171,445 research outputs found

    Extraction of the underlying structure of systematic risk from non-Gaussian multivariate financial time series using independent component analysis: Evidence from the Mexican stock exchange

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    Regarding the problems related to multivariate non-Gaussianity of financial time series, i.e., unreliable results in extraction of underlying risk factors -via Principal Component Analysis or Factor Analysis-, we use Independent Component Analysis (ICA) to estimate the pervasive risk factors that explain the returns on stocks in the Mexican Stock Exchange. The extracted systematic risk factors are considered within a statistical definition of the Arbitrage Pricing Theory (APT), which is tested by means of a two-stage econometric methodology. Using the extracted factors, we find evidence of a suitable estimation via ICA and some results in favor of the APT.Peer ReviewedPostprint (published version

    A text-mining system for extracting metabolic reactions from full-text articles

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    Background: Increasingly biological text mining research is focusing on the extraction of complex relationships relevant to the construction and curation of biological networks and pathways. However, one important category of pathway—metabolic pathways—has been largely neglected. Here we present a relatively simple method for extracting metabolic reaction information from free text that scores different permutations of assigned entities (enzymes and metabolites) within a given sentence based on the presence and location of stemmed keywords. This method extends an approach that has proved effective in the context of the extraction of protein–protein interactions. Results: When evaluated on a set of manually-curated metabolic pathways using standard performance criteria, our method performs surprisingly well. Precision and recall rates are comparable to those previously achieved for the well-known protein-protein interaction extraction task. Conclusions: We conclude that automated metabolic pathway construction is more tractable than has often been assumed, and that (as in the case of protein–protein interaction extraction) relatively simple text-mining approaches can prove surprisingly effective. It is hoped that these results will provide an impetus to further research and act as a useful benchmark for judging the performance of more sophisticated methods that are yet to be developed

    Detection of Side Chain Rearrangements Mediating the Motions of Transmembrane Helices in Molecular Dynamics Simulations of G Protein-Coupled Receptors.

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    Structure and dynamics are essential elements of protein function. Protein structure is constantly fluctuating and undergoing conformational changes, which are captured by molecular dynamics (MD) simulations. We introduce a computational framework that provides a compact representation of the dynamic conformational space of biomolecular simulations. This method presents a systematic approach designed to reduce the large MD simulation spatiotemporal datasets into a manageable set in order to guide our understanding of how protein mechanics emerge from side chain organization and dynamic reorganization. We focus on the detection of side chain interactions that undergo rearrangements mediating global domain motions and vice versa. Side chain rearrangements are extracted from side chain interactions that undergo well-defined abrupt and persistent changes in distance time series using Gaussian mixture models, whereas global domain motions are detected using dynamic cross-correlation. Both side chain rearrangements and global domain motions represent the dynamic components of the protein MD simulation, and are both mapped into a network where they are connected based on their degree of coupling. This method allows for the study of allosteric communication in proteins by mapping out the protein dynamics into an intramolecular network to reduce the large simulation data into a manageable set of communities composed of coupled side chain rearrangements and global domain motions. This computational framework is suitable for the study of tightly packed proteins, such as G protein-coupled receptors, and we present an application on a seven microseconds MD trajectory of CC chemokine receptor 7 (CCR7) bound to its ligand CCL21
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