Essays on Energy Portfolio Management

Diese englischsprachige Dissertation behandelt ausgewählte Fragen zum Thema Portfoliomanagement in Energiemärkten. Im Kontext der modernen Portfoliotheorie werden theoretische Verteilungsannahmen untersucht, die einen optimalen Mittelwert-Varianz-Ansatz implizieren. Der Bereich zu Energiemärkten befasst sich einerseits mit Kurzfristprognosen von Day-Ahead-Preisen auf dem Strommarkt. Andererseits werden auf dem Erdgasmarkt die von komplexen Energiederivaten impliziten Volatilitäten analysiert. Einige interessante Beiträge, die diese Dissertation liefert, sind beispielsweise (i) die Erkenntnis, dass sich der Mittelwert-Varianz-Ansatz zur Bestimmung eines optimalen Portfolios von Vermögensgegenständen auch im Falle einer schiefen Renditeverteilung theoretisch rechtfertigen lässt, (ii) eine umfangreiche Vergleichsstudie mit verschiedenen Ansätzen zur Reduktion der Komplexität von multivariaten Strompreisprognosen und (iii) die Entwicklung eines theoretischen Rahmens und effizienten Algorithmus zur Übersetzung von Preisen für Swing-Optionen in implizite Volatilitäten

Tracking the Temporal-Evolution of Supernova Bubbles in Numerical Simulations

The study of low-dimensional, noisy manifolds embedded in a higher dimensional space has been extremely useful in many applications, from the chemical analysis of multi-phase flows to simulations of galactic mergers. Building a probabilistic model of the manifolds has helped in describing their essential properties and how they vary in space. However, when the manifold is evolving through time, a joint spatio-temporal modelling is needed, in order to fully comprehend its nature. We propose a first-order Markovian process that propagates the spatial probabilistic model of a manifold at fixed time, to its adjacent temporal stages. The proposed methodology is demonstrated using a particle simulation of an interacting dwarf galaxy to describe the evolution of a cavity generated by a Supernov

SalmoSim: the development of an in vitro simulator of the Atlantic Salmon (Salmo salar) GI tract and associated microbial communities

No abstract available

Differential evolution of non-coding DNA across eukaryotes and its close relationship with complex multicellularity on Earth

