Two-Type Age-Dependent Branching Processes with Inhomogeneous Immigration as Models of Renewing Cell Population

2000 Mathematics Subject Classification: primary 60J80; secondary 60J85, 92C37.

Forecasting volatility and correlation : the role of option implied measures

Forecasts of volatility and correlation are important inputs into many practical financial problems. Broadly speaking, there are two ways of generating forecasts of these variables. Firstly, time-series models apply a statistical weighting scheme to historical measurements of the variable of interest. The alternative methodology extracts forecasts from the market traded value of option contracts. An efficient options market should be able to produce superior forecasts as it utilises a larger information set of not only historical information but also the market equilibrium expectation of options market participants. While much research has been conducted into the relative merits of these approaches, this thesis extends the literature along several lines through three empirical studies. Firstly, it is demonstrated that there exist statistically significant benefits to taking the volatility risk premium into account for the implied volatility for the purposes of univariate volatility forecasting. Secondly, high-frequency option implied measures are shown to lead to superior forecasts of the intraday stochastic component of intraday volatility and that these then lead on to superior forecasts of intraday total volatility. Finally, the use of realised and option implied measures of equicorrelation are shown to dominate measures based on daily returns.

Thromboxane synthase expression and correlation with VEGF and angiogenesis in non-small cell lung cancer

Background Thromboxane synthase (TXS) metabolizes prostaglandin H2 into thromboxanes, which are biologically active on cancer cells. TXS over-expression has been reported in a range of cancers, and associated with angiogenesis and poor outcome. TXS has been identified as a potential therapeutic target in NSCLC. This study examines a link between TXS expression, angiogenesis, and survival in NSCLC. Methods TXS and VEGF metabolite levels were measured in NSCLC serum samples (n=46) by EIA. TXB2 levels were correlated with VEGF. A 204-patient TMA was stained for TXS, VEGF, and CD-31 expression. Expression was correlated with a range of clinical parameters, including overall survival. TXS expression was correlated with VEGF and CD-31. Stable TXS clones were generated and the effect of overexpression on tumor growth and angiogenesis markers was examined in-vitro and in-vivo (xenograft mouse model). Results Serum TXB2 levels were correlated with VEGF (p<0.05). TXS and VEGF were expressed to a varying degree in NSCLC tissue. TXS was associated with VEGF (p<0.0001) and microvessel density (CD-31; p<0.05). TXS and VEGF expression levels were higher in adenocarcinoma (p<0.0001) and female patients (p<0.05). Stable overexpression of TXS increased VEGF secretion in-vitro. While no significant association with patient survival was observed for either TXS or VEGF in our patient cohort, TXS overexpression significantly (p<0.05) increased tumor growth in-vivo. TXS overexpression was also associated with higher levels of VEGF, microvessel density, and reduced apoptosis in xenograft tumors. Conclusion TXS promotes tumor growth in-vivo in NSCLC, an effect which is at least partly mediated through increased tumor angiogenesis.

Quantitative analysis of survivin in colorectal adenocarcinoma : increased expression and correlation with telomerase activity

The aims of the present study are to quantitatively analyze survivin expression, its clinicopathologic roles, and correlation with telomerase activity in a large cohort of patients with colorectal adenocarcinoma. Real-time polymerase chain reaction was used to quantitate expression level of survivin messenger RNA and human telomerase reverse transcriptase messenger RNA (telomerase activity) in 51 patients with colorectal adenocarcinomas. The findings were correlated with the clinicopathologic features of patients, which were prospectively collected into a computerized database. Survivin messenger RNA was expressed in all tumor samples. The level of expression in tumor tissues was increased in comparison with matched nontumor mucosa in the same patient (P = .01). The level of expression of survivin was significantly correlated with the level of human telomerase reverse transcriptase expression (P = .008) and size of the colorectal adenocarcinomas (P = .004). Survival of the patients with colorectal adenocarcinoma was associated with the TNM stages (P = .001) and not with the level of expression of survivin. Thus, survivin activity was altered in colorectal adenocarcinoma. The high prevalence of survivin expression and correlation with telomerase activity are important factors for consideration in gene targeting therapy for colorectal adenocarcinoma.

Representation of facial expression categories in continuous arousal-valence space: Feature and correlation

Representation of facial expressions using continuous dimensions has shown to be inherently more expressive and psychologically meaningful than using categorized emotions, and thus has gained increasing attention over recent years. Many sub-problems have arisen in this new field that remain only partially understood. A comparison of the regression performance of different texture and geometric features and investigation of the correlations between continuous dimensional axes and basic categorized emotions are two of these. This paper presents empirical studies addressing these problems, and it reports results from an evaluation of different methods for detecting spontaneous facial expressions within the arousal-valence dimensional space (AV). The evaluation compares the performance of texture features (SIFT, Gabor, LBP) against geometric features (FAP-based distances), and the fusion of the two. It also compares the prediction of arousal and valence, obtained using the best fusion method, to the corresponding ground truths. Spatial distribution, shift, similarity, and correlation are considered for the six basic categorized emotions (i.e. anger, disgust, fear, happiness, sadness, surprise). Using the NVIE database, results show that the fusion of LBP and FAP features performs the best. The results from the NVIE and FEEDTUM databases reveal novel findings about the correlations of arousal and valence dimensions to each of six basic emotion categories.

