When to efficiently rebalance a portfolio

A constant weight asset allocation is a popular investment strategy and is optimal under a suitable continuous model. We study the tracking error for the target continuous rebalancing strategy by a feasible discrete-in-time rebalancing under a general multi-dimensional Brownian semimartingale model of asset prices. In a high-frequency asymptotic framework, we derive an asymptotically efficient sequence of simple predictable strategies

Microarray analysis of promoter methylation in lung cancers

Aberrant DNA methylation is an important event in carcinogenesis. Of the various regions of a gene that can be methylated in cancers, the promoter is the most important for the regulation of gene expression. Here, we describe a microarray analysis of DNA methylation in the promoter regions of genes using a newly developed promoter-associated methylated DNA amplification DNA chip (PMAD). For each sample, methylated Hpa II-resistant DNA fragments and Msp I-cleaved (unmethylated + methylated) DNA fragments were amplified and labeled with Cy3 and Cy5 respectively, then hybridized to a microarray containing the promoters of 288 cancer-related genes. Signals from Hpa II-resistant (methylated) DNA (Cy3) were normalized to signals from Msp I-cleaved (unmethylated + methylated) DNA fragments (Cy5). Normalized signals from lung cancer cell lines were compared to signals from normal lung cells. About 10.9% of the cancer-related genes were hypermethylated in lung cancer cell lines. Notably, HIC1, IRF7, ASC, RIPK3, RASSF1A, FABP3, PRKCDBP, and PAX3 genes were hypermethylated in most lung cancer cell lines examined. The expression profiles of these genes correlated to the methylation profiles of the genes, indicating that the microarray analysis of DNA methylation in the promoter region of the genes is convenient for epigenetic study. Further analysis of primary tumors indicated that the frequency of hypermethylation was high for ASC (82%) and PAX3 (86%) in all tumor types, and high for RIPK3 in small cell carcinoma (57%). This demonstrates that our PMAD method is effective at finding epigenetic changes during cancer

Genome-wide profiling of promoter methylation in human

DNA methylation in the promoter region of a gene is associated with a loss of that gene's expression and plays an important role in gene silencing. The inactivation of tumor-suppressor genes by aberrant methylation in the promoter region is well recognized in carcinogenesis. However, there has been little study in this area when it comes to genome-wide profiling of the promoter methylation. Here, we developed a genome-wide profiling method called Microarray-based Integrated Analysis of Methylation by Isoschizomers to analyse the DNA methylation of promoter regions of 8091 human genes. With this method, resistance to both the methylation-sensitive restriction enzyme HpaII and the methylation-insensitive isoschizomer MspI was compared between samples by using a microarray with promoter regions of the 8091 genes. The reliability of the difference in HpaII resistance was judged using the difference in MspI resistance. We demonstrated the utility of this method by finding epigenetic mutations in cancer. Aberrant hypermethylation is known to inactivate tumour suppressor genes. Using this method, we found that frequency of the aberrant promoter hypermethylation in cancer is higher than previously hypothesized. Aberrant hypomethylation is known to induce activation of oncogenes in cancer. Genome-wide analysis of hypomethylated promoter sequences in cancer demonstrated low CG/GC ratio of these sequences, suggesting that CpG-poor genes are sensitive to demethylation activity in cancer

Effects of Oak Wilt Disease on Fungal Community Composition and Wood Decomposition in Dead Quercus serrata Trunks

departmental bulletin pape

The YUIMA project : a computational framework for simulation and inference of stochastic differential equations

The Yuima Project is an open source and collaborative e ort aimed at developing the R package named yuima for simulation and inference of stochastic di erential equations. In the yuima package, stochastic di erential equations can be of very abstract type, multidimensional, driven by Wiener process or fractional Brownian motion with general Hurst parameter, with or without jumps speci ed as L evy noise. The yuima package is intended to o er the basic infrastructure on which complex models and inference procedures can be built on. The computational framework implemented allow for the estimation of high frequency data and also o er the ability to perform Monte Carlo anal- ysis using cluster infrastructure whenever available in a transparent way to the user. Some real examples of model implementation and data estimation will be considere

