462 research outputs found
A SHARP model of bid–ask spread forecasts
No full textThis paper proposes an accurate, parsimonious and fast-to-estimate forecasting model for integer-valued time series with long memory and seasonality. The modelling is achieved through an autoregressive Poisson process with a predictable stochastic intensity that is determined by two factors: a seasonal intraday pattern and a heterogeneous autoregressive component. We call the model SHARP, which is an acronym for seasonal heterogeneous autoregressive Poisson. We also present a mixed-data sampling extension of the model, which adopts the historical information flow more efficiently and provides the best (among all the models considered) forecasting performances, empirically, for the bid-ask spreads of NYSE equity stocks. We conclude by showing how bid-ask spread forecasts based on the SHARP model can be exploited in order to reduce the total cost incurred by a trader who is willing to buy or sell a given amount of an equity stock. (C) 2019 International Institute of Forecasters. Published by Elsevier B.V. All rights reserved
Genetic dissection of heading date and yield under Mediterranean dry climate in barley (Hordeum vulgare L.)
No full textUnderstanding the genetics of drought tolerance is a major goal of plant breeders, especially in the Mediterranean region due to its sensitivity to drought and climate changes. Here we investigated genomic regions associated with heading date and yield under rainfed (R) and irrigated (I) conditions, along with some drought tolerance indices derived from phenotypic data collected on a panel of 83 European barley cultivars evaluated in field trials in Foggia, southern Italy, for three growing seasons. A genome wide association analysis (GWAS) was carried out using gene-based SNPs incorporated in the Illumina iSELECT Chip with known map position. A total of 4169 polymorphic SNPs were considered after filtering out SNPs with >10 % missing data and <10 % minimum allele frequency. Heritability was high for heading date and moderate for yield. Principle components analysis partitioned the barley germplasm in three subgroups characterized by different row-type and growth habit. A significant association with heading date was detected on chromosome 2HS, where the different alleles of associated markers were able to significantly affect heading date in different cultivars. Moreover, GWAS uncovered a significant association with yield and relative yield under R conditions on chromosome 5HS. These results provide a clue for further analysis on genetic control of barley flowering time and production in response to water stress under Mediterranean dry climate
Phenomenological Model of Rubber Bearings With Variable Axial Loading
No full textSeismic base isolation systems protect thousands of structures and infrastructures all over the world. Their effectiveness for seismic protection is widely recognized owing to acceleration reduction with a consequent minimization of the structural damage and of the “panic” effect for the occupants. This work deals with the development of a model for simulating the horizontal response of rubber bearings, extending an existent procedure to the case of variable axial loading. A consolidated procedure from literature, demonstrated able to correctly reproduce the complex mechanical behavior of rubber bearing isolation devices under constant axial loading, represents the starting point. Available laboratory cycling tests at variable axial load allow to illustrate the new numerical procedure. An optimization process, based on both automatic and user-driven procedures, is used to identify at different loading conditions the model parameters and the functions to model their variation. The proposed formulation overcomes the limits of the original model in this respect. The developed new procedure is shown to be capable of simulating with reasonable accuracy the experimentally observed cyclic behavior under coupled vertical-horizontal loading conditions, and the consequences in terms of the device response in the case of a seismic vertical-horizontal concurrent excitations are highlighted
Hitting and trapping times on branched structures
No full textIn this work we consider a simple random walk embedded in a generic branched structure and we find a close-form formula to calculate the hitting time H(i,f) between two arbitrary nodes i and j. We then use this formula to obtain the set of hitting times {H(i,f)} for combs and their expectation values, namely, the mean first-passage time, where the average is performed over the initial node while the final node f is given, and the global mean first-passage time, where the average is performed over both the initial and the final node. Finally, we discuss applications in the context of reaction-diffusion problems
