the study of this class of higher order structural models. The algorithm developed in this work sidesteps the need for an explicit derivation of the governing equations for the individual kinematic modes. Using a novel procedure involving a nodal degree-of-freedom based automatic assembly algorithm, automatic differentiation and higher dimensional quadrature, the relevant finite element matrices are directly computed from the variational statement of elasticity and the higher order kinematic model. Another significant feature of the proposed algorithm is that natural boundary conditions are implicitly handled for arbitrary higher order kinematic models. The validity algorithm is illustrated with examples involving linear elasticity and hyperelasticity. (C) 2013 Elsevier Inc. All rights reserved.

Effects of soil fabric on behaviors of granular soils: Microscopic modeling

The effects of initial soil fabric on behaviors of granular soils are investigated by using Distinct Element Method (DEM) numerical simulation. Soil specimens are represented by an assembly of non-uniform sized spheres with different initial contact normal distributions. Isotropically consolidated triaxial compression loading and extension unloading in both undrained and drained conditions are simulated for vertically- and horizontally-sheared specimens. The numerical simulation results are compared qualitatively with the published experimental data and the effects of initial soil fabric on resulting soil behaviors are discussed, including the effects of specimen reconstitution methods, effects of large preshearing, and anisotropic characteristics in undrained and drained conditions. The effects of initial soil fabric and mode of shearing on the quasi-steady state line are also investigated. The numerical simulation results can systematically explain that the observed experimental behaviors of granular soils are due principally to their conditions of the initial soil fabric. This outcome provides insights into the observed phenomena in microscopic view. © 2011 Elsevier Ltd.

The assembly of computational models for the collaborative development of virtual prototypes

In the context of collaborative product development, new requirements need to be accommodated for Virtual Prototyping Simulation (VPS), such as distributed processing and the integration of models created using different tools or languages. Existing solutions focus mainly on the implementation of distributed processing, but this paper explores the issues of combining different models (some of which may be proprietary) developed in different software environments. In this paper, we discuss several approaches for developing VPS, and suggest how it can best be integrated into the design process. An approach is developed to improve collaborative work in a VPS development by combining disparate computational models. Specifically, a system framework is proposed to separate the system-level modeling from the computational infrastructure. The implementation of a simple prototype demonstrates that such a paradigm is viable and thus provides a new means for distributed VPS development. © 2009 by ASME.

Modeling turn-off voltage rise in SOI LIGBT

The behavior of the drain voltage rise of the Lateral IGBT during inductive turn-off is studied in detail. Numerical simulations show that, if compared with the well known vertical IGBT, the Lateral IGBT presents a differences in the on-state stored charge and in the growth of the depleted region that result in a different drain voltage rise. In this paper a complete model for the voltage rise is devised through an accurate calculation of the equivalent output capacitance. The model is in excellent agreement with two-dimensional simulations. Further, the paper shows that previously proposed models, which targeted the vertical IGBT, are not adequate for the description of the turn-off voltage rise in the Lateral IGBT. © Springer Science + Business Media LLC 2006.

Accommodating curvature in a highly ordered functionalized metal oxide nanofiber: synthesis, characterization and multi-scale modeling of layered nanosheets

A key element in the rational design of hybrid organic-inorganic nanostructures, is control of surfactant packing and adsorption onto the inorganic phase in crystal growth and assembly. In layered single crystal nanofibers and bilayered 2D nanosheets of vanadium oxide, we show how the chemisorption of preferred densities of surfactant molecules can direct formation of ordered, curved layers. The atom-scale features of the structures are described using molecular dynamics simulations that quantify surfactant packing effects and confirm the preference for a density of 5 dodecanethiol molecules per 8 vanadium attachment sites in the synthesised structures. This assembly maintains a remarkably well ordered interlayer spacing, even when curved. The assemblies of interdigitated organic bilayers on V2O5 are shown to be sufficiently flexible to tolerate curvature while maintaining a constant interlayer distance without rupture, delamination or cleavage. The accommodation of curvature and invariant structural integrity points to a beneficial role for oxide-directed organic film packing effects in layered architectures such as stacked nanofibers and hybrid 2D nanosheet systems.

