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Bayesian analysis of stochastic point processes for financial applicationsProbst, Cornelius January 2013 (has links)
A recent application of point processes has emerged from the electronic trading of financial assets. Many securities are now traded on purely electronic exchanges where demand and supply are aggregated in limit order books. Buy and sell trades in the asset as well as quote additions and cancellations can then be interpreted as events that not only determine the shape of the order book, but also define point processes that exhibit a rich internal structure. A large class of such point processes are those driven by a diffusive intensity process. A flexible choice with favourable analytic properties is a Cox-Ingersoll-Ross (CIR) diffusion. We adopt a Bayesian perspective on the statistical inference for these doubly stochastic processes, and focus on filtering the latent intensity process. We derive analytic results for the moment generating function of its posterior distribution. This is achieved by solving a partial differential equation for a linearised version of the filtering equation. We also establish an efficient and simple numerical evaluation of the posterior mean and variance of the intensity process. This relies on extending an equivalence result between a point process with CIR-intensity and a partially observed population process. We apply these results to empirical datasets from foreign exchange trading. One objective is to assess whether a CIR-driven point process is a satisfactory model for the variations in trading activity. This is answered in the negative, as sudden bursts of activity impair the fit of any diffusive intensity model. Controlling for such spikes, we conclude with a discussion of the stochastic control of a market making strategy when the only information available are the times of buy and sell trades.
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Regulation of E2F-1 by methylation and NEDDylationLoftus, Sarah Jane January 2012 (has links)
E2F-1 has a central role in cell cycle orchestration, and its activity is tightly regulated. One of the ways E2F-1 activity is controlled is by direct modification by post translational modifications such as acetylation, ubiquitination and phosphorylation. Here it was demonstrated that E2F-1 is targeted by two novel modifications, namely methylation by Set7/9 and NEDDylation, both within the DNA binding and heterodimerisation domain of the protein. NEDDylation and methylation of E2F-1 both decrease the stability and diminish the transcriptional activity of E2F-1. Lysine residues in E2F-1 involved in NEDDylation are also targeted by methylation, allowing the potential for interplay between these modifications. Methylation of E2F-1 was demonstrated to be a prerequisite for its NEDDylation and the multi-domain protein UHRF1 implicated in mediating this effect. The results define a new level of control on E2F-1 and suggest a protein code with pleiotropic effects involved in E2F-1 regulation.
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Spatial control and symbolic politics at the intersection of China, India and BurmaFarrelly, Nicholas Samuel January 2011 (has links)
The Chinese, Indian and Myanmar governments share the borderlands in the corners of their respective territories where East, South and Southeast Asia meet. In this region of common concern the capacities of these three systems of post-colonial government are regulated so as to prevent excessive political conflict and discourage territorial fragmentation. My research focus is how the governments seek to exert spatial control in areas occupied by the closely-related Jingpo, Singpho and Jinghpaw peoples. As part of their efforts to shape interactions with the central governments, local elites among these peoples have defended and expanded elements of their Jingpo, Singpho and Jinghpaw cultures, particularly their annual Manau festivals. Seeking a way to analyse the relationship between governments and those they govern I draw on the illustrative potential of these large-scale events. It is the symbolic politics of these festivals that suggest an argument about spatial control that refines the state-repelling “Zomia” model proposed by van Schendel (2002) and Scott (2009a). I argue that nodes of control are sites where the governments concentrate power in order to manage their geopolitical ambitions. These nodes succeed when they encourage the acquiescence of local economic and cultural elites. By opening up opportunities for such collaboration, the nodes buttress the strategic links—cultural, political, economic, transportation and communications—that are the main interests of all central governments. It is, moreover, the intrinsic limitation of government ambitions, and their willingness to allow creative ambiguities, that suggests the direction in which ideas about spatial control at the intersection of China, India and Burma can be re conceived.
