The Effects of Acetylenic Tricyclic Bis-(Cyano Enone) on Cell Migration

Although cancer survival rates have significantly improved over the past few decades, the improvements are primarily due to early diagnosis and inhibiting cancer growth. Limited progress has been made in the treatment of cancer metastasis, which contributes to 90% of cancer related deaths, and therapeutic agents targeting the various aspects of metastasis are lacking. One potential approach is to utilize small pharmacological compounds to inhibit tumour cell motility, as a strategy against tumour cell migration, invasion, and metastasis. The acetylenic tricyclic bis-(cyano enone), TBE-31, has been shown to be a promising chemopreventative compound. However, its effects on cell migration are unknown. This thesis focuses on deciphering the molecular mechanisms TBE-31 utilizes to inhibit cell migration. I demonstrated that TBE-31 binds with cysteine 374 of actin, inhibits actin polymerization and stress fiber formation. These findings were applied to a model of epithelial-to-mesenchymal transition, a precursor event to metastasis, where I determined TBE-31 was able to inhibit the crucial rearrangement of cortical actin to form actin stress fibers, which prime tumour cells for migration. In addition to the actin cytoskeleton, I demonstrated that TBE-31 alters microtubule dynamics and organization. Microtubule-dependent trafficking was also shown to be disrupted by TBE-31, and the localization of the polarity proteins Rac1, IQGAP and Tiam1 were altered from the leading edge of migrating cells. Lastly, TBE-31 was shown to inhibit Rat2 and NIH3T3 fibroblast as well as H1299 non-small cell lung cancer tumour cell migration. Taken together, my work provides novel insights on the underlying mechanisms by which TBE-31 utilizes to inhibit cell migration and provide important knowledge for developing therapeutic compounds that target tumour cell motility in metastasis

Properties of Channel Interference for Wi-Fi Location Fingerprinting

Localization systems for indoor areas have recently been suggested that make use of existing wireless local area network (WLAN) infrastructure and location fingerprinting approach. However, most existing research work ignores channel interference between wireless infrastructures and this could affect accurate and precise positioning. A better understanding of the properties of channel interference could assist in improving the positioning accuracy while saving significant amounts of resources in the location-aware infrastructure. This paper investigates to what extent the positioning accuracy is affected by channel interference between access points. Two sets of experiments compare how the positioning accuracy is affected in three different channel assignment schemes: ad-hoc, sequential, and orthogonal data is analyzed to understand what features of channel interference affect positioning accuracy. The results show that choosing an appropriate channel assignment scheme could make localization 10% more accurate and reduces the number of access points that are required by 15%. The experimental analysis also indicates that the channel interference usually obeys a right-skewed distribution and positioning accuracy is heavily dependent on channel interference between access points (APs)

Optimal trading strategy during bull and bear markets for Hong Kong-listed stocks

The “buy-and-hold” strategy based on the EMH was believed by many people to be optimal for a long time. However, there has been more criticism on the EMH since the global financial crisis in 2008. Hence many people attempt to find a trading strategy to beat “buy-and-hold”. Moreover, the financial market fluctuates a lot. Sometimes it is in a bull market, but it may be in a bear market during other periods of time, so the optimal strategy during different periods of time may vary and hence switching of strategies may be necessary. In this study, we apply Hui and Chan (2018)’s generalized time-dependent strategy on 12 Hong Kong listed stocks during the whole period of observation and two sub-periods. The results show that when the sub-period December 31, 2004–December 31, 2008 is chosen, the strategy outperforms “buy-and-hold” by the largest extent. This reflects that the strategy is most effective during adverse market conditions. This study can help investors to apply appropriate trading strategies to earn more profits, and help property practitioners to improve their strategic property management to increase the value of their portfolio

Using a Cell-based WLAN Infrastructure Design for Resource-effective and Accurate Positioning

A large scale WLAN infrastructure requires the placement of many thousands of access points (APs). The current approach is to deploy these in an empirical and ad-hoc manner. However, this deployment results in poor resource utilization and inaccurate positioning due to signal overlap and black spots. In this paper, we propose three structured approaches to WLAN infrastructure deployment that would allow better positioning accuracy and optimal coverage. These three approaches make use of triangular, square, and hexagonal configurations. Our results show that all three are more effective in both 2-D and 3-D space than any of the current ad-hoc or empirical approaches to AP deployment. Overall, the hexagonal approach is the most cost effective and accurate. It allows better positioning with fewer APs than are normally used. As a further contribution, 3-D rendering of buildings and wireless signal coverage could give engineers a concrete visualization that helps them to foresee where the blind spots are in advance and how signal varied across multi-story buildings, such that engineers could estimate the optimal number of APs and where they should be placed