Here, I elaborate on the hypothesis that complex multicellularity (CM, sensu Knoll) is a major evolutionary transition (sensu Szathmary), which has convergently evolved a few times in Eukarya only: within red and brown algae, plants, animals, and fungi. Paradoxically, CM seems to correlate with the expansion of non-coding DNA (ncDNA) in the genome rather than with genome size or the total number of genes. Thus, I investigated the correlation between genome and organismal complexities across 461 eukaryotes under a phylogenetically controlled framework. To that end, I introduce the first formal definitions and criteria to distinguish ‘unicellularity’, ‘simple’ (SM) and ‘complex’ multicellularity. Rather than using the limited available estimations of unique cell types, the 461 species were classified according to our criteria by reviewing their life cycle and body plan development from literature. Then, I investigated the evolutionary association between genome size and 35 genome-wide features (introns and exons from protein-coding genes, repeats and intergenic regions) describing the coding and ncDNA complexities of the 461 genomes. To that end, I developed ‘GenomeContent’, a program that systematically retrieves massive multidimensional datasets from gene annotations and calculates over 100 genome-wide statistics. R-scripts coupled to parallel computing were created to calculate >260,000 phylogenetic controlled pairwise correlations. As previously reported, both repetitive and non-repetitive DNA are found to be scaling strongly and positively with genome size across most eukaryotic lineages. Contrasting previous studies, I demonstrate that changes in the length and repeat composition of introns are only weakly or moderately associated with changes in genome size at the global phylogenetic scale, while changes in intron abundance (within and across genes) are either not or only very weakly associated with changes in genome size. Our evolutionary correlations are robust to: different phylogenetic regression methods, uncertainties in the tree of eukaryotes, variations in genome size estimates, and randomly reduced datasets. Then, I investigated the correlation between the 35 genome-wide features and the cellular complexity of the 461 eukaryotes with phylogenetic Principal Component Analyses. Our results endorse a genetic distinction between SM and CM in Archaeplastida and Metazoa, but not so clearly in Fungi. Remarkably, complex multicellular organisms and their closest ancestral relatives are characterized by high intron-richness, regardless of genome size. Finally, I argue why and how a vast expansion of non-coding RNA (ncRNA) regulators rather than of novel protein regulators can promote the emergence of CM in Eukarya. As a proof of concept, I co-developed a novel ‘ceRNA-motif pipeline’ for the prediction of “competing endogenous” ncRNAs (ceRNAs) that regulate microRNAs in plants. We identified three candidate ceRNAs motifs: MIM166, MIM171 and MIM159/319, which were found to be conserved across land plants and be potentially involved in diverse developmental processes and stress responses. Collectively, the findings of this dissertation support our hypothesis that CM on Earth is a major evolutionary transition promoted by the expansion of two major ncDNA classes, introns and regulatory ncRNAs, which might have boosted the irreversible commitment of cell types in certain lineages by canalizing the timing and kinetics of the eukaryotic transcriptome.:Cover page Abstract Acknowledgements Index 1. The structure of this thesis 1.1. Structure of this PhD dissertation 1.2. Publications of this PhD dissertation 1.3. Computational infrastructure and resources 1.4. Disclosure of financial support and information use 1.5. Acknowledgements 1.6. Author contributions and use of impersonal and personal pronouns 2. Biological background 2.1. The complexity of the eukaryotic genome 2.2. The problem of counting and defining “genes” in eukaryotes 2.3. The “function” concept for genes and “dark matter” 2.4. Increases of organismal complexity on Earth through multicellularity 2.5. Multicellularity is a “fitness transition” in individuality 2.6. The complexity of cell differentiation in multicellularity 3. Technical background 3.1. The Phylogenetic Comparative Method (PCM) 3.2. RNA secondary structure prediction 3.3. Some standards for genome and gene annotation 4. What is in a eukaryotic genome? GenomeContent provides a good answer 4.1. Background 4.2. Motivation: an interoperable tool for data retrieval of gene annotations 4.3. Methods 4.4. Results 4.5. Discussion 5. The evolutionary correlation between genome size and ncDNA 5.1. Background 5.2. Motivation: estimating the relationship between genome size and ncDNA 5.3. Methods 5.4. Results 5.5. Discussion 6. The relationship between non-coding DNA and Complex Multicellularity 6.1. Background 6.2. Motivation: How to define and measure complex multicellularity across eukaryotes? 6.3. Methods 6.4. Results 6.5. Discussion 7. The ceRNA motif pipeline: regulation of microRNAs by target mimics 7.1. Background 7.2. A revisited protocol for the computational analysis of Target Mimics 7.3. Motivation: a novel pipeline for ceRNA motif discovery 7.4. Methods 7.5. Results 7.6. Discussion 8. Conclusions and outlook 8.1. Contributions and lessons for the bioinformatics of large-scale comparative analyses 8.2. Intron features are evolutionarily decoupled among themselves and from genome size throughout Eukarya 8.3. “Complex multicellularity” is a major evolutionary transition 8.4. Role of RNA throughout the evolution of life and complex multicellularity on Earth 9. Supplementary Data Bibliography Curriculum Scientiae Selbständigkeitserklärung (declaration of authorship

Functionally Relevant Macromolecular Interactions of Disordered Proteins

Disordered proteins are relatively recent newcomers in protein science. They were first described in detail by Wright and Dyson, in their J. Mol. Biol. paper in 1999. First, it was generally thought for more than a decade that disordered proteins or disordered parts of proteins have different amino acid compositions than folded proteins, and various prediction methods were developed based on this principle. These methods were suitable for distinguishing between the disordered (unstructured) and structured proteins known at that time. In addition, they could predict the site where a folded protein binds to the disordered part of a protein, shaping the latter into a well-defined 3D structure. Recently, however, evidence has emerged for a new type of disordered protein family whose members can undergo coupled folding and binding without the involvement of any folded proteins. Instead, they interact with each other, stabilizing their structure via “mutual synergistic folding” and, surprisingly, they exhibit the same residue composition as the folded protein. Increasingly more examples have been found where disordered proteins interact with non-protein macromolecules, adding to the already large variety of protein–protein interactions. There is also a very new phenomenon when proteins are involved in phase separation, which can represent a weak but functionally important macromolecular interaction. These phenomena are presented and discussed in the chapters of this book