Fractal Profit Landscape of the Stock Market

We investigate the structure of the profit landscape obtained from the most basic, fluctuation based, trading strategy applied for the daily stock price data. The strategy is parameterized by only two variables, p and q. Stocks are sold and bought if the log return is bigger than p and less than -q, respectively. Repetition of this simple strategy for a long time gives the profit defined in the underlying two-dimensional parameter space of p and q. It is revealed that the local maxima in the profit landscape are spread in the form of a fractal structure. The fractal structure implies that successful strategies are not localized to any region of the profit landscape and are neither spaced evenly throughout the profit landscape, which makes the optimization notoriously hard and hypersensitive for partial or limited information. The concrete implication of this property is demonstrated by showing that optimization of one stock for future values or other stocks renders worse profit than a strategy that ignores fluctuations, i.e., a long-term buy-and-hold strategy.Comment: 12 pages, 4 figure

Implications of the 125 GeV Higgs boson for scalar dark matter and for the CMSSM phenomenology

We study phenomenological implications of the ATLAS and CMS hint of a $125\pm 1$ GeV Higgs boson for the singlet, and singlet plus doublet non-supersymmetric dark matter models, and for the phenomenology of the CMSSM. We show that in scalar dark matter models the vacuum stability bound on Higgs boson mass is lower than in the standard model and the 125 GeV Higgs boson is consistent with the models being valid up the GUT or Planck scale. We perform a detailed study of the full CMSSM parameter space keeping the Higgs boson mass fixed to $125\pm 1$ GeV, and study in detail the freeze-out processes that imply the observed amount of dark matter. After imposing all phenomenological constraints except for the muon $(g-2)_\mu,$ we show that the CMSSM parameter space is divided into well separated regions with distinctive but in general heavy sparticle mass spectra. Imposing the $(g-2)_\mu$ constraint introduces severe tension between the high SUSY scale and the experimental measurements -- only the slepton co-annihilation region survives with potentially testable sparticle masses at the LHC. In the latter case the spin-independent DM-nucleon scattering cross section is predicted to be below detectable limit at the XENON100 but might be of measurable magnitude in the general case of light dark matter with large bino-higgsino mixing and unobservably large scalar masses.Comment: 17 pages, 7 figures. v3: same as published versio

Languages cool as they expand: Allometric scaling and the decreasing need for new words

We analyze the occurrence frequencies of over 15 million words recorded in millions of books published during the past two centuries in seven different languages. For all languages and chronological subsets of the data we confirm that two scaling regimes characterize the word frequency distributions, with only the more common words obeying the classic Zipf law. Using corpora of unprecedented size, we test the allometric scaling relation between the corpus size and the vocabulary size of growing languages to demonstrate a decreasing marginal need for new words, a feature that is likely related to the underlying correlations between words. We calculate the annual growth fluctuations of word use which has a decreasing trend as the corpus size increases, indicating a slowdown in linguistic evolution following language expansion. This ‘‘cooling pattern’’ forms the basis of a third statistical regularity, which unlike the Zipf and the Heaps law, is dynamical in nature

Truncated and Helix-Constrained Peptides with High Affinity and Specificity for the cFos Coiled-Coil of AP-1

Protein-based therapeutics feature large interacting surfaces. Protein folding endows structural stability to localised surface epitopes, imparting high affinity and target specificity upon interactions with binding partners. However, short synthetic peptides with sequences corresponding to such protein epitopes are unstructured in water and promiscuously bind to proteins with low affinity and specificity. Here we combine structural stability and target specificity of proteins, with low cost and rapid synthesis of small molecules, towards meeting the significant challenge of binding coiled coil proteins in transcriptional regulation. By iteratively truncating a Jun-based peptide from 37 to 22 residues, strategically incorporating i-->i+4 helix-inducing constraints, and positioning unnatural amino acids, we have produced short, water-stable, alpha-helical peptides that bind cFos. A three-dimensional NMR-derived structure for one peptide (24) confirmed a highly stable alpha-helix which was resistant to proteolytic degradation in serum. These short structured peptides are entropically pre-organized for binding with high affinity and specificity to cFos, a key component of the oncogenic transcriptional regulator Activator Protein-1 (AP-1). They competitively antagonized the cJun–cFos coiled-coil interaction. Truncating a Jun-based peptide from 37 to 22 residues decreased the binding enthalpy for cJun by ~9 kcal/mol, but this was compensated by increased conformational entropy (TDS ≤ 7.5 kcal/mol). This study demonstrates that rational design of short peptides constrained by alpha-helical cyclic pentapeptide modules is able to retain parental high helicity, as well as high affinity and specificity for cFos. These are important steps towards small antagonists of the cJun-cFos interaction that mediates gene transcription in cancer and inflammatory diseases