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On auxiliary variables and many-core architectures in computational statisticsLee, Anthony January 2011 (has links)
Emerging many-core computer architectures provide an incentive for computational methods to exhibit specific types of parallelism. Our ability to perform inference in Bayesian statistics is often dependent upon our ability to approximate expectations of functions of random variables, for which Monte Carlo methodology provides a general purpose solution using a computer. This thesis is primarily concerned with exploring the gains that can be obtained by using many-core architectures to accelerate existing population-based Monte Carlo algorithms, as well as providing a novel general framework that can be used to devise new population-based methods. Monte Carlo algorithms are often concerned with sampling random variables taking values in X whose density is known up to a normalizing constant. Population-based methods typically make use of collections of interacting auxiliary random variables, each of which is in X, in specifying an algorithm. Such methods are good candidates for parallel implementation when the collection of samples can be generated in parallel and their interaction steps are either parallelizable or negligible in cost. The first contribution of this thesis is in demonstrating the potential speedups that can be obtained for two common population-based methods, population-based Markov chain Monte Carlo (MCMC) and sequential Monte Carlo (SMC). The second contribution of this thesis is in the derivation of a hierarchical family of sparsity-inducing priors in regression and classification settings. Here, auxiliary variables make possible the implementation of a fast algorithm for finding local modes of the posterior density. SMC, accelerated on a many-core architecture, is then used to perform inference for a range of prior specifications to gain an understanding of sparse association signal in the context of genome-wide association studies. The third contribution is in the use of a new perspective on reversible MCMC kernels that allows for the construction of novel population-based methods. These methods differ from most existing methods in that one can make the resulting kernels define a Markov chain on X. A further development is that one can define kernels in which the number of auxiliary variables is given a distribution conditional on the values of the auxiliary variables obtained so far. This is perhaps the most important methodological contribution of the thesis, and the adaptation of the number of particles used within a particle MCMC algorithm provides a general purpose algorithm for sampling from a variety of complex distributions.
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Investigating the effects of a point mutation in the TRPC3 channel, cause of cerebellar ataxia in Moonwalker mice, on the Purkinje cells in miceDulneva, Anna January 2012 (has links)
The Moonwalker (Mwk) mouse is a mouse model of cerebellar ataxia that harbours a point mutation in the Trpc3 gene. TRPC3 is a non-selective cation channel, most highly expressed in the Purkinje cells of the cerebellum. The gain-of-function mutation in the TRPC3 protein affects the development of Purkinje cell dendrites by reducing their branching, and also leads to abnormal motor coordination and cerebellar ataxia in Mwk mice at the age of 3 weeks. The aim of this thesis was to determine how the mutation in the TRPC3 channel results in the observed pathology. Proper function of the TRPC3 channel relies on its interaction with other proteins, hence we investigated binding partners of TRPC3. The study revealed PI synthase and CaMKIV as novel interaction partners of TRPC3. PI synthase is implicated in the upstream signalling events leading to TRPC3 activation, whereas CaMKIV is activated by Ca<sup>2+</sup>, possibly due to TRPC3 activation. We have identified alterations in phosphorylation of several key Ca<sup>2+</sup> signalling proteins (CaMKII, CaMKIV, CREB and ERK), which indicates that there are changes in Ca<sup>2+</sup> homeostasis in Mwk cerebella. Down-regulation of CaMKIV and up-regulation of CREB phosphorylation occurs as early as P21, which indicates that their abnormal activity could contribute to the Mwk phenotype. Microarray analysis comparing wild-type and Mwk Purkinje cells has revealed gene expression changes, which are likely due to abnormal Ca<sup>2+</sup> signalling. Genes Ipo5, Opn3 and Sv2c are up-regulated at P11; Car2 and Stk17b are down-regulated at P14; and Cntn3 is up-regulated at P18 in Mwk Purkinje cells. High quality RNA from Purkinje cells was extracted using an optimised laser-capture microdissection method. Work on the Mwk mice points to the importance of TRPC3 activity for the proper development of Purkinje cell dendrites and depicts TRPC3 as a possible target for cerebellar ataxia treatment.
