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Covid19 hit the world’s financial markets by surprise in March 2020 and ensuing volatility marked an end to the prior low-volatility environment. This Black Swan engendered numerous publications establishing how the equity market responded to the exogenous shock. However, there is no applicable comparison to Nasdaq100 regarding how models perform during extreme conditions such as ante, amid and post Covid19. Furthermore, goodness of fit together with forecasting accuracy are further examined in the light of new intra-day data from Oxford Man Institute covering this time-period. This thesis presents a comparison of volatility models incorporating economic intuition, sentiment, historical values of volatility and stochastics. By exploiting intra-day at 5 min interval the trade-off between noise and loss of valuable information effectively kept at a minimum yielding considerable robustness to the thesis’ result. Linear ARCH-models, Implied Volatility and HARRV applied with the addition of several different combinations of hold-out periods enable multiple vantagepoints for evaluation. This thesis finds HARRV’s series of one-step ahead prediction of future conditional volatility to be superior throughout all hold-out periods. I am able to present empirical evidence supporting the idea that HARRV’s additive cascades of volatility is superior to sentiment-driven implied volatility and ARCH-models pertaining to Nasdaq100.

Poly(vinyl acetate) (PVAc) has a major application as an indoor wood adhesive. Low water stability is however, one of the greatest drawbacks of PVAc. By grafting PVAc from a chitosan (CS) backbone (CS-graft- PVAc) water stability of adhesive is increased while good mechanical and adhesive properties are retained. Simultaneously the percentage of bio-based content is increased. This work investigates the proposed re- action mechanisms between chitosan and cerium(IV) ammonium nitrate (CAN) which is used as an initiator for the grafting reaction. Litera- ture studies showed one dominating reaction mechanism and some not as common. The reaction mechanisms and their shortcomings are pre- sented and discussed in the report. / Poly(vinyl acetat)(PVAc) har ett stort användningsområde som ett trälim för möbler som ska användas inomhus. Den dåliga vatten stabiliteten är ett av de största problemen för användning av PVAc. Genom att ympa PVAc med chitosan(CS) (CS-graft-PVAc) kan vatten stabiliteten ökas samtidigt som en god limfunktion finns kvar och delen fossilbaserad monomer blir mindre och byts ut mot en biobaserad polymer. I detta arbete undersöks de föreslagna reaktionsmekanismerna mellan CS och cerium(IV) ammonium nitrat(CAN) som används som en katalysator för att grafta PVAc med CS. Litteraturstudier visade en dominerade reaktionsmekanism och några mindre förekommande. Reaktionsmekanis- merna och eventuella tillkortakommanden som finns gällande hur de fortlöper presenteras och diskuteras i detta arbete.

<p>Type 4 pili (T4P) are fibrous appendages found on the surfaces of a wide range of bacteria. They are used for adherence to biotic and abiotic surfaces, twitching motility, and biofilm formation. Despite their ubiquitous distribution, identifying the core components required for T4P expression has been difficult due to conflicting data about the functions of orthologous components from the most common model organisms, <em>Neisseria</em> and <em>Pseudomonas</em>. By inactivating the retraction component of pilus function, genes essential for T4P assembly versus disassembly were discriminated in <em>P. aeruginosa</em>. In contradiction to data from the <em>Neisseria </em>system<em>,</em> we found that components of the inner membrane sub-complex consisting of PilN/O/P are not essential for surface pilus expression, while the highly conserved inner membrane protein, PilC is essential. The current model of T4P biogenesis suggests that PilC coordinates the activity of cytoplasmic extension (PilB) and retraction (PilT) ATPases via their interaction with its two large cytoplasmic domains. Hydrolysis of ATP by PilB or PilT is proposed to induce domain movements in PilC, resulting in the addition or removal of single pilin subunits from the base of the pilus. Using<em> </em><em>in vitro</em> co-affinity purification we showed that PilB is a potential interaction partner of the N-terminal cytoplasmic domain of PilC. Also, mutagenesis of the C-terminal cytoplasmic domain of PilC produced mutant proteins with a reduced capacity to support twitching motility, suggesting impairment of PilC-PilT interactions. The indispensability of PilC and its potential interactions with the ATPases PilB and PilT suggest that it is a core element required for function of the T4P system of <em>P. aeruginosa</em>.</p> / Master of Science (MSc)

