Search results for "regulation"

showing 10 items of 4463 documents

Calibration of optimal execution of financial transactions in the presence of transient market impact

2012

Trading large volumes of a financial asset in order driven markets requires the use of algorithmic execution dividing the volume in many transactions in order to minimize costs due to market impact. A proper design of an optimal execution strategy strongly depends on a careful modeling of market impact, i.e. how the price reacts to trades. In this paper we consider a recently introduced market impact model (Bouchaud et al., 2004), which has the property of describing both the volume and the temporal dependence of price change due to trading. We show how this model can be used to describe price impact also in aggregated trade time or in real time. We then solve analytically and calibrate wit…

Statistics and ProbabilityMathematical optimizationQuantitative Finance - Trading and Market MicrostructureStatistical Finance (q-fin.ST)Financial market Econophysics stochastic processesFinancial assetComputer scienceVolume (computing)Efficient frontierQuantitative Finance - Statistical FinanceStatistical and Nonlinear PhysicsRisk neutralTrading and Market Microstructure (q-fin.TR)FOS: Economics and businessOrder (exchange)Financial transactionfinancial instruments and regulation models of financial markets risk measure and managementTransient (computer programming)Statistics Probability and UncertaintyMarket impact
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Comprehensive estimation of input signals and dynamics in biochemical reaction networks

2012

Abstract Motivation: Cellular information processing can be described mathematically using differential equations. Often, external stimulation of cells by compounds such as drugs or hormones leading to activation has to be considered. Mathematically, the stimulus is represented by a time-dependent input function. Parameters such as rate constants of the molecular interactions are often unknown and need to be estimated from experimental data, e.g. by maximum likelihood estimation. For this purpose, the input function has to be defined for all times of the integration interval. This is usually achieved by approximating the input by interpolation or smoothing of the measured data. This procedu…

Statistics and ProbabilityMedicin och hälsovetenskapComputer scienceDifferential equationMaximum likelihoodcomputer.software_genreBiochemistryModels BiologicalMedical and Health SciencesIntegration intervalMolecular BiologyJanus KinasesLikelihood FunctionsRegulation Pathways and Systems BiologyExperimental dataOriginal PapersConfidence intervalComputer Science ApplicationsComputational MathematicsSTAT Transcription FactorsComputational Theory and MathematicsData miningAlgorithmcomputerSmoothingAlgorithmsSignal Transduction
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The adaptive nature of liquidity taking in limit order books

2014

In financial markets, the order flow, defined as the process assuming value one for buy market orders and minus one for sell market orders, displays a very slowly decaying autocorrelation function. Since orders impact prices, reconciling the persistence of the order flow with market efficiency is a subtle issue. A possible solution is provided by asymmetric liquidity, which states that the impact of a buy or sell order is inversely related to the probability of its occurrence. We empirically find that when the order flow predictability increases in one direction, the liquidity in the opposite side decreases, but the probability that a trade moves the price decreases significantly. While the…

Statistics and ProbabilityQuantitative Finance - Trading and Market MicrostructureStatistical Finance (q-fin.ST)Limit order book econophysics market efficiencyfinancial instruments and regulationAutocorrelationFinancial marketQuantitative Finance - Statistical FinanceStatistical and Nonlinear PhysicsProbability and statisticsTrading and Market Microstructure (q-fin.TR)Market liquidityFOS: Economics and businessFlow (mathematics)Order (exchange)risk measure and managementOrder bookEconomicsEconometricsmodels of financial marketStatistics Probability and UncertaintyPredictabilityStatistical and Nonlinear Physic
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Comment on "Ecological importance of the thermal emissivity of avian eggshells".

2012

Eggshell emissivity must be known to determine accurately the cooling rate of avian eggs when the parent, after heating by conduction during the incubation, is temporarily absent. We estimate possible values of eggshell emissivities from in-situ measurements and spectral libraries. Emissivity is near to 1 (probably higher than 0.95) and therefore its effect on cooling rate may be negligible, with differences between the temperature of the egg assuming a value of e=0.95 and that of a blackbody (e=1) below 0.2 °C.