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Exploring the lives of African Americans living with mental illness a project based upon an investigation at ALSO Cornerstone, New Haven, Connecticut /Son, Lois Jihae. January 2009 (has links)
Thesis (M.S.W.)--Smith College School for Social Work, Northampton, Mass., 2009. / Includes bibliographical references (p. 48-50).
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Flow measurement and leakage detection of gaseous CO2Adefila, Kehinde January 2015 (has links)
In order to combat the climate change caused by increasing emissions of CO2 from industrial processes, Carbon Capture and Storage (CCS) technologies have been accepted worldwide to address these pressing global warming concerns. So as to efficiently manage material and financial losses across the entire stream, accurate accounting and monitoring through fiscal metering of CO2 in CCS transportation pipelines are core and required features for the deployment of CCS technologies. Moreover, these technical requirements are part of the legal compliance schemes and guidelines from various regulatory bodies. This thesis reports experimental studies of two different metering technologies, an Averaging Pitot Tube (APT) and a Coriolis mass flowmeter (CMF), for CO2 flow measurement, together with the design and implementation of a CO2 flow calibration facility. A prototype system for the leak detection of the gas phase of CO2 is also developed. A review of the methodologies and technologies for the flow measurement and leak detection of CO2 gas is firstly given, followed by the discussion of the main challenges and technical requirements in their applications. Based on this review, two flow metering technologies, APT and CMF, are selected for experimental studies and a calibration platform using both volumetric and direct mass measurement methods for the gas phase of CO2 is also developed. The APT and CMF were calibrated and evaluated in the test facility. Experimental results obtained in this test facility demonstrate that the instruments are capable of accurately metering gaseous CO2 within a measurement uncertainty of ±1.5%. Flow characterization of the fluid under wet and mixed components conditions were further assessed with both meters. Under wet CO2 flow, results obtained show that both flow instruments are subject to significant measurement errors. The APT gave an error of up to ±25%, for a liquid fraction of 20%, while the error of the CMF was up ±6%, for a liquid fraction of 10%. Further investigations show that these errors can, however, be corrected through simple and straightforward algorithms that can be easily incorporated into computing processes in the flowmeters. In binary gaseous mixture tests, the CMF proved to be very reliable in the gas combination processes and likewise in the metering of the CO2 mixture (≤ ±1%), while a higher degree of uncertainty was registered for the APT (≤ ±4%). Overall analyses from investigations confirmed the APT and CMF instruments as promising technologies for CO2 flow measurement and can be further improved for application in actual CCS conditions. In addition, this thesis describes experimental investigations of the leak detection of CO2 gas from a pipeline, with emphasis on full controllability and flexibility of the operational process. An imaging system using passive temperature change detection techniques is designed, implemented and evaluated. The effectiveness of the developed technique is examined on a laboratory-scale flow rig system. Results obtained from tests confirmed the operability of the system configuration and validation of the thermal imaging approach. Suggestions for future development and enhancement of the proposed techniques are finally given.
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The role of autophagy in CD8plus T cell immunityPuleston, Daniel January 2015 (has links)
No description available.
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Functional analysis of the ALS/FTD associated gene FUS using a novel in vitro genomic DNA expression systemThomas, Matthew Robert January 2013 (has links)
Aggregations of fused in sarcoma (FUS), a multifunctional RNA processing protein, define a pathological subtype of both frontotemporal dementia (FTD) and amyotrophic lateral sclerosis (ALS), whilst mutations in the FUS gene are causative for ALS. To model the impact of FUS mutations, expression vectors containing the entire genomic sequence of FUS, up and downstream regions, and native promoter sequences have been generated. The constructs have been tagged with an mCherry fluorescent tag, and three separate pathological mutations (R244C, R521C, and P525L) have been separately inserted. Transgenic mice have been generated using the WT and P525L FUS vectors to provide a highly physiological model of FUS in disease. Within transfected HEK293 cells, insertion of the P525L and R521C FUS mutations leads to relocalisation of FUS from the nucleus to the cytoplasm. R521C and P525L mutant FUS incorporates into cytoplasmic aggregations of untranslated mRNA and RNA binding proteins known as stress granules. The strong relocalisation seen with P525L-FUS is associated with a gain of cytotoxicity. Reversal of this cytoplasmic relocalisation by demethylation of FUS rescues this cytotoxicity, suggesting a toxic gain of cytoplasmic function in the majority of FUS mutations. By contrast, insertion of the R244C mutation leads to neither relocalisation, stress granule association, nor cytotoxicity. Notably the R244C mutation, located away from the nuclear localization domain in which the majority of FUS mutations are found, leads to the presence of smaller FUS fragments in western blot analyses. These fragments appear not to be due to splicing defects in FUS but rather are due to post-translational modifications or aberrant protein cleavage. These data suggest an alternative pathway for FUS toxicity based upon a nuclear loss of function.