Ethylene-responsive genes are differentially regulated during abscission, organ senescence and wounding in peach (Prunus persica)
No full textEthylene-responsive genes from peach (Prunes persica, L. Batsch) were isolated by differential screening of a cDNA library constructed from abscission zones in which cell separation had been evoked by treatment with the ethylene analogue propylene. DNA and deduced protein sequences of four selected clones, termed Prunus persica Abscission zone (PpAz), revealed homology to thaumatin-like proteins (PpAz8 and PpAz44), to proteins belonging to the PR4 class of pathogenesis-related (PR) proteins (PpAz89), and to fungal and plant beta-D-xylosidases (PpAz152). Expression analyses conducted on embrioctomized and CEPA-treated fruitlets as well as on fruit explants have shown that PpAz8, PpAz44 and PpAz89 are preferentially transcribed in the cells of the fruit abscission zone rather than in the non-zone tissues. The PpAz152 transcript showed a different accumulation pattern being consistently and promptly induced by wounding and only slightly stimulated by propylene. By contrast, a complex pattern of transcript accumulation was found for the four genes in response to the wounding of leaves and during organ development and senescence. Based on this evidence, the existence of multiple regulatory pathways underlying the differential expression of the four PpAz genes in the different tissues and physiological processes is hypothesized
An integrated peptidomics and in silico approach to identify novel anti-diabetic peptides in parmigiano-reggiano cheese
No full textInhibition of key metabolic enzymes linked to type-2-diabetes (T2D) by food-derived compounds is a preventive emerging strategy in the management of T2D. Here, the impact of Parmigiano- Reggiano (PR) cheese peptide fractions, at four different ripening times (12, 18, 24, and 30 months), on the enzymatic activity of α-glucosidase, α-amylase, and dipeptidyl peptidase-IV (DPPIV) as well as on the formation of fluorescent advanced glycation end-products (fAGEs) was assessed. The PR peptide fractions were able to inhibit the selected enzymes and fAGEs formation. The 12-month-ripening PR sample was the most active against the three enzymes and fAGEs. Mass spectrometry analysis enabled the identification of 415 unique peptides, 54.9% of them common to the four PR samples. Forty-nine previously identified bioactive peptides were found, mostly characterized as angiotensin-converting enzyme-inhibitors. The application of an integrated approach that combined peptidomics, in silico analysis, and a structure–activity relationship led to an efficient selection of 6 peptides with potential DPP-IV and α-glucosidase inhibitory activities. Peptide APFPE was identified as a potent novel DPP-IV inhibitor (IC50 = 49.5 ± 0.5 μmol/L). In addition, the well-known anti-hypertensive tripeptide, IPP, was the only one able to inhibit the three digestive enzymes, highlighting its possible new and pivotal role in diabetes management
Identification of differential photosynthetic-related changes in response to temperature and light intensity in a ‘winter’ and ‘spring’ barley genotype and in the derived segregating doubled-haploid population
No full textThe winter cold-resistant parent 'Nure' is an Italian two-rowed feeding barley cultivar, while the spring and cold-sensitive parent 'Tremois' is a French two-rowed malting variety. The response of the two genotypes have been characterised under several conditions of acclimation and stress to abiotic factors (chilling and freezing temperature, high light intensity, high temperature) using chlorophyll fluorescence and gas exchange analysis. The genotypes were contrasting not only for different levels of stress tolerance acquired after acclimation but also for a different capacity to induce earlier responses to stress conditions; this was especially evident in variation of chlorophyll fluorescence parameters at high light intensity associated to acclimation temperature and in different sugars accumulation in leaves and roots at low temperature.A segregating population of doubled haploid (DH) lines was derived by anther culture from the F1 generation of the 'winter' x 'spring' barley cross 'Nure' x 'Tremois', and a first analysis of a total of 136 Doubled-Haploid lines has been carried out