New tests of calendar effects on equity and securitized real estate markets

We construct two new tests of calendar effects, apply them on 12 stock indices during 1996–2016, and compare the results with that using Hui and Chan (2016)’s method. The results show that the January and Halloween effects are significant for the four western generalized equity indices for small moving-window sizes. Furthermore, the securitized real estate indices show a greater difference in the overall calendar effect between the three methods than the general equity indices do. This study has an implication that a certain sector of the market is riskier than the whole market

Thismia limkokthayi (Thismiaceae): A new mycoheterotrophic species from Genting Highlands in Pahang, Malaysia

Thismia limkokthayi, a distinct mitriform species of the mycoheterotrophic genus Thismia, is described and illustrated. It was found at a locality in the upland areas of Genting Highlands, Pahang, Malaysia. This new species is morphologically similar to members of Thismia sect. Geomitra, but differs in several characteristics, including the colour of the floral tube, the inner surface of the floral tube with longitudinal ribs and absent transverse bars, a stamen apex with a central lobe (prolongation of the rib) and two lateral lobes (the tips of each are recurved) and a black-purplish stigma. Thismia limkokthayi is provisionally classified as Critically Endangered according to the IUCN Red List Categories and Criteria

Contagion across real estate and equity markets during European sovereign debt crisis

Standard methods of testing contagion may not work well if the data set is not normally distributed. To cope with this problem, Hatemi-J and Hacker (2005) proposed a new case-resampling bootstrap method to test contagion. In this paper, we extend this method to test the parameters in the Forbes-Rigobon multivariate (FRM) test. The new method has the advantage that the bivariate model is extended to a multivariate framework which jointly models and tests all combinations of contagious linkages. We apply our method to investigate contagion across equity and real estate markets of four countries: Greece, U.K., U.S. and Hong Kong, during the European sovereign debt crisis, and compare the result with that by performing the FRM test directly. Two important results are found. Firstly, both tests we use give similar p-values of the coefficients which indicate the significance of contagion. Secondly, for both tests, the contagion pattern in the equity and real estate markets are different. Our study has an implication to investors that they should regularly review their portfolio and be aware of contagion triggered by a crisis. This would help them reduce their loss and is useful in strategic property management

A new time-dependent trading strategy for securitized real estate and equity indices

The “buy-and-hold” strategy based on the EMH has been adopted by many investors for long. However, the global financial crisis in 2008 caused more doubt to be cast on EMH. Therefore, many scholars have attempted to create a trading strategy which can outperform the “buy-and-hold” strategy. In this study, we use the Shiryaev-Zhou index to derive a new generalized time-dependent strategy of which the moving-window size can be changed to see how the moving-window size affects the resulting profit of our strategy. We test our strategy on the securitized real estate and general equity indices of six economies, and find the optimal moving-window size for our strategy on each stock index. The results show that when the optimal moving-window size is used, our strategy outperforms the “buy-and-hold” strategy for most cases. Furthermore, during stock market downturns, it’s advisable to adopt our strategy, preferably with larger moving-window sizes, to prevent losses when the stock prices fall rapidly. However, during long periods of booms, it’s better to adhere to the “buy-and-hold” strategy. This implies that we should switch strategies when market fundamentals changes significantly. Property practitioners can also apply this strategy for a better portfolio management to increase their profit. First published online 29 September 201

Are the global real estate markets contagious?

The aim of this paper is to investigate the contagion across real estate markets of four countries: Hong Kong, China, U.S. and U.K., during the financial tsunami in 2008. We use the Forbes-Rigobon test, the coskewness test and the cokurtosis test. We propose a new cokurtosis test constructed by extending the method of constructing the coskewness test to further higher order moments. It can show additional channels of contagion that other tests fail to show, and hence can provide more information on the direction of contagion, and reflect a more complete picture of the contagion pattern. The coskewness and cokurtosis tests show that contagion exists between the four countries, and the contagion effect is stronger between Hong Kong and China, and between U.S. and U.K. This provides clues for investors on how to diversify their investment to reduce their risk. This paper bridges the gap that previous works on contagion across real estate markets give mixed results, and gives a first insight into the contagion pattern of global real estate markets during the financial tsunami