No-flow underfill flip chip assembly–an experimental and modeling analysis

In the flip-chip assembly process, no-flow underfill materials have a particular advantage over traditional underfill: the application and curing of the former can be undertaken before and during the reflow process. This advantage can be exploited to increase the flip-chip manufacturing throughput. However, adopting a no-flow underfill process may introduce reliability issues such as underfill entrapment, delamination at interfaces between underfill and other materials, and lower solder joint fatigue life. This paper presents an analysis on the assembly and the reliability of flip-chips with no-flow underfill. The methodology adopted in the work is a combination of experimental and computer-modeling methods. Two types of no-flow underfill materials have been used for the flip chips. The samples have been inspected with X-ray and scanning acoustic microscope inspection systems to find voids and other defects. Eleven samples for each type of underfill material have been subjected to thermal shock test and the number of cycles to failure for these flip chips have been found. In the computer modeling part of the work, a comprehensive parametric study has provided details on the relationship between the material properties and reliability, and on how underfill entrapment may affect the thermal–mechanical fatigue life of flip chips with no-flow underfill.

Design and modeling challenges for high density packaging

Today most of the IC and board designs are undertaken using two-dimensional graphics tools and rule checks. System-in-package is driving three-dimensional design concepts and this is posing a number of challenges for electronic design automation (EDA) software vendors. System-in-package requires three-dimensional EDA tools and design collaboration systems with appropriate manufacturing and assembly rules for these expanding technologies. Simulation and Analysis tools today focus on one aspect of the design requirement, for example, thermal, electrical or mechanical. System-in-Package requires analysis and simulation tools that can easily capture the complex three dimensional structures and provided integrated fast solutions to issues such as thermal management, reliability, electromagnetic interference, etc. This paper discusses some of the challenges faced by the design and analysis community in providing appropriate tools to engineers for System-in-Package design

Ultra-fine pitch stencil printing for a low cost and low temperature flip-chip assembly process

This paper presents the results of a packaging process based on the stencil printing of isotropic conductive adhesives (ICAs) that form the interconnections of flip-chip bonded electronic packages. Ultra-fine pitch (sub-100-mum), low temperature (100degC), and low cost flip-chip assembly is demonstrated. The article details recent advances in electroformed stencil manufacturing that use microengineering techniques to enable stencil fabrication at apertures sizes down to 20mum and pitches as small as 30mum. The current state of the art for stencil printing of ICAs and solder paste is limited between 150-mum and 200-mum pitch. The ICAs-based interconnects considered in this article have been stencil printed successfully down to 50-mum pitch with consistent printing demonstrated at 90-mum pitch size. The structural integrity or the stencil after framing and printing is also investigated through experimentation and computational modeling. The assembly of a flip-chip package based on copper column bumped die and ICA deposits stencil printed at sub-100-mum pitch is described. Computational fluid dynamics modeling of the print performance provides an indicator on the optimum print parameters. Finally, an organic light emitting diode display chip is packaged using this assembly process

Modeling the structural breakdown of solder paste using the structural kinetic model

Solder paste is the most important strategic bonding material used in the assembly of surface mount devices in electronic industries. It is known to exhibit a thixotropic behavior, which is recognized by the decrease in apparent viscosity of paste material with time when subjected to a constant shear rate. The proper characterization of this time-dependent rheological behavior of solder pastes is crucial for establishing the relationships between the pastes structure and flow behavior; and for correlating the physical parameters with paste printing performance. In this article, we present a novel method which has been developed for characterizing the time-dependent and non-Newtonian rheological behavior of solder pastes and flux mediums as a function of shear rates. We also present results of the study of the rheology of the solder pastes and flux mediums using the structural kinetic modeling approach, which postulates that the network structure of solder pastes breaks down irreversibly under shear, leading to time and shear-dependent changes in the flow properties. Our results show that for the solder pastes used in the study, the rate and extent of thixotropy was generally found to increase with increasing shear rate. The technique demonstrated in this study has wide utility for R&D personnel involved in new paste formulation, for implementing quality control procedures used in solder-paste manufacture and packaging; and for qualifying new flip-chip assembly lines.