Roasting and frying modulate the phenolic profile of dark purple eggplant and differently change the colon microbiota and phenolic metabolites after in vitro digestion and fermentation in a gut model
No full textThe way of cooking vegetables could differently affect the phenolic profiles of foods and their impact on human colon microbiota. In this work, we investigated the stability and bioaccessibility as well as the impact and fate of dark purple eggplant (DPE) phenolic compounds in the gut microbiota after grilling or frying in comparison to the raw one. After cooking, DPE underwent a gastro-intestinal digestion along with a proximal colon fermentation using the short-term batch model MICODE (multi-unit in vitro colon gut model). During the process, the phenolic compounds profiles (through high-resolution mass spectrometry) and microbiomics (qPCR of 14 core taxa) analyses were performed. Results showed that thermal treatments increased the amount of extractable phenolic compounds as well as their bioaccessibility. The highest gastro-intestinal release was observed in fried DPE (2468.46 ± 13.64 μmol/100 g), followed by grilled DPE (1007. 96 ± 12.84 μmol/100 g) and raw DPE (900.93 ± 10.56 μmol/100 g). Mass spectrometry analysis confirmed that colonic bacteria were able to metabolize DPE phenolic compounds mainly to 3-(3′-hydroxyphenyl)propanoic acid. Furthermore, results indicated that frying was better than grilling in terms of fostering more the growth of beneficial bacterial taxa and limiting that of opportunistic taxa. For example, fried DPE determined an increase in abundance of Bifidobacteriaceae Lactobacillales of 2.66 and 3.80 times. This work is one of the first exploring how cooking methods can affect the phenolic composition of DPE and differently impact on the colon microbiota tuning and modifying the food functionalities
Fermentation of whey protein concentrate by Streptococcus thermophilus strains releases peptides with biological activities
No full textCheese whey is the principal by-product of cheese making and is perceived as an environmental pollutant. Different technological procedures have been applied to convert whey into value-added products including whey protein concentrate (WPC). In the present study, 2 Lactobacillus helveticus strains and 5 Streptococcus thermophilus strains, isolated from natural whey starter used in Parmigiano Reggiano production, have been evaluated for their capacity to ferment WPC and to release bioactive peptides. WPC fermented with S. thermophilus RBC06 showed the highest antioxidant activity as well as angiotensin-converting enzyme- and dipeptidyl-peptidase-IV-inhibitory activities followed by WPC fermented by S. thermophilus RBC20 and RBN16. An untargeted peptidomics approach was applied to profile the peptides released after WPC fermentation. Several bioactive peptides, mainly angiotensin-converting enzyme inhibitors, were identified and the anti-hypertensive lactotripeptides valine-proline-proline (VPP) and isoleucine-proline-proline (IPP) were quantified. S. thermophilus RBC06 produced the highest amount of VPP (12.80 ± 0.45 mg/L) whereas the highest quantity of IPP (0.56 ± 0.02 mg/L) was detected in WPC fermented with S. thermophilus RBN16. The present study paved the way for the further exploitation of S. thermophilus RBC06 as new bioactive-peptide producer and for the application of WPC hydrolysates as additives for designing whey-based beverages with improved healthy properties
Ethylene responsive genes are differentially regulated during peach fruit abscission
No full textEthylene responsive genes from peach (Prunus persica (L.) Batsch) were isolated by differential screening of a cDNA library constructed from abscission zones in which cell separation had been evoked by treatment with the ethylene analogue propylene. DNA and deduced protein sequences of four selected clones, termed as Prunus persica Abscission zone (PpAz), revealed homology to thaumatin-like proteins (PpAz8 and PpAz44), to proteins belonging to the PR4 class of pathogenesis related (PR) proteins (PpAz89), and to fungal and plant beta-D-xylosidases (PpAz152). Expression analyses conducted on embryoctomized and CEPA treated fruitlets as well as on fruit explants have shown that PpAz8, PpAz44 and PpAz89 are preferentially transcribed in the cells of the fruit abscission zone rather than in the non-zone tissues. PpAz152 transcript showed a different accumulation pattern being consistently and promptly induced by wounding and only slightly stimulated by propylene
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