Efficient model chemistries for peptides. I. Split-valence Gaussian basis sets and the heterolevel approximation in RHF and MP2

We present an exhaustive study of more than 250 ab initio potential energy surfaces (PESs) of the model dipeptide HCO-L-Ala-NH2. The model chemistries (MCs) used are constructed as homo- and heterolevels involving possibly different RHF and MP2 calculations for the geometry and the energy. The basis sets used belong to a sample of 39 selected representants from Pople's split-valence families, ranging from the small 3-21G to the large 6-311++G(2df,2pd). The reference PES to which the rest are compared is the MP2/6-311++G(2df,2pd) homolevel, which, as far as we are aware, is the more accurate PES of a dipeptide in the literature. The aim of the study presented is twofold: On the one hand, the evaluation of the influence of polarization and diffuse functions in the basis set, distinguishing between those placed at 1st-row atoms and those placed at hydrogens, as well as the effect of different contraction and valence splitting schemes. On the other hand, the investigation of the heterolevel assumption, which is defined here to be that which states that heterolevel MCs are more efficient than homolevel MCs. The heterolevel approximation is very commonly used in the literature, but it is seldom checked. As far as we know, the only tests for peptides or related systems, have been performed using a small number of conformers, and this is the first time that this potentially very economical approximation is tested in full PESs. In order to achieve these goals, all data sets have been compared and analyzed in a way which captures the nearness concept in the space of MCs.Comment: 54 pages, 16 figures, LaTeX, AMSTeX, Submitted to J. Comp. Che

Effects of constraints in general branched molecules: A quantitative ab initio study in HCO-L-Ala-NH2

A general approach to the design of accurate classical potentials for protein folding is described. It includes the introduction of a meaningful statistical measure of the differences between approximations of the same potential energy, the definition of a set of Systematic and Approximately Separable and Modular Internal Coordinates (SASMIC), much convenient for the simulation of general branched molecules, and the imposition of constraints on the most rapidly oscillating degrees of freedom. All these tools are used to study the effects of constraints in the Conformational Equilibrium Distribution (CED) of the model dipeptide HCO-L-Ala-NH2. We use ab initio Quantum Mechanics calculations including electron correlation at the MP2 level to describe the system, and we measure the conformational dependence of the correcting terms to the naive CED based in the Potential Energy Surface (PES) without any simplifying assumption. These terms are related to mass-metric tensors determinants and also occur in the Fixman's compensating potential. We show that some of the corrections are non-negligible if one is interested in the whole Ramachandran space. On the other hand, if only the energetically lower region, containing the principal secondary structure elements, is assumed to be relevant, then, all correcting terms may be neglected up to peptides of considerable length. This is the first time, as far as we know, that the analysis of the conformational dependence of these correcting terms is performed in a relevant biomolecule with a realistic potential energy function.Comment: 8 pages, 1 figure, LaTeX, aipproc style (included

Why using a general model in Solvency II is not a good idea : an explanation from a Bayesian point of view

The passing of Directive 2009/138/CE (Solvency II) has opened a new era in the European insurance market. According to this new regulatory environment, the volume of own resources will be determined depending on the risks that any insurer would be holding. So, nowadays, the model to estimate the amount of economic capital is one of the most important elements. The Directive establishes that the European entities can use a general model to perform these tasks. However, this situation is far from being optimal because the calibration of the general model has been made using figures that reflects and average behaviour. This paper shows that not all the companies operating in a specific market has the same risk profile. For this reason, it is unsatisfactory to use a general model for all of them. We use the PAM clustering method and afterwards some Bayesian tools to check the results previously obtained. Analysed data (public information belonging to Spanish insurance companies about balance sheets and income statements from 1998 to 2007) comes from the DGSFP (Spanish insurance regulator).Solvency II, PAM, Longitudinal multinomial model