Higgs lepton flavour violation: UV completions and connection to neutrino masses

We study lepton violating Higgs (HLFV) decays, first from the effective field theory (EFT) point of view, and then analysing the different high-energy realizations of the operators of the EFT, highlighting the most promising models. We argue why two Higgs doublet models can have a BR(h → τ μ) ∼ 0.01, and why this rate is suppressed in all other realizations including vector-like leptons. We further discuss HLFV in the context of neutrino mass models: in most cases it is generated at one loop giving always BR(h → τ μ) < 10−4 and typically much less, which is beyond experimental reach. However, both the Zee model and extended left-right symmetric models contain extra SU(2) doublets coupled to leptons and could in principle account for the observed excess, with interesting connections between HLFV and neutrino parameters

Sulindac targets nuclear β-catenin accumulation and Wnt signalling in adenomas of patients with familial adenomatous polyposis and in human colorectal cancer cell lines

Nonsteroidal anti-inflammatory drugs (NSAIDs) have chemopreventive potential against colorectal carcinomas (CRCs). Inhibition of cyclooxygenase (COX)-2 underlies part of this effect, although COX-2-independent mechanisms may also exist. Nonsteroidal anti-inflammatory drugs appear to inhibit the initial stages of the adenoma-carcinoma sequence, suggesting a link to the APC/beta-catenin/TCF pathway (Wnt-signalling pathway). Therefore, the effect of the NSAID sulindac on nuclear (nonphosphorylated) beta-catenin and beta-catenin/TCF-mediated transcription was investigated. Nuclear #946;-catenin expression was assessed in pretreatment colorectal adenomas and in adenomas after treatment with sulindac from five patients with familial adenomatous polyposis (FAP). Also, the effect of sulindac sulphide on beta-catenin/TCF-mediated transcription was studied. Adenomas of FAP patients collected after treatment with sulindac for up to 6 months showed less nuclear beta-catenin expression compared to pretreatment adenomas of the same patients. Sulindac sulphide abrogated beta-catenin/TCF-mediated transcription in the CRC cell lines DLD1 and SW480, and decreased the levels of nonphosphorylated beta-catenin. As a result, the protein levels of the positively regulated TCF targets Met and cyclin D1 were downregulated after sulindac treatment. This study provides in vivo and in vitro evidence that nuclear beta-catenin localisation and beta-catenin/TCF-regulated transcription of target genes can be inhibited by sulindac. The inhibition of Wnt-signalling provides an explanation for the COX-2-independent mechanism of chemoprevention by NSAID

Systemic Analysis of Heat Shock Response Induced by Heat Shock and a Proteasome Inhibitor MG132

The molecular basis of heat shock response (HSR), a cellular defense mechanism against various stresses, is not well understood. In this, the first comprehensive analysis of gene expression changes in response to heat shock and MG132 (a proteasome inhibitor), both of which are known to induce heat shock proteins (Hsps), we compared the responses of normal mouse fibrosarcoma cell line, RIF- 1, and its thermotolerant variant cell line, TR-RIF-1 (TR), to the two stresses. The cellular responses we examined included Hsp expressions, cell viability, total protein synthesis patterns, and accumulation of poly-ubiquitinated proteins. We also compared the mRNA expression profiles and kinetics, in the two cell lines exposed to the two stresses, using microarray analysis. In contrast to RIF-1 cells, TR cells resist heat shock caused changes in cell viability and whole-cell protein synthesis. The patterns of total cellular protein synthesis and accumulation of poly-ubiquitinated proteins in the two cell lines were distinct, depending on the stress and the cell line. Microarray analysis revealed that the gene expression pattern of TR cells was faster and more transient than that of RIF-1 cells, in response to heat shock, while both RIF-1 and TR cells showed similar kinetics of mRNA expression in response to MG132. We also found that 2,208 genes were up-regulated more than 2 fold and could sort them into three groups: 1) genes regulated by both heat shock and MG132, (e.g. chaperones); 2) those regulated only by heat shock (e.g. DNA binding proteins including histones); and 3) those regulated only by MG132 (e.g. innate immunity and defense related molecules). This study shows that heat shock and MG132 share some aspects of HSR signaling pathway, at the same time, inducing distinct stress response signaling pathways, triggered by distinct abnormal proteins

Direct Identification of the Meloidogyne incognita Secretome Reveals Proteins with Host Cell Reprogramming Potential

