Search for Novel Lead Inhibitors of Yeast Cytochrome bc1, from Drugbank and COCONUT

In this work we introduce a novel filtering and molecular modeling pipeline based on a fingerprint and descriptor similarity procedure, coupled with molecular docking and molecular dynamics (MD), to select potential novel quoinone outside inhibitors (QoI) of cytochrome bc1 with the aim of determining the same or different chromophores to usual. The study was carried out using the yeast cytochrome bc1 complex with its docked ligand (stigmatellin), using all the fungicides from FRAC code C3 mode of action, 8617 Drugbank compounds and 401, 624 COCONUT compounds. The introduced drug repurposing pipeline consists of compound similarity with C3 fungicides and molecular docking (MD) simulations with final QM/MM binding energy determination, while aiming for potential novel chromophores and perserving at least an amide (R1HN(C=O)R2) or ester functional group of almost all up to date C3 fungicides. 3D descriptors used for a similarity test were based on the 280 most stable Padel descriptors. Hit compounds that passed fingerprint and 3D descriptor similarity condition and had either an amide or an ester group were submitted to docking where they further had to satisfy both Chemscore fitness and specific conformation constraints. This rigorous selection resulted in a very limited number of candidates that were forwarded to MD simulations and QM/MM binding affinity estimations by the ORCA DFT program. In this final step, stringent criteria based on (a) sufficiently high frequency of H-bonds ; (b) high interaction energy between protein and ligand through the whole MD trajectory ; and (c) high enough QM/MM binding energy scores were applied to further filter candidate inhibitors. This elaborate search pipeline led finaly to four Drugbank synthetic lead compounds (DrugBank) and seven natural (COCONUT database) lead compounds— tentative new inhibitors of cytochrome bc1. These eleven lead compounds were additionally validated through a comparison of MM/PBSA free binding energy for new leads against those obtatined for 19 QoIs

Good Governance Problems and Recent Financial Crises in Some EU Countries

The starting point for the research has been the list of 147 banking crises within the period 1976– 2011 prepared by the International Monetary Fund. The countries with crises have been analysed with respect to publicly available World Bank indicators in the periods of three years before the crises. The machine learning methodology for subgroup discovery has been used for the analysis. It enabled identification of five subsets of crises. Two of them have been identified as especially useful for the characterization of EU countries with banking crises in the year 2008. Fast growing credit activity is characteristic for the first subgroup while socioeconomic problems recognized by non-increasing quality of public health are decisive for the second subgroup. Comparative analysis of EU countries included into these subgroups demonstrated statistically significant differences with respect to World Bank good governance indicator values for the period before the crisis. Control of corruption, rule of law, and government effectiveness are the indicators which are statistically different for these sets of countries. The significance of the result is in the segmentation of the corpus of countries with banking crises and the recognition of connections between banking crises, socioeconomic problems, and governance effectiveness in some EU countries

REVIGO Summarizes and Visualizes Long Lists of Gene Ontology Terms

Outcomes of high-throughput biological experiments are typically interpreted by statistical testing for enriched gene functional categories defined by the Gene Ontology (GO). The resulting lists of GO terms may be large and highly redundant, and thus difficult to interpret

News Cohesiveness: an Indicator of Systemic Risk in Financial Markets

Motivated by recent financial crises significant research efforts have been put into studying contagion effects and herding behaviour in financial markets. Much less has been said about influence of financial news on financial markets. We propose a novel measure of collective behaviour in financial news on the Web, News Cohesiveness Index (NCI), and show that it can be used as a systemic risk indicator. We evaluate the NCI on financial documents from large Web news sources on a daily basis from October 2011 to July 2013 and analyse the interplay between financial markets and financially related news. We hypothesized that strong cohesion in financial news reflects movements in the financial markets. Cohesiveness is more general and robust measure of systemic risk expressed in news, than measures based on simple occurrences of specific terms. Our results indicate that cohesiveness in the financial news is highly correlated with and driven by volatility on the financial markets