Modeling strategies in longitudinal data analysis: Covariate, variance function and correlation structure selection

A modeling paradigm is proposed for covariate, variance and working correlation structure selection for longitudinal data analysis. Appropriate selection of covariates is pertinent to correct variance modeling and selecting the appropriate covariates and variance function is vital to correlation structure selection. This leads to a stepwise model selection procedure that deploys a combination of different model selection criteria. Although these criteria find a common theoretical root based on approximating the Kullback-Leibler distance, they are designed to address different aspects of model selection and have different merits and limitations. For example, the extended quasi-likelihood information criterion (EQIC) with a covariance penalty performs well for covariate selection even when the working variance function is misspecified, but EQIC contains little information on correlation structures. The proposed model selection strategies are outlined and a Monte Carlo assessment of their finite sample properties is reported. Two longitudinal studies are used for illustration.

The dipole moments and molecular structure of substituted acetamides

Thioacetamide has a dipole moment substantially higher than the vector sum of the normal characteristic moments of its constituent bonds. However, the effect can reasonably be accounted for on the scheme of alterations in charge distribution and hence of bond moments proposed by Smith, Ree, Magee and Eyring. The same is probably true for chloroacetamide even though the problem of rotation about the C-C single bond renders the conclusion less certain. For cyanoacetamide, the observed moment cannot be accounted for satisfactorily on this basis.

Characterization of disease resistance gene candidates of the nucleotide binding site (NBS) type from banana and correlation of a transcriptional polymorphism with resistance to Fusarium oxysporum f.sp. cubense race 4

Most plant disease resistance (R) genes encode proteins with a nucleotide binding site and leucine-rich repeat structure (NBS-LRR). In this study, degenerate primers were used to amplify genomic NBS-type sequences from wild banana (Musa acuminata ssp. malaccensis) plants resistant to the fungal pathogen Fusarium oxysporum formae specialis (f. sp.) cubense (FOC) race 4. Five different classes of NBS-type sequences were identified and designated as resistance gene candidates (RGCs). The deduced amino acid sequences of the RGCs revealed the presence of motifs characteristic of the majority of known plant NBS-LRR resistance genes. Structural and phylogenetic analyses grouped the banana RGCs within the non-TIR (homology to Toll/interleukin-1 receptors) subclass of NBS sequences. Southern hybridization showed that each banana RGC is present in low copy number. The expression of the RGCs was assessed by RT-PCR in leaf and root tissues of plants resistant or susceptible to FOC race 4. RGC1, 3 and 5 showed a constitutive expression profile in both resistant and susceptible plants whereas no expression was detected for RGC4. Interestingly, RGC2 expression was found to be associated only to FOC race 4 resistant lines. This finding could assist in the identification of a FOC race 4 resistance gene.

Charge distribution, dipole moments and molecular structure of some organogermanium compounds

Formal charge distributions in, and the electric dipole moments of, a few simple organogermanium compounds have been evaluated by the method of R. P. Smith et al. [J. Amer. Chem. Soc., 73(1951) 2263]. The difference between the experimental and calculated moments in the case of alkylhalogermanes is explained in terms of the pπ—dπ back bonding effect outweighing the electron releasing effect. In unsaturated compounds, the differences are attributed to possible mesmeric effects involving the expansion of the germanium valence shell.

Dipole moments and structure of organophosphine and organoarsine compounds

The formal charge distributions in and the dipole moments of some organophosphines and arsines have been calculated, and the dipole moments of (p-chlorophenyl)dichlorophosphine (2.28 D) and (p-bromophenyl)dichlorophosphine (2.04 D) have been determined in benzene at 35° C. The differences between the observed and the calculated moments are explained in terms of dπ---pπ back-bonding and hyperconjugative effects in alkylhaloarsines. The mesomeric effects operating in the aromatic systems are evaluated by comparing the moments with those for the corresponding aliphatic systems. In unsaturated compounds the differences are attributed to mesomeric effects involving the expansion of arsenic valence shell.

Conformational Choices for the Stereochemically Constrained gamma-Amino Acid Residue Gabapentin: Theoretical Studies and Correlation With Experimental Results

Gabapentin (1-aminomethylcyclohexaneacetic acid, Gpn) is an achiral, conformationally constrained gamma amino acid residue. A survey of available crystal structures of Gpn peptides reveals that the torsion angles about the C-gamma-C-beta (theta(1)) and C-beta-C-alpha(theta(2)) bonds are overwhelmingly limited to gauche, gauche (g(+)g(+)/g(-)g(-)) conformations. The Gpn residue forms C-7 and C-9 hydrogen bonds in which the donor and acceptor atoms come from the flanking peptide units. In combination with alpha amino acid residues alpha gamma and gamma alpha segments can adopt C-12 hydrogen bonded structures. The conformational choices available to the Gpn residue have been probed using energy calculations, adopting a grid search strategy. Ramachandran phi-psi maps have been constructed for fixed values of theta(1) and theta(2), corresponding to the gauche and trans conformations. The sterically allowed and energetically favorable regions of conformational space have been defined and experimental observations compared. C-7 and C-9 hydrogen bonded conformational families have been identified using a grid search approach in which theta(1) and theta(2) values are varied over a range of +/- 10 degrees about ideal values at 1 degrees intervals. The theoretical analysis together with experimental observations for 59 Gpn residues from 35 crystal structures permits definition of the limited range of conformational possibilities at this gamma amino acid residue. .