<p> Non-homologous end joining (NHEJ) is the predominant mode of DNA double strand break (DSB) repair pathway in mammalian cells. At the heart of this repair pathway is Xrcc4-DNA ligase IV complex, which mediates ligation of the broken DNA strands. The C-terminal tandem BRCT repeats of human DNA ligase IV spanning residues 654-911 in complex with the functional fragment of Xrcc4 comprised of residues 1-203 were crystallized by the hanging drop vapour diffusion method at 20°C. Generation of single, well-packed, diffraction quality crystals suitable for structure determination involved usage of an Xrcc4 point mutant (A60E). Arriving at the crystallization condition included optimization of pH, variation of the precipitant concentration, investigation of the effects of small molecules, and alteration of the amount of crystal seed used as initial nuclei. A Crystal of selenomethionine-derived protein complex was grown using the above optimization steps and diffracted to 2.4 A resolution. Data processing revealed that the crystal belonged to space group P1 with unit cell dimensions a= 67.33 b = 86.00 c = 111.52; a= 67.37 ~ = 83.00 y = 74.56. The crystal structure of Xrcc4-DNA ligase IV complex was solved by single-wavelength anomalous diffraction using data collected at a wavelength of 0.9785A corresponding to peak energy. </p> <p> The structure maintains a 2:1 stoichiometry of Xrcc4 to the C-terminal domain of DNA ligase IV. The structure of the complex not only confirms the overall novel mode of interaction first observed in the 3.9 A structure of the yeast ortholog liflp-lig4p complex, but it also discloses additional key features such as the DNA binding surface of the complex and the striking conformational changes occurring within Xrcc4 upon interaction with DNA ligase IV. Together, the structural information procured forms an important basis for a better understanding of the mechanism involved in the NHEJ repair pathway. </p> / Thesis / Master of Science (MSc)

京都大学 / 新制・課程博士 / 博士(農学) / 甲第24672号 / 農博第2555号 / 新制||農||1099(附属図書館) / 学位論文||R5||N5453(農学部図書室) / 京都大学大学院農学研究科応用生命科学専攻 / (主査)教授 小川 順, 教授 井上 善晴, 教授 森 直樹 / 学位規則第4条第1項該当 / Doctor of Agricultural Science / Kyoto University / DFAM

Cyclopropane derivatives are frequently utilized as "probes" for radical cation intermediates in a number of important chemical and biochemical oxidation. The implicit assumption in such studies is that if a radical cation is produced, it will undergo ring opening. Through a detailed examination of follow-up chemistry of electrochemically and chemically generated cyclopropylarene radical cations, we have shown that the assumption made in the use of these substrates as SET probes is not necessarily valid. While cyclopropylbenzene radical cation undergoes rapid methanol-induced ring opening (e.g., k = 8.9⁷ s⁻¹M⁻¹), the radical cations generated from 9-cyclopropylanthracenes do not undergo cyclopropane ring opening at all. The radical cations generated from cyclopropylnaphthalenes disproportionate or dimerize before undergoing ring opening. Utilizing cyclic, derivative cyclic, and linear sweep voltammetry, it was discovered that decay of radical cations generated from cyclopropylnaphthalenes in CH₃CN/CH₃OH is second order in radical cation and zero order in methanol. Anodic and Ce(IV) oxidation of all these naphthyl substrates in CH₃CN/CH₃OH led to cyclopropane ring-opened products. However, the rate constant for methanol-induced ring opening (Ar-c-C₃H₅⁺. + CH₃OH -> ArCH(·)CH₂CH₂O(H⁺)CH₃) is extremely small (<20 s⁻¹M⁻¹ for 1-cyclopropylnaphthalenes) despite the fact that ring opening is exothermic by nearly 30 kcal/mol. These results are explained on the basis of a product-like transition state for ring opening wherein the positive charge is localized on the cyclopropyl group, and thus unable to benefit from potential stabilization offered by the aromatic ring. Reactions of radical cations generated from 9-cyclopropylanthracenes in CH₃CN/CH₃CN have also been investigated electrochemically. The major products arising from oxidation of these anthryl substrates are attributable to CH₃OH attack at the aromatic ring rather than CH₃OH-induced cyclopropane ring opening. Ce(IV) oxidation of 9-cyclopropyl-10-methylanthracene and 9,10-dimethylanthracene further showed that radical cations generated from these anthryl substrates undergo neither cyclopropane ring opening nor deprotonation but nucleophilic addition. Side-chain oxidation products from Ce(IV) oxidation of methylated anthracenes arose from further reaction of nuclear oxidation products under acidic and higher temperature conditions. An analogous (more product-like) transition state picture can be applied for cyclopropane ring opening and deprotonation of these anthryl radical cations. Because of much higher intrinsic barrier to either nucleophile-induced cyclopropane ring opening or deprotonation of these anthryl radical cations, nucleophilic addition predominates. Stereoelectronic effects may be another additional factor contributing to this intrinsic barrier because the cyclopropyl group in these anthryl systems adopts a perpendicular conformation which may not meet the stereoelectronic requirements for cyclopropyl ring opening at either the radical cation or dication stage. / Ph. D.