La tercera revolución : comunicación, tecnología y su nomenclatura en inglés

[Resumen] La informacion es, hoy en dia, un elemento esencial en la toma de decisiones por parte de los grupos de poder. Las tecnologias que la hacen posible forman un conglomerado de conceptos y de terminos, la mayoria de ellos originalmente en ingles. Aunque lo verdaderamente significativo de las nuevas tecnologias es que se hallan siempre en constante evolucion. En los inicios del siglo XXI, en los que nos encontramos, resulta evidente que estamos inmersos en una tercera revolucion: la de la tecnologia de la comunicacion y la de Internet. Y todos sabemos que el conocimiento de esta tecnologia resulta irrenunciable, no solo en el puesto de trabajo, sino en el ocio, en la calle y en el hogar. A lo largo del texto, descubriremos el cumulo de conceptos y terminos que conforman el universo de las tecnologias de la informacion y de la comunicacion (TICs). Tanto los mas elementales como los mas complejos. Asi, el lector podra recorrer desde los componentes fisicos del propio ordenador, junto con el sistema operativo, el software de produccion, las redes de comunicacion, Internet, los sistemas de informacion, la produccion del propio software, etc., hasta las consideraciones eticas derivadas de todo el proceso de cambio que conlleva la revolucion actual, ademas de un analisis de las principales salidas laborales derivadas de las TICs. Pero el libro quiere ir mas alla, como se manifiesta desde el primer capitulo, La era tecnologica. Quiere analizar el enorme impacto de Internet y de la realidad virtual en nuestras vidas, aventurar el futuro que nos espera a la luz de los ultimos avances tecnologicos y, en suma, profundizar en los cambios drasticos que nuestra sociedad y nuestros modos de vida experimentaran en los proximos años. Cambios que, de hecho, estamos experimentando ya

More on the credit channel of monetary policy transmission: an international comparison

En este trabajo presentamos algunos indicios del funcionamiento del canal del crédito como una forma posible de transmisión de las medidas de política monetaria. El tema se aborda desde una perspectiva internacional, en la que se compara la reacción ante los cambios en la política monetaria de las empresas no financieras de doce países de la OCDE. Haciendo uso del tipo de interés como un indicador del estado de la política monetaria, encontramos que dicho tipo de interés afecta a las decisiones de inversión de las empresas a través de la disponibilidad de crédito bancario, especialmente en el corto plazo. Estos resultados parecen evidenciar una distinta efectividad de la política monetaria en función de las características del sistema financiero de cada país, de modo que en los países con una mayor orientación hacia el mercado, en los cuales la financiación bancaria reviste menor importancia, las decisiones empresariales no se ven tan modificadas como en los países de mayor orientación hacia la intermediación financiera.In this paper we provide some evidence of the credit channel as a possible way of transmitting monetary policy decisions. We do it in an international framework by comparing the reaction of non-financial companies of twelve OECD countries to changes in monetary policy. Using the interest rate as an indicator of the stance of monetary policy, we find that the interest rate does affect firms’ investment and output by altering their bank finance availability, specially the short-term finance. Our results also seem to show a rather different effectiveness of the monetary policy depending on the features of the financial system of each country. In those countries with a more market-oriented financial system, corporate finance relies less heavily on banks, so they are not so influenced by shifts in monetary policy as companies of other more bank-based countrie

Profile identification via weighted related metric scaling : an application to dependent Spanish children

AMS subject classification: 62-07, 62-09, 62H20, 62H99, 62P05Disability and dependency (lack of autonomy in performing common everyday actions) affect health status and quality of life, therefore they are significant public health issues. The main purpose of this study is to establish the existing relationship among different variables (continuous, categorical and binary) referred to children between 3 and 6 years old and their functional dependence in basic activities of daily living. We combine different types of information via weighted related metric scaling to obtain homogeneous profiles for dependent Spanish children. The redundant information between groups of variables is modeled with an interaction parameter that can be optimized according to several criteria. In this paper, the goal is to obtain maximum explained variability in an Euclidean configuration. Data comes from the Survey about Disabilities, Personal Autonomy and Dependence Situations, EDAD 2008, (Spanish National Institute of Statistics, 2008)This work has been partially supported by Spanish grant MTM2010-17323 (Spanish Ministry of Science and Innovation