Statistics and ProbabilityThermal infraredMaterials scienceGeneral Immunology and MicrobiologyEcologyApplied MathematicsGeneral MedicineThermal conductionModels BiologicalGeneral Biochemistry Genetics and Molecular BiologyBirdsEgg ShellCooling rateThermal radiationModeling and SimulationEmissivityAnimalsBlack-body radiationEggshellGeneral Agricultural and Biological SciencesBody Temperature RegulationJournal of theoretical biology
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Kinetic properties of hexameric tyrosinase from the crustacean Palinurus elephas.

2008

Tyrosinases catalyze hydroxylation of monophenols to o-diphenols and their subsequent oxidation to o-quinones, whereas catecholoxidases catalyze only the latter reaction. Both enzymes occur in all organisms and are Type 3 copper proteins that perform the first steps of melanin formation. In arthropods, they play an essential role in the sclerotization of the exoskeleton. Very few phenoloxidases are characterized structurally or kinetically and the existence of an actual tyrosinase activity has not been demonstrated in most cases. Here we present for the first time a complete kinetic characterization of a tyrosinase from a crustacean (Palinurus elephas) including the influence of inhibitors.…

StereochemistryCopper proteinTyrosinaseDopamineAllosteric regulationTyramineCooperativityBiologyBiochemistryBinding CompetitiveHydroxylationchemistry.chemical_compoundNon-competitive inhibitionAnimalsMimosinePhysical and Theoretical ChemistryEnzyme InhibitorsPalinuridaechemistry.chemical_classificationBinding SitesMolecular StructureMonophenol MonooxygenaseGeneral MedicinePhenylthioureaKineticsEnzymechemistryBiochemistryMimosineAllosteric SitePhotochemistry and photobiology
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Interactions of diaryl-polyamines with nucleic acids. Allosteric effects with dinuclear copper complexes

2002

Abstract A series of α,ω-diarylamines with a variable number of ethylenediamine units between terminal naphthylrings shows dramatic affinity changes towards double-stranded nucleic acids, particularly upon complexation with Cu(II) ions. Metal salts alone have under the applied conditions only a negligible effect. The affinity of the metal-free ligands towards nucleic acids shows significant differences to those of the underlying polyamines, with a reversed stabilization of DNA instead of the usually observed preference for RNA. The affinity changes and preliminary NMR studies are in line with intercalation of naphthylrings into the double-stranded nucleic acid, which is hampered by complex …

StereochemistryOrganic ChemistryAllosteric regulationIntercalation (chemistry)RNAEthylenediamineBiochemistrychemistry.chemical_compoundchemistryDrug DiscoveryNucleic acidNucleic acid structureNucleic acid analogueDNATetrahedron Letters
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Intratumoral Heterogeneity for hsp90β mRNA Levels in a Breast Cancer Cell Line

1997

BC-3A and BC-61 are two breast cancer cell lines that have been cloned from parental 8701-BC cells and exhibit different biosynthetic, proliferative, and invasive properties in vitro. In the attempt to search whether alterations in the profiles of gene expression could be detected, we have submitted both cytotypes to identification of differentially expressed cDNAs. In addition, steroid hormone receptor mRNA arrays and in vivo tumorigenesis of the two lines have been checked. The technique used allowed identification of changes in the expression of the 90-kD heat shock protein-beta (hsp90beta) which is prominently down-regulated in BC-61 cells. Because we have also found that these cells, w…

Steroid hormone receptorMice NudeEstrogen receptorBreast NeoplasmsBiologymedicine.disease_causeMiceBreast cancerIn vivoHeat shock proteinGene expressionTumor Cells CulturedGeneticsmedicineAnimalsHumansHSP90 Heat-Shock ProteinsRNA MessengerRNA NeoplasmMolecular BiologyDNA NeoplasmCell BiologyGeneral Medicinemedicine.diseaseMolecular biologyIn vitroGene Expression Regulation NeoplasticReceptors EstrogenReceptors ProgesteroneCarcinogenesisDNA and Cell Biology
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Short-term response to waterlogging in Quercus petraea and Quercus robur: A study of the root hydraulic responses and the transcriptional pattern of …

