Value-at-risk portfolio optimization: a not on multiobgective genetic algoritnm

n this paper we develop a general framework for market risk optimization. The model is valid for any given risk measure. Our em- pirical procedure is focused on VaR. We solve the problem using a multiobjective genetic algorithm (GA). The algorithm is very efficient and it can handle hundreds of assets in reasonable computer time. One of the advantages of this approach is that it is easily extendable. = Рассматривается дальнейшее развитие общего подхода оптимизации риска в условиях рынка. Предлагается модель, ориентированная на различные меры риска, и эмпирическая методика расчета на основе многоцелевого генетического алгоритма

A chiral molecular cage comprising diethynylallenes and N‐heterotriangulenes for enantioselective recognition

Financiado para publicación en acceso aberto: Universidade de Vigo/CISUGChirality, a characteristic tool of molecular recognition in nature, is often a complement of redox active systems. Scientists, in their eagerness to mimic such sophistication, have designed numerous chiral systems based on molecular entities with cavities, such as macrocycles and cages. In an attempt to combine chirality and redox-active species, in this contribution we report the synthesis and detailed characterization of a chiral shape-persistent molecular cage based on the combination of enantiopure diethynylallenes and electron-rich bridged triarylamines, also known as N-heterotriangulenes. Its ability for chiral recognition in solution was revealed through UV/vis titrations with enantiopure helicenes.Agencia Estatal de Investigación | Ref. CTQ2017-85919-RDeutsche Forschungsgemeinschaft | Ref. 182849149Deutsche Forschungsgemeinschaft | Ref. 281029004-SFB1249FP7 People: Marie-Curie Actions | Ref. PIRSES-GA-2012-318930-InTechSEXunta de Galicia | Ref. ED431C 2017/7

Structural and mechanistic insights into Mcm2-7 double-hexamer assembly and function

Eukaryotic cells license each DNA replication origin during G1 phase by assembling a prereplication complex that contains a Mcm2-7 (minichromosome maintenance proteins 2-7) double hexamer. During S phase, each Mcm2-7 hexamer forms the core of a replicative DNA helicase. However, the mechanisms of origin licensing and helicase activation are poorly understood. The helicase loaders ORC-Cdc6 function to recruit a single Cdt1-Mcm2-7 heptamer to replication origins prior to Cdt1 release and ORC-Cdc6-Mcm2-7 complex formation, but how the second Mcm2-7 hexamer is recruited to promote double-hexamer formation is not well understood. Here, structural evidence for intermediates consisting of an ORC-Cdc6-Mcm2-7 complex and an ORC-Cdc6-Mcm2-7-Mcm2-7 complex are reported, which together provide new insights into DNA licensing. Detailed structural analysis of the loaded Mcm2-7 double-hexamer complex demonstrates that the two hexamers are interlocked and misaligned along the DNA axis and lack ATP hydrolysis activity that is essential for DNA helicase activity. Moreover, we show that the head-to-head juxtaposition of the Mcm2-7 double hexamer generates a new protein interaction surface that creates a multisubunit-binding site for an S-phase protein kinase that is known to activate DNA replication. The data suggest how the double hexamer is assembled and how helicase activity is regulated during DNA licensing, with implications for cell cycle control of DNA replication and genome stability

Double protonation of a cis-Bipyridoallenophane detected via Chiral-Sensing Switch: the role of Ion Pairs

We prove that the confinement of the conformational space of pyridoallenophanes leads to intense chiroptical responses. Unlike the cyclic dimer [142], single-conformation [141]pyridoallenophanes isomerize under thermal and photochemical conditions. Yet, less-strained [141]-bipyridoallenophanes are stable and are prepared successfully. They, unexpectedly, undergo double protonation as a result of cooperative ion-pairing and hydrogen bonding. The complex formation forces a single configuration of the axis connecting both pyridyl rings recognized by a diagnostic circular dichroism (CD) signal at 330 nm.Agencia Estatal de Investigación | Ref. CTQ2017-84354-PAgencia Estatal de Investigación | Ref. CTQ2017-85919-RXunta de Galicia | Ref. IN607C 2016/03Xunta de Galicia | Ref. ED431C 2017/70Xunta de Galicia | Ref. Ref. ED431G/0

Infrastructure and Business Model for Universal Broadband Access in Developing Regions: The Ceara State Digital Belt