On the Combination of TDDFT with Molecular Dynamics: New Developments

In principle, we should not need the time-dependent extension of density-functional theory (TDDFT) for excitations, and in particular not for Molecular Dynamics (MD) studies: the theorem by Hohenberg and Kohn teaches us that for any observable that we wish to look at (including dynamical properties or observables dependent on excited states) there is a corresponding functional of the ground-state density. Yet the unavailability of such magic functionals in many cases (the theorem is a non-constructive existence result) demands the development and use of the alternative exact reformulation of quantum mechanics provided by TDDFT. This theory defines a convenient route to electronic excitations and to the dynamics of a many-electron system subject to an arbitrary time-dependent perturbation. This is, in fact, the main purpose of inscribing TDDFT in a MD framework -the inclusion of the effect of electronic excited states in the dynamics. However, as we will show in this review, it may not be the only use of TDDFT in this context. In this manuscript, we review two recent proposals: In Section 1.2, we show how TDDFT can be used to design efficient gsBOMD algorithms -even if the electronic excited states are in this case not relevant. The work described in Section 1.3 addresses the problem of mixed quantum-classical systems at thermal equilibrium.Comment: 10 pages, 1 figure, to be published in the book "Time Dependent Density Functional Theory" by Springer Verla

Non-linear models of disability and age applied to census data

It is usually considered that the proportion of handicapped people grows with age. Namely, the older the man/woman is, the more level of disability he/she suffers. However, empirical evidence shows that this assessment is not always true, or at least, it is not true in the Spanish population. This study tries to assess the impact of age on disability in Spain. It is divided into three different parts. The first one is focused in describing the way disability is measured in this work. We used a former index defined by the authors that distinguishes between men and women. The second one is focused in a literature review about the methods used in this paper. This section emphasizes on local regression, feed forward neural networks and BARS. Finally, in the last section estimations are undertaken. Several methods are used and, therefore, there are fairly differences in the results, not only among the methodologies, but also between genders

Why using a general model in Solvency II is not a good idea : an explanation from a Bayesian point of view

The passing of Directive 2009/138/CE (Solvency II) has opened a new era in the European insurance market. According to this new regulatory environment, the volume of own resources will be determined depending on the risks that any insurer would be holding. So, nowadays, the model to estimate the amount of economic capital is one of the most important elements. The Directive establishes that the European entities can use a general model to perform these tasks. However, this situation is far from being optimal because the calibration of the general model has been made using figures that reflects and average behaviour. This paper shows that not all the companies operating in a specific market has the same risk profile. For this reason, it is unsatisfactory to use a general model for all of them. We use the PAM clustering method and afterwards some Bayesian tools to check the results previously obtained. Analysed data (public information belonging to Spanish insurance companies about balance sheets and income statements from 1998 to 2007) comes from the DGSFP (Spanish insurance regulator)

Estimating life expectancy free of dependency : group characterization through the proximity to the deepest dependency path

The aging of population is perhaps the most important problem that developed countries must face in the near future. Dependency can be seen as a consequence of the process of gradual aging. In a health context, this contingency is defined as a lack of autonomy in performing basic activities of daily living that requires the care of another person or significant help. In Europe in general and in Spain in particular this phenomena represents a problem with economic, political, social and demographic implications. The prevalence of dependency in the population, as well as its intensity and its evolution over the course of a person's life are issues of greatest importance that should be addressed. The aim of this work is to estimate life expectancy free of dependency (LEFD) using categorical data and individual dependency trajectories that are obtained using the whole medical history concerning the dependency situation of each individual from birth up to 2008, contained in database EDAD 2008. In particular, we estimate LEFD in several scenarios attending to gender, proximity-group and dependency degree. Proximity-groups are established according to an L2-type distance from the dependency trajectories to a central trend within each age-gender group, using functional data techniques. The main findings are: First, the estimated LEFD curves reach higher values for women than for men; Second, their decreasing rate is higher (and more abrupt) for men than for women; Third, the more the dependency trajectories depart from the central trend, the more the gap between the LEFD for major dependency and the other dependency situations widens; Finally, we show evidence that to estimate LEFD ignoring the partition by proximity-groups may lead to nonrepresentative LEFD estimates.Financial support from research project MTM2014-56535-R by the Spanish Ministry of Economy and Competitiveness