2015

International audience; We characterized the short-term response to waterlogging in Quercus petraea (Matt.) Liebl. and Quercus robur L. as the initial response towards their known long-term differences in tolerance to waterlogging. One-month old seedlings were subjected to hypoxic stress and leaf gas exchange, shoot water potential (Psi(s)) and root hydraulic conductivity (Lp(r)) were measured. In parallel, the expression of nine aquaporins (AQPs) along the primary root was analysed by quantitative RT-PCR. Results showed a similar reduction in net assimilation (A) and stomatal conductance (g(s)) for the two species. Notably, the response of Lpr differed temporally between the two species. Q…

Stomatal conductanceTime FactorsTranscription GeneticPhysiology[SDE.MCG]Environmental Sciences/Global ChangesAquaporinPlant ScienceAquaporinsPlant RootsQuercus roburQuercusHydraulic conductivityGene Expression Regulation PlantBotanyGeneticsHypoxiaQuercus robur (pedunculate oak)Plant ProteinsQuercus petraea (sessile oak)Water transportbiologyWaterWater channelbiology.organism_classificationOxygenPlant Leaves[ SDE.MCG ] Environmental Sciences/Global ChangesShootQuercus petraeaStress conditionsRoot hydraulic conductivityPlant ShootsPlant Physiology and Biochemistry
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The Sensor Kinase DctS Forms a Tripartite Sensor Unit with DctB and DctA for Sensing C4-Dicarboxylates in Bacillus subtilis

2013

The DctSR two-component system of Bacillus subtilis controls the expression of the aerobic C4-dicarboxylate transporter DctA. Deletion of DctA leads to an increased dctA expression. The inactivation of DctB, an extracellular binding protein, is known to inhibit the expression of dctA. Here, interaction between the sensor kinase DctS and the transporter DctA as well as the binding protein DctB was demonstrated in vivo using streptavidin (Strep) or His protein interaction experiments (mSPINE or mHPINE), and the data suggest that DctA and DctB act as cosensors for DctS. The interaction between DctS and DctB was also confirmed by the bacterial two-hybrid system (BACTH). In contrast, no indicati…

StreptavidinRegulation of gene expressionKinaseBinding proteinMembrane ProteinsTransporterGene Expression Regulation BacterialArticlesPlasma protein bindingBacillus subtilisBiologybiology.organism_classificationMicrobiologyGene Expression Regulation Enzymologicchemistry.chemical_compoundPlasmidBacterial ProteinsBiochemistrychemistryDicarboxylic AcidsCarrier ProteinsMolecular BiologyBacillus subtilisPlasmidsProtein BindingJournal of Bacteriology
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Molecular cloning and nucleotide sequence of chicken avidin-related genes 1-5.

1994

Using avidin cDNA as a hybridisation probe, we detected a gene family whose putative products are related to the chicken egg-white avidin. Two overlapping genomic clones were found to contain five genes (avidin-related genes 1–5, avrl-avr5), which have been cloned, characterized and sequenced. All of the genes have a four-exon structure with an overall identity with the avidin cDNA of 88–92%. The genes appear to have no pseudogenic features and, in fact, two of these genes have been shown to be transcribed. The putative proteins share a sequence identity of 68–78% with avidin. The amino acid residues responsible for the biotin-binding activity of avidin and the bacterial biotin-binding prot…

StreptavidinTranscription GeneticMolecular Sequence DataRestriction MappingBiotinBiologyMolecular cloningBiochemistryPolymerase Chain Reactionchemistry.chemical_compoundstomatognathic systemBacterial ProteinsIn vivoComplementary DNASequence Homology Nucleic AcidAnimalsAmino Acid SequenceCloning MolecularProtein PrecursorsGeneConserved SequenceRegulation of gene expressionGeneticsSequence Homology Amino AcidNucleic acid sequenceDNAExonsAvidinRecombinant Proteinschemistrybiology.proteinStreptavidinChickensPseudogenesAvidinEuropean journal of biochemistry
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