Abstract. With regard to digital services access, many rural and remote urban area in developing countries are underserved, if served at all. In a monopolized environment, telecommunications are of low quality and costly. Broadband Internet and other digital services are restricted to small percentage of people. In some cases the operator prefers to pay fines instead of providing services to remote areas. In this paper we present an infrastructure together with its business model that is being installed in the Brazilian Ceara state. This infrastructure was entirely constructed by the state government, but the operational costs (OPEX) will be paid by investors willing to share data transportation. Different groups will be chosen among interested investors by public auction, in order to enforce competition. Moreover, a new state company will be created that will offer low cost data transportation services, assuring that high bandwidth will be available to more than 80% of the state population

Resolving galaxies in time and space: II: Uncertainties in the spectral synthesis of datacubes

In a companion paper we have presented many products derived from the application of the spectral synthesis code STARLIGHT to datacubes from the CALIFA survey, including 2D maps of stellar population properties and 1D averages in the temporal and spatial dimensions. Here we evaluate the uncertainties in these products. Uncertainties due to noise and spectral shape calibration errors and to the synthesis method are investigated by means of a suite of simulations based on 1638 CALIFA spectra for NGC 2916, with perturbations amplitudes gauged in terms of the expected errors. A separate study was conducted to assess uncertainties related to the choice of evolutionary synthesis models. We compare results obtained with the Bruzual & Charlot models, a preliminary update of them, and a combination of spectra derived from the Granada and MILES models. About 100k CALIFA spectra are used in this comparison. Noise and shape-related errors at the level expected for CALIFA propagate to 0.10-0.15 dex uncertainties in stellar masses, mean ages and metallicities. Uncertainties in A_V increase from 0.06 mag in the case of random noise to 0.16 mag for shape errors. Higher order products such as SFHs are more uncertain, but still relatively stable. Due to the large number statistics of datacubes, spatial averaging reduces uncertainties while preserving information on the history and structure of stellar populations. Radial profiles of global properties, as well as SFHs averaged over different regions are much more stable than for individual spaxels. Uncertainties related to the choice of base models are larger than those associated with data and method. Differences in mean age, mass and metallicity are ~ 0.15 to 0.25 dex, and 0.1 mag in A_V. Spectral residuals are ~ 1% on average, but with systematic features of up to 4%. The origin of these features is discussed. (Abridged)Comment: A&A, accepte

An ORC/Cdc6/MCM2-7 Complex Is Formed in a Multistep Reaction to Serve as a Platform for MCM Double-Hexamer Assembly

In Saccharomyces cerevisiae and higher eukaryotes, the loading of the replicative helicase MCM2-7 onto DNA requires the combined activities of ORC, Cdc6, and Cdt1. These proteins load MCM2-7 in an unknown way into a double hexamer around DNA. Here we show that MCM2-7 recruitment by ORC/Cdc6 is blocked by an autoinhibitory domain in the C terminus of Mcm6. Interestingly, Cdt1 can overcome this inhibitory activity, and consequently the Cdt1-MCM2-7 complex activates ORC/Cdc6 ATP-hydrolysis to promote helicase loading. While Cdc6 ATPase activity is known to facilitate Cdt1 release and MCM2-7 loading, we discovered that Orc1 ATP-hydrolysis is equally important in this process. Moreover, we found that Orc1/Cdc6 ATP-hydrolysis promotes the formation of the ORC/Cdc6/MCM2-7 (OCM) complex, which functions in MCM2-7 double-hexamer assembly. Importantly, CDK-dependent phosphorylation of ORC inhibits OCM establishment to ensure once per cell cycle replication. In summary, this work reveals multiple critical mechanisms that redefine our understanding of DNA licensing

Microlensing induced spectral variability in Q2237+0305

We present both photometry and spectra of the individual images of the quadruple gravitational lens system Q2237+0305. Comparison of spectra obtained at two epochs, separated by $\sim~3\,$years, shows evidence for significant changes in the emission line to continuum ratio of the strong ultraviolet CIV~$\lambda$1549, CIII]~$\lambda$1909 and MgII~$\lambda$2798 lines. The short, $\sim~1\,$day, light--travel time differences between the sight lines to the four individual quasar images rule out any explanation based on intrinsic variability of the source. The spectroscopic differences thus represent direct detection of microlensing--induced spectroscopic differences in a quasar. The observations allow constraints to be placed on the relative spatial scales in the nucleus of the quasar, with the ultra--violet continuum arising in a region of \la~0.05~{\rm pc} in extent, while the broad emission line material is distributed on scales much greater than this.Comment: Accepted for Publication in MNRAS. Paper with 11 figure