Mycorrhizal generalist with wood-decay fungi

The climbing orchid Erythrorchis altissima is the largest mycoheterotroph in the world. Although previous in vitro work suggests that E. altissima has a unique symbiosis with wood-decaying fungi, little is known about how this giant orchid meets its carbon and nutrient demands exclusively via mycorrhizal fungi. In this study, the mycorrhizal fungi of E. altissima were molecularly identified using root samples from 26 individuals. Furthermore, in vitro symbiotic germination with five fungi and stable isotope compositions in five E. altissima at one site were examined. In total, 37 fungal operational taxonomic units (OTUs) belonging to nine orders in Basidiomycota were identified from the orchid roots. Most of the fungal OTUs were wood-decaying fungi, but underground roots had ectomycorrhizal Russula. Two fungal isolates from mycorrhizal roots induced seed germination and subsequent seedling development in vitro. Measurement of carbon and nitrogen stable isotope abundances revealed that E. altissima is a full mycoheterotroph whose carbon originates mainly from wood-decaying fungi. All of the results show that E. altissima is associated with a wide range of wood- and soil-inhabiting fungi, the majority of which are wood-decaying taxa. This generalist association enables E. altissima to access a large carbon pool in woody debris and has been key to the evolution of such a large mycoheterotroph

Interaction between ROCK II and Nucleophosmin/B23 in the Regulation of Centrosome Duplication

Nucleophosmin (NPM)/B23 has been implicated in the regulation of centrosome duplication. NPM/B23 localizes between two centrioles in the unduplicated centrosome. Upon phosphorylation on Thr(199) by cyclin-dependent kinase 2 (CDK2)/cyclin E, the majority of centrosomal NPM/B23 dissociates from centrosomes, but some NPM/B23 phosphorylated on Thr(199) remains at centrosomes. It has been shown that Thr(199) phosphorylation of NPM/B23 is critical for the physical separation of the paired centrioles, an initial event of the centrosome duplication process. Here, we identified ROCK II kinase, an effector of Rho small GTPase, as a protein that localizes to centrosomes and physically interacts with NPM/B23. Expression of the constitutively active form of ROCK II promotes centrosome duplication, while down-regulation of ROCK II expression results in the suppression of centrosome duplication, especially delaying the initiation of centrosome duplication during the cell cycle. Moreover, ROCK II regulates centrosome duplication in its kinase and centrosome localization activity-dependent manner. We further found that ROCK II kinase activity is significantly enhanced by binding to NPM/B23 and that NPM/B23 acquires a higher binding affinity to ROCK II upon phosphorylation on Thr(199). Moreover, physical interaction between ROCK II and NPM/B23 in vivo occurs in association with CDK2/cyclin E activation and the emergence of Thr(199)-phosphorylated NPM/B23. All these findings point to ROCK II as the effector of the CDK2/cyclin E-NPM/B23 pathway in the regulation of centrosome duplication

Involvement of Poly(ADP-Ribose) Polymerase 1 and Poly(ADP-Ribosyl)ation in Regulation of Centrosome Function

The regulatory mechanism of centrosome function is crucial to the accurate transmission of chromosomes to the daughter cells in mitosis. Recent findings on the posttranslational modifications of many centrosomal proteins led us to speculate that these modifications might be involved in centrosome behavior. Poly(ADP-ribose) polymerase 1 (PARP-1) catalyzes poly(ADP-ribosyl)ation to various proteins. We show here that PARP-1 localizes to centrosomes and catalyzes poly(ADP-ribosyl)ation of centrosomal proteins. Moreover, centrosome hyperamplification is frequently observed with PARP inhibitor, as well as in PARP-1-null cells. Thus, it is possible that chromosomal instability known in PARP-1-null cells can be attributed to the centrosomal dysfunction. P53 tumor suppressor protein has been also shown to be localized at centrosomes and to be involved in the regulation of centrosome duplication and monitoring of the chromosomal stability. We found that centrosomal p53 is poly(ADP-ribosyl)ated in vivo and centrosomal PARP-1 directly catalyzes poly(ADP-ribosyl)ation of p53 in vitro. These results indicate that PARP-1 and PARP-1-mediated poly(ADP-ribosyl)ation of centrosomal proteins are involved in the regulation of centrosome function