59 research outputs found

    Networked buffering: a basic mechanism for distributed robustness in complex adaptive systems

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    A generic mechanism - networked buffering - is proposed for the generation of robust traits in complex systems. It requires two basic conditions to be satisfied: 1) agents are versatile enough to perform more than one single functional role within a system and 2) agents are degenerate, i.e. there exists partial overlap in the functional capabilities of agents. Given these prerequisites, degenerate systems can readily produce a distributed systemic response to local perturbations. Reciprocally, excess resources related to a single function can indirectly support multiple unrelated functions within a degenerate system. In models of genome:proteome mappings for which localized decision-making and modularity of genetic functions are assumed, we verify that such distributed compensatory effects cause enhanced robustness of system traits. The conditions needed for networked buffering to occur are neither demanding nor rare, supporting the conjecture that degeneracy may fundamentally underpin distributed robustness within several biotic and abiotic systems. For instance, networked buffering offers new insights into systems engineering and planning activities that occur under high uncertainty. It may also help explain recent developments in understanding the origins of resilience within complex ecosystems. \ud \u

    Refining value-at-risk estimates using a Bayesian Markov-switching GJR-GARCH copula-EVT model

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    In this paper, we propose a model for forecasting Value-at-Risk (VaR) using a Bayesian Markov-switching GJR-GARCH(1,1) model with skewed Student’s-t innovation, copula functions and extreme value theory. A Bayesian Markov-switching GJR-GARCH(1,1) model that identifies non-constant volatility over time and allows the GARCH parameters to vary over time following a Markov process, is combined with copula functions and EVT to formulate the Bayesian Markov-switching GJR-GARCH(1,1) copula-EVT VaR model, which is then used to forecast the level of risk on financial asset returns. We further propose a new method for threshold selection in EVT analysis, which we term the hybrid method. Empirical and back-testing results show that the proposed VaR models capture VaR reasonably well in periods of calm and in periods of crisis

    On the spontaneous stochastic dynamics of a single gene: complexity of the molecular interplay at the promoter

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    International audienceBACKGROUND: Gene promoters can be in various epigenetic states and undergo interactions with many molecules in a highly transient, probabilistic and combinatorial way, resulting in a complex global dynamics as observed experimentally. However, models of stochastic gene expression commonly consider promoter activity as a two-state on/off system. We consider here a model of single-gene stochastic expression that can represent arbitrary prokaryotic or eukaryotic promoters, based on the combinatorial interplay between molecules and epigenetic factors, including energy-dependent remodeling and enzymatic activities. RESULTS: We show that, considering the mere molecular interplay at the promoter, a single-gene can demonstrate an elaborate spontaneous stochastic activity (eg. multi-periodic multi-relaxation dynamics), similar to what is known to occur at the gene-network level. Characterizing this generic model with indicators of dynamic and steady-state properties (including power spectra and distributions), we reveal the potential activity of any promoter and its influence on gene expression. In particular, we can reproduce, based on biologically relevant mechanisms, the strongly periodic patterns of promoter occupancy by transcription factors (TF) and chromatin remodeling as observed experimentally on eukaryotic promoters. Moreover, we link several of its characteristics to properties of the underlying biochemical system. The model can also be used to identify behaviors of interest (eg. stochasticity induced by high TF concentration) on minimal systems and to test their relevance in larger and more realistic systems. We finally show that TF concentrations can regulate many aspects of the stochastic activity with a considerable flexibility and complexity. CONCLUSIONS: This tight promoter-mediated control of stochasticity may constitute a powerful asset for the cell. Remarkably, a strongly periodic activity that demonstrates a complex TF concentration-dependent control is obtained when molecular interactions have typical characteristics observed on eukaryotic promoters (high mobility, functional redundancy, many alternate states/pathways). We also show that this regime results in a direct and indirect energetic cost. Finally, this model can constitute a framework for unifying various experimental approaches. Collectively, our results show that a gene - the basic building block of complex regulatory networks - can itself demonstrate a significantly complex behavior
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