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The influence of BRCA1's ubiquitin ligase activity on cell motilitySengupta, Sameer January 2014 (has links)
Breast cancer type 1 susceptibility protein (BRCA1) has been established as an important tumour suppressor protein and its loss of function is associated with hereditary breast and ovarian cancer. An emerging body of work suggests that BRCA1 is involved in sporadic cases of breast and ovarian cancers and may also have a role in other cancers, indicating a more global role in tumourigenesis. BRCA1-mutated cancers can be early-onset and are characterised by being highly aggressive with a propensity to metastasize, thus from a clinical perspective there is a requirement to understand the molecular mechanisms in order to be able to tailor treatments and develop therapeutics. BRCA1 has numerous cellular functions, many ascribed to its role in maintenance of genome integrity, transcription and checkpoint control. More recently, a number of extra-nuclear roles have been established. An interesting novel function is the role of the E3 ubiquitin ligase activity on cell motility. Abrogation of the ubiquitin ligase activity of BRCA1 results in cells exhibiting a hypermotile, invasive phenotype which may help to account for the metastatic nature of BRCA1-mutated tumours. Our aim was to further elucidate BRCA1’s role in cell motility, starting with the identification of relevant candidate ubiquitin ligase substrates. To date, there has yet to be a systematic approach to identify BRCA1’s ubiquitin ligase substrates. Thus we undertook an unbiased proteomic approach to identify extra-nuclear candidates by comparing the profiles of ubiquitinated proteins in breast cancer epithelial cells expressing either functional BRCA1 or ubiquitin ligase-dead BRCA1. We identified 55 candidates which were differentially enriched between the two cell lines and through pathway analysis we determined a significant proportion were cytoskeletal and translation related proteins. Using an ubiquitin-remnant profiling approach, we also identified the site(s) of ubiquitination for many of the candidates. To assess the role of these candidates in cell motility initially we adopted an in silico approach. We used existing time-lapse movies from the online database (www.mitocheck.org) which systematically siRNA knocked down every single gene in the human genome. We developed a series of algorithms which track cell motility from these movies and used these to analyse 192,000 movies containing 3.5 billion cell steps. We have produced a complete database containing motility information after siRNA knockdown of every gene in the human genome, which has been annotated with gene ontologies, KEGG families, Gene Descriptions, SwissProt, Ensembl IDs and siRNA information. In addition to providing motility data of our candidates, we also carried out gene set enrichment analysis on the whole dataset to uncover structural or functional families that may be involved in up-regulating motility when knocked down by siRNA. This is the first report of a genome-wide motility database. Based on overlaps between the results from these two large-scale unbiased proteomic and in silico datasets, we selected 4 candidates, namely, ezrin, moesin, fermitin-2 and delta-catenin. Through monolayer wound healing, cell spreading and single cell motility assays, we determined that ezrin was a particularly relevant and informative candidate. The hypermotile phenotype observed in cells expressing ubiquitin ligase dead BRCA1 was rescued through siRNA knockdown of ezrin and thus we suggest that BRCA1 may regulate cell motility through effects on ezrin. This thesis has investigated candidate BRCA1’s role in cell motility, identified candidate substrates for the E3 ubiquitin ligase activity, established a genome-wide motility database and proposed a possible pathway through which BRCA1 may mediate cell motility and by extension metastasis.
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