The root knot nematode, Meloidogyne incognita, is an obligate parasite that causes significant damage to a broad range of host plants. Infection is associated with secretion of proteins surrounded by proliferating cells. Many parasites are known to secrete effectors that interfere with plant innate immunity, enabling infection to occur; they can also release pathogen-associated molecular patterns (PAMPs, e.g., flagellin) that trigger basal immunity through the nematode stylet into the plant cell. This leads to suppression of innate immunity and reprogramming of plant cells to form a feeding structure containing multinucleate giant cells. Effectors have generally been discovered using genetics or bioinformatics, but M. incognita is non-sexual and its genome sequence has not yet been reported. To partially overcome these limitations, we have used mass spectrometry to directly identify 486 proteins secreted by M. incognita. These proteins contain at least segmental sequence identity to those found in our 3 reference databases (published nematode proteins; unpublished M. incognita ESTs; published plant proteins). Several secreted proteins are homologous to plant proteins, which they may mimic, and they contain domains that suggest known effector functions (e.g., regulating the plant cell cycle or growth). Others have regulatory domains that could reprogram cells. Using in situ hybridization we observed that most secreted proteins were produced by the subventral glands, but we found that phasmids also secreted proteins. We annotated the functions of the secreted proteins and classified them according to roles they may play in the development of root knot disease. Our results show that parasite secretomes can be partially characterized without cognate genomic DNA sequence. We observed that the M. incognita secretome overlaps the reported secretome of mammalian parasitic nematodes (e.g., Brugia malayi), suggesting a common parasitic behavior and a possible conservation of function between metazoan parasites of plants and animals

Predicting Functional Alternative Splicing by Measuring RNA Selection Pressure from Multigenome Alignments

High-throughput methods such as EST sequencing, microarrays and deep sequencing have identified large numbers of alternative splicing (AS) events, but studies have shown that only a subset of these may be functional. Here we report a sensitive bioinformatics approach that identifies exons with evidence of a strong RNA selection pressure ratio (RSPR) —i.e., evolutionary selection against mutations that change only the mRNA sequence while leaving the protein sequence unchanged—measured across an entire evolutionary family, which greatly amplifies its predictive power. Using the UCSC 28 vertebrate genome alignment, this approach correctly predicted half to three-quarters of AS exons that are known binding targets of the NOVA splicing regulatory factor, and predicted 345 strongly selected alternative splicing events in human, and 262 in mouse. These predictions were strongly validated by several experimental criteria of functional AS such as independent detection of the same AS event in other species, reading frame-preservation, and experimental evidence of tissue-specific regulation: 75% (15/20) of a sample of high-RSPR exons displayed tissue specific regulation in a panel of ten tissues, vs. only 20% (4/20) among a sample of low-RSPR exons. These data suggest that RSPR can identify exons with functionally important splicing regulation, and provides biologists with a dataset of over 600 such exons. We present several case studies, including both well-studied examples (GRIN1) and novel examples (EXOC7). These data also show that RSPR strongly outperforms other approaches such as standard sequence conservation (which fails to distinguish amino acid selection pressure from RNA selection pressure), or pairwise genome comparison (which lacks adequate statistical power for predicting individual exons)

Comparative transcriptome profiling of amyloid precursor protein family members in the adult cortex

<p>Abstract</p> <p>Background</p> <p>The β-amyloid precursor protein (APP) and the related β-amyloid precursor-like proteins (APLPs) undergo complex proteolytic processing giving rise to several fragments. Whereas it is well established that Aβ accumulation is a central trigger for Alzheimer's disease, the physiological role of APP family members and their diverse proteolytic products is still largely unknown. The secreted APPsα ectodomain has been shown to be involved in neuroprotection and synaptic plasticity. The γ-secretase-generated APP intracellular domain (AICD) functions as a transcriptional regulator in heterologous reporter assays although its role for endogenous gene regulation has remained controversial.</p> <p>Results</p> <p>To gain further insight into the molecular changes associated with knockout phenotypes and to elucidate the physiological functions of APP family members including their proposed role as transcriptional regulators, we performed DNA microarray transcriptome profiling of prefrontal cortex of adult wild-type (WT), APP knockout (APP^-/-), APLP2 knockout (APLP2^-/-) and APPsα knockin mice (APP^α/α) expressing solely the secreted APPsα ectodomain. Biological pathways affected by the lack of APP family members included neurogenesis, transcription, and kinase activity. Comparative analysis of transcriptome changes between mutant and wild-type mice, followed by qPCR validation, identified co-regulated gene sets. Interestingly, these included heat shock proteins and plasticity-related genes that were both down-regulated in knockout cortices. In contrast, we failed to detect significant differences in expression of previously proposed AICD target genes including <it>Bace1</it>, <it>Kai1</it>, <it>Gsk3b</it>, <it>p53</it>, <it>Tip60</it>, and <it>Vglut2</it>. Only <it>Egfr </it>was slightly up-regulated in APLP2^-/-mice. Comparison of APP^-/-and APP^α/αwith wild-type mice revealed a high proportion of co-regulated genes indicating an important role of the C-terminus for cellular signaling. Finally, comparison of APLP2^-/-on different genetic backgrounds revealed that background-related transcriptome changes may dominate over changes due to the knockout of a single gene.</p> <p>Conclusion</p> <p>Shared transcriptome profiles corroborated closely related physiological functions of APP family members in the adult central nervous system. As expression of proposed AICD target genes was not altered in adult cortex, this may indicate that these genes are not affected by lack of APP under resting conditions or only in a small subset of cells.</p