Clostridium perfringens is a spore-forming anaerobic Gram-positive rod which has gliding motility through type IV Pili (TFP). Since the discovery of TFP in Gram-positive bacteria is relatively new, more studies are required to understand the mechanism and interaction of the proteins of this machinery. Moreover, the similarities between TFP and type 2 secretion system (T2SS) suggest that C. perfringens has also a T2SS. We studied the localization of TFP ATPases, PilB1, PilB2 and PilT in Bacillus subtilis to compare the localization in an organism other than C. perfringens and which lacks any known genes similar to TFP. Unlike the case in C. perfringens, PilB1 in B. subtilis localized to the poles in the absence of PilT, with some central foci at the future division sites. Colocalization of PilB1 was also studied with PilT and the results suggested that PilB1 needs PilT to migrate from the poles to the center. Localization of PilB2 in B. subtilis, was similar to the results in C. perfringens and to the localization of PilB1 in B. subtilis. We have not been able to co-express PilB2 with PilT yet. Succeeding in this study will help us better understand the interactions between PilB proteins and PilT. In another project, we studied a von Willebrand factor Type A-Domain Containing protein (vWA) which is secreted from C. perfringens strain 13. We overexpressed and purified this protein and tested the effects on mammalian cells. We found that the vWA is probably not a toxin but since it seems to bind to macrophage membranes, we propose that the vWA could be part of a toxin complex, probably the subunit of the complex that binds to the host cells. / Master of Science

Fermentation and roasting of cocoa (Theobroma cacao) decrease levels of polyphenolic flavanol compounds. However, it is largely unknown how these changes in polyphenol levels caused by processing affect cocoa's anti-diabetic and anti-obesity bioactivities, such as inhibition of certain enzymes in the body. Polyphenol profiles, protein-binding abilities, presence of compounds termed oxidative polymers, and abilities to inhibit α-glucosidase, pancreatic α-amylase, lipase, and dipeptidyl peptidase-IV (DPP4) in vitro were compared between unfermented bean (UB), fermented bean (FB), unfermented liquor (UL), and fermented liquor (FL) cocoa extracts. Overall, there were significant decreases (p<0.05) in total polyphenols, flavanols, and anthocyanins between the two sets of unfermented and fermented cocoa extracts (CEs). All CEs effectively inhibited α-glucosidase (lowest IC50 = 90.0 ug/mL for UL) and moderately inhibited α-amylase (lowest IC50=183 ug/mL for FL), lipase (lowest IC25=65.5 ug/mL for FB), and DPP4 (lowest IC25=1585 ug/mL for FB) in dose-dependent manners. Fermentation and roasting of the samples affected inhibition of each enzyme differently (both processes enhanced α-amylase inhibition). Improved α-glucosidase and α-amylase inhibitions were correlated with presence of different classifications of oxidative polymers, suggesting that these compounds could be contributing to the bioactivities observed. Some α-glucosidase inhibition might be due to non-specific protein-binding. Improved DPP4 inhibition was strongly correlated to increased CE degree of polymerization. In conclusion, potential enzyme inhibition activities of cocoa were not necessarily negatively affected by the large polyphenol losses that occur during fermentation and roasting. Additionally, it is possible that more complex compounds could be present in cocoa that contribute to its potential anti-diabetic and anti-obesity bioactivities. / Master